# EDGAR Filing Document

**Accession Number:** 0001450011
**File Stem:** 0001450011-25-000504
**Filing Date:** 2025-8
**Character Count:** 366244
**Document Hash:** a87dc0b2ac05322fd3a92791e1d056d8
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001450011-25-000504.hdr.sgml**: 20250829

**ACCESSION NUMBER**: 0001450011-25-000504

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250829

**DATE AS OF CHANGE**: 20250829

**PERIOD START**: 20250630

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** PIMCO ETF Trust
- **CENTRAL INDEX KEY:** 0001450011

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0630

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22250
- **FILM NUMBER:** 251277486

**BUSINESS ADDRESS:**
- **STREET 1:** 650 NEWPORT CENTER DRIVE
- **CITY:** NEWPORT BEACH
- **STATE:** CA
- **ZIP:** 92660
- **BUSINESS PHONE:** 949.720.6000

**MAIL ADDRESS:**
- **STREET 1:** 650 NEWPORT CENTER DRIVE
- **CITY:** NEWPORT BEACH
- **STATE:** CA
- **ZIP:** 92660

## Series and Classes Contracts Data

### PIMCO Enhanced Short Maturity Active Exchange-Traded Fund (Series ID: S000026751)

| Class ID   | Class Name                                                | Ticker Symbol   |
|:---|:---|:---|
| C000080241 | PIMCO Enhanced Short Maturity Active Exchange-Traded Fund | MINT            |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** PIMCO ETF Trust

- **b. Investment Company Act file number:** 811-22250

- **c. CIK number of Registrant:** 0001450011

- **d. LEI of Registrant:** 5493004M9TBGFQUJ6D27

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

  - **Street Address 1:** 650 Newport Center Drive

  - **City:** Newport Beach

  - **State:** CA

  - **Foreign country:** US

  - **Zip / Postal Code:** 92660

  - **Telephone number:** (888) 400-4383

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

- **a. Name of Series:** PIMCO Enhanced Short Maturity Active Exchange-Traded Fund

- **b. EDGAR series identifier (if any):** S000026751

- **c. LEI of Series:** VOYE9Z80GB9431LFS645

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

- **a. Date of fiscal year-end:** 2025-06-30

- **b. Date as of which information is reported:** 2025-06-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $13485845962.65

**Total Liabilities:** $154998184.26

**Net Assets:** $13330847778.39

**Cash Not Reported:** $12120587.06

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 748260.951600 | **1-Year:** 764654.350700 | **5-Year:** 52841.802600 | **10-Year:** 2008.802000 | **30-Year:** 0.000000

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

- **3-Month:** 343.341100 | **1-Year:** 0.000000 | **5-Year:** 0.000000 | **10-Year:** 0.000000 | **30-Year:** 0.000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000080241 | 0.22%                | 0.49%                | 0.40%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $2850961.07              | $-13182213.54                              |
| Month 2  | $1080005.89              | $2397157.23                                |
| Month 3  | $758098.68               | $10074242.09                               |

**Designated Index Information**

- **Index Name:** Fund Securities Portfolio

- **Index Identifier:** 0

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ARI FLEET LEASE TRUST 2024-B                                             | ARI FLEET LEASE TRUST ARIFL 2024 B A2 144A             | CUSIP: 04033HAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9729293 | PA      | $9791962.77   | 0.07%             | 2033-04-15      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5544                                                  | FREDDIE MAC FHR 5544 F                                 | CUSIP: 3137HLNN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  54848058 | PA      | $55043849.27  | 0.41%             | 2055-06-25      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                  | GOLDMAN SACHS GROUP INC SR UNSECURED 12/26 VAR         | CUSIP: 38141GXN9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  17245000 | PA      | $17273046.06  | 0.13%             | 2026-12-09      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STRIPS 328                                                   | FREDDIEMAC STRIP FHS 328 F4                            | CUSIP: 31351DC90<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2659315 | PA      | $2627090.95   | 0.02%             | 2038-02-15      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                  | HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 08/25 VAR    | CUSIP: 44891ACL9<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |  49680000 | PA      | $49703876.21  | 0.37%             | 2025-08-04      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| OZLM XIX LTD 2017-17A                                                    | OZLM LTD OZLM 2017 17A A1RR 144A                       | CUSIP: 67111NAQ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    850424 | PA      | $851092.87    | 0.01%             | 2030-07-20      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                              | BANK OF AMERICA CORP SR UNSECURED 04/27 VAR            | CUSIP: 06051GHT9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  20710000 | PA      | $20564103.43  | 0.15%             | 2027-04-23      | Floating      | 3.56%                 | No            |                  2 | On Loan: No      |
| CBRE SERVICES INC (AKA: CB RICHARD ELLIS SERVICES INC)                   | CBRE SVCS INC                                          | CUSIP: 12610BUA8<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        | 116950000 | PA      | $116795848.22 | 0.88%             | 2025-07-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GCAT 2022-HX1 TRUST                                                      | GCAT GCAT 2022 HX1 A1 144A                             | CUSIP: 36168XAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  17876321 | PA      | $16709351.64  | 0.13%             | 2066-12-27      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST 2024-P4                                   | CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 P4 A3        | CUSIP: 14076LAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8300000 | PA      | $8353697.68   | 0.06%             | 2030-01-10      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| INTEL CORPORATION                                                        | INTEL CORP SR UNSECURED 07/25 3.7                      | CUSIP: 458140AS9<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   1824000 | PA      | $1818053.05   | 0.01%             | 2025-07-29      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CHASE AUTO OWNER TRUST 2024-3A                                           | CHASE AUTO OWNER TRUST CHAOT 2024 3A A2 144A           | CUSIP: 16144LAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4944185 | PA      | $4957201.22   | 0.04%             | 2027-09-27      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                  | HYUNDAI CAPITAL AMERICA SR UNSECURED REGS 11/25 VAR    | CUSIP: 44891CCS0<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   3930000 | PA      | $3941955.69   | 0.03%             | 2025-11-03      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| DELL EQUIPMENT FINANCE TRUST 2025-1                                      | DELL EQUIPMENT FINANCE TRUST DEFT 2025 1 A2 144A       | CUSIP: 24703UAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5400000 | PA      | $5423908.50   | 0.04%             | 2027-07-22      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA/NEW YORK BRANCH                                   | GOLDMAN SACHS BANK USA GOLDMAN SACHS BANK USA          | CUSIP: 38151LAH3<br>LEI: KD3XUN7C6T14HNAYLU02 | Long             | DBT              | CORP              | US        |  22089000 | PA      | $22157215.91  | 0.17%             | 2027-05-21      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC                                                  | BAYER US FINANCE II LLC COMPANY GUAR 144A 12/25 4.25   | CUSIP: 07274NAJ2<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        | 140641000 | PA      | $140262231.28 | 1.05%             | 2025-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CITIZENS AUTO RECEIVABLES TRUST 2024-1                                   | CITIZENS AUTO RECEIVABLES TRUS CITZN 2024 1 A3 144A    | CUSIP: 17331QAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  23029000 | PA      | $23159104.64  | 0.17%             | 2028-04-17      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| MELLON RESIDENTIAL FUNDING CO 2001-TBC1                                  | MELLON RESIDENTIAL FUNDING COR MRFC 2001 TBC1 A1       | CUSIP: 585525FC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    138164 | PA      | $133878.31    | 0.00%             | 2031-11-15      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                                     | GNMA POOL 781690 GN 12/33 FIXED 6                      | CUSIP: 36225B2X5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      6385 | PA      | $6619.57      | 0.00%             | 2033-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ROMARK CLO LTD 2017-1A                                                   | ROMARK CLO LTD RMRK 2017 1A A1R 144A                   | CUSIP: 77587UAL6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   8808475 | PA      | $8817450.00   | 0.07%             | 2030-10-23      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5499                                                  | FREDDIE MAC FHR 5499 FH                                | CUSIP: 3137HJWY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  26919014 | PA      | $26988007.62  | 0.20%             | 2055-02-25      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                                     | GNMA POOL 569554 GN 01/32 FIXED 7                      | CUSIP: 36200QWP5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       839 | PA      | $869.32       | 0.00%             | 2032-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BXMT 2020-FL3 LTD                                                        | BXMT LTD BXMT 2020 FL3 A 144A                          | CUSIP: 05608XAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |  19907499 | PA      | $19886960.34  | 0.15%             | 2037-11-15      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST 2024-2A                                       | LAD AUTO RECEIVABLES TRUST LADAR 2024 2A A2 144A       | CUSIP: 505920AB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    246330 | PA      | $246564.30    | 0.00%             | 2027-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| VOYA CLO 2017-2A                                                         | VOYA CLO LTD VOYA 2017 2A A1R 144A                     | CUSIP: 92915UAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1266885 | PA      | $1267722.72   | 0.01%             | 2030-06-07      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                        | HSBC HOLDINGS PLC SR UNSECURED 09/26 VAR               | CUSIP: 404280BX6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |  24595000 | PA      | $24571514.97  | 0.18%             | 2026-09-12      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| MIDOCEAN CREDIT CLO VI 2016-6A                                           | MIDOCEAN CREDIT CLO MIDO 2016 6A ARRR 144A             | CUSIP: 59802XBN2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  13301809 | PA      | $13316517.84  | 0.10%             | 2033-04-20      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| LCM LTD 26A                                                              | LCM LTD PARTNERSHIP LCM 26A A1 144A                    | CUSIP: 50200FAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1422595 | PA      | $1423322.80   | 0.01%             | 2031-01-20      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2024-100                                               | FANNIE MAE FNR 2024 100 FA                             | CUSIP: 3136BUFY1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  17177507 | PA      | $17156769.00  | 0.13%             | 2054-06-25      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-H25                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2015 H25 FD         | CUSIP: 38376RJN7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3682545 | PA      | $3685034.00   | 0.03%             | 2065-10-20      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2010-37                         | GOVERNMENT NATIONAL MORTGAGE A GNR 2010 37 FG          | CUSIP: 38376XJP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3358369 | PA      | $3372898.22   | 0.03%             | 2040-03-20      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA/NEW YORK BRANCH                                 | COOPERAT RABOBANK UA/NY 10/26 VAR                      | CUSIP: 21688AAZ5<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    950000 | PA      | $955950.54    | 0.01%             | 2026-10-05      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                     | ROYAL BANK OF CANADA SR UNSECURED 11/26 VAR            | CUSIP: 78016EYD3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   2600000 | PA      | $2604957.73   | 0.02%             | 2026-11-02      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORPORATION                                                    | AIR LEASE CORP DISC COML PAPER 07/25 ZCP               | CUSIP: 00913WUJ2<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |  14000000 | PA      | $13966520.40  | 0.10%             | 2025-07-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BACARDI LIMITED                                                          | BACARDI LTD COMPANY GUAR 144A 07/26 2.75               | CUSIP: 067316AD1<br>LEI: 549300R32WTQNHNN5055 | Long             | DBT              | CORP              | BM        |    680000 | PA      | $666084.11    | 0.00%             | 2026-07-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                       | TSY INFL IX N/B 10/25 0.125                            | CUSIP: 91282CAQ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  28185816 | PA      | $28088668.51  | 0.21%             | 2025-10-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| AMRIZE FINANCE US LLC                                                    | HOLCIM FIN US LLC 07/25 ZCP                            | CUSIP: 43475FUF7<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |  15700000 | PA      | $15669890.54  | 0.12%             | 2025-07-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI AUTO RECEIVABLES TRUST 2023-B                                 | WORLD OMNI AUTO RECEIVABLES TR WOART 2023 B A3         | CUSIP: 98164QAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4659230 | PA      | $4663134.62   | 0.03%             | 2028-05-15      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                              | BANK OF AMERICA CORP SR UNSECURED 01/27 VAR            | CUSIP: 06051GLE7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  64229000 | PA      | $64406966.36  | 0.48%             | 2027-01-20      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| ELFI GRADUATE LOAN PROGRAM 2021-A LLC                                    | ELFI GRADUATE LOAN PROGRAM 202 ELFI 2021 A A 144A      | CUSIP: 28628BAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4946574 | PA      | $4402586.67   | 0.03%             | 2046-12-26      | Fixed         | 1.53%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATURAL RESOURCES LIMITED                                       | CANADIAN NATURAL RESOU 08/25 ZCP                       | CUSIP: 13638WV66<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        | 132300000 | PA      | $131653846.80 | 0.99%             | 2025-08-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2025-98                         | GOVERNMENT NATIONAL MORTGAGE A GNR 2025 98 GF          | CUSIP: 38381NNT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  82400000 | PA      | $82451574.16  | 0.62%             | 2055-06-20      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| SBNA AUTO LEASE TRUST 2024-B                                             | SBNA AUTO LEASE TRUST SBALT 2024 B A2 144A             | CUSIP: 78437VAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1057243 | PA      | $1058586.19   | 0.01%             | 2026-11-20      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| ILLUMINA INC                                                             | ILLUMINA INC SR UNSECURED 12/25 5.8                    | CUSIP: 452327AN9<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |  22000000 | PA      | $22096249.34  | 0.17%             | 2025-12-12      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST 2025-P2                                   | CARVANA AUTO RECEIVABLES TRUST CRVNA 2025 P2 A2        | CUSIP: 14688YAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  14300000 | PA      | $14330290.26  | 0.11%             | 2028-08-10      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| CIFC FUNDING LTD 2017-4A                                                 | CIFC FUNDING LTD CIFC 2017 4A A1R 144A                 | CUSIP: 12551JAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  13552757 | PA      | $13556321.02  | 0.10%             | 2030-10-24      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| NXP BV / NXP FUNDING LLC / NXP USA INC                                   | NXP BV NXP FDG NXP USA DISC CO                         | CUSIP: 67122RU18<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |  11300000 | PA      | $11298556.99  | 0.08%             | 2025-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                                     | GNMA POOL 571205 GN 09/31 FIXED 7                      | CUSIP: 36200SR28<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       305 | PA      | $315.95       | 0.00%             | 2031-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2025-1                                                 | FANNIE MAE FNR 2025 1 FD                               | CUSIP: 3136BUZM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  22664821 | PA      | $22722955.79  | 0.17%             | 2055-02-25      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| CITIZENS AUTO RECEIVABLES TRUST 2024-2                                   | CITIZENS AUTO RECEIVABLES TRUS CITZN 2024 2 A2B 144A   | CUSIP: 17331XAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6001344 | PA      | $6002952.82   | 0.05%             | 2026-11-16      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS HOLDINGS INC                                    | CITIGROUP GLOBAL MARKETS COMPANY GUAR 01/26 VAR        | CUSIP: 17291LZM0<br>LEI: 82VOJDD5PTRDMVVMGV31 | Long             | DBT              | CORP              | US        |  35700000 | PA      | $35668678.61  | 0.27%             | 2026-01-20      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2010-H18                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2010 H18 AF         | CUSIP: 38375BER9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4623903 | PA      | $4620377.70   | 0.03%             | 2060-09-20      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| USB AUTO OWNER TRUST 2025-1A                                             | USB AUTO OWNER TRUST USCAR 2025 1A A2 144A             | CUSIP: 90367VAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  12600000 | PA      | $12630892.68  | 0.09%             | 2028-06-15      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5517                                                  | FREDDIE MAC FHR 5517 VF                                | CUSIP: 3137HKP40<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  72548418 | PA      | $72628170.76  | 0.54%             | 2055-03-25      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                              | BNP PARIBAS 144A 01/27 VAR                             | CUSIP: 09659W2N3<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |  39025000 | PA      | $38350090.33  | 0.29%             | 2027-01-13      | Floating      | 1.32%                 | No            |                  2 | On Loan: No      |
| FLEX LTD (AKA: FLEXTRONICS INTERNATIONAL LTD)                            | FLEX LTD SR UNSECURED 02/26 3.75                       | CUSIP: 33938XAC9<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |  13233000 | PA      | $13148187.72  | 0.10%             | 2026-02-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2014-H23                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2014 H23 FA         | CUSIP: 38375URE2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   6561784 | PA      | $6566459.79   | 0.05%             | 2064-11-20      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| WORLD BANK (INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT: IBRD) | INTL BK RECON + DEVELOP SR UNSECURED 09/26 VAR         | CUSIP: 459058KK8<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | N/A       | 115000000 | PA      | $115130138.60 | 0.86%             | 2026-09-23      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AKTIENGESELLSCHAFT                                         | DEUTSCHE BANK AG 01/26 4.1                             | CUSIP: 25152R2Y8<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   9134000 | PA      | $9105973.42   | 0.07%             | 2026-01-13      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| ARES XXXIV CLO LTD 2015-2A                                               | ARES CLO LTD ARES 2015 2A AR3 144A                     | CUSIP: 04015GAX7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  24800000 | PA      | $24880028.36  | 0.19%             | 2033-04-17      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP OF AMERICA FINANCE LLC                                  | VOLKSWAGEN GROUP AMERICA COMPANY GUAR REGS 08/26 VAR   | CUSIP: U9273AEE1<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    675000 | PA      | $677265.19    | 0.01%             | 2026-08-14      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI TRUST BANK LIMITED                                       | SUMITOMO MITSUI TR BK LT SR UNSECURED REGS 09/26 VAR   | CUSIP: J7771YSN8<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |   2850000 | PA      | $2872596.03   | 0.02%             | 2026-09-14      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-H15                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2016 H15 FA         | CUSIP: 38376RWY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    738874 | PA      | $740895.95    | 0.01%             | 2066-07-20      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| JONES LANG LASALLE FINANCE BV                                            | JONES LANG LASALLE FIN BV 4/A2 07/25 ZCP               | CUSIP: 48002AU77<br>LEI: 7245008JNMAJF7J71W93 | Long             | DBT              | CORP              | NL        |    800000 | PA      | $799286.80    | 0.01%             | 2025-07-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SOUNDS POINT CLO IV-R LTD 2013-3RA                                       | SOUND POINT CLO LTD SNDPT 2013 3RA A 144A              | CUSIP: 83609YAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    475240 | PA      | $475823.39    | 0.00%             | 2031-04-18      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI AUTOMOBILE LEASE SECURITIZATION TRUST 2025-A                  | WORLD OMNI AUTOMOBILE LEASE SE WOLS 2025 A A2B         | CUSIP: 98164PAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  20500000 | PA      | $20503864.25  | 0.15%             | 2027-12-15      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON COMPANY                                       | SOUTHERN CAL EDISON 1ST MORTGAGE 08/25 3.7             | CUSIP: 842400GN7<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   7188000 | PA      | $7179148.62   | 0.05%             | 2025-08-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON COMPANY                                       | SOUTHERN CAL EDISON SOUTHERN CAL EDISON                | CUSIP: 842400JB0<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |  77234000 | PA      | $77632272.57  | 0.58%             | 2026-03-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| DISCOVER CARD EXECUTION NOTE TRUST 2023-A2                               | DISCOVER CARD EXECUTION NOTE T DCENT 2023 A2 A         | CUSIP: 254683CZ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11195000 | PA      | $11266719.65  | 0.08%             | 2028-06-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST 2024-P3                                   | CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 P3 A3        | CUSIP: 146919AC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3310000 | PA      | $3307970.64   | 0.02%             | 2029-10-10      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| COX COMMUNICATIONS INC                                                   | COX COMMUNICATIONS INC SR UNSECURED 144A 09/26 3.35    | CUSIP: 224044CG0<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |   2043000 | PA      | $2011900.72   | 0.02%             | 2026-09-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING 2024-3 LLC                                    | ENTERPRISE FLEET FINANCING LLC EFF 2024 3 A2 144A      | CUSIP: 29375QAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1541005 | PA      | $1547450.19   | 0.01%             | 2027-04-20      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| CITIZENS AUTO RECEIVABLES TRUST 2023-1                                   | CITIZENS AUTO RECEIVABLES TRUS CITZN 2023 1 A3 144A    | CUSIP: 17331KAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10106634 | PA      | $10172708.32  | 0.08%             | 2028-01-18      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| VERIZON MASTER TRUST 23-5                                                | VERIZON MASTER TRUST VZMT 2023 5 A1B                   | CUSIP: 92348KCA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  26000000 | PA      | $26041204.80  | 0.20%             | 2028-09-08      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING CO LP / PTL FINANCE CORP                            | PENSKE TRUCK LEASING/PTL SR UNSECURED 144A 06/26 1.7   | CUSIP: 709599BM5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1637000 | PA      | $1592712.62   | 0.01%             | 2026-06-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| BROOKLYN UNION GAS CO/THE                                                | BROOKLYN UNION GAS CO SR UNSECURED 144A 03/26 3.407    | CUSIP: 114259AN4<br>LEI: 83BQ1DXS6VA5GZFK8S35 | Long             | DBT              | CORP              | US        |   3300000 | PA      | $3266927.20   | 0.02%             | 2026-03-10      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| HARLEY-DAVIDSON MOTORCYCLE TRUST 2024-B                                  | HARLEY DAVIDSON MOTORCYCLE TRU HDMOT 2024 B A2         | CUSIP: 41284PAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  19775116 | PA      | $19782925.16  | 0.15%             | 2027-08-16      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                                                   | MARVELL TECHNOLOGY INC COMPANY GUAR 04/26 1.65         | CUSIP: 573874AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7204000 | PA      | $7041834.21   | 0.05%             | 2026-04-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORPORATION                                       | AMERICAN HONDA FINANCE AMERICAN HONDA FINANCE          | CUSIP: 02665WEX5<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1101572.21   | 0.01%             | 2026-01-09      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE 2001-57                                                       | FANNIE MAE FNR 2001 57 F                               | CUSIP: 313921JD1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     31240 | PA      | $31244.71     | 0.00%             | 2031-06-25      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                                      | NOMURA HOLDINGS INC SR UNSECURED 07/26 1.653           | CUSIP: 65535HAW9<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |   1400000 | PA      | $1360053.30   | 0.01%             | 2026-07-14      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| JACKSON NATIONAL LIFE GLOBAL FUNDING                                     | JACKSON NATL LIFE GLOBAL SECURED 144A 01/26 5.5        | CUSIP: 46849LUX7<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2511006.53   | 0.02%             | 2026-01-09      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5548                                                  | FREDDIE MAC FHR 5548 AF                                | CUSIP: 3137HLJG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  53827654 | PA      | $54013681.96  | 0.41%             | 2055-06-25      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| CHASE AUTO OWNER TRUST 2024-1A                                           | CHASE AUTO OWNER TRUST CHAOT 2024 1A A2 144A           | CUSIP: 16144BAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1835554 | PA      | $1838065.43   | 0.01%             | 2027-04-26      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO BANK NA                                                      | WELLS FARGO BANK NA SR UNSECURED 08/26 VAR             | CUSIP: 94988J6E2<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201343.94    | 0.00%             | 2026-08-07      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY MORTGAGE TRUST 2021-LIH                                | STARWOOD COMMERCIAL MORTGAGE T STWD 2021 LIH A 144A    | CUSIP: 78486EAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  17200000 | PA      | $17142581.24  | 0.13%             | 2036-11-15      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2024-101                                               | FANNIE MAE FNR 2024 101 FB                             | CUSIP: 3136BUFJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  19238342 | PA      | $19229640.90  | 0.14%             | 2055-01-25      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| CNH EQUIPMENT TRUST 2023-B                                               | CNH EQUIPMENT TRUST CNH 2023 B A2                      | CUSIP: 12666DAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2902211 | PA      | $2903873.36   | 0.02%             | 2027-02-16      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| KKR CLO LTD 18                                                           | KKR FINANCIAL CLO LTD KKR 18 AR 144A                   | CUSIP: 48251JAL7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    561185 | PA      | $561879.85    | 0.00%             | 2030-07-18      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5498                                                  | FREDDIE MAC FHR 5498 FC                                | CUSIP: 3137HHWA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  18709648 | PA      | $18737954.03  | 0.14%             | 2055-01-25      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                                                       | BMW US CAPITAL LLC BMW US CAPITAL LLC                  | CUSIP: 05565ECN3<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |  24741000 | PA      | $24840337.34  | 0.19%             | 2026-08-13      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC 3850                                                         | FREDDIE MAC FHR 3850 FC                                | CUSIP: 3137A96V3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    123628 | PA      | $122445.14    | 0.00%             | 2041-04-15      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| INTEL CORPORATION                                                        | INTEL CORPORATION                                      | CUSIP: 45826CU16<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |  74600000 | PA      | $74590533.26  | 0.56%             | 2025-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| VOYA CLO LTD 2017-1A                                                     | VOYA CLO LTD VOYA 2017 1A A1R 144A                     | CUSIP: 92916MAF8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3180937 | PA      | $3182990.72   | 0.02%             | 2030-04-17      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                                       | CREDIT AGRICOLE SA CREDIT AGRICOLE SA                  | CUSIP: 22534PAJ2<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |  37950000 | PA      | $38023330.79  | 0.29%             | 2027-03-11      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INTERNATIONAL CORP (CCI)                                    | CROWN CASTLE INC SR UNSECURED 07/25 1.35               | CUSIP: 22822VAS0<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    496000 | PA      | $495381.36    | 0.00%             | 2025-07-15      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5500                                                  | FREDDIE MAC FHR 5500 QF                                | CUSIP: 3137HJBW6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  19407043 | PA      | $19401058.15  | 0.15%             | 2054-09-25      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                             | BARCLAYS PLC SR UNSECURED 01/26 4.375                  | CUSIP: 06738EAN5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |  57927000 | PA      | $57890489.19  | 0.43%             | 2026-01-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| STELLANTIS FINANCIAL UNDERWRITTEN ENHANCED LEASE TRUST 2025-AA           | STELLANTIS FINANCIAL UNDERWRIT SFUEL 2025 AA A2 144A   | CUSIP: 858928AB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  17300000 | PA      | $17347424.49  | 0.13%             | 2027-07-20      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE 2002-13                                                       | FANNIE MAE FNR 2002 13 FB                              | CUSIP: 31392B4V5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      5105 | PA      | $5124.26      | 0.00%             | 2032-03-25      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                                     | GNMA POOL 429790 GN 12/33 FIXED 6.5                    | CUSIP: 36207ENF7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       950 | PA      | $982.65       | 0.00%             | 2033-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COS INC                                                         | WILLIAMS COMPANIES INC SR UNSECURED 03/26 5.4          | CUSIP: 969457CH1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |  25000000 | PA      | $25146102.75  | 0.19%             | 2026-03-02      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2024-4                | GM FINANCIAL CONSUMER AUTOMOBI GMCAR 2024 4 A2B        | CUSIP: 38014AAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  25861085 | PA      | $25876241.91  | 0.19%             | 2027-10-18      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-H22                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2015 H22 FC         | CUSIP: 38376RGP5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    120917 | PA      | $120946.50    | 0.00%             | 2065-09-20      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2008-3                                                 | FANNIE MAE FNR 2008 3 FG                               | CUSIP: 31396YJK9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    509900 | PA      | $511253.69    | 0.00%             | 2038-02-25      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST 2023-P1                                   | CARVANA AUTO RECEIVABLES TRUST CRVNA 2023 P1 A3 144A   | CUSIP: 14688EAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5592942 | PA      | $5619151.06   | 0.04%             | 2027-12-10      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 4736                                                  | FREDDIE MAC FHR 4736 AF                                | CUSIP: 3137FCHA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2484568 | PA      | $2361829.69   | 0.02%             | 2042-08-15      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 4102                                                  | FREDDIE MAC FHR 4102 LF                                | CUSIP: 3137AUMR7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       636 | PA      | $636.20       | 0.00%             | 2040-01-15      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| MF1 MULTIFAMILY HOUSING MORTGAGE LOAN TRUST 2021-W10                     | MF1 MULTIFAMILY HOUSING MORTGA MF1 2021 W10 A 144A     | CUSIP: 55284DAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2700000 | PA      | $2693507.04   | 0.02%             | 2034-12-15      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                  | HCA INC COMPANY GUAR 06/26 5.25                        | CUSIP: 404119BT5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   7536000 | PA      | $7547266.92   | 0.06%             | 2026-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2014-49                                                | FANNIE MAE FNR 2014 49 AF                              | CUSIP: 3136AKWD1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1770276 | PA      | $1730519.21   | 0.01%             | 2044-08-25      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| SLM STUDENT LOAN TRUST 2012-3                                            | SLM STUDENT LOAN TRUST SLMA 2012 3 A                   | CUSIP: 78447AAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1303093 | PA      | $1279645.62   | 0.01%             | 2038-12-27      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| BANQUE FEDERATIVE DU CREDIT MUTUEL (BFCM)                                | BANQUE FED CRED MUTUEL SR UNSECURED 144A 07/26 VAR     | CUSIP: 06675DCG5<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |  10730000 | PA      | $10828824.27  | 0.08%             | 2026-07-13      | Floating      | 5.74%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTERNATIONAL NV                                            | ENEL FINANCE INTL NV COMPANY GUAR REGS 10/25 7.05      | CUSIP: N30707AS7<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $201189.92    | 0.00%             | 2025-10-14      | Variable      | 7.05%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE (US) INC                                                        | ENBRIDGE (US) INC                                      | CUSIP: 29251UUM8<br>LEI: 5493003FRODSVHJWFS32 | Long             | DBT              | CORP              | US        |   6600000 | PA      | $6582198.48   | 0.05%             | 2025-07-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SBNA AUTO LEASE TRUST 2024-B                                             | SBNA AUTO LEASE TRUST SBALT 2024 B A3 144A             | CUSIP: 78437VAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  30970000 | PA      | $31232000.01  | 0.23%             | 2027-11-22      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST 2024-2                                           | CARMAX AUTO OWNER TRUST CARMX 2024 2 A2B               | CUSIP: 14319EAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1772627 | PA      | $1773669.52   | 0.01%             | 2027-05-17      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| GCAT LLC 2019-RPL1                                                       | GCAT GCAT 2019 RPL1 A1 144A                            | CUSIP: 36167CAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1060365 | PA      | $1029006.81   | 0.01%             | 2068-10-25      | Variable      | 2.65%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-H19                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2015 H19 FK         | CUSIP: 38376RGB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     72600 | PA      | $72591.23     | 0.00%             | 2065-08-20      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                             | BROADCOM INC COMPANY GUAR 11/25 3.15                   | CUSIP: 11135FBB6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   7325000 | PA      | $7287146.52   | 0.05%             | 2025-11-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| ALIMENTATION COUCHE-TARD INC                                             | ALIMENTATION COUCHE TARD INC 07/25 ZCP                 | CUSIP: 01626UU94<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |  27900000 | PA      | $27867488.13  | 0.21%             | 2025-07-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                            | BOEING CO SR UNSECURED 02/26 2.196                     | CUSIP: 097023DG7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |  52402000 | PA      | $51591525.52  | 0.39%             | 2026-02-04      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST 2023-B                                      | FORD CREDIT AUTO OWNER TRUST FORDO 2023 B A3           | CUSIP: 344930AD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3567630 | PA      | $3587865.99   | 0.03%             | 2028-05-15      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                  | GOLDMAN SACHS GROUP INC SR UNSECURED 10/27 VAR         | CUSIP: 38141GVX9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4067419.04   | 0.03%             | 2027-10-28      | Floating      | 6.29%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2013-H24                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2013 H24 FB         | CUSIP: 38375UBR0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     43840 | PA      | $44102.00     | 0.00%             | 2063-09-20      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| F&G GLOBAL FUNDING                                                       | F+G GLOBAL FUNDING SECURED 144A 06/26 1.75             | CUSIP: 30321L2A9<br>LEI: 6354009CCUKJIZ7KFX73 | Long             | DBT              | CORP              | US        |   3727000 | PA      | $3623999.92   | 0.03%             | 2026-06-30      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                        | HSBC HOLDINGS PLC SR UNSECURED 08/27 VAR               | CUSIP: 404280DY2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |  10014000 | PA      | $10105879.75  | 0.08%             | 2027-08-14      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2025-54                                                | FANNIE MAE FNR 2025 54 FM                              | CUSIP: 3136BWNW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  12000000 | PA      | $12003765.60  | 0.09%             | 2055-07-25      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI TRUST BANK LIMITED                                       | SUMITOMO MITSUI TR BK LT SR UNSECURED 144A 03/26 VAR   | CUSIP: 86563VBF5<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |  18395000 | PA      | $18498277.07  | 0.14%             | 2026-03-09      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP OF AMERICA FINANCE LLC                                  | VOLKSWAGEN GROUP AMERICA COMPANY GUAR 144A 09/25 VAR   | CUSIP: 928668BY7<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |  20032000 | PA      | $20047349.52  | 0.15%             | 2025-09-12      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                    | ATHENE GLOBAL FUNDING SECURED 144A 08/26 VAR           | CUSIP: 04685A4B4<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |  37604000 | PA      | $37759693.72  | 0.28%             | 2026-08-27      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| CSMC 2020-FACT TRUST                                                     | CREDIT SUISSE MORTGAGE TRUST CSMC 2020 FACT A 144A     | CUSIP: 126395AA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8700000 | PA      | $8644867.23   | 0.06%             | 2037-10-15      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                                               | ZOETIS INC SR UNSECURED 11/25 5.4                      | CUSIP: 98978VAU7<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    334000 | PA      | $334734.18    | 0.00%             | 2025-11-14      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| HARLEY-DAVIDSON INC                                                      | HARLEY DAVIDSON INC SR UNSECURED 07/25 3.5             | CUSIP: 412822AD0<br>LEI: ZDNAWZWXIKMWI51R2A08 | Long             | DBT              | CORP              | US        |   3488000 | PA      | $3483091.83   | 0.03%             | 2025-07-28      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA                                                              | CITIBANK NA SR UNSECURED 09/25 VAR                     | CUSIP: 17325FAZ1<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |   2310000 | PA      | $2312325.25   | 0.02%             | 2025-09-29      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                      | DOMINION RESOURCES                                     | CUSIP: 2574P0UJ1<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |  12850000 | PA      | $12820488.69  | 0.10%             | 2025-07-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE 2001-46                                                       | FANNIE MAE FNR 2001 46 F                               | CUSIP: 313920ZH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     29933 | PA      | $29918.94     | 0.00%             | 2031-09-18      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| DBS GROUP HOLDINGS LTD                                                   | DBS GROUP HOLDINGS LTD SR UNSECURED 144A 09/25 VAR     | CUSIP: 24023KAK4<br>LEI: 5493007FKT78NKPM5V55 | Long             | DBT              | CORP              | SG        |  50000000 | PA      | $50019185.50  | 0.38%             | 2025-09-12      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2007-22                                                | FANNIE MAE FNR 2007 22 FY                              | CUSIP: 31396PT76<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    109427 | PA      | $108366.82    | 0.00%             | 2037-03-25      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                  | HCA INC DISC COML PAPER 4/A2 Y 08/25 ZCP               | CUSIP: 40412BVF7<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |  32900000 | PA      | $32693424.19  | 0.25%             | 2025-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST 2024-P2                                   | CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 P2 A2        | CUSIP: 14688PAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3572411 | PA      | $3579299.19   | 0.03%             | 2027-11-10      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5549                                                  | FREDDIE MAC FHR 5549 FA                                | CUSIP: 3137HLST0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  35532168 | PA      | $35697122.37  | 0.27%             | 2055-06-25      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| TOYOTA AUTO RECEIVABLES 2022-D OWNER TRUST                               | TOYOTA AUTO RECEIVABLES OWNER TAOT 2022 D A3           | CUSIP: 89239HAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3062733 | PA      | $3078111.46   | 0.02%             | 2027-09-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                                         | ABN AMRO BANK NV REGS 09/27 VAR                        | CUSIP: 00084EAF5<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |  48200000 | PA      | $48781749.90  | 0.37%             | 2027-09-18      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2019-4                                         | TOWD POINT MORTGAGE TRUST TPMT 2019 4 A1 144A          | CUSIP: 89178BAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10264575 | PA      | $9863197.14   | 0.07%             | 2059-10-25      | Variable      | 2.90%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2007-7                                                 | FANNIE MAE FNR 2007 7 F                                | CUSIP: 31396PSL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     14278 | PA      | $14058.37     | 0.00%             | 2037-02-25      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                              | BANK OF AMERICA CORP SR UNSECURED 09/27 VAR            | CUSIP: 06051GLX5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1505000 | PA      | $1519153.44   | 0.01%             | 2027-09-15      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| CHASE AUTO OWNER TRUST 2023-AA                                           | CHASE AUTO OWNER TRUST CHAOT 2023 AA A3 144A           | CUSIP: 16144KAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  13825000 | PA      | $13984377.37  | 0.10%             | 2029-01-25      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG/NEW YORK BRANCH                                         | DEUTSCHE BANK NY 01/26 4.1                             | CUSIP: 251526BZ1<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   8900000 | PA      | $8871226.92   | 0.07%             | 2026-01-13      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| GOLDEN CREDIT CARD TRUST 2022-4A                                         | GOLDEN CREDIT CARD TRUST GCCT 2022 4A A 144A           | CUSIP: 380881FP2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | CA        |  14760000 | PA      | $14755062.78  | 0.11%             | 2027-09-15      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST 2020-B                                  | SMB PRIVATE EDUCATION LOAN TRU SMB 2020 B A1A 144A     | CUSIP: 78449XAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8687714 | PA      | $8188869.48   | 0.06%             | 2053-07-15      | Fixed         | 1.29%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2011-72                         | GOVERNMENT NATIONAL MORTGAGE A GNR 2011 72 AF          | CUSIP: 38377WGH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4804570 | PA      | $4772488.76   | 0.04%             | 2041-05-20      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2018-H08                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2018 H08 LF         | CUSIP: 38380LED1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   7626566 | PA      | $7671946.99   | 0.06%             | 2068-06-20      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| ALLY AUTO RECEIVABLES TRUST 2024-1                                       | ALLY AUTO RECEIVABLES TRUST ALLYA 2024 1 A2            | CUSIP: 02008FAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    935934 | PA      | $936420.74    | 0.01%             | 2027-01-15      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| BANK OF NEW YORK MELLON/THE                                              | BANK OF NEW YORK MELLON SR UNSECURED 04/27 VAR         | CUSIP: 06405LAF8<br>LEI: HPFHU0OQ28E4N0NFVK49 | Long             | DBT              | CORP              | US        |  20450000 | PA      | $20500287.78  | 0.15%             | 2027-04-20      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO LEASE SECURITIZATION TRUST 2025-B                           | HYUNDAI AUTO LEASE SECURITIZAT HALST 2025 B A2B 144A   | CUSIP: 44935DAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  38500000 | PA      | $38643997.70  | 0.29%             | 2027-09-15      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST 2023-1                                           | CARMAX AUTO OWNER TRUST CARMX 2023 1 A3                | CUSIP: 14318DAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4348460 | PA      | $4353596.10   | 0.03%             | 2027-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE (CIBC)                                | CANADIAN IMPERIAL BANK SR UNSECURED 10/26 VAR          | CUSIP: 13607LWU3<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   6500000 | PA      | $6560934.97   | 0.05%             | 2026-10-02      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| BMW VEHICLE LEASE TRUST 2024-2                                           | BMW VEHICLE LEASE TRUST BMWLT 2024 2 A2B               | CUSIP: 05613MAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9172083 | PA      | $9178080.76   | 0.07%             | 2027-01-25      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                                     | GNMA POOL 551599 GN 08/31 FIXED 7                      | CUSIP: 36213DX45<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       618 | PA      | $621.41       | 0.00%             | 2031-08-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                  | HCA INC DISC COML PAPER 4/A2 Y 08/25 ZCP               | CUSIP: 40412BVE0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |  31400000 | PA      | $31207087.82  | 0.23%             | 2025-08-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ANCHORAGE CAPITAL CLO LTD 2015-6A                                        | ANCHORAGE CAPITAL CLO LTD ANCHC 2015 6A AR3 144A       | CUSIP: 03328QBL4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2600000 | PA      | $2605843.55   | 0.02%             | 2034-04-22      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY COMPANY LLC                                      | ONCOR ELECTRIC DELIVERY SR SECURED 144A 03/27 4.5      | CUSIP: 68233JCY8<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |  10900000 | PA      | $10958192.59  | 0.08%             | 2027-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL AUTOMOBILE LEASING TRUST 2023-3                             | GM FINANCIAL AUTOMOBILE LEASIN GMALT 2023 3 A3         | CUSIP: 379929AD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    609907 | PA      | $611022.75    | 0.00%             | 2026-11-20      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                              | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 09/25 VAR          | CUSIP: 694308KS5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |  84897000 | PA      | $84898933.11  | 0.64%             | 2025-09-04      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| NXP BV / NXP FUNDING LLC / NXP USA INC                                   | NXP BV NXP FDG NXP USA DISC CO                         | CUSIP: 67122RU26<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   9100000 | PA      | $9097674.04   | 0.07%             | 2025-07-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP OF AMERICA FINANCE LLC                                  | VOLKSWAGEN GROUP AMERICA COMPANY GUAR 144A 11/25 1.25  | CUSIP: 928668BL5<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |  24210000 | PA      | $23882154.23  | 0.18%             | 2025-11-24      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST                | AERCAP IRELAND CAP/GLOBA COMPANY GUAR 01/26 1.75       | CUSIP: 00774MAS4<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |  14889000 | PA      | $14630813.87  | 0.11%             | 2026-01-30      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                    | ATHENE GLOBAL FUNDING SECURED REGS 08/26 VAR           | CUSIP: 04686E4J8<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200828.07    | 0.00%             | 2026-08-27      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                      | DOMINION RESOURCES 08/25 ZCP                           | CUSIP: 2574P0V19<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |  19850000 | PA      | $19768936.57  | 0.15%             | 2025-08-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                                     | GNMA POOL 455301 GN 09/27 FIXED 7.5                    | CUSIP: 36208MX67<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       624 | PA      | $625.92       | 0.00%             | 2027-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| NISSAN AUTO RECEIVABLES OWNER TRUST 2024-B                               | NISSAN AUTO RECEIVABLES OWNER NAROT 2024 B A2B         | CUSIP: 65479WAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  28130272 | PA      | $28142581.98  | 0.21%             | 2027-06-15      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST 2022-N1                                   | CARVANA AUTO RECEIVABLES TRUST CRVNA 2022 N1 A2 144A   | CUSIP: 14686GAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1271114 | PA      | $1254937.10   | 0.01%             | 2028-12-11      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2014-42                                                | FANNIE MAE FNR 2014 42 FA                              | CUSIP: 3136AKPQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1287978 | PA      | $1264989.27   | 0.01%             | 2044-07-25      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                  | HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 11/26 3.5    | CUSIP: 44891ABD8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   4632000 | PA      | $4569601.08   | 0.03%             | 2026-11-02      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST 2024-3                                           | CARMAX AUTO OWNER TRUST CARMX 2024 3 A2B               | CUSIP: 14319GAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  28910047 | PA      | $28926739.26  | 0.22%             | 2027-09-15      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LIMITED                                          | AVOLON HOLDINGS FNDG LTD SR UNSECURED 144A 02/26 2.125 | CUSIP: 05401AAM3<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |  11681000 | PA      | $11467080.71  | 0.09%             | 2026-02-21      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2024-2                | GM FINANCIAL CONSUMER AUTOMOBI GMCAR 2024 2 A3         | CUSIP: 379931AD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9140000 | PA      | $9224380.48   | 0.07%             | 2029-03-16      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| TOYOTA AUTO RECEIVABLES 2024-D OWNER TRUST                               | TOYOTA AUTO RECEIVABLES OWNER TAOT 2024 D A2B          | CUSIP: 89239TAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  39750331 | PA      | $39764489.90  | 0.30%             | 2027-08-16      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                     | JPMORGAN CHASE + CO SR UNSECURED 11/26 VAR             | CUSIP: 46647PBT2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   9827000 | PA      | $9695117.53   | 0.07%             | 2026-11-19      | Floating      | 1.04%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST 2023-4                                           | CARMAX AUTO OWNER TRUST CARMX 2023 4 A2B               | CUSIP: 14318XAH8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2311945 | PA      | $2312683.88   | 0.02%             | 2026-12-15      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| PEAC SOLUTIONS RECEIVABLES 2025-1A LLC                                   | PEAC SOLUTIONS RECEIVABLES LLC PEAC 2025 1A A2 144A    | CUSIP: 69392HAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6200000 | PA      | $6225292.28   | 0.05%             | 2028-10-20      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| ALIMENTATION COUCHE-TARD INC                                             | ALIMENTATION COUCHE TARD INC                           | CUSIP: 01626UU78<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |  26900000 | PA      | $26875652.81  | 0.20%             | 2025-07-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PHEAA STUDENT LOAN TRUST 2016-2A                                         | PENNSYLVANIA HIGHER EDUCATION PHEAA 2016 2A A 144A     | CUSIP: 69343VAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2532086 | PA      | $2528250.20   | 0.02%             | 2065-11-25      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| NATWEST MARKETS PLC                                                      | NATWEST MARKETS PLC SR UNSECURED 144A 09/26 VAR        | CUSIP: 63906YAE8<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |   9930000 | PA      | $9959155.47   | 0.07%             | 2026-09-29      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| SLM STUDENT LOAN TRUST 2012-2                                            | SLM STUDENT LOAN TRUST SLMA 2012 2 A                   | CUSIP: 78446YAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1567940 | PA      | $1533887.77   | 0.01%             | 2029-01-25      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| RAD CLO LTD 2019 4A                                                      | RAD CLO LTD RAD 2019 4A AR 144A                        | CUSIP: 749984AA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   6800447 | PA      | $6809288.04   | 0.05%             | 2032-04-25      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST 2023-P4                                   | CARVANA AUTO RECEIVABLES TRUST CRVNA 2023 P4 A3 144A   | CUSIP: 14687NAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1655121 | PA      | $1673195.11   | 0.01%             | 2028-10-10      | Fixed         | 6.16%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES KF60        | FHLMC MULTIFAMILY STRUCTURED P FHMS KF60 A             | CUSIP: 3137FL7L2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1472268 | PA      | $1473186.27   | 0.01%             | 2026-02-25      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-H17                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2016 H17 FC         | CUSIP: 38376RXT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    346623 | PA      | $347689.24    | 0.00%             | 2066-08-20      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5104                                                  | FREDDIE MAC FHR 5104 DC                                | CUSIP: 3137FYYN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3810667 | PA      | $3190648.85   | 0.02%             | 2044-08-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                | ONEOK INC COMPANY GUAR 01/26 5.85                      | CUSIP: 682680BD4<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |  54992000 | PA      | $55278615.55  | 0.41%             | 2026-01-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-H29                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2015 H29 FB         | CUSIP: 38376RMD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    625461 | PA      | $626656.19    | 0.00%             | 2065-11-20      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                 | LLOYDS BANKING GROUP PLC SR UNSECURED 08/26 VAR        | CUSIP: 53944YAT0<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |  42281500 | PA      | $42265110.84  | 0.32%             | 2026-08-11      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                               | ABBVIE INC                                             | CUSIP: 00287BU72<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |  63600000 | PA      | $63543421.44  | 0.48%             | 2025-07-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CRESTLINE DENALI CLO XV 2017-1A                                          | CRESTLINE DENALI CLO XV, LTD. DEN15 2017 1A AR 144A    | CUSIP: 22616CAJ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    400484 | PA      | $400968.20    | 0.00%             | 2030-04-20      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| JERSEY CENTRAL POWER & LIGHT COMPANY                                     | JERSEY CENTRAL PWR + LT SR UNSECURED 144A 01/26 4.3    | CUSIP: 476556DC6<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |   1075000 | PA      | $1073011.78   | 0.01%             | 2026-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| NATWEST MARKETS PLC                                                      | NATWEST MARKETS PLC SR UNSECURED REGS 03/28 VAR        | CUSIP: G6382RGE2<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |    220000 | PA      | $220183.30    | 0.00%             | 2028-03-21      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                                       | CREDIT AGRICOLE SA 03/27 1                             | CUSIP: 22535EAJ6<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   7515000 | PA      | $7529521.23   | 0.06%             | 2027-03-11      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 4913                                                  | FREDDIE MAC FHR 4913 FC                                | CUSIP: 3137FNJC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3999678 | PA      | $3953993.07   | 0.03%             | 2044-06-15      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| KOMMUNALBANKEN AS                                                        | KOMMUNALBANKEN AS SR UNSECURED 144A 06/27 VAR          | CUSIP: 50048MDS6<br>LEI: I7ETN0QQO2AHZZGHJ389 | Long             | DBT              | CORP              | NO        |  88000000 | PA      | $88029391.12  | 0.66%             | 2027-06-25      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5560                                                  | FREDDIE MAC FHR 5560 FB                                | CUSIP: 3137HLZD7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  18500000 | PA      | $18523125.00  | 0.14%             | 2055-06-25      | Floating      | 5.31%                 | No            |                  3 | On Loan: No      |
| GNMA PASS THRU POOLS                                                     | GNMA POOL 543868 GN 01/31 FIXED 7                      | CUSIP: 36212UFH9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       342 | PA      | $343.33       | 0.00%             | 2031-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| JONES LANG LASALLE FINANCE BV                                            | JONES LANG LASALLE FIN BV 4/A2 07/25 ZCP               | CUSIP: 48002AUE2<br>LEI: 7245008JNMAJF7J71W93 | Long             | DBT              | CORP              | NL        |  76500000 | PA      | $76362965.55  | 0.57%             | 2025-07-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST 2022-P3                                   | CARVANA AUTO RECEIVABLES TRUST CRVNA 2022 P3 A3        | CUSIP: 14686MAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8178867 | PA      | $8177982.47   | 0.06%             | 2027-11-10      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO RECEIVABLES TRUST 2024-C                                    | HYUNDAI AUTO RECEIVABLES TRUST HART 2024 C A3          | CUSIP: 448976AD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  13193000 | PA      | $13266324.06  | 0.10%             | 2029-05-15      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| THE BANK OF NOVA SCOTIA                                                  | BANK OF NOVA SCOTIA SR UNSECURED 03/26 VAR             | CUSIP: 0641593V6<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   8650000 | PA      | $8661700.08   | 0.06%             | 2026-03-02      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA AUTO TRUST 2023-2A                                       | BANK OF AMERICA AUTO TRUST BAAT 2023 2A A2 144A        | CUSIP: 06054YAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    255224 | PA      | $255368.82    | 0.00%             | 2026-08-17      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORPORATION                                          | TOYOTA MOTOR CREDIT CORP SR UNSECURED 05/26 VAR        | CUSIP: 89236TME2<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |  11202000 | PA      | $11218119.12  | 0.08%             | 2026-05-15      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| ALIMENTATION COUCHE-TARD INC                                             | ALIMENTATION COUCHE TARD INC 07/25 ZCP                 | CUSIP: 01626UU29<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |  51700000 | PA      | $51686671.74  | 0.39%             | 2025-07-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-H04                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2016 H04 FK         | CUSIP: 38376RQN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3637612 | PA      | $3656143.83   | 0.03%             | 2066-02-20      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| BANQUE FEDERATIVE DU CREDIT MUTUEL (BFCM)                                | BANQUE FED CRED MUTUEL BANQUE FED CRED MUTUEL          | CUSIP: 06675DCH3<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |   1550000 | PA      | $1559631.98   | 0.01%             | 2027-01-23      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL PARTNERS STATIC 2024-1 LTD                                 | GOLUB CAPITAL PARTNERS STATIC GOST 2024 1A A1 144A     | CUSIP: 381929AA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4432602 | PA      | $4432602.44   | 0.03%             | 2033-04-20      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| DELL EQUIPMENT FINANCE TRUST 2024-2                                      | DELL EQUIPMENT FINANCE TRUST DEFT 2024 2 A1 144A       | CUSIP: 24704EAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1881503 | PA      | $1881883.97   | 0.01%             | 2025-10-22      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST 2023-A                                      | FORD CREDIT AUTO OWNER TRUST FORDO 2023 A A3           | CUSIP: 344928AD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3038617 | PA      | $3042445.39   | 0.02%             | 2028-02-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                                      | NOMURA HOLDINGS INC SR UNSECURED 07/25 1.851           | CUSIP: 65535HAR0<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |  90140000 | PA      | $90030687.22  | 0.68%             | 2025-07-16      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| OZLM IX LTD 2014-9A                                                      | OZLM LTD OZLM 2014 9A A1A4 144A                        | CUSIP: 67109KBG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    780525 | PA      | $781724.32    | 0.01%             | 2031-10-20      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER COMPANY INC                                      | AMERICAN ELECTRIC POWER SR UNSECURED 11/25 1           | CUSIP: 025537AR2<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |   5950000 | PA      | $5877171.11   | 0.04%             | 2025-11-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-H11                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2015 H11 FC         | CUSIP: 38376RBB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   8893082 | PA      | $8890030.21   | 0.07%             | 2065-05-20      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                  | GOLDMAN SACHS GROUP INC SR UNSECURED 08/26 VAR         | CUSIP: 38145GAN0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  58371000 | PA      | $58428255.53  | 0.44%             | 2026-08-10      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| MAGNETITE XII LTD 2015-12A                                               | MAGNETITE CLO LTD MAGNE 2015 12A AR4 144A              | CUSIP: 55953HBD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4129562 | PA      | $4131643.74   | 0.03%             | 2031-10-15      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| DNB BANK ASA                                                             | DNB BANK ASA SR UNSECURED 144A 09/26 VAR               | CUSIP: 23329PAF7<br>LEI: 549300GKFG0RYRRQ1414 | Long             | DBT              | CORP              | NO        |  12500000 | PA      | $12408021.63  | 0.09%             | 2026-09-16      | Floating      | 1.13%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2019-78                         | GOVERNMENT NATIONAL MORTGAGE A GNR 2019 78 FJ          | CUSIP: 38381WUF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3798183 | PA      | $3704540.25   | 0.03%             | 2049-06-20      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                             | UBS GROUP AG SR UNSECURED 144A 01/27 VAR               | CUSIP: 902613AC2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |  21642000 | PA      | $21250827.34  | 0.16%             | 2027-01-30      | Floating      | 1.36%                 | No            |                  2 | On Loan: No      |
| NELNET STUDENT LOAN TRUST 2019-3A                                        | NELNET STUDENT LOAN TRUST NSLT 2019 3A A 144A          | CUSIP: 64031DAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8998417 | PA      | $8969708.32   | 0.07%             | 2067-08-25      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATL MTGE ASSOC 2010-H10                                      | GOVERNMENT NATIONAL MORTGAGE A GNR 2010 H10 FC         | CUSIP: 38375BCN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    809452 | PA      | $816130.59    | 0.01%             | 2060-05-20      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO LEASE TRUST 2025-A                                      | FORD CREDIT AUTO LEASE TRUST FORDL 2025 A A2B          | CUSIP: 345282AC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  24200000 | PA      | $24214459.50  | 0.18%             | 2027-08-15      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2019-28                                                | FANNIE MAE FNR 2019 28 FJ                              | CUSIP: 3136B4UP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4259654 | PA      | $4183122.05   | 0.03%             | 2059-06-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| VENTAS REALTY LP                                                         | VENTAS REALTY LP COMPANY GUAR 01/26 4.125              | CUSIP: 92277GAG2<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |   7185000 | PA      | $7157448.47   | 0.05%             | 2026-01-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| TPMT-2019-1                                                              | TOWD POINT MORTGAGE TRUST TPMT 2019 1 A1 144A          | CUSIP: 89177BAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7045189 | PA      | $6862011.99   | 0.05%             | 2058-03-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| RTX CORPORATION                                                          | RTX CORP 07/25 ZCP                                     | CUSIP: 78109FUF7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   3800000 | PA      | $3792654.22   | 0.03%             | 2025-07-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA INC                                               | SANTANDER HOLDINGS USA SR UNSECURED 07/25 4.5          | CUSIP: 80282KAE6<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |   7878000 | PA      | $7875005.89   | 0.06%             | 2025-07-17      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2010-89                                                | FANNIE MAE FNR 2010 89 CF                              | CUSIP: 31398TNX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    181684 | PA      | $180104.23    | 0.00%             | 2038-02-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST 2024-1                                           | CARMAX AUTO OWNER TRUST CARMX 2024 1 A2B               | CUSIP: 14318WAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5916450 | PA      | $5919441.25   | 0.04%             | 2027-03-15      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC)                       | AMERICAN TOWER CORP SR UNSECURED 09/25 1.3             | CUSIP: 03027XBB5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   8190000 | PA      | $8133407.84   | 0.06%             | 2025-09-15      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA/NEW YORK BRANCH                                 | COOPERATIEVE RABOBANK UA COOPERATIEVE RABOBANK UA      | CUSIP: 21688ABB7<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |  41000000 | PA      | $41082165.23  | 0.31%             | 2026-01-09      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI AUTO RECEIVABLES TRUST 2023-D                                 | WORLD OMNI AUTO RECEIVABLES TR WOART 2023 D A2B        | CUSIP: 98164DAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1811081 | PA      | $1811713.64   | 0.01%             | 2027-02-16      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 4794                                                  | FREDDIE MAC FHR 4794 WF                                | CUSIP: 3137F5MJ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3027737 | PA      | $2983596.02   | 0.02%             | 2043-03-15      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                             | ING GROEP NV SR UNSECURED 144A 01/26 4.625             | CUSIP: 45685NAA4<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   3300000 | PA      | $3301518.86   | 0.02%             | 2026-01-06      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| NAVIENT STUDENT LOAN TRUST 2018-DA                                       | NAVIENT STUDENT LOAN TRUST NAVSL 2018 DA A2A 144A      | CUSIP: 63940UAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    323742 | PA      | $320474.02    | 0.00%             | 2059-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP OF AMERICA FINANCE LLC                                  | VOLKSWAGEN GROUP AMERICA COMPANY GUAR REGS 03/26 VAR   | CUSIP: U9273ADZ5<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |  14812000 | PA      | $14815458.16  | 0.11%             | 2026-03-20      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                                       | CREDIT AGRICOLE SA SR UNSECURED 144A 01/27 VAR         | CUSIP: 22535WAH0<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |  46202000 | PA      | $45326266.04  | 0.34%             | 2027-01-26      | Floating      | 1.25%                 | No            |                  2 | On Loan: No      |
| NISSAN AUTO LEASE TRUST 2024-B                                           | NISSAN AUTO LEASE TRUST NALT 2024 B A2B                | CUSIP: 65481DAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  17302532 | PA      | $17313703.83  | 0.13%             | 2027-06-15      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST 2025-2                                           | CARMAX AUTO OWNER TRUST CARMX 2025 2 A2B               | CUSIP: 14320AAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  36600000 | PA      | $36736027.56  | 0.28%             | 2028-07-17      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5534                                                  | FREDDIE MAC FHR 5534 FM                                | CUSIP: 3137HLEP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  90447182 | PA      | $90441945.32  | 0.68%             | 2055-05-25      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| INTEL CORPORATION                                                        | INTEL CORPORATION                                      | CUSIP: 45826CU32<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |  56450000 | PA      | $56428486.91  | 0.42%             | 2025-07-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CHASE AUTO OWNER TRUST 2023-AA                                           | CHASE AUTO OWNER TRUST CHAOT 2023 AA A2 144A           | CUSIP: 16144KAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    625308 | PA      | $625905.71    | 0.00%             | 2027-03-25      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| TOYOTA LEASE OWNER TRUST 2025-A                                          | TOYOTA LEASE OWNER TRUST TLOT 2025 A A2B 144A          | CUSIP: 89239NAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  83400000 | PA      | $83394637.38  | 0.63%             | 2027-07-20      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING 2024-4 LLC                                    | ENTERPRISE FLEET FINANCING LLC EFF 2024 4 A2 144A      | CUSIP: 29374MAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  42000000 | PA      | $42067359.60  | 0.32%             | 2027-07-20      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST 2022-1A                                       | LAD AUTO RECEIVABLES TRUST LADAR 2022 1A A 144A        | CUSIP: 501687AA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    278911 | PA      | $279126.53    | 0.00%             | 2027-06-15      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                                                       | BMW US CAPITAL LLC BMW US CAPITAL LLC                  | CUSIP: 05565ECL7<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |  25120000 | PA      | $25132334.17  | 0.19%             | 2026-04-02      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| GREAT-WEST LIFECO US FINANCE 2020 LP                                     | GREAT WEST LIFECO US FI COMPANY GUAR 144A 08/25 0.904  | CUSIP: 391399AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  16728000 | PA      | $16648726.18  | 0.12%             | 2025-08-12      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 4600                                                  | FREDDIE MAC FHR 4600 FA                                | CUSIP: 3137BQX77<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2203463 | PA      | $2207457.64   | 0.02%             | 2044-11-15      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE 2002-65                                                       | FANNIE MAE FNR 2002 65 FC                              | CUSIP: 31392EG53<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      9463 | PA      | $9453.58      | 0.00%             | 2026-06-25      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                  | HCA INC COMPANY GUAR 09/26 5.375                       | CUSIP: 404121AH8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |  12025000 | PA      | $12087903.38  | 0.09%             | 2026-09-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORPORATION                                          | TOYOTA MOTOR CREDIT CORP TOYOTA MOTOR CREDIT CORP      | CUSIP: 89236TLK9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   8000000 | PA      | $8016307.36   | 0.06%             | 2026-01-05      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                                                 | BAXTER INTERNATIONAL INC SR UNSECURED 08/26 2.6        | CUSIP: 071813BQ1<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |   8817000 | PA      | $8653516.24   | 0.06%             | 2026-08-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5508                                                  | FREDDIE MAC FHR 5508 AF                                | CUSIP: 3137HJFR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  43243095 | PA      | $43297040.71  | 0.32%             | 2055-02-25      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2019-31                         | GOVERNMENT NATIONAL MORTGAGE A GNR 2019 31 CF          | CUSIP: 38381RYA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3636643 | PA      | $3546099.72   | 0.03%             | 2049-03-20      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| NAVIENT STUDENT LOAN TRUST 2017-5A                                       | NAVIENT STUDENT LOAN TRUST NAVSL 2017 5A A 144A        | CUSIP: 63940CAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3898038 | PA      | $3868225.10   | 0.03%             | 2066-07-26      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| FEDERATION DES CAISSES DESJARDINS DU QUEBEC                              | FED CAISSES DESJARDINS SR UNSECURED REGS 01/27 VAR     | CUSIP: 31429LAN1<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |   1275000 | PA      | $1276138.58   | 0.01%             | 2027-01-27      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5510                                                  | FREDDIE MAC FHR 5510 FA                                | CUSIP: 3137HJMM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  24278239 | PA      | $24353353.75  | 0.18%             | 2055-02-25      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                    | ATHENE GLOBAL FUNDING SECURED 144A 03/27 VAR           | CUSIP: 04685A3U3<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2015695.40   | 0.02%             | 2027-03-25      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE (US) INC                                                        | ENBRIDGE (US) INC                                      | CUSIP: 29251UUB2<br>LEI: 5493003FRODSVHJWFS32 | Long             | DBT              | CORP              | US        |  11500000 | PA      | $11483874.70  | 0.09%             | 2025-07-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE 2002-39                                                       | FANNIE MAE FNR 2002 39 FB                              | CUSIP: 31392DQA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     42960 | PA      | $42940.87     | 0.00%             | 2032-03-18      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| NAVIENT STUDENT LOAN TRUST 2019-CA                                       | NAVIENT STUDENT LOAN TRUST NAVSL 2019 CA A2 144A       | CUSIP: 63940YAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1101346 | PA      | $1080204.35   | 0.01%             | 2068-02-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2018-H20                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2018 H20 FC         | CUSIP: 38380LNJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1045102 | PA      | $1049673.19   | 0.01%             | 2068-10-20      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2014-50                                                | FANNIE MAE FNR 2014 50 FC                              | CUSIP: 3136AKXJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3471086 | PA      | $3432539.69   | 0.03%             | 2044-08-25      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| SARANAC CLO LTD 2018-6A                                                  | SARANAC CLO LTD SRANC 2018 6A A1R 144A                 | CUSIP: 80317LAJ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   5288475 | PA      | $5282433.25   | 0.04%             | 2031-08-13      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| KUBOTA CREDIT OWNER TRUST 2023-2A                                        | KUBOTA CREDIT OWNER TRUST KCOT 2023 2A A2 144A         | CUSIP: 500945AB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4577682 | PA      | $4582713.17   | 0.03%             | 2026-07-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST 2020-B                                  | SMB PRIVATE EDUCATION LOAN TRU SMB 2020 B A1B 144A     | CUSIP: 78449XAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1095518 | PA      | $1097555.15   | 0.01%             | 2053-07-15      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC)                       | AMERICAN TOWER CORP SR UNSECURED 02/26 4.4             | CUSIP: 03027XAJ9<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $5992539.42   | 0.04%             | 2026-02-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                  | GOLDMAN SACHS GROUP INC SR UNSECURED 09/27 VAR         | CUSIP: 38141GYH1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   3200000 | PA      | $3204837.50   | 0.02%             | 2027-09-10      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| ASHFORD HOSPITALITY TRUST 2018-ASHF                                      | ASHFORD HOSPITALITY TRUST AHT1 2018 ASHF A 144A        | CUSIP: 04410RAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    595664 | PA      | $592802.92    | 0.00%             | 2035-04-15      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| TOYOTA LEASE OWNER TRUST 2024-B                                          | TOYOTA LEASE OWNER TRUST TLOT 2024 B A2B 144A          | CUSIP: 891943AC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  16672530 | PA      | $16670119.46  | 0.13%             | 2027-02-22      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC)                       | AMERICAN TOWER CORP SR UNSECURED 04/26 1.6             | CUSIP: 03027XBL3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |  26200000 | PA      | $25624155.70  | 0.19%             | 2026-04-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                            | FORD MOTOR CREDIT CO LLC SR UNSECURED 03/26 6.95       | CUSIP: 345397C43<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |  11200000 | PA      | $11309599.06  | 0.08%             | 2026-03-06      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                     | ROYAL BANK OF CANADA SR UNSECURED 03/28 VAR            | CUSIP: 78017DAG3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |  19950000 | PA      | $20017440.38  | 0.15%             | 2028-03-27      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| CARDS II TRUST 2023-2A                                                   | CARDS II TRUST CARD2 2023 2A A 144A                    | CUSIP: 14161GCF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | CA        |  13100000 | PA      | $13102059.32  | 0.10%             | 2028-07-15      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                  | HYUNDAI CAPITAL AMERICA HYUNDAI CAPITAL AMERICA        | CUSIP: 44891ACQ8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   9683000 | PA      | $9722482.53   | 0.07%             | 2025-11-03      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| OCTAGON INVESTMENT PARTNERS 39 LTD 2018-3A                               | OCTAGON INVESTMENT PARTNERS 39 OCT39 2018 3A AR 144A   | CUSIP: 67592CAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5010969 | PA      | $5015585.85   | 0.04%             | 2030-10-20      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2021-H08                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2021 H08 AF         | CUSIP: 38380QS78<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    729221 | PA      | $726009.52    | 0.01%             | 2068-01-20      | Floating      | 4.60%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP OF AMERICA FINANCE LLC                                  | VOLKSWAGEN GROUP AMERICA COMPANY GUAR 144A 03/27 VAR   | CUSIP: 928668CT7<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |  58800000 | PA      | $58748835.77  | 0.44%             | 2027-03-25      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA GAS COMPANY                                          | SOUTHERN CALIF GAS CO 1ST MORTGAGE 06/26 2.6           | CUSIP: 842434CQ3<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |   3730000 | PA      | $3665353.69   | 0.03%             | 2026-06-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORPORATION                                                  | NTT FINANCE CORP COMPANY GUAR 144A 04/26 1.162         | CUSIP: 62954WAC9<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |  26841000 | PA      | $26187394.27  | 0.20%             | 2026-04-03      | Fixed         | 1.16%                 | No            |                  2 | On Loan: No      |
| NEWARK BSL CLO 2 LTD 2017 1A                                             | NEWARK BSL CLO 2 LTD. NBCLO 2017 1A A1R 144A           | CUSIP: 65023PAN0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1722815 | PA      | $1723792.05   | 0.01%             | 2030-07-25      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INTERNATIONAL CORP (CCI)                                    | CROWN CASTLE                                           | CUSIP: 22823PUQ4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |  44300000 | PA      | $44152162.04  | 0.33%             | 2025-07-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2011-69                         | GOVERNMENT NATIONAL MORTGAGE A GNR 2011 69 FB          | CUSIP: 38377VE28<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1338502 | PA      | $1316327.76   | 0.01%             | 2041-05-20      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 4903                                                  | FREDDIE MAC FHR 4903 F                                 | CUSIP: 3137FN4L1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    675077 | PA      | $654666.12    | 0.00%             | 2048-09-15      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2021-G                         | NAVIENT STUDENT LOAN TRUST NAVSL 2021 GA A 144A        | CUSIP: 63942KAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  24135458 | PA      | $21825299.26  | 0.16%             | 2070-04-15      | Fixed         | 1.58%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5513                                                  | FREDDIE MAC FHR 5513 MF                                | CUSIP: 3137HKEX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        | 235002786 | PA      | $234522934.12 | 1.76%             | 2054-11-25      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                      | DOMINION ENERGY INC SR UNSECURED 10/25 3.9             | CUSIP: 25746UCE7<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   6491000 | PA      | $6479674.70   | 0.05%             | 2025-10-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                  | HCA INC COMPANY GUAR 02/26 5.875                       | CUSIP: 404119BS7<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   8213000 | PA      | $8222160.70   | 0.06%             | 2026-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-H10                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2015 H10 FC         | CUSIP: 38376RAH9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    114036 | PA      | $114218.02    | 0.00%             | 2065-04-20      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| CRSNT TRUST 2021-MOON                                                    | CRSNT TRUST CRSNT 2021 MOON A 144A                     | CUSIP: 22877LAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  52400000 | PA      | $51769727.56  | 0.39%             | 2036-04-15      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                                     | GNMA POOL 462765 GN 06/28 FIXED 7.5                    | CUSIP: 36208WCA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      3155 | PA      | $3198.56      | 0.00%             | 2028-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST 2023-4                                           | CARMAX AUTO OWNER TRUST CARMX 2023 4 A3                | CUSIP: 14318XAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  14213000 | PA      | $14421740.65  | 0.11%             | 2028-07-17      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CHASE AUTO OWNER TRUST 2024-2A                                           | CHASE AUTO OWNER TRUST CHAOT 2024 2A A2 144A           | CUSIP: 16144CAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5364512 | PA      | $5376719.20   | 0.04%             | 2027-05-26      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATL MTGE ASSOC 2010-H11                                      | GOVERNMENT NATIONAL MORTGAGE A GNR 2010 H11 FA         | CUSIP: 38375BDG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    872129 | PA      | $879401.27    | 0.01%             | 2060-06-20      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-H06                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2016 H06 FD         | CUSIP: 38376RSG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1255295 | PA      | $1260760.61   | 0.01%             | 2065-07-20      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2014-86                                                | FANNIE MAE FNR 2014 86 PA                              | CUSIP: 3136AMHN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    697314 | PA      | $618203.05    | 0.00%             | 2044-12-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                                    | UBER TECHNOLOGIES INC COMPANY GUAR REGS 09/27 7.5      | CUSIP: U9029YAC4<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |   2516000 | PA      | $2540096.56   | 0.02%             | 2027-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                     | ROYAL BANK OF CANADA SR UNSECURED 07/27 VAR            | CUSIP: 78016HZY9<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |  53077000 | PA      | $53256980.39  | 0.40%             | 2027-07-23      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                             | BARCLAYS PLC SR UNSECURED 03/28 VAR                    | CUSIP: 06738ECQ6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   9501000 | PA      | $9577472.98   | 0.07%             | 2028-03-12      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL AUTOMOBILE LEASING TRUST 2024-3                             | GM FINANCIAL AUTOMOBILE LEASIN GMALT 2024 3 A2B        | CUSIP: 38012QAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  22742761 | PA      | $22756729.54  | 0.17%             | 2027-01-20      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                      | GLOBAL PAYMENTS INC SR UNSECURED 03/26 1.2             | CUSIP: 37940XAE2<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |  14875000 | PA      | $14528028.73  | 0.11%             | 2026-03-01      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| SVENSKA HANDELSBANKEN AB                                                 | SVENSKA HANDELSBANKEN AB 144A 06/26 VAR                | CUSIP: 86959LAN3<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |   1000000 | PA      | $1009392.06   | 0.01%             | 2026-06-15      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA/NEW YORK BRANCH                                 | COOPERAT RABOBANK UA/NY SR UNSECURED 03/27 VAR         | CUSIP: 21688ABE1<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |  70100000 | PA      | $70370663.81  | 0.53%             | 2027-03-05      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON COMPANY                                       | SOUTHERN CAL EDISON SOUTHERN CAL EDISON                | CUSIP: 842400JF1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |  10595000 | PA      | $10581094.91  | 0.08%             | 2026-09-06      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2015-87                                                | FANNIE MAE FNR 2015 87 BF                              | CUSIP: 3136AQWE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1229508 | PA      | $1212210.33   | 0.01%             | 2045-12-25      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-H12                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2015 H12 FB         | CUSIP: 38376RBH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    280429 | PA      | $280489.75    | 0.00%             | 2065-05-20      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| JONES LANG LASALLE FINANCE BV                                            | JONES LANG LASALLE FIN BV 4/A2 07/25 ZCP               | CUSIP: 48002AUG7<br>LEI: 7245008JNMAJF7J71W93 | Long             | DBT              | CORP              | NL        |  16100000 | PA      | $16066995.00  | 0.12%             | 2025-07-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL I TRUST 2017-ASHF                                 | MORGAN STANLEY CAPITAL I TRUST MSC 2017 ASHF A 144A    | CUSIP: 61691KAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4331913 | PA      | $4266557.67   | 0.03%             | 2034-11-15      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE 2005-79                                                       | FANNIE MAE FNR 2005 79 NF                              | CUSIP: 31394FHD0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    151409 | PA      | $150414.50    | 0.00%             | 2035-09-25      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                  | HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 03/27 VAR    | CUSIP: 44891ACZ8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   1865000 | PA      | $1863070.68   | 0.01%             | 2027-03-19      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| AREIT TRUST 2022-CRE6                                                    | AREIT CRE TRUST AREIT 2022 CRE6 A 144A                 | CUSIP: 04002VAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |  21616045 | PA      | $21589037.87  | 0.16%             | 2037-01-20      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| SFS AUTO RECEIVABLES SECURITIZATION TRUST 2024-1A                        | SFS AUTO RECEIVABLES SECURITIZ SFAST 2024 1A A3 144A   | CUSIP: 78435VAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4882000 | PA      | $4905109.44   | 0.04%             | 2029-05-21      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FINANCE NORTH AMERICA LLC                                  | MERCEDES BENZ FIN NA MERCEDES BENZ FIN NA              | CUSIP: 58769JAN7<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |  75100000 | PA      | $75192113.91  | 0.56%             | 2026-01-09      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| CHESAPEAKE FUNDING II LLC 2023-1A                                        | CHESAPEAKE FUNDING II LLC CFII 2023 1A A2 144A         | CUSIP: 165183CV4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5215901 | PA      | $5239637.32   | 0.04%             | 2035-05-15      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| NELNET STUDENT LOAN TRUST 2016-1A                                        | NELNET STUDENT LOAN TRUST NSLT 2016 1A A 144A          | CUSIP: 64033UAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5067722 | PA      | $5062546.03   | 0.04%             | 2065-09-25      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                  | GOLDMAN SACHS GROUP INC SR UNSECURED 12/26 VAR         | CUSIP: 38141GXM1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   5905000 | PA      | $5813803.65   | 0.04%             | 2026-12-09      | Floating      | 1.09%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC                                                  | BAYER US FINANCE II LLC COMPANY GUAR 144A 08/25 5.5    | CUSIP: 07274NAY9<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |   2145000 | PA      | $2145344.57   | 0.02%             | 2025-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HONDA AUTO RECEIVABLES-2024-1 OWNER TRUST                                | HONDA AUTO RECEIVABLES OWNER T HAROT 2024 1 A3         | CUSIP: 437918AC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2997000 | PA      | $3023600.17   | 0.02%             | 2028-08-15      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| SOUND POINT CLO XVIII LTD 2017-4A                                        | SOUND POINT CLO LTD SNDPT 2017 4A A1 144A              | CUSIP: 83609TAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2087975 | PA      | $2090069.15   | 0.02%             | 2031-01-21      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2024-82                                                | FANNIE MAE FNR 2024 82 EF                              | CUSIP: 3136BTFN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  25149385 | PA      | $25077203.60  | 0.19%             | 2054-11-25      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| HARLEY-DAVIDSON FINANCIAL SERVICES INC                                   | HARLEY DAVIDSON FND CP                                 | CUSIP: 41282JV16<br>LEI: RLUFFFFW4GRYU77BTS24 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1394092.56   | 0.01%             | 2025-08-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PNC BANK NA                                                              | PNC BANK NA SR UNSECURED 01/27 VAR                     | CUSIP: 69353RFW3<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |  42550000 | PA      | $42570526.55  | 0.32%             | 2027-01-15      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| M&T BANK AUTO RECEIVABLES TRUST 2025-1A                                  | M+T BANK AUTO RECEIVABLES TRUS MTBAT 2025 1A A2B 144A  | CUSIP: 55287XAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  26000000 | PA      | $26032809.40  | 0.20%             | 2028-05-15      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                     | JPMORGAN CHASE + CO SR UNSECURED 02/28 VAR             | CUSIP: 46647PCY0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  13814000 | PA      | $13936126.40  | 0.10%             | 2028-02-24      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                            | FORD MOTOR CREDIT CO LLC SR UNSECURED 01/26 4.389      | CUSIP: 345397XU2<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |  27552000 | PA      | $27432598.45  | 0.21%             | 2026-01-08      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO BANK NA                                                      | WELLS FARGO BANK NA SR UNSECURED 08/25 VAR             | CUSIP: 94988J6C6<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | DBT              | CORP              | US        |   9875000 | PA      | $9878022.94   | 0.07%             | 2025-08-01      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| TOYOTA AUTO RECEIVABLES 2023-A OWNER TRUST                               | TOYOTA AUTO RECEIVABLES OWNER TAOT 2023 A A3           | CUSIP: 891940AC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3936826 | PA      | $3939108.66   | 0.03%             | 2027-09-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON AUTO TRUST 2024-1A                                            | HUNTINGTON AUTO TRUST HUNT 2024 1A A2 144A             | CUSIP: 446144AC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1558028 | PA      | $1559955.38   | 0.01%             | 2027-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                             | BROADCOM INC DISC COML PAPER                           | CUSIP: 11135MUA2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |  48300000 | PA      | $48238364.37  | 0.36%             | 2025-07-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2010-50                         | GOVERNMENT NATIONAL MORTGAGE A GNR 2010 50 GF          | CUSIP: 38376YGD7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3199784 | PA      | $3210653.67   | 0.02%             | 2040-04-20      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG/NEW YORK BRANCH                                         | DEUTSCHE BANK NY 07/26 VAR                             | CUSIP: 25160PAJ6<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        | 127698000 | PA      | $127752807.98 | 0.96%             | 2026-07-14      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| MOLSON COORS BEVERAGE COMPANY                                            | MOLSON COORS BEVERAGE COMPANY GUAR 07/26 3             | CUSIP: 60871RAG5<br>LEI: 54930073LBBH6ZCBE225 | Long             | DBT              | CORP              | US        |  20375000 | PA      | $20077141.95  | 0.15%             | 2026-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                                      | INTESA SANPAOLO SPA 144A 11/25 7                       | CUSIP: 46115HBU0<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |  26884000 | PA      | $27098135.09  | 0.20%             | 2025-11-21      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2011-H11                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2011 H11 FA         | CUSIP: 38375BLN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    195031 | PA      | $195462.24    | 0.00%             | 2061-03-20      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5500                                                  | FREDDIE MAC FHR 5500 UF                                | CUSIP: 3137HJCB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  11765659 | PA      | $11717424.29  | 0.09%             | 2054-11-25      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2019-H02                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2019 H02 FB         | CUSIP: 38380LPZ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4585005 | PA      | $4619226.26   | 0.03%             | 2068-12-20      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2025-18                                                | FANNIE MAE FNR 2025 18 FM                              | CUSIP: 3136BVKH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        | 273334539 | PA      | $272431468.56 | 2.04%             | 2054-09-25      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                                                       | BMW US CAPITAL LLC COMPANY GUAR 144A 03/27 4.65        | CUSIP: 05565ECU7<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |   7600000 | PA      | $7646179.04   | 0.06%             | 2027-03-19      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| TRILLIUM CREDIT CARD TRUST II 2023-3A                                    | TRILLIUM CREDIT CARD TRUST II TCCT 2023 3A A 144A      | CUSIP: 89621ABT5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | CA        |  95000000 | PA      | $95071307.00  | 0.71%             | 2028-08-26      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| JONES LANG LASALLE FINANCE BV                                            | JONES LANG LASALLE FIN BV 4/A2 07/25 ZCP               | CUSIP: 48002AU93<br>LEI: 7245008JNMAJF7J71W93 | Long             | DBT              | CORP              | NL        |  29700000 | PA      | $29665910.34  | 0.22%             | 2025-07-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA                                                              | CITIBANK NA CITIBANK NA                                | CUSIP: 17325FBE7<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |  14500000 | PA      | $14520653.37  | 0.11%             | 2026-04-30      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2025-4                                                 | FANNIE MAE FNR 2025 4 FB                               | CUSIP: 3136BUU65<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  14848788 | PA      | $14886842.16  | 0.11%             | 2053-12-25      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2021-A                         | NAVIENT STUDENT LOAN TRUST NAVSL 2021 A A 144A         | CUSIP: 63942BAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3125526 | PA      | $2851066.50   | 0.02%             | 2069-05-15      | Fixed         | 0.84%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA/NEW YORK BRANCH                                   | GOLDMAN SACHS BANK USA SR UNSECURED 03/27 VAR          | CUSIP: 38151LAE0<br>LEI: KD3XUN7C6T14HNAYLU02 | Long             | DBT              | CORP              | US        |  12490000 | PA      | $12523342.43  | 0.09%             | 2027-03-18      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                 | LLOYDS BANKING GROUP PLC SR UNSECURED 08/27 VAR        | CUSIP: 539439AY5<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   7023000 | PA      | $7130956.15   | 0.05%             | 2027-08-07      | Floating      | 5.99%                 | No            |                  2 | On Loan: No      |
| SOFI PROFESSIONAL LOAN PROGRAM LLC 2020-C                                | SOCIAL PROFESSIONAL LOAN PROGR SOFI 2020 C AFX 144A    | CUSIP: 83390UAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7592892 | PA      | $7111786.30   | 0.05%             | 2046-02-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| DLLST 2024-1 LLC                                                         | DLLST LLC DLLST 2024 1A A2 144A                        | CUSIP: 23346HAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3670317 | PA      | $3672948.26   | 0.03%             | 2026-01-20      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                        | HSBC HOLDINGS PLC SR UNSECURED 09/26 VAR               | CUSIP: 404280BW8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |  41439000 | PA      | $41554420.46  | 0.31%             | 2026-09-12      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| CHASE AUTO OWNER TRUST 2024-4A                                           | CHASE AUTO OWNER TRUST CHAOT 2024 4A A3 144A           | CUSIP: 16144YAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  19100000 | PA      | $19279761.56  | 0.14%             | 2029-07-25      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                  | BPCE SA SR UNSECURED 144A 01/27 VAR                    | CUSIP: 05583JAN2<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |  27457000 | PA      | $27646646.60  | 0.21%             | 2027-01-18      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| CARLYLE GLOBAL MARKET STRATEGIES CLO 2014-3R LTD 2014-3RA                | CARLYLE GLOBAL MARKET STRATEGI CGMS 2014 3RA A1A 144A  | CUSIP: 14315LAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    813597 | PA      | $814775.95    | 0.01%             | 2031-07-27      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| NATWEST MARKETS PLC                                                      | NATWEST MARKETS PLC SR UNSECURED 144A 05/27 VAR        | CUSIP: 63906YAK4<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |   7314000 | PA      | $7347860.67   | 0.06%             | 2027-05-17      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| BLACK HILLS CORPORATION                                                  | BLACK HILLS CORP SR UNSECURED 01/26 3.95               | CUSIP: 092113AL3<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |  13974000 | PA      | $13899135.27  | 0.10%             | 2026-01-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-H12                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2015 H12 FD         | CUSIP: 38376RBP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3115890 | PA      | $3115954.25   | 0.02%             | 2065-05-20      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL HOLDINGS INC                                      | NEXTERA ENERGY CAPITAL COMPANY GUAR 01/26 VAR          | CUSIP: 65339KCR9<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |  62039000 | PA      | $62188401.08  | 0.47%             | 2026-01-29      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA                                                              | CITIBANK NA SR UNSECURED 08/26 VAR                     | CUSIP: 17325FBH0<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |   3262000 | PA      | $3270294.29   | 0.02%             | 2026-08-06      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| PINNACLE WEST CAPITAL CORPORATION                                        | PINNACLE WEST CAPITAL SR UNSECURED 06/26 VAR           | CUSIP: 723484AL5<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | DBT              | CORP              | US        |  24082000 | PA      | $24124179.38  | 0.18%             | 2026-06-10      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| ALIMENTATION COUCHE-TARD INC                                             | ALIMENTATION COUCHE TARD INC 07/25 ZCP                 | CUSIP: 01626UUV5<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |  16300000 | PA      | $16238464.24  | 0.12%             | 2025-07-29      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                                                       | BMW US CAPITAL LLC COMPANY GUAR 144A 08/25 VAR         | CUSIP: 05565ECD5<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4001219.00   | 0.03%             | 2025-08-11      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FINANCE NORTH AMERICA LLC                                  | MERCEDES BENZ FIN NA COMPANY GUAR 144A 04/27 VAR       | CUSIP: 58769JBD8<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |   1925000 | PA      | $1924541.10   | 0.01%             | 2027-04-01      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2023-4                | GM FINANCIAL CONSUMER AUTOMOBI GMCAR 2023 4 A2B        | CUSIP: 379930AC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    906256 | PA      | $906356.76    | 0.01%             | 2026-11-16      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                                     | GNMA POOL 628408 GN 11/33 FIXED 6.5                    | CUSIP: 36291HDM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2189 | PA      | $2293.93      | 0.00%             | 2033-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                            | FORD MOTOR CREDIT CO LLC SR UNSECURED 11/25 3.375      | CUSIP: 345397B28<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |  10445000 | PA      | $10376431.81  | 0.08%             | 2025-11-13      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                  | HCA INC DISC COML PAPER 4/A2 Y 08/25 ZCP               | CUSIP: 40412BVN0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        | 140700000 | PA      | $139683737.97 | 1.05%             | 2025-08-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                     | JPMORGAN CHASE + CO SR UNSECURED 04/27 VAR             | CUSIP: 46647PCF1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   4295000 | PA      | $4307669.05   | 0.03%             | 2027-04-22      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| DNB BANK ASA                                                             | DNB BANK ASA SR UNSECURED 144A 10/26 VAR               | CUSIP: 23341CAC7<br>LEI: 549300GKFG0RYRRQ1414 | Long             | DBT              | CORP              | NO        |   4450000 | PA      | $4466666.18   | 0.03%             | 2026-10-09      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                        | HSBC HOLDINGS PLC SR UNSECURED 11/26 VAR               | CUSIP: 404280DQ9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1307000 | PA      | $1319310.28   | 0.01%             | 2026-11-03      | Floating      | 7.34%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2024-3                | GM FINANCIAL CONSUMER AUTOMOBI GMCAR 2024 3 A3         | CUSIP: 38013KAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4131000 | PA      | $4175064.55   | 0.03%             | 2029-04-16      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| GECU AUTO RECEIVABLES TRUST 2023-1A                                      | GECU AUTO RECEIVABLES TRUST GECU 2023 1A A2 144A       | CUSIP: 36169EAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    480589 | PA      | $480856.54    | 0.00%             | 2027-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| MARS INCORPORATED                                                        | MARS INC SR UNSECURED 144A 03/27 4.45                  | CUSIP: 571676AW5<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   8000000 | PA      | $8031168.96   | 0.06%             | 2027-03-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2014-H10                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2014 H10 FA         | CUSIP: 38375UFM7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    100954 | PA      | $101230.60    | 0.00%             | 2064-04-20      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE 2025-40                                                       | FANNIE MAE FNR 2025 40 F                               | CUSIP: 3136BWGN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3789944 | PA      | $3802993.05   | 0.03%             | 2055-02-25      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HOLDINGS PLC                                          | SANTANDER UK GROUP HLDGS SR UNSECURED 08/26 VAR        | CUSIP: 80281LAM7<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |  56648000 | PA      | $56388315.37  | 0.42%             | 2026-08-21      | Floating      | 1.53%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG/NEW YORK BRANCH                                         | DEUTSCHE BANK NY 11/26 VAR                             | CUSIP: 251526CE7<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |  16873000 | PA      | $16703721.80  | 0.13%             | 2026-11-24      | Floating      | 2.13%                 | Yes           |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST 2024-P1                                   | CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 P1 A2 144A   | CUSIP: 14688NAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2347840 | PA      | $2350464.35   | 0.02%             | 2027-08-10      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING LLC 2022-3                                    | ENTERPRISE FLEET FINANCING LLC EFF 2022 3 A2 144A      | CUSIP: 29374FAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2953900 | PA      | $2951372.80   | 0.02%             | 2029-07-20      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP OF AMERICA FINANCE LLC                                  | VOLKSWAGEN GROUP AMERICA COMPANY GUAR 144A 03/26 VAR   | CUSIP: 928668CD2<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |  46879000 | PA      | $46889944.84  | 0.35%             | 2026-03-20      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| SYSTEM ENERGY RESOURCES INC                                              | SYSTEM ENERGY RESOURCES 1ST MORTGAGE 12/25 2.14        | CUSIP: 871911AT0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1375000 | PA      | $1359605.31   | 0.01%             | 2025-12-09      | Fixed         | 2.14%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK OF AUSTRALIA                                           | COMMONWEALTH BANK AUST SR UNSECURED 144A 07/25 VAR     | CUSIP: 2027A0KG3<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |  12000000 | PA      | $12000654.36  | 0.09%             | 2025-07-07      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORPORATION                                                   | CVS CORPORATION                                        | CUSIP: 12665JUF4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |  23300000 | PA      | $23252211.70  | 0.17%             | 2025-07-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-H05                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2017 H05 FC         | CUSIP: 38376RU61<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    943458 | PA      | $945347.15    | 0.01%             | 2067-02-20      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC 4615                                                         | FREDDIE MAC FHR 4615 AF                                | CUSIP: 3137BRYG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    229963 | PA      | $226976.43    | 0.00%             | 2038-10-15      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| GCCT-2021-1A                                                             | GOLDEN CREDIT CARD TRUST GCCT 2021 1A A 144A           | CUSIP: 380881FB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  52270000 | PA      | $50466826.13  | 0.38%             | 2028-08-15      | Fixed         | 1.14%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-H15                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2017 H15 FN         | CUSIP: 38376R5Y8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    397594 | PA      | $398531.59    | 0.00%             | 2067-07-20      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5410                                                  | FREDDIE MAC FHR 5410 FB                                | CUSIP: 3137HCUC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  40025777 | PA      | $40208190.39  | 0.30%             | 2054-05-25      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| UNITED OVERSEAS BANK LIMITED                                             | UNITED OVERSEAS BANK LTD SR UNSECURED 144A 04/28 VAR   | CUSIP: 91127KAL6<br>LEI: IO66REGK3RCBAMA8HR66 | Long             | DBT              | CORP              | SG        |  64500000 | PA      | $64623279.50  | 0.48%             | 2028-04-02      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| SFS AUTO RECEIVABLES SECURITIZATION TRUST 2023-1A                        | SFS AUTO RECEIVABLES SECURITIZ SFAST 2023 1A A3 144A   | CUSIP: 78398AAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7602395 | PA      | $7654209.76   | 0.06%             | 2028-10-20      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                                     | GNMA POOL 508472 GN 04/31 FIXED 7                      | CUSIP: 36211B2D5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        74 | PA      | $75.22        | 0.00%             | 2031-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORPORATION                                       | AMERICAN HONDA FIN CORP 10/25 1                        | CUSIP: 02665WFF3<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |  23000000 | PA      | $23014981.51  | 0.17%             | 2025-10-10      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| NATWEST MARKETS PLC                                                      | NATWEST MARKETS PLC SR UNSECURED REGS 09/26 VAR        | CUSIP: G6382GWU2<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $250734.03    | 0.00%             | 2026-09-29      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| NATIXIS COMMERCIAL MORTGAGE SECURITIES TRUST 2021-APPL                   | NATIXIS COMMERCIAL MORTGAGE SE NCMS 2021 APPL A 144A   | CUSIP: 63874AAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $2901073.50   | 0.02%             | 2038-08-15      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI AUTO RECEIVABLES TRUST 2022-D                                 | WORLD OMNI AUTO RECEIVABLES TR WOART 2022 D A3         | CUSIP: 98163VAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1017571 | PA      | $1021511.64   | 0.01%             | 2028-02-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-H10                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2015 H10 FB         | CUSIP: 38376RAG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3211709 | PA      | $3212765.57   | 0.02%             | 2065-04-20      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                                       | CREDIT AGRICOLE SA SR UNSECURED REGS 07/26 VAR         | CUSIP: 22535EAF4<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   6060000 | PA      | $6105183.18   | 0.05%             | 2026-07-05      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5516                                                  | FREDDIE MAC FHR 5516 FB                                | CUSIP: 3137HKBL7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  32046619 | PA      | $31949354.22  | 0.24%             | 2055-03-25      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                                             | SYNOPSYS INC SR UNSECURED 04/27 4.55                   | CUSIP: 871607AA5<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |  35400000 | PA      | $35592584.14  | 0.27%             | 2027-04-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2013-H15                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2013 H15 FC         | CUSIP: 38375B4J8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    112163 | PA      | $112386.79    | 0.00%             | 2063-07-20      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA NA                                                       | BANK OF AMERICA NA SR UNSECURED 08/26 VAR              | CUSIP: 06428CAB0<br>LEI: B4TYDEB6GKMZO031MB27 | Long             | DBT              | CORP              | US        |    135000 | PA      | $135871.88    | 0.00%             | 2026-08-18      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2012-H29                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2012 H29 FA         | CUSIP: 38375BZQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     29735 | PA      | $29805.73     | 0.00%             | 2062-10-20      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST 2023-P5                                   | CARVANA AUTO RECEIVABLES TRUST CRVNA 2023 P5 A2 144A   | CUSIP: 14687RAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     34861 | PA      | $34872.84     | 0.00%             | 2027-04-12      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| JABIL INC                                                                | JABIL INC                                              | CUSIP: 46652LU21<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |  14300000 | PA      | $14295945.95  | 0.11%             | 2025-07-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-H14                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2017 H14 FE         | CUSIP: 38376R5H5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3141845 | PA      | $3182226.82   | 0.02%             | 2067-06-20      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORPORATION                                          | TOYOTA MOTOR CREDIT CORP TOYOTA MOTOR CREDIT CORP      | CUSIP: 89236TML6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |  36000000 | PA      | $36161780.04  | 0.27%             | 2026-08-07      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                                          | DANSKE BANK A/S 144A 09/26 VAR                         | CUSIP: 23636ABE0<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |   3930000 | PA      | $3942279.05   | 0.03%             | 2026-09-22      | Floating      | 6.26%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY BANK (AKA: GE CAPITAL RETAIL BANK)                             | SYNCHRONY BANK SR UNSECURED 08/25 5.4                  | CUSIP: 87166FAD5<br>LEI: 549300UATVPGSLE43Z27 | Long             | DBT              | CORP              | US        |  11210000 | PA      | $11208090.38  | 0.08%             | 2025-08-22      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| STWD 2022-FL3 LTD                                                        | STARWOOD COMMERCIAL MORTGAGE T STWD 2022 FL3 A 144A    | CUSIP: 78485KAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  17426196 | PA      | $17416116.08  | 0.13%             | 2038-11-15      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE 2025-35                                                       | FANNIE MAE FNR 2025 35 FB                              | CUSIP: 3136BVF78<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  20179402 | PA      | $20167735.94  | 0.15%             | 2055-05-25      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST 2024-1                                           | CARMAX AUTO OWNER TRUST CARMX 2024 1 A2A               | CUSIP: 14318WAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3029222 | PA      | $3033080.66   | 0.02%             | 2027-03-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO LEASE SECURITIZATION TRUST 2024-C                           | HYUNDAI AUTO LEASE SECURITIZAT HALST 2024 C A2B 144A   | CUSIP: 448984AC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7962777 | PA      | $7973498.05   | 0.06%             | 2027-03-15      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS INC                                                | ROGERS COMMUNICATIONS IN COMPANY GUAR 12/25 3.625      | CUSIP: 775109BE0<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |  12469000 | PA      | $12414739.40  | 0.09%             | 2025-12-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| COMM 2021-2400 MORTGAGE TRUST                                            | COMM MORTGAGE TRUST COMM 2021 2400 A 144A              | CUSIP: 20048FAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8220779 | PA      | $8120025.51   | 0.06%             | 2038-12-15      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FUNDING                                             | NEW YORK LIFE GLOBAL FDG SR SECURED 144A 06/27 VAR     | CUSIP: 64953BBY3<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |  13100000 | PA      | $13131190.31  | 0.10%             | 2027-06-11      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| GREENSTATE AUTO RECEIVABLES TRUST 2024-1A                                | GREENSTATE AUTO RECEIVABLES TR GRNST 2024 1A A2 144A   | CUSIP: 39573AAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2977452 | PA      | $2978541.23   | 0.02%             | 2027-08-16      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                  | HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 11/25 VAR    | CUSIP: 44891ACS4<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |  25990000 | PA      | $26069065.74  | 0.20%             | 2025-11-03      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| JPMCC-2019-BKWD                                                          | JP MORGAN CHASE COMMERCIAL MOR JPMCC 2019 BKWD A 144A  | CUSIP: 46591JAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  17535011 | PA      | $16941717.83  | 0.13%             | 2029-09-15      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE (CIBC)                                | CANADIAN IMPERIAL BANK SR UNSECURED 09/27 VAR          | CUSIP: 13607PHU1<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |  15383000 | PA      | $15443359.51  | 0.12%             | 2027-09-11      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                     | JPMORGAN CHASE + CO SR UNSECURED 01/27 VAR             | CUSIP: 46647PBA3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  36769000 | PA      | $36676546.56  | 0.28%             | 2027-01-29      | Floating      | 3.96%                 | No            |                  2 | On Loan: No      |
| COLT 2021-4 MORTGAGE LOAN TRUST                                          | COLT FUNDING LLC COLT 2021 4 A1 144A                   | CUSIP: 19688GAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  21234039 | PA      | $18115143.01  | 0.14%             | 2066-10-25      | Variable      | 1.40%                 | No            |                  2 | On Loan: No      |
| MADISON PARK FUNDING XXIII LTD 2017-23A                                  | MADISON PARK FUNDING LTD MDPK 2017 23A AR 144A         | CUSIP: 55820TAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4057812 | PA      | $4063661.92   | 0.03%             | 2031-07-27      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| CITIBANK CREDIT CARD ISSUANCE TRUST 2017-A6                              | CITIBANK CREDIT CARD ISSUANCE CCCIT 2017 A6 A6         | CUSIP: 17305EGE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5550000 | PA      | $5605459.49   | 0.04%             | 2029-05-14      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                                         | ABN AMRO BANK NV 144A 10/26 VAR                        | CUSIP: 00084DBC3<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |  42800000 | PA      | $43023963.41  | 0.32%             | 2026-10-13      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2018-39                                                | FANNIE MAE FNR 2018 39 FW                              | CUSIP: 3136B2CD2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   5302135 | PA      | $5242571.57   | 0.04%             | 2048-06-25      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                            | FORD MOTOR CREDIT CO LLC SR UNSECURED 03/26 VAR        | CUSIP: 345397C50<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   2424000 | PA      | $2446984.32   | 0.02%             | 2026-03-06      | Floating      | 7.27%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS COMPANY                                                 | AMERICAN EXPRESS CO SR UNSECURED 11/26 VAR             | CUSIP: 025816CL1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |  20038000 | PA      | $20079354.22  | 0.15%             | 2026-11-04      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST 2024-B                                      | FORD CREDIT AUTO OWNER TRUST FORDO 2024 B A2B          | CUSIP: 34531QAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  18117797 | PA      | $18121779.73  | 0.14%             | 2027-04-15      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 4344                                                  | FREDDIE MAC FHR 4344 FA                                | CUSIP: 3137BAJK9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    702443 | PA      | $687012.15    | 0.01%             | 2037-12-15      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL HOLDINGS INC                                      | NEXTERA ENERGY CAP HLDGS INC                           | CUSIP: 65339MUV6<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |  18200000 | PA      | $18132585.38  | 0.14%             | 2025-07-29      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI TRUST BANK LIMITED                                       | SUMITOMO MITSUI TR BK LT SR UNSECURED REGS 03/26 VAR   | CUSIP: J7771YRY5<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |  13727000 | PA      | $13804069.01  | 0.10%             | 2026-03-09      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5495                                                  | FREDDIE MAC FHR 5495 AF                                | CUSIP: 3137HJ2H9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  21974066 | PA      | $21978649.80  | 0.16%             | 2055-01-25      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA AUTO TRUST 2024-1A                                       | BOFA AUTO TRUST BAAT 2024 1A A3 144A                   | CUSIP: 09709AAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  13125000 | PA      | $13255358.81  | 0.10%             | 2028-11-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| CHESAPEAKE FUNDING II LLC 2024-1A                                        | CHESAPEAKE FUNDING II LLC CFII 2024 1A A2 144A         | CUSIP: 165183DJ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7001077 | PA      | $6997527.90   | 0.05%             | 2036-05-15      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI AUTO RECEIVABLES TRUST 2023-D                                 | WORLD OMNI AUTO RECEIVABLES TR WOART 2023 D A2A        | CUSIP: 98164DAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1388866 | PA      | $1390415.92   | 0.01%             | 2027-02-16      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                            | BOEING CO SR UNSECURED 10/25 2.6                       | CUSIP: 097023BP9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |  15010000 | PA      | $14882917.68  | 0.11%             | 2025-10-30      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| NXP BV / NXP FUNDING LLC / NXP USA INC                                   | NXP BV/NXP FDG/NXP USA COMPANY GUAR 06/26 3.875        | CUSIP: 62954HAZ1<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   1421000 | PA      | $1413069.68   | 0.01%             | 2026-06-18      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORPORATION                                                    | AIR LEASE CORP AIR LEASE CORP                          | CUSIP: 00914AAW2<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |  10918000 | PA      | $10992762.75  | 0.08%             | 2026-06-25      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                              | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 03/26 2.95         | CUSIP: 694308HP5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   2800000 | PA      | $2763621.31   | 0.02%             | 2026-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL HOLDINGS INC                                      | NEXTERA ENERGY CAP HLDGS INC                           | CUSIP: 65339MUP9<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |  22100000 | PA      | $22034805.00  | 0.17%             | 2025-07-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL HOLDINGS INC                                      | NEXTERA ENERGY CAP HLDGS INC                           | CUSIP: 65339MUU8<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |  39000000 | PA      | $38860422.90  | 0.29%             | 2025-07-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE 2007-109                                                      | FANNIE MAE FNR 2007 109 GF                             | CUSIP: 31396X2G8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    192631 | PA      | $192421.36    | 0.00%             | 2037-12-25      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE 2025-40                                                       | FANNIE MAE FNR 2025 40 FP                              | CUSIP: 3136BWGV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  40783164 | PA      | $40932039.13  | 0.31%             | 2054-10-25      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2014-61                                                | FANNIE MAE FNR 2014 61 FA                              | CUSIP: 3136ALFX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2391858 | PA      | $2367859.11   | 0.02%             | 2044-10-25      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| ATLAS SENIOR LOAN FUND XIII                                              | ATLAS SENIOR LOAN FUND LTD ATCLO 2019 13A A1NR 144A    | CUSIP: 04942VAW4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    533425 | PA      | $534067.24    | 0.00%             | 2031-04-22      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                             | ING GROEP NV SR UNSECURED 144A 07/26 VAR               | CUSIP: 456837AU7<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   2925000 | PA      | $2925000.00   | 0.02%             | 2026-07-01      | Floating      | 1.40%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                  | GOLDMAN SACHS GROUP INC SR UNSECURED 03/27 VAR         | CUSIP: 38141GXX7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   8698000 | PA      | $8712281.59   | 0.07%             | 2027-03-09      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INTERNATIONAL CORP (CCI)                                    | CROWN CASTLE                                           | CUSIP: 22823PUN1<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        | 117300000 | PA      | $116941390.44 | 0.88%             | 2025-07-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC                                                       | CONAGRA BRANDS INC SR UNSECURED 10/26 7.125            | CUSIP: 205887AF9<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    789000 | PA      | $812408.38    | 0.01%             | 2026-10-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| RTX CORPORATION                                                          | RTX CORP 07/25 ZCP                                     | CUSIP: 78109FUG5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |  73800000 | PA      | $73647728.46  | 0.55%             | 2025-07-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2019-60                                                | FANNIE MAE FNR 2019 60 WF                              | CUSIP: 3136B6VA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2759865 | PA      | $2734873.53   | 0.02%             | 2059-10-25      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| GALLATIN FUNDING LTD, GALLATIN CLO VII LLC 2017-1A                       | GALLATIN LOAN MANAGEMENT, LLC GALL 2017 1A A1R 144A    | CUSIP: 36361UAL4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4519199 | PA      | $4530382.34   | 0.03%             | 2031-07-15      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE 2010-4                                                        | FANNIE MAE FNR 2010 4 AF                               | CUSIP: 31398GS83<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      9507 | PA      | $9487.30      | 0.00%             | 2040-02-25      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2012-H08                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2012 H08 FA         | CUSIP: 38375BQL9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1752099 | PA      | $1758760.16   | 0.01%             | 2062-01-20      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                     | JPMORGAN CHASE + CO SR UNSECURED 09/27 VAR             | CUSIP: 46647PCQ7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $7018390.82   | 0.05%             | 2027-09-22      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINANCIAL GROUP INC                                      | SUMITOMO MITSUI FINL GRP SR UNSECURED 07/26 VAR        | CUSIP: 86562MCZ1<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |  44888000 | PA      | $45330013.03  | 0.34%             | 2026-07-13      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| 7-ELEVEN INC                                                             | 7 ELEVEN INC SR UNSECURED 144A 02/26 0.95              | CUSIP: 817826AC4<br>LEI: 549300K23JPL0SS3LB18 | Long             | DBT              | CORP              | US        |  24374000 | PA      | $23839134.26  | 0.18%             | 2026-02-10      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                             | ING GROEP NV SR UNSECURED 09/27 VAR                    | CUSIP: 456837BJ1<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   6975000 | PA      | $7062167.90   | 0.05%             | 2027-09-11      | Floating      | 5.89%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 2021-R1                                       | VERUS SECURITIZATION TRUST VERUS 2021 R1 A1 144A       | CUSIP: 92538BAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2566296 | PA      | $2481257.22   | 0.02%             | 2063-10-25      | Variable      | 0.82%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016 H19                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2016 H19 FA         | CUSIP: 38376RZN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    459306 | PA      | $460327.36    | 0.00%             | 2066-09-20      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-H02                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2016 H02 FH         | CUSIP: 38376RPV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1798631 | PA      | $1807548.27   | 0.01%             | 2066-01-20      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| PNC BANK NA                                                              | PNC BANK NA SR UNSECURED 01/27 VAR                     | CUSIP: 69353RFX1<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |   7950000 | PA      | $7963794.76   | 0.06%             | 2027-01-15      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| SBNA AUTO LEASE TRUST 2024-C                                             | SBNA AUTO LEASE TRUST SBALT 2024 C A2 144A             | CUSIP: 78398DAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10724002 | PA      | $10733863.32  | 0.08%             | 2026-11-20      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING 2025-2 LLC                                    | ENTERPRISE FLEET FINANCING LLC EFF 2025 2 A2 144A      | CUSIP: 29375TAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  34600000 | PA      | $34661428.84  | 0.26%             | 2028-02-22      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST 2022-P2                                   | CARVANA AUTO RECEIVABLES TRUST CRVNA 2022 P2 A3        | CUSIP: 14686JAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    277946 | PA      | $277841.77    | 0.00%             | 2027-04-12      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST 2024-4                                           | CARMAX AUTO OWNER TRUST CARMX 2024 4 A2B               | CUSIP: 14290DAH4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  12054632 | PA      | $12065379.64  | 0.09%             | 2027-12-15      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2023-3                | GM FINANCIAL CONSUMER AUTOMOBI GMCAR 2023 3 A3         | CUSIP: 36267KAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5480649 | PA      | $5516337.24   | 0.04%             | 2028-06-16      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELECTRIC AND POWER COMPANY                                      | VIRGINIA ELECT.+ PWR                                   | CUSIP: 92780JUU3<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |  31600000 | PA      | $31490303.76  | 0.24%             | 2025-07-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LIMITED                                                        | AIRCASTLE LTD SR UNSECURED 06/26 4.25                  | CUSIP: 00928QAS0<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |   9000000 | PA      | $8961552.72   | 0.07%             | 2026-06-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST                | AERCAP IRELAND CAP/GLOBA COMPANY GUAR 01/28 3.875      | CUSIP: 00774MAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    510000 | PA      | $501476.87    | 0.00%             | 2028-01-23      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SBNA AUTO LEASE TRUST 2025-A                                             | SBNA AUTO LEASE TRUST SBALT 2025 A A2 144A             | CUSIP: 78437KAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2500000 | PA      | $2501326.75   | 0.02%             | 2027-04-20      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| NXP BV / NXP FUNDING LLC / NXP USA INC                                   | NXP BV NXP FDG NXP USA DISC CO 09/25 ZCP               | CUSIP: 67122RWA6<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   5800000 | PA      | $5746210.80   | 0.04%             | 2025-09-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5491                                                  | FREDDIE MAC FHR 5491 FL                                | CUSIP: 3137HJ5P8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  13035308 | PA      | $13066467.48  | 0.10%             | 2055-01-25      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                     | FNMA POOL AL7183 FN 01/36 FLOATING VAR                 | CUSIP: 3138EP6V1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1075419 | PA      | $1113316.00   | 0.01%             | 2036-01-01      | Floating      | 6.53%                 | No            |                  2 | On Loan: No      |
| LCM LOAN INCOME FUND I LTD                                               | LCM LOAN INCOME FUND LTD LCMLF 1A A 144A               | CUSIP: 50189XAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2197622 | PA      | $2200361.51   | 0.02%             | 2031-04-20      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA AUTO TRUST 2024-1A                                       | BOFA AUTO TRUST BAAT 2024 1A A2 144A                   | CUSIP: 09709AAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    579163 | PA      | $580091.91    | 0.00%             | 2026-12-15      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| OBX 2022-NQM2 TRUST                                                      | ONSLOW BAY FINANCIAL LLC OBX 2022 NQM2 A1A 144A        | CUSIP: 67448DAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  36610216 | PA      | $35185855.47  | 0.26%             | 2062-01-25      | Variable      | 2.78%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC 3898                                                         | FREDDIE MAC FHR 3898 TF                                | CUSIP: 3137ADYR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     17679 | PA      | $17495.55     | 0.00%             | 2039-07-15      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| EXTENDED STAY AMERICA TRUST 2021-ESH                                     | EXTENDED STAY AMERICA TRUST ESA 2021 ESH A 144A        | CUSIP: 30227FAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2058547 | PA      | $2060359.75   | 0.02%             | 2038-07-15      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2010-H27                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2010 H27 FA         | CUSIP: 38375BJK9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    923582 | PA      | $924226.91    | 0.01%             | 2060-12-20      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2010-115                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2010 115 FP         | CUSIP: 38377KEE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2483822 | PA      | $2465690.20   | 0.02%             | 2040-09-20      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INTERNATIONAL CORP (CCI)                                    | CROWN CASTLE INC SR UNSECURED 02/26 4.45               | CUSIP: 22822VAB7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    594000 | PA      | $593357.95    | 0.00%             | 2026-02-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| NISSAN AUTO RECEIVABLES OWNER TRUST 2023-B                               | NISSAN AUTO RECEIVABLES OWNER NAROT 2023 B A2B         | CUSIP: 65480MAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    755626 | PA      | $755720.26    | 0.01%             | 2026-05-15      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2025-12                                                | FANNIE MAE FNR 2025 12 FG                              | CUSIP: 3136BVFH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  12840462 | PA      | $12853191.72  | 0.10%             | 2055-03-25      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATURAL RESOURCES LIMITED                                       | CANADIAN NATL RESOURCES SR UNSECURED 07/25 2.05        | CUSIP: 136385AZ4<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |   1500000 | PA      | $1498281.50   | 0.01%             | 2025-07-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| FCCU AUTO RECEIVABLES TRUST 2024-1                                       | FCCU AUTO RECEIVABLES TRUST FCCU 2024 1A A2 144A       | CUSIP: 30336CAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2790340 | PA      | $2799724.43   | 0.02%             | 2027-11-15      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| BANQUE FEDERATIVE DU CREDIT MUTUEL (BFCM)                                | BANQUE FED CRED MUTUEL BANQUE FED CRED MUTUEL          | CUSIP: F0803NAG7<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |   3816000 | PA      | $3839713.31   | 0.03%             | 2027-01-23      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                                         | BANK OF MONTREAL SR UNSECURED 09/27 VAR                | CUSIP: 06368L8M1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |  18197000 | PA      | $18254868.28  | 0.14%             | 2027-09-10      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| BLUEMOUNTAIN CLO LTD 2018-3A                                             | BLUEMOUNTAIN CLO LTD BLUEM 2018 3A A1R 144A            | CUSIP: 09630AAN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   6224102 | PA      | $6228584.89   | 0.05%             | 2030-10-25      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORPORATION                 | NATIONAL RURAL UTIL COOP SR UNSECURED 06/26 1          | CUSIP: 63743HEW8<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    616000 | PA      | $597083.80    | 0.00%             | 2026-06-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                     | ROYAL BANK OF CANADA SR UNSECURED 08/26 VAR            | CUSIP: 78017DAE8<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |  38600000 | PA      | $38630439.19  | 0.29%             | 2026-08-03      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| DBS GROUP HOLDINGS LTD                                                   | DBS GROUP HOLDINGS LTD SR UNSECURED REGS 09/25 VAR     | CUSIP: 24023LAK2<br>LEI: 5493007FKT78NKPM5V55 | Long             | DBT              | CORP              | SG        |    100000 | PA      | $100038.37    | 0.00%             | 2025-09-12      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| FNMA PASS THRU POOLS                                                     | FNMA POOL AL5548 FN 05/38 FLOATING VAR                 | CUSIP: 3138ENEW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    139571 | PA      | $144846.17    | 0.00%             | 2038-05-01      | Floating      | 6.84%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC 5557                                                         | FREDDIE MAC FHR 5557 FM                                | CUSIP: 3137HLZ21<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  20700000 | PA      | $20706495.66  | 0.16%             | 2055-07-25      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| GA GLOBAL FUNDING TRUST                                                  | GA GLOBAL FUNDING TRUST SECURED 144A 01/26 1.625       | CUSIP: 36143L2A2<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |  17426000 | PA      | $17132912.63  | 0.13%             | 2026-01-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FINANCE NORTH AMERICA LLC                                  | MERCEDES BENZ FIN NA COMPANY GUAR 144A 08/25 VAR       | CUSIP: 58769JAH0<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |  16019000 | PA      | $16024173.82  | 0.12%             | 2025-08-01      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| NELNET STUDENT LOAN TRUST 2017-3A                                        | NELNET STUDENT LOAN TRUST NSLT 2017 3A A 144A          | CUSIP: 64032KAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4912144 | PA      | $4908139.80   | 0.04%             | 2066-02-25      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2021-H01                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2021 H01 FB         | CUSIP: 38380QUJ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   8047016 | PA      | $7952147.16   | 0.06%             | 2070-11-20      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO LTD                                                      | NISSAN MOTOR CO SR UNSECURED 144A 09/25 3.522          | CUSIP: 654744AB7<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |   1160000 | PA      | $1153549.63   | 0.01%             | 2025-09-17      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-H14                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2017 H14 FD         | CUSIP: 38376R5D4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    409833 | PA      | $410657.93    | 0.00%             | 2067-06-20      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| NSLT-2021-BA                                                             | NELNET STUDENT LOAN TRUST NSLT 2021 BA AFX 144A        | CUSIP: 64034QAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    457070 | PA      | $427705.94    | 0.00%             | 2062-04-20      | Fixed         | 1.42%                 | No            |                  2 | On Loan: No      |
| ATCLO-2021-17A                                                           | ATLAS SENIOR LOAN FUND LTD ATCLO 2021 17A AR 144A      | CUSIP: 04942FAL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1550000 | PA      | $1549897.08   | 0.01%             | 2034-10-20      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| F&G GLOBAL FUNDING                                                       | F+G GLOBAL FUNDING SECURED 144A 07/25 5.15             | CUSIP: 30321L2E1<br>LEI: 6354009CCUKJIZ7KFX73 | Long             | DBT              | CORP              | US        |  10462000 | PA      | $10462333.53  | 0.08%             | 2025-07-07      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE 2025-35                                                       | FANNIE MAE FNR 2025 35 FM                              | CUSIP: 3136BVJ66<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  14496631 | PA      | $14583224.02  | 0.11%             | 2055-05-25      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARGENTARIA SA (BBVA)                                | BANCO BILBAO VIZCAYA ARG SR UNSECURED 09/26 VAR        | CUSIP: 05946KAK7<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |  17500000 | PA      | $17536848.53  | 0.13%             | 2026-09-14      | Floating      | 5.86%                 | No            |                  2 | On Loan: No      |
| TESLA AUTO LEASE TRUST 2024-B                                            | TESLA AUTO LEASE TRUST TESLA 2024 B A2B 144A           | CUSIP: 881934AC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2713067 | PA      | $2714584.98   | 0.02%             | 2027-01-20      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST 2024-C                                      | FORD CREDIT AUTO OWNER TRUST FORDO 2024 C A2A          | CUSIP: 34532UAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7589540 | PA      | $7583928.63   | 0.06%             | 2027-08-15      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA (EDF)                                           | ELECTRICITE DE FRANCE SA SR UNSECURED REGS 10/25 3.625 | CUSIP: F2893TAS5<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |    794000 | PA      | $790856.87    | 0.01%             | 2025-10-13      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINANCIAL GROUP INC                                      | SUMITOMO MITSUI FINL GRP SR UNSECURED 01/26 VAR        | CUSIP: 86562MCU2<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |  28200000 | PA      | $28369400.22  | 0.21%             | 2026-01-13      | Floating      | 5.76%                 | No            |                  2 | On Loan: No      |
| MARATHON CLO XIII LTD 2019-1A                                            | MARATHON CLO LTD MCLO 2019 1A AAR2 144A                | CUSIP: 56579ABJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   9387287 | PA      | $9401326.32   | 0.07%             | 2032-04-15      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                        | EVERSOURCE ENERGY SR UNSECURED 05/26 4.75              | CUSIP: 30040WAV0<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    989000 | PA      | $990781.93    | 0.01%             | 2026-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL AUTOMOBILE LEASING TRUST 2025-1                             | GM FINANCIAL AUTOMOBILE LEASIN GMALT 2025 1 A2B        | CUSIP: 36271VAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        | 122000000 | PA      | $122089011.20 | 0.92%             | 2027-05-20      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                    | WELLS FARGO + COMPANY WELLS FARGO + COMPANY            | CUSIP: 95000U3M3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2601000 | PA      | $2619403.17   | 0.02%             | 2028-04-22      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST                | AERCAP IRELAND CAP/GLOBA COMPANY GUAR 04/26 4.45       | CUSIP: 00774MAL9<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   6715000 | PA      | $6704903.26   | 0.05%             | 2026-04-03      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                  | HYUNDAI CAPITAL AMERICA HYUNDAI CAPITAL AMERICA        | CUSIP: 44891ADE4<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   6395000 | PA      | $6392196.88   | 0.05%             | 2027-06-24      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| OSCAR US FUNDING XVI LLC 2024-1A                                         | OSCAR US FUNDING TRUST OSCAR 2024 1A A2 144A           | CUSIP: 68784GAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | JP        |   3303898 | PA      | $3308462.00   | 0.02%             | 2027-02-10      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| NATWEST MARKETS PLC                                                      | NATWEST MARKETS PLC SR UNSECURED REGS 05/27 VAR        | CUSIP: G6382G7Q9<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |  16000000 | PA      | $16074073.12  | 0.12%             | 2027-05-17      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                     | JPMORGAN CHASE + CO SR UNSECURED 01/28 VAR             | CUSIP: 46647PDZ6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  14545000 | PA      | $14669402.37  | 0.11%             | 2028-01-23      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                        | NATWEST GROUP PLC SR UNSECURED 03/27 VAR               | CUSIP: 639057AJ7<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |  11821000 | PA      | $11926659.64  | 0.09%             | 2027-03-02      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL FLAVORS & FRAGRANCES INC                                   | INTL FLAVOR + FRAGRANCES SR UNSECURED 144A 10/25 1.23  | CUSIP: 459506AN1<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |   5671000 | PA      | $5616342.73   | 0.04%             | 2025-10-01      | Fixed         | 1.23%                 | No            |                  2 | On Loan: No      |
| HARLEY-DAVIDSON MOTORCYCLE TRUST 2025-A                                  | HARLEY DAVIDSON MOTORCYCLE TRU HDMOT 2025 A A2B        | CUSIP: 41284XAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  13700000 | PA      | $13736543.38  | 0.10%             | 2028-07-17      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2011-H11                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2011 H11 FB         | CUSIP: 38375BLQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    120402 | PA      | $120747.22    | 0.00%             | 2061-04-20      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| SFS AUTO RECEIVABLES SECURITIZATION TRUST 2025-1A                        | SFS AUTO RECEIVABLES SECURITIZ SFAST 2025 1A A2 144A   | CUSIP: 81885BAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8580496 | PA      | $8585668.04   | 0.06%             | 2028-05-22      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                             | ING GROEP NV SR UNSECURED REGS 07/26 VAR               | CUSIP: N4580HAC1<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   9080000 | PA      | $9080000.00   | 0.07%             | 2026-07-01      | Floating      | 1.40%                 | No            |                  2 | On Loan: No      |
| THE BANK OF NOVA SCOTIA                                                  | BANK OF NOVA SCOTIA SR UNSECURED 06/27 VAR             | CUSIP: 06418GAG2<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    171000 | PA      | $171470.30    | 0.00%             | 2027-06-04      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI AUTOMOBILE LEASE SECURITIZATION TRUST 2024-A                  | WORLD OMNI AUTOMOBILE LEASE SE WOLS 2024 A A2B         | CUSIP: 981946AC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  12648945 | PA      | $12654717.95  | 0.09%             | 2027-02-16      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2024-H02                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2024 H02 FH         | CUSIP: 38383KMK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  13870506 | PA      | $13952750.09  | 0.10%             | 2074-01-20      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                  | HYUNDAI CAPITAL AMERICA HYUNDAI CAPITAL AMERICA        | CUSIP: 44891ACW5<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   4224000 | PA      | $4250235.81   | 0.03%             | 2027-01-08      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| DRYDEN 80 CLO LTD 2019-80A                                               | DRYDEN SENIOR LOAN FUND DRSLF 2019 80A AR 144A         | CUSIP: 26245JAQ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3278025 | PA      | $3284423.39   | 0.02%             | 2033-01-17      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-H10                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2017 H10 FB         | CUSIP: 38375UZZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    743585 | PA      | $754504.52    | 0.01%             | 2067-04-20      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| TIAA CLO III LTD 2017-2A                                                 | TEACHERS INSURANCE AND ANNUITY TIA 2017 2A A 144A      | CUSIP: 87272HAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    365198 | PA      | $365675.49    | 0.00%             | 2031-01-16      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE INC                                            | INTERCONTINENTAL EXCHANGE                              | CUSIP: 45856WU23<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |   9900000 | PA      | $9897475.50   | 0.07%             | 2025-07-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                     | EDISON INTERNATIONAL SR UNSECURED 08/25 4.7            | CUSIP: 281020AU1<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |  10441000 | PA      | $10425125.09  | 0.08%             | 2025-08-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2016-40                                                | FANNIE MAE FNR 2016 40 AF                              | CUSIP: 3136ASK88<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    160568 | PA      | $159494.05    | 0.00%             | 2046-07-25      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| CARMX 2025-1                                                             | CARMAX AUTO OWNER TRUST CARMX 2025 1 A2B               | CUSIP: 14319WAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  39500000 | PA      | $39495872.25  | 0.30%             | 2028-03-15      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                                    | UBER TECHNOLOGIES INC COMPANY GUAR 144A 09/27 7.5      | CUSIP: 90353TAE0<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |  23273000 | PA      | $23495893.20  | 0.18%             | 2027-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INCORPORATED                                        | MICROCHIP TECHNOLOGY INC COMPANY GUAR 09/25 4.25       | CUSIP: 595017BA1<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |  40161000 | PA      | $40116168.28  | 0.30%             | 2025-09-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                            | CITIGROUP INC SR UNSECURED 07/26 VAR                   | CUSIP: 172967MB4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   7757000 | PA      | $7757000.00   | 0.06%             | 2026-07-01      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| FHLMC PASS THRU POOLS                                                    | FED HM LN PC POOL 849407 FH 09/37 FLOATING VAR         | CUSIP: 31300MNY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    761194 | PA      | $788192.13    | 0.01%             | 2037-09-01      | Floating      | 6.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | US 2YR NOTE (CBT) SEP25 XCBT 20250930                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |    -11427 | NC      | $-8760497.90  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| GOVERNMENT NATL MTGE ASSOC 2010-H10                                      | GOVERNMENT NATIONAL MORTGAGE A GNR 2010 H10 FB         | CUSIP: 38375BBX9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    660913 | PA      | $666538.06    | 0.01%             | 2060-05-20      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| ALGONQUIN POWER & UTILITIES CORP                                         | ALGONQUIN PWR + UTILITY SR UNSECURED 06/26 VAR         | CUSIP: 015857AF2<br>LEI: 549300K5VIUTJXQL7X75 | Long             | DBT              | CORP              | CA        |  10900000 | PA      | $10960511.79  | 0.08%             | 2026-06-15      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2014-H15                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2014 H15 FA         | CUSIP: 38378U8D2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    875651 | PA      | $877434.26    | 0.01%             | 2064-07-20      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| TESLA AUTO LEASE TRUST 2024-A                                            | TESLA AUTO LEASE TRUST TESLA 2024 A A2B 144A           | CUSIP: 88166VAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1521040 | PA      | $1521098.65   | 0.01%             | 2026-06-22      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE 2020-12                                                       | FANNIE MAE FNR 2020 12 WF                              | CUSIP: 3136B8D55<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4998568 | PA      | $4952509.17   | 0.04%             | 2060-03-25      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                    | ATHENE GLOBAL FUNDING SECURED 144A 01/27 VAR           | CUSIP: 04685A4F5<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |  15922000 | PA      | $15967554.91  | 0.12%             | 2027-01-07      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                                     | GNMA POOL 590330 GN 07/32 FIXED 7                      | CUSIP: 36201QY31<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       436 | PA      | $448.29       | 0.00%             | 2032-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA (EDF)                                           | ELECTRICITE DE FRANCE SA SR UNSECURED 144A 10/25 3.625 | CUSIP: 268317AS3<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |   6734000 | PA      | $6707342.79   | 0.05%             | 2025-10-13      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| SLM STUDENT LOAN TRUST 2005-A                                            | SLM STUDENT LOAN TRUST SLMA 2005 A A4                  | CUSIP: 78443CBV5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2593003 | PA      | $2558463.37   | 0.02%             | 2038-12-15      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO RECEIVABLES TRUST 2024-C                                    | HYUNDAI AUTO RECEIVABLES TRUST HART 2024 C A2B         | CUSIP: 448976AC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  28968927 | PA      | $28986728.75  | 0.22%             | 2027-09-15      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| CATAMARAN CLO LTD 2014-1A                                                | CATAMARAN CLO LTD CRMN 2014 1A A1AR 144A               | CUSIP: 14889DAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2478467 | PA      | $2481238.83   | 0.02%             | 2030-04-22      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| MASTER CREDIT CARD TRUST II 2024-1A                                      | MASTER CREDIT CARD TRUST MCCT 2024 1A A 144A           | CUSIP: 576339DZ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | CA        |  67143000 | PA      | $67235590.20  | 0.50%             | 2028-01-21      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                                   | STANDARD CHARTERED PLC SR UNSECURED 144A 01/27 VAR     | CUSIP: 853254BZ2<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   8661000 | PA      | $8516935.35   | 0.06%             | 2027-01-14      | Floating      | 1.46%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA AUTO TRUST 2025-1A                                       | BANK OF AMERICA AUTO TRUST BAAT 2025 1A A2A 144A       | CUSIP: 05594BAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7200000 | PA      | $7206059.52   | 0.05%             | 2027-11-22      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2022-A                         | NAVIENT STUDENT LOAN TRUST NAVSL 2022 A A 144A         | CUSIP: 63942MAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  19564482 | PA      | $17933846.86  | 0.13%             | 2070-07-15      | Fixed         | 2.23%                 | No            |                  2 | On Loan: No      |
| MILL CITY MORTGAGE LOAN TRUST 2019-GS1                                   | MILL CITY MORTGAGE TRUST MCMLT 2019 GS1 A1 144A        | CUSIP: 59981BAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    291042 | PA      | $283702.32    | 0.00%             | 2059-07-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP LLC                                               | AVIATION CAPITAL GROUP SR UNSECURED 144A 01/26 1.95    | CUSIP: 05369AAK7<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |   7076000 | PA      | $6965141.51   | 0.05%             | 2026-01-30      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| VENTURE XXVIII CLO LTD 2017-28A                                          | VENTURE CDO LTD VENTR 2017 28A A2R 144A                | CUSIP: 92331AAW4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   6697114 | PA      | $6704481.00   | 0.05%             | 2030-07-20      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| DELL INTERNATIONAL LLC / EMC CORP                                        | DELL INT LLC / EMC CORP SR UNSECURED 06/26 6.02        | CUSIP: 24703TAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  10021000 | PA      | $10117416.85  | 0.08%             | 2026-06-15      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5528                                                  | FREDDIE MAC FHR 5528 FA                                | CUSIP: 3137HKR30<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  93453298 | PA      | $93327557.06  | 0.70%             | 2055-04-25      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5517                                                  | FREDDIE MAC FHR 5517 MF                                | CUSIP: 3137HKH72<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  12235756 | PA      | $12259807.10  | 0.09%             | 2055-03-25      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| TRILLIUM CREDIT CARD TRUST II 2024-1A                                    | TRILLIUM CREDIT CARD TRUST II TCCT 2024 1A A 144A      | CUSIP: 89621ABZ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | CA        |  67700000 | PA      | $67826659.93  | 0.51%             | 2028-12-26      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| ARROYO MORTGAGE TRUST 2021-1R                                            | ARROYO MORTGAGE TRUST ARRW 2021 1R A1 144A             | CUSIP: 042853AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9228703 | PA      | $8336373.73   | 0.06%             | 2048-10-25      | Variable      | 1.18%                 | No            |                  2 | On Loan: No      |
| ALLY AUTO RECEIVABLES TRUST 2024-2                                       | ALLY AUTO RECEIVABLES TRUST ALLYA 2024 2 A2            | CUSIP: 02007NAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2710647 | PA      | $2710438.62   | 0.02%             | 2027-07-15      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2016-40                                                | FANNIE MAE FNR 2016 40 DF                              | CUSIP: 3136ASL61<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2280026 | PA      | $2241005.96   | 0.02%             | 2046-07-25      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                      | DOMINION RESOURCES                                     | CUSIP: 2574P0UM4<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   7500000 | PA      | $7479858.75   | 0.06%             | 2025-07-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST 2017-A                                  | SMB PRIVATE EDUCATION LOAN TRU SMB 2017 A A2B 144A     | CUSIP: 78448WAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    321999 | PA      | $322072.71    | 0.00%             | 2034-09-15      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| VENTURE XXVII CLO LTD 2017-27A                                           | VENTURE CDO LTD VENTR 2017 27A AR 144A                 | CUSIP: 92331LBC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2024869 | PA      | $2021297.98   | 0.02%             | 2030-07-20      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                              | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 01/26 3.15         | CUSIP: 694308JP3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |  62652000 | PA      | $62060754.96  | 0.47%             | 2026-01-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO LEASE SECURITIZATION TRUST 2025-A                           | HYUNDAI AUTO LEASE SECURITIZAT HALST 2025 A A2B 144A   | CUSIP: 44935WAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  39550000 | PA      | $39559096.50  | 0.30%             | 2027-06-15      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE 2006-112                                                      | FANNIE MAE FNR 2006 112 DF                             | CUSIP: 31396LQH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     26561 | PA      | $26147.25     | 0.00%             | 2036-11-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| CROSSROADS ASSET TRUST 2025-A                                            | CROSSROADS ASSET TRUST XROAD 2025 A A2 144A            | CUSIP: 22767VAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1700000 | PA      | $1705412.12   | 0.01%             | 2032-02-20      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FINANCE NORTH AMERICA LLC                                  | MERCEDES BENZ FIN NA COMPANY GUAR REGS 08/25 VAR       | CUSIP: U5876JAH8<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5001614.90   | 0.04%             | 2025-08-01      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF CANADA                                                  | NATIONAL BANK OF CANADA COMPANY GUAR 03/27 VAR         | CUSIP: 63307A2Y0<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |  50225000 | PA      | $50280649.80  | 0.38%             | 2027-03-25      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-H32                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2015 H32 FA         | CUSIP: 38376RMP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    344990 | PA      | $345679.43    | 0.00%             | 2065-12-20      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                    | ATHENE GLOBAL FUNDING SR SECURED 144A 05/26 VAR        | CUSIP: 04685A3W9<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |  57739000 | PA      | $57921848.44  | 0.43%             | 2026-05-08      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                             | UBS GROUP AG SR UNSECURED 144A 02/27 VAR               | CUSIP: 225401AT5<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |  16245000 | PA      | $15940210.50  | 0.12%             | 2027-02-02      | Floating      | 1.30%                 | No            |                  2 | On Loan: No      |
| BACARDI-MARTINI BV                                                       | BACARDI MARTINI B V                                    | CUSIP: 05634EUA8<br>LEI: 5493002XXBV8B88K2408 | Long             | DBT              | CORP              | US        |   5550000 | PA      | $5542582.43   | 0.04%             | 2025-07-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK NA                                                   | MORGAN STANLEY BANK NA SR UNSECURED 10/27 VAR          | CUSIP: 61690U8F0<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |  44884000 | PA      | $44922498.80  | 0.34%             | 2027-10-15      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| STARWOOD MORTGAGE RESIDENTIAL TRUST 2020-INV1                            | STARWOOD MORTGAGE RESIDENTIAL STAR 2020 INV1 A1 144A   | CUSIP: 85573EAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2037936 | PA      | $1926995.45   | 0.01%             | 2055-11-25      | Fixed         | 1.03%                 | No            |                  2 | On Loan: No      |
| GPMT LLC 2021-FL3                                                        | GPMT LTD. GPMT 2021 FL3 A 144A                         | CUSIP: 36264BAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |  11306209 | PA      | $11085457.40  | 0.08%             | 2035-07-16      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| USAA AUTO OWNER TRUST 2024-A                                             | USAA AUTO OWNER TRUST USAOT 2024 A A2 144A             | CUSIP: 90327VAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  12333669 | PA      | $12352656.71  | 0.09%             | 2027-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SYDNEY AIRPORT FINANCE COMPANY PTY LIMITED                               | SYDNEY AIRPORT FINANCE SR SECURED 144A 04/26 3.625     | CUSIP: 87124VAF6<br>LEI: 549300MJAANHLHOVTO40 | Long             | DBT              | CORP              | AU        |  22584000 | PA      | $22412499.59  | 0.17%             | 2026-04-28      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| SWEDBANK AB                                                              | SWEDBANK AB REGS 06/26 VAR                             | CUSIP: ACI2GM5T7<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |  10509000 | PA      | $10612083.83  | 0.08%             | 2026-06-15      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| TOYOTA AUTO RECEIVABLES 2022-C OWNER TRUST                               | TOYOTA AUTO RECEIVABLES OWNER TAOT 2022 C A3           | CUSIP: 89231CAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3273911 | PA      | $3264468.53   | 0.02%             | 2027-04-15      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                     | ROYAL BANK OF CANADA SR UNSECURED 10/27 VAR            | CUSIP: 78017FZR7<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |  25065000 | PA      | $25097010.01  | 0.19%             | 2027-10-18      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING 2024-2 LLC                                    | ENTERPRISE FLEET FINANCING LLC EFF 2024 2 A2 144A      | CUSIP: 29375RAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  18154009 | PA      | $18237618.78  | 0.14%             | 2026-12-20      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING CO LP / PTL FINANCE CORP                            | PENSKE TRUCK LEASING/PTL SR UNSECURED 144A 07/25 4     | CUSIP: 709599BJ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  10174000 | PA      | $10171801.40  | 0.08%             | 2025-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                             | BARCLAYS PLC SR UNSECURED 08/26 5.304                  | CUSIP: 06738EBZ7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |  31836000 | PA      | $31845617.34  | 0.24%             | 2026-08-09      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE 2008-53                                                       | FANNIE MAE FNR 2008 53 LF                              | CUSIP: 31397LC31<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      9804 | PA      | $9806.52      | 0.00%             | 2038-07-25      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ AUTO RECEIVABLES TRUST 2023-2                              | MERCEDES BENZ AUTO RECEIVABLES MBART 2023 2 A2         | CUSIP: 58769FAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    125546 | PA      | $125628.55    | 0.00%             | 2026-11-16      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| MUNICIPALITY FINANCE PLC (AKA: KUNTARAHOITUS OYJ)                        | KUNTARAHOITUS OYJ LOCAL GOVT G REGS 02/29 VAR          | CUSIP: ACI2VFL67<br>LEI: 529900HEKOENJHPNN480 | Long             | DBT              | MUN               | FI        |  52000000 | PA      | $53021340.84  | 0.40%             | 2029-02-02      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-DA                        | NAVIENT STUDENT LOAN TRUST NAVSL 2020 DA A 144A        | CUSIP: 63941HAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4450004 | PA      | $4217784.91   | 0.03%             | 2069-05-15      | Fixed         | 1.69%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2018-H04                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2018 H04 FM         | CUSIP: 38380VPL9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     35212 | PA      | $35200.88     | 0.00%             | 2068-03-20      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS COMPANY                                                   | GENERAL MOTORS CO SR UNSECURED 10/25 6.125             | CUSIP: 37045VAV2<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |   5778000 | PA      | $5788547.62   | 0.04%             | 2025-10-01      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| ONEOK INC                                                                | ONEOK INC COMPANY GUAR 09/25 2.2                       | CUSIP: 682680BA0<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |  15112000 | PA      | $15023758.01  | 0.11%             | 2025-09-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                       | ENERGY TRANSFER LP SR UNSECURED 12/25 5.95             | CUSIP: 86765BAS8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |  22021000 | PA      | $22058578.62  | 0.17%             | 2025-12-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA/NEW YORK BRANCH                                 | COOPERAT RABOBANK UA/NY 08/26 VAR                      | CUSIP: 21688ABG6<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |  27300000 | PA      | $27373102.30  | 0.21%             | 2026-08-28      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| DLLAA LLC 2025-1A                                                        | DLLAA LLC DLLAA 2025 1A A2 144A                        | CUSIP: 233249AB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  27100000 | PA      | $27162541.38  | 0.20%             | 2027-10-20      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                            | CITIGROUP INC SR UNSECURED 01/27 VAR                   | CUSIP: 17327CAM5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |  30000000 | PA      | $29412114.90  | 0.22%             | 2027-01-28      | Floating      | 1.12%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2010-4                          | GOVERNMENT NATIONAL MORTGAGE A GNR 2010 4 FM           | CUSIP: 38376TX98<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1762655 | PA      | $1764652.31   | 0.01%             | 2040-01-16      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| UBS AG/LONDON BRANCH                                                     | UBS AG LONDON SR UNSECURED 08/25 VAR                   | CUSIP: 90279DBY1<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | DBT              | CORP              | CH        |   5000000 | PA      | $4997306.30   | 0.04%             | 2025-08-03      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                                               | ZOETIS INC SR UNSECURED 11/25 4.5                      | CUSIP: 98978VAK9<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |   9225000 | PA      | $9220601.52   | 0.07%             | 2025-11-13      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MASTER CREDIT CARD TRUST II 2023-2A                                      | MASTER CREDIT CARD TRUST MCCT 2023 2A A 144A           | CUSIP: 576339DJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | CA        |  77200000 | PA      | $77168988.76  | 0.58%             | 2027-01-21      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI AUTO RECEIVABLES TRUST 2024-C                                 | WORLD OMNI AUTO RECEIVABLES TR WOART 2024 C A2B        | CUSIP: 98164NAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1341996 | PA      | $1342730.80   | 0.01%             | 2028-01-18      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2019-53                                                | FANNIE MAE FNR 2019 53 FA                              | CUSIP: 3136B5K95<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4509776 | PA      | $4409779.87   | 0.03%             | 2049-09-25      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST 2024-P3                                   | CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 P3 A2        | CUSIP: 146919AB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    763204 | PA      | $763087.63    | 0.01%             | 2027-11-10      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| MEAD JOHNSON NUTRITION COMPANY                                           | MEAD JOHNSON NUTRITION C COMPANY GUAR 11/25 4.125      | CUSIP: 582839AH9<br>LEI: E4BJRFT3MF4GJDY1SC50 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199864.89    | 0.00%             | 2025-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BMW VEHICLE OWNER TRUST 2023-A                                           | BMW VEHICLE OWNER TRUST BMWOT 2023 A A3                | CUSIP: 05592XAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8150937 | PA      | $8200806.25   | 0.06%             | 2028-02-25      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| HONDA AUTO RECEIVABLES OWNER TRUST 2024-4                                | HONDA AUTO RECEIVABLES OWNER T HAROT 2024 4 A2         | CUSIP: 43816DAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  14997697 | PA      | $14997620.45  | 0.11%             | 2027-03-15      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| FNR-2019-51                                                              | FANNIE MAE FNR 2019 51 AF                              | CUSIP: 3136B5P58<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    450052 | PA      | $447483.76    | 0.00%             | 2049-09-25      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| USAA AUTO OWNER TRUST 2023-A                                             | USAA AUTO OWNER TRUST USAOT 2023 A A3 144A             | CUSIP: 90291VAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1958729 | PA      | $1970183.45   | 0.01%             | 2028-05-15      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2019-44                         | GOVERNMENT NATIONAL MORTGAGE A GNR 2019 44 FE          | CUSIP: 38381TQQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3759997 | PA      | $3674207.75   | 0.03%             | 2049-04-20      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                           | MORGAN STANLEY SR UNSECURED 01/27 VAR                  | CUSIP: 61747YEZ4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |  22000000 | PA      | $22069312.10  | 0.17%             | 2027-01-28      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE MORTGAGE CAPITAL CERTIFICATES 2017-CHOP                    | CREDIT SUISSE MORTGAGE TRUST CSMC 2017 CHOP A 144A     | CUSIP: 12651QAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3095111 | PA      | $3072876.89   | 0.02%             | 2032-07-15      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 4367                                                  | FREDDIE MAC FHR 4367 GF                                | CUSIP: 3137BCL48<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3489030 | PA      | $3444703.62   | 0.03%             | 2037-03-15      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| VERIZON MASTER TRUST 2024-6                                              | VERIZON MASTER TRUST VZMT 2024 6 A1B                   | CUSIP: 92348KDF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  22600000 | PA      | $22723278.48  | 0.17%             | 2030-08-20      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                  | BPCE SA REGS 10/26 VAR                                 | CUSIP: 05584KAH1<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |  12822000 | PA      | $12718441.71  | 0.10%             | 2026-10-06      | Floating      | 1.65%                 | No            |                  2 | On Loan: No      |
| NAVIENT STUDENT LOAN TRUST 2020-IA                                       | NAVIENT STUDENT LOAN TRUST NAVSL 2020 IA A1B 144A      | CUSIP: 63942AAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5947975 | PA      | $5920856.41   | 0.04%             | 2069-04-15      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                                         | BANK OF MONTREAL SR UNSECURED 01/27 VAR                | CUSIP: 06368EDC3<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |  14000000 | PA      | $13719743.80  | 0.10%             | 2027-01-22      | Floating      | 0.95%                 | No            |                  2 | On Loan: No      |
| CITIZENS AUTO RECEIVABLES TRUST 2024-2                                   | CITIZENS AUTO RECEIVABLES TRUS CITZN 2024 2 A3 144A    | CUSIP: 17331XAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9699000 | PA      | $9783986.52   | 0.07%             | 2028-08-15      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                             | ING GROEP NV SR UNSECURED 04/27 VAR                    | CUSIP: 456837AX1<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |  33173000 | PA      | $33266720.36  | 0.25%             | 2027-04-01      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                             | UBS GROUP AG SR UNSECURED REGS 04/26 4.125             | CUSIP: G91703AK7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |  24300000 | PA      | $24234788.52  | 0.18%             | 2026-04-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| LEGACY MORTGAGE ASSET TRUST 2021-GS1                                     | LEGACY MORTGAGE ASSET TRUST LMAT 2021 GS1 A1 144A      | CUSIP: 52474JAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4402158 | PA      | $4405130.22   | 0.03%             | 2066-10-25      | Variable      | 5.89%                 | No            |                  2 | On Loan: No      |
| NELNET STUDENT LOAN TRUST 2005-3                                         | NELNET STUDENT LOAN TRUST NSLT 2005 3 A5               | CUSIP: 64031QCD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    931232 | PA      | $923578.04    | 0.01%             | 2035-12-24      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2020-H07                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2020 H07 FA         | CUSIP: 38380L8G1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  30502368 | PA      | $30414371.83  | 0.23%             | 2070-04-20      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 4521                                                  | FREDDIE MAC FHR 4521 AF                                | CUSIP: 3137BLN53<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1157766 | PA      | $1142495.74   | 0.01%             | 2041-05-15      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-HA                        | NAVIENT STUDENT LOAN TRUST NAVSL 2020 HA A 144A        | CUSIP: 63935BAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7430553 | PA      | $6986693.17   | 0.05%             | 2069-01-15      | Fixed         | 1.31%                 | No            |                  2 | On Loan: No      |
| USAA AUTO OWNER TRUST 2024-A                                             | USAA AUTO OWNER TRUST USAOT 2024 A A3 144A             | CUSIP: 90327VAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7524000 | PA      | $7588305.37   | 0.06%             | 2029-03-15      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| SFS AUTO RECEIVABLES SECURITIZATION TRUST 2024-3A                        | SFS AUTO RECEIVABLES SECURITIZ SFAST 2024 3A A2 144A   | CUSIP: 78436XAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1398800 | PA      | $1399722.47   | 0.01%             | 2028-05-22      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                             | BARCLAYS PLC SR UNSECURED 11/26 VAR                    | CUSIP: 06738ECC7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   8790000 | PA      | $8863596.38   | 0.07%             | 2026-11-02      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-H26                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2016 H26 FC         | CUSIP: 38376RN28<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    726244 | PA      | $730207.30    | 0.01%             | 2066-12-20      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ AUTO LEASE TRUST 2024-B                                    | MERCEDES BENZ AUTO LEASE TRUST MBALT 2024 B A2B        | CUSIP: 58769GAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7998095 | PA      | $7997649.14   | 0.06%             | 2026-12-15      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                       | ENERGY TRANSFER LP SR UNSECURED 01/26 4.75             | CUSIP: 29273RBG3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |  16250000 | PA      | $16252320.18  | 0.12%             | 2026-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ALIMENTATION COUCHE-TARD INC                                             | ALIMENTATION COUCHE TARD INC 07/25 ZCP                 | CUSIP: 01626UUW3<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |  24000000 | PA      | $23906299.20  | 0.18%             | 2025-07-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST 2022-4                                           | CARMAX AUTO OWNER TRUST CARMX 2022 4 A3                | CUSIP: 14318UAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3526868 | PA      | $3538610.44   | 0.03%             | 2027-08-16      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST 2023-2                                           | CARMAX AUTO OWNER TRUST CARMX 2023 2 A3                | CUSIP: 142921AD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10680508 | PA      | $10720792.82  | 0.08%             | 2028-01-18      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE 2007-42                                                       | FANNIE MAE FNR 2007 42 AF                              | CUSIP: 31396VN53<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      7054 | PA      | $6918.50      | 0.00%             | 2037-05-25      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                                     | GNMA POOL 485867 GN 10/31 FIXED 7                      | CUSIP: 36209YW46<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       358 | PA      | $359.68       | 0.00%             | 2031-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON COMPANY                                       | SOUTHERN CAL EDISON 1ST MORTGAGE 02/26 1.2             | CUSIP: 842400GV9<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   5707000 | PA      | $5564234.20   | 0.04%             | 2026-02-01      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                     | ROYAL BANK OF CANADA SR UNSECURED 10/28 VAR            | CUSIP: 78017FZU0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   4900000 | PA      | $4907585.84   | 0.04%             | 2028-10-18      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LIMITED                                          | AVOLON HOLDINGS FNDG LTD SR UNSECURED 144A 01/26 5.5   | CUSIP: 05401AAK7<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |  32656000 | PA      | $32709344.56  | 0.25%             | 2026-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                  | BPCE SA 144A 09/25 VAR                                 | CUSIP: 05571AAN5<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |  37612000 | PA      | $37672075.39  | 0.28%             | 2025-09-25      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| ALIMENTATION COUCHE-TARD INC                                             | ALIMENTATION COUCHE TARD INC 07/25 ZCP                 | CUSIP: 01626UUA1<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |   3100000 | PA      | $3095983.64   | 0.02%             | 2025-07-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                  | BPCE SA 144A 10/26 VAR                                 | CUSIP: 05583JAH5<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |  55436000 | PA      | $54988265.05  | 0.41%             | 2026-10-06      | Floating      | 1.65%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                    | ATHENE GLOBAL FUNDING SECURED 144A 01/27 4.95          | CUSIP: 04685A4E8<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |  20774000 | PA      | $20919417.58  | 0.16%             | 2027-01-07      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                     | JPMORGAN CHASE + CO SR UNSECURED 04/28 VAR             | CUSIP: 46647PEF9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  14458000 | PA      | $14502382.01  | 0.11%             | 2028-04-22      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                                         | ABN AMRO BANK NV 144A 09/27 VAR                        | CUSIP: 00084DBB5<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |  30395000 | PA      | $30761852.45  | 0.23%             | 2027-09-18      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC CO                                              | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 07/25 3.45         | CUSIP: 694308JL2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |  36405000 | PA      | $36405000.00  | 0.27%             | 2025-07-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS COMPANY                                                 | AMERICAN EXPRESS CO SR UNSECURED 02/26 VAR             | CUSIP: 025816DD8<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |  33410000 | PA      | $33467813.33  | 0.25%             | 2026-02-13      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2024-13                         | GOVERNMENT NATIONAL MORTGAGE A GNR 2024 13 FA          | CUSIP: 38384GP87<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   5373176 | PA      | $5397475.75   | 0.04%             | 2054-01-20      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC-3279                                                         | FREDDIE MAC FHR 3279 FB                                | CUSIP: 31397FB50<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    384893 | PA      | $379876.40    | 0.00%             | 2037-02-15      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST 2023-P5                                   | CARVANA AUTO RECEIVABLES TRUST CRVNA 2023 P5 A3 144A   | CUSIP: 14687RAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1008177.40   | 0.01%             | 2029-01-10      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                         | T MOBILE USA INC COMPANY GUAR 02/26 2.25               | CUSIP: 87264ABR5<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    183000 | PA      | $180280.82    | 0.00%             | 2026-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | CITIGROUP REPO REPO                     5807           | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               |  | US        | 232400000 | PA      | $232399999.99 | 1.74%             |  |  |  | No            |                  2 | On Loan: No      |
| FANNIE MAE 2002-34                                                       | FANNIE MAE FNR 2002 34 FA                              | CUSIP: 31392CM92<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     21674 | PA      | $21666.89     | 0.00%             | 2032-05-18      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE LLC                                                     | BAYER US FINANCE LLC BAYER US FINANCE LLC              | CUSIP: 07274EAH6<br>LEI: 54930093Q75GSEM74I71 | Long             | DBT              | CORP              | US        |    400000 | PA      | $406651.21    | 0.00%             | 2026-11-21      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE 2007-3                                                        | FANNIE MAE FNR 2007 3 FG                               | CUSIP: 31396PRM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    168974 | PA      | $166636.72    | 0.00%             | 2037-01-25      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                  | GOLDMAN SACHS GROUP INC SR UNSECURED 03/27 VAR         | CUSIP: 38141GYA6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   4700000 | PA      | $4599154.26   | 0.03%             | 2027-03-09      | Floating      | 1.43%                 | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                                     | GNMA POOL 622628 GN 11/33 FIXED 6.5                    | CUSIP: 36291AVV8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       775 | PA      | $804.44       | 0.00%             | 2033-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                        | NATWEST GROUP PLC SR UNSECURED 11/28 VAR               | CUSIP: 639057AR9<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    181000 | PA      | $182402.45    | 0.00%             | 2028-11-15      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| BRIGHTHOUSE FINANCIAL GLOBAL FUNDING                                     | BRIGHTHSE FIN GLBL FUND SECURED 144A 05/26 1.55        | CUSIP: 10921U2C1<br>LEI: 549300BLFX3KJ2IFOA78 | Long             | DBT              | CORP              | US        |   2298000 | PA      | $2235862.59   | 0.02%             | 2026-05-24      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                                     | GNMA POOL 462512 GN 02/28 FIXED 7.5                    | CUSIP: 36208VYH2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2804 | PA      | $2813.07      | 0.00%             | 2028-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTERNATIONAL NV                                            | ENEL FINANCE INTL NV COMPANY GUAR 144A 07/26 1.375     | CUSIP: 29278GAM0<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |   4800000 | PA      | $4659613.87   | 0.03%             | 2026-07-12      | Variable      | 1.62%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2025-6                                                 | FANNIE MAE FNR 2025 6 FA                               | CUSIP: 3136BUTN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  13530595 | PA      | $13589474.49  | 0.10%             | 2055-02-25      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| MADISON PARK FUNDING XXXV LTD                                            | MADISON PARK FUNDING LTD MDPK 2019 35A A1R 144A        | CUSIP: 55819MAN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4034757 | PA      | $4042774.15   | 0.03%             | 2032-04-20      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING 2025-1 LLC                                    | ENTERPRISE FLEET FINANCING LLC EFF 2025 1 A2 144A      | CUSIP: 29390HAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4200000 | PA      | $4213505.10   | 0.03%             | 2027-10-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                                      | NOMURA HOLDINGS INC SR UNSECURED 07/27 VAR             | CUSIP: 65535HBQ1<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |   2070000 | PA      | $2084798.95   | 0.02%             | 2027-07-02      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                 | LLOYDS BANKING GROUP PLC SR UNSECURED 08/27 VAR        | CUSIP: 53944YAW3<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |  12450000 | PA      | $12548685.17  | 0.09%             | 2027-08-07      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| MMAF EQUIPMENT FINANCE LLC 2024-A                                        | MMAF EQUIPMENT FINANCE LLC MMAF 2024 A A2 144A         | CUSIP: 55318CAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4950557 | PA      | $4965236.94   | 0.04%             | 2027-09-13      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2010-15                         | GOVERNMENT NATIONAL MORTGAGE A GNR 2010 15 AF          | CUSIP: 38376WXM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1543608 | PA      | $1547786.90   | 0.01%             | 2040-02-20      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2024-103                                               | FANNIE MAE FNR 2024 103 FJ                             | CUSIP: 3136BUPN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  31539283 | PA      | $31615200.92  | 0.24%             | 2055-01-25      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA AUTO TRUST 2023-1A                                       | BANK OF AMERICA AUTO TRUST BAAT 2023 1A A3 144A        | CUSIP: 06428AAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10617261 | PA      | $10691386.73  | 0.08%             | 2028-02-15      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                                     | GNMA POOL 568048 GN 08/31 FIXED 7                      | CUSIP: 36213YBR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       424 | PA      | $426.16       | 0.00%             | 2031-08-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STRIPS 330                                                   | FREDDIEMAC STRIP FHS 330 F4                            | CUSIP: 31351DDT5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1720960 | PA      | $1699840.91   | 0.01%             | 2037-10-15      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                                      | NOMURA HOLDINGS INC SR UNSECURED 07/25 5.099           | CUSIP: 65535HBE8<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |  38419000 | PA      | $38419793.74  | 0.29%             | 2025-07-03      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                                     | GNMA POOL 621752 GN 11/33 FIXED 6.5                    | CUSIP: 36290YWM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2015 | PA      | $2020.27      | 0.00%             | 2033-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BANQUE FEDERATIVE DU CREDIT MUTUEL (BFCM)                                | BANQUE FED CRED MUTUEL 144A 07/26 5.896                | CUSIP: 06675FBA4<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |    800000 | PA      | $812305.64    | 0.01%             | 2026-07-13      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| PIMCO FUNDS                                                              | PIMCO GOVERNMENT MONEY MARKET FUND                     | CUSIP: 72202E534<br>LEI: 549300XUGLULJEQL0159 | Long             | STIV             | RF                | US        |    515500 | PA      | $515500.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE (CIBC)                                | CANADIAN IMPERIAL BANK SR UNSECURED 06/27 VAR          | CUSIP: 13607L8D8<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    493000 | PA      | $495436.34    | 0.00%             | 2027-06-28      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HOLDINGS PLC                                          | SANTANDER UK GROUP HLDGS SR UNSECURED 06/27 VAR        | CUSIP: 80281LAQ8<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |   1110000 | PA      | $1078405.20   | 0.01%             | 2027-06-14      | Floating      | 1.67%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO RECEIVABLES TRUST 2023-C                                    | HYUNDAI AUTO RECEIVABLES TRUST HART 2023 C A3          | CUSIP: 44918CAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7873000 | PA      | $7961144.53   | 0.06%             | 2028-10-16      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                             | UBS GROUP AG SR UNSECURED 144A 04/26 4.125             | CUSIP: 90351DAF4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |  25000000 | PA      | $24932910.00  | 0.19%             | 2026-04-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                      | RVPO STATE STREET GLOBAL MARKE USD RVPO FICC SSGM      | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               |  | US        |   2900000 | PA      | $2900000.00   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| NXP BV/NXP FUNDING LLC                                                   | NXP BV/NXP FUNDING LLC COMPANY GUAR 03/26 5.35         | CUSIP: 62947QBB3<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |  14570000 | PA      | $14641260.12  | 0.11%             | 2026-03-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                              | BNP PARIBAS REGS 01/27 VAR                             | CUSIP: 09659X2N1<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $98270.57     | 0.00%             | 2027-01-13      | Floating      | 1.32%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE PRIME AUTO RECEIVABLES TRUST 2023-2                          | CAPITAL ONE PRIME AUTO RECEIVA COPAR 2023 2 A3         | CUSIP: 14044EAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1400000 | PA      | $1417782.52   | 0.01%             | 2028-06-15      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON COMPANY                                       | SOUTHERN CAL EDISON 1ST MORTGAGE 06/26 4.9             | CUSIP: 842400HW6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |  19971000 | PA      | $19992741.63  | 0.15%             | 2026-06-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                    | ATHENE GLOBAL FUNDING SR SECURED 144A 05/26 5.62       | CUSIP: 04685A3V1<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   7323000 | PA      | $7389996.88   | 0.06%             | 2026-05-08      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL PARTNERS CLO 60A LTD                                       | GOLUB CAPITAL PARTNERS CLO, LT GCBSL 2022 60A AR 144A  | CUSIP: 381733AJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   6600000 | PA      | $6607340.39   | 0.05%             | 2034-10-25      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC                                                         | BERRY GLOBAL INC SR SECURED 01/26 1.57                 | CUSIP: 08576PAH4<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        | 107188000 | PA      | $105285391.56 | 0.79%             | 2026-01-15      | Fixed         | 1.57%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                                         | BANK OF MONTREAL SR UNSECURED 12/26 VAR                | CUSIP: 06368LC61<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   4805000 | PA      | $4846766.55   | 0.04%             | 2026-12-11      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-H04                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2015 H04 FA         | CUSIP: 38378U8L4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3149473 | PA      | $3151893.90   | 0.02%             | 2064-12-20      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| BANQUE FEDERATIVE DU CREDIT MUTUEL (BFCM)                                | BANQUE FED CRED MUTUEL REGS 07/26 VAR                  | CUSIP: F0803NAF9<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |   7900000 | PA      | $7972759.71   | 0.06%             | 2026-07-13      | Floating      | 5.74%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI TRUST BANK LIMITED                                       | SUMITOMO MITSUI TR BK LT SR UNSECURED 144A 09/26 VAR   | CUSIP: 86563VBL2<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |   4612000 | PA      | $4648565.92   | 0.03%             | 2026-09-14      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING CO LP / PTL FINANCE CORP                            | PENSKE TRUCK LEASING/PTL SR UNSECURED 144A 05/26 5.75  | CUSIP: 709599BU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1310000 | PA      | $1321265.90   | 0.01%             | 2026-05-24      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST                | AERCAP IRELAND CAP/GLOBA COMPANY GUAR 10/25 4.45       | CUSIP: 00774MAG0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   8698000 | PA      | $8690210.77   | 0.07%             | 2025-10-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| COMMONBOND STUDENT LOAN TRUST 2017-AGS                                   | COMMONBOND STUDENT LOAN TRUST CBSLT 2017 AGS A2 144A   | CUSIP: 20267VAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    137423 | PA      | $136152.39    | 0.00%             | 2041-05-25      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE  ASSOCIATION GNR-2019-H11                   | GOVERNMENT NATIONAL MORTGAGE A GNR 2019 H11 FM         | CUSIP: 38380LVB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    418678 | PA      | $418549.77    | 0.00%             | 2069-05-20      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| AES CORPORATION                                                          | AES CORP/THE SR UNSECURED 01/26 1.375                  | CUSIP: 00130HCE3<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |  24678000 | PA      | $24211554.71  | 0.18%             | 2026-01-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                                         | ABN AMRO BANK NV 144A 12/28 VAR                        | CUSIP: 00084DBE9<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |  34300000 | PA      | $34295108.48  | 0.26%             | 2028-12-03      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                             | BARCLAYS PLC SR UNSECURED 05/27 VAR                    | CUSIP: 06738ECF0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |  19813000 | PA      | $20017960.73  | 0.15%             | 2027-05-09      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| SFS AUTO RECEIVABLES SECURITIZATION TRUST 2024-2A                        | SFS AUTO RECEIVABLES SECURITIZ SFAST 2024 2A A3 144A   | CUSIP: 78397XAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  17412000 | PA      | $17631070.82  | 0.13%             | 2029-11-20      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 4875                                                  | FREDDIE MAC FHR 4875 F                                 | CUSIP: 3137FLA87<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2319659 | PA      | $2254292.08   | 0.02%             | 2049-04-15      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| FEDERATION DES CAISSES DESJARDINS DU QUEBEC                              | FED CAISSES DESJARDINS SR UNSECURED 144A 01/27 VAR     | CUSIP: 31429KAN3<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |  53700000 | PA      | $53747954.10  | 0.40%             | 2027-01-27      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2010-H26                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2010 H26 LF         | CUSIP: 38375BGS5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    199527 | PA      | $199584.48    | 0.00%             | 2058-08-20      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| GOLDEN CREDIT CARD TRUST 2022-1A                                         | GOLDEN CREDIT CARD TRUST GCCT 2022 1A A 144A           | CUSIP: 380881FE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | CA        |  35200000 | PA      | $34003006.40  | 0.26%             | 2029-01-15      | Fixed         | 1.97%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2021-H01                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2021 H01 FD         | CUSIP: 38380QUL4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   6654879 | PA      | $6574369.43   | 0.05%             | 2070-12-20      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING CO LP / PTL FINANCE CORP                            | PENSKE TRUCK LEASING/PTL SR UNSECURED 144A 11/25 1.2   | CUSIP: 709599BL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  22346000 | PA      | $22055833.84  | 0.17%             | 2025-11-15      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| ING INVESTMENT MANAGEMENT CLO LTD 2012-4A                                | VOYA CLO LTD INGIM 2012 4A A1R3 144A                   | CUSIP: 92916GBE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3360735 | PA      | $3362077.55   | 0.03%             | 2030-10-15      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE 2007-16                                                       | FANNIE MAE FNR 2007 16 FC                              | CUSIP: 31396PXY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     27464 | PA      | $27555.19     | 0.00%             | 2037-03-25      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN AUTO LOAN ENHANCED TRUST 2023-2                               | VOLKSWAGEN AUTO LOAN ENHANCED VALET 2023 2 A2B         | CUSIP: 92867YAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9469831 | PA      | $9476942.96   | 0.07%             | 2027-03-22      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI AUTO RECEIVABLES TRUST 2024-C                                 | WORLD OMNI AUTO RECEIVABLES TR WOART 2024 C A3         | CUSIP: 98164NAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5440000 | PA      | $5464122.05   | 0.04%             | 2029-12-17      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| UBS AG/LONDON BRANCH                                                     | UBS AG LONDON SR UNSECURED 09/25 VAR                   | CUSIP: 902674ZX1<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | DBT              | CORP              | CH        |   4308000 | PA      | $4315193.80   | 0.03%             | 2025-09-11      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 4842                                                  | FREDDIE MAC FHR 4842 FW                                | CUSIP: 3137FJG52<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   6978670 | PA      | $6877341.81   | 0.05%             | 2037-10-15      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| CITIBANK CREDIT CARD ISSUANCE TRUST 2018-A5                              | CITIBANK CREDIT CARD ISSUANCE CCCIT 2018 A5 A5         | CUSIP: 17305EGP4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  34100000 | PA      | $34117452.38  | 0.26%             | 2027-08-07      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                             | UBS GROUP AG SR UNSECURED 144A 07/26 VAR               | CUSIP: 225401AY4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   3600000 | PA      | $3603390.77   | 0.03%             | 2026-07-15      | Floating      | 6.37%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORPORATION                                           | JOHN DEERE CAPITAL CORP SR UNSECURED 10/25 VAR         | CUSIP: 24422EXJ3<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |  16200000 | PA      | $16213297.45  | 0.12%             | 2025-10-22      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 4678                                                  | FREDDIE MAC FHR 4678 AF                                | CUSIP: 3137BWWX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1003969 | PA      | $994046.98    | 0.01%             | 2042-12-15      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FINANCE PLC (AKA: IMPERIAL TOBACCO FINANCE PLC)          | IMPERIAL BRANDS FIN PLC COMPANY GUAR 144A 07/26 3.5    | CUSIP: 45262BAB9<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |   2400000 | PA      | $2372127.79   | 0.02%             | 2026-07-26      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2025-16                                                | FANNIE MAE FNR 2025 16 FN                              | CUSIP: 3136BU6A3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3418394 | PA      | $3421949.95   | 0.03%             | 2055-01-25      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST 2024-P4                                   | CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 P4 A2        | CUSIP: 14076LAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2411058 | PA      | $2411277.60   | 0.02%             | 2028-02-10      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST 2024-3A                                       | LAD AUTO RECEIVABLES TRUST LADAR 2024 3A A2 144A       | CUSIP: 505709AB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    703769 | PA      | $703666.95    | 0.01%             | 2027-11-15      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STRIPS 242                                                   | FREDDIEMAC STRIP FHS 242 F29                           | CUSIP: 3128HWDU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1666 | PA      | $1648.50      | 0.00%             | 2036-11-15      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| THE BANK OF NOVA SCOTIA                                                  | BANK OF NOVA SCOTIA SR UNSECURED 02/26 4.75            | CUSIP: 06417XAN1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |  10000000 | PA      | $10024266.70  | 0.08%             | 2026-02-02      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                                   | STANDARD CHARTERED PLC SR UNSECURED 144A 04/26 4.05    | CUSIP: 853254AZ3<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |  10300000 | PA      | $10254914.22  | 0.08%             | 2026-04-12      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5505                                                  | FREDDIE MAC FHR 5505 AF                                | CUSIP: 3137HJ6H5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  27876031 | PA      | $27528252.45  | 0.21%             | 2050-03-15      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORPORATION                                                    | AIR LEASE CORP SR UNSECURED 06/26 3.75                 | CUSIP: 00914AAB8<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   1230000 | PA      | $1222071.04   | 0.01%             | 2026-06-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTERNATIONAL NV                                            | ENEL FINANCE INTL NV COMPANY GUAR REGS 07/26 1.375     | CUSIP: N30706VC1<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |   1590000 | PA      | $1543497.10   | 0.01%             | 2026-07-12      | Variable      | 1.62%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                    | WELLS FARGO + COMPANY SR UNSECURED 01/28 VAR           | CUSIP: 95000U3S0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |  20059000 | PA      | $20077497.41  | 0.15%             | 2028-01-24      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| ROLLS-ROYCE PLC                                                          | ROLLS ROYCE PLC COMPANY GUAR 144A 10/25 3.625          | CUSIP: 77578JAB4<br>LEI: X57JK1U580XATGR67572 | Long             | DBT              | CORP              | GB        |  10000000 | PA      | $9986629.00   | 0.07%             | 2025-10-14      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| APIDOS CLO XV 2013-15A                                                   | APIDOS CLO LTD APID 2013 15A A1RR 144A                 | CUSIP: 03764QBC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2568591 | PA      | $2571441.89   | 0.02%             | 2031-04-20      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| ARI FLEET LEASE TRUST 2025-B                                             | ARI FLEET LEASE TRUST ARIFL 2025 B A2 144A             | CUSIP: 00193GAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  16800000 | PA      | $16871598.24  | 0.13%             | 2034-03-15      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                                                       | BMW US CAPITAL LLC COMPANY GUAR REGS 08/26 VAR         | CUSIP: U09513KA6<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3012045.27   | 0.02%             | 2026-08-13      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                             | BARCLAYS PLC SR UNSECURED 09/27 VAR                    | CUSIP: 06738ECM5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1575000 | PA      | $1598265.79   | 0.01%             | 2027-09-13      | Floating      | 6.21%                 | No            |                  2 | On Loan: No      |
| ALLEGRO CLO XI LTD 2019-2A                                               | ALLEGRO CLO LTD ALLEG 2019 2A A1AR 144A                | CUSIP: 01750HAQ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3700000 | PA      | $3703283.49   | 0.03%             | 2033-01-19      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| DRSLF-2017-54A                                                           | DRYDEN SENIOR LOAN FUND DRSLF 2017 54A AR 144A         | CUSIP: 26244RAF8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5953466 | PA      | $5957617.08   | 0.04%             | 2029-10-19      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                  | GOLDMAN SACHS GROUP INC SR UNSECURED 08/26 VAR         | CUSIP: 38145GAM2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   5310000 | PA      | $5317509.19   | 0.04%             | 2026-08-10      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2023-H20                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2023 H20 FL         | CUSIP: 38383KDY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  19147715 | PA      | $19298087.75  | 0.14%             | 2073-05-20      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2010-129                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2010 129 FJ         | CUSIP: 38377MAP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4534144 | PA      | $4503410.84   | 0.03%             | 2040-10-20      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| LCM 29 LTD                                                               | LCM LTD PARTNERSHIP LCM 29A AR 144A                    | CUSIP: 50201MAQ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    552425 | PA      | $552942.18    | 0.00%             | 2031-04-15      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATL MTGE ASSOC 2010-H20                                      | GOVERNMENT NATIONAL MORTGAGE A GNR 2010 H20 AF         | CUSIP: 38375BGF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    452068 | PA      | $452069.75    | 0.00%             | 2060-10-20      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2019-H15                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2019 H15 DF         | CUSIP: 38380LA78<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    644683 | PA      | $647293.74    | 0.00%             | 2069-09-20      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                                     | GNMA POOL 545862 GN 08/31 FIXED 7                      | CUSIP: 36212WMK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        70 | PA      | $70.28        | 0.00%             | 2031-08-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GMF FLOORPLAN OWNER REVOLVING TRUST 1                                    | GENERAL MOTORS GFORT 2023 1 A1 144A                    | CUSIP: 361886CR3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  43149000 | PA      | $43569797.68  | 0.33%             | 2028-06-15      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| PROTECTIVE LIFE GLOBAL FUNDING                                           | PROTECTIVE LIFE GLOBAL SECURED 144A 07/26 VAR          | CUSIP: 743672AG2<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |  30500000 | PA      | $30537034.93  | 0.23%             | 2026-07-22      | Floating      | 4.83%                 | No            |                  2 | On Loan: —       |
| CNH INDUSTRIAL CAPITAL LLC                                               | CNH INDUSTRIAL CAP LLC COMPANY GUAR 07/26 1.45         | CUSIP: 12592BAM6<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |   3222000 | PA      | $3121126.66   | 0.02%             | 2026-07-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE (CIBC)                                | CANADIAN IMPERIAL BANK SR UNSECURED 01/28 VAR          | CUSIP: 13607PVR2<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   4390000 | PA      | $4387676.59   | 0.03%             | 2028-01-13      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST 2024-2                                           | CARMAX AUTO OWNER TRUST CARMX 2024 2 A2A               | CUSIP: 14319EAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5277594 | PA      | $5291268.91   | 0.04%             | 2027-05-17      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST 2023-3                                           | CARMAX AUTO OWNER TRUST CARMX 2023 3 A3                | CUSIP: 14319BAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  20982587 | PA      | $21114275.66  | 0.16%             | 2028-05-15      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5480                                                  | FREDDIE MAC FHR 5480 FG                                | CUSIP: 3137HHUD1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  38645773 | PA      | $38594702.50  | 0.29%             | 2054-12-25      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| PACIFIC LIFE GLOBAL FUNDING II                                           | PACIFIC LIFE GF II SECURED 144A 01/28 VAR              | CUSIP: 6944PL3E7<br>LEI: 6354003EUPCHXTWUU869 | Long             | DBT              | CORP              | US        |  43800000 | PA      | $43772069.18  | 0.33%             | 2028-01-27      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE 1998-22                                                       | FANNIE MAE FNR 1998 22 FA                              | CUSIP: 31359RY63<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      4345 | PA      | $4342.22      | 0.00%             | 2028-04-18      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FINANCE NORTH AMERICA LLC                                  | MERCEDES BENZ FIN NA COMPANY GUAR REGS 01/26 VAR       | CUSIP: U5876JAN5<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    340000 | PA      | $340417.03    | 0.00%             | 2026-01-09      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                  | HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 07/25 6      | CUSIP: 44891ACK1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    298000 | PA      | $298093.38    | 0.00%             | 2025-07-11      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| KUBOTA CREDIT OWNER TRUST 2024-2A                                        | KUBOTA CREDIT OWNER TRUST KCOT 2024 2A A2 144A         | CUSIP: 50117DAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  18198763 | PA      | $18285582.00  | 0.14%             | 2027-04-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2025-89                         | GOVERNMENT NATIONAL MORTGAGE A GNR 2025 89 PF          | CUSIP: 38385GMK2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  13310471 | PA      | $13305253.72  | 0.10%             | 2055-05-20      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORPORATION                                       | AMERICAN HONDA FINANCE AMERICAN HONDA FINANCE          | CUSIP: 02665WFC0<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   2506000 | PA      | $2509191.54   | 0.02%             | 2027-03-12      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| NISSAN AUTO LEASE TRUST 2025-A                                           | NISSAN AUTO LEASE TRUST NALT 2025 A A2A                | CUSIP: 65479XAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2088000 | PA      | $2094089.65   | 0.02%             | 2027-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORPORATION                                                      | ENTERGY CORP SR UNSECURED 09/25 0.9                    | CUSIP: 29364GAM5<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |  16406000 | PA      | $16283581.22  | 0.12%             | 2025-09-15      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                                       | CREDIT AGRICOLE SA SR UNSECURED REGS 01/27 VAR         | CUSIP: 22536PAH4<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    110000 | PA      | $107915.01    | 0.00%             | 2027-01-26      | Floating      | 1.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORPORATION                                       | AMERICAN HONDA FINANCE SR UNSECURED 10/25 VAR          | CUSIP: 02665WES6<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   7900000 | PA      | $7911474.51   | 0.06%             | 2025-10-03      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2020-21                         | GOVERNMENT NATIONAL MORTGAGE A GNR 2020 21 AC          | CUSIP: 38382DMC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1204884 | PA      | $1078481.08   | 0.01%             | 2049-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO LEASE TRUST 2024-B                                      | FORD CREDIT AUTO LEASE TRUST FORDL 2024 B A2B          | CUSIP: 345279AC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  20451418 | PA      | $20453904.56  | 0.15%             | 2027-02-15      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                                         | BANK OF MONTREAL SR UNSECURED 09/26 VAR                | CUSIP: 06368FAD1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   9570000 | PA      | $9578526.97   | 0.07%             | 2026-09-15      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                | ONEOK INC COMPANY GUAR 03/26 5                         | CUSIP: 682680BR3<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5004441.50   | 0.04%             | 2026-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NISSAN AUTO LEASE TRUST 2025-A                                           | NISSAN AUTO LEASE TRUST NALT 2025 A A2B                | CUSIP: 65479XAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  56300000 | PA      | $56388109.50  | 0.42%             | 2027-11-15      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HOLDINGS PLC                                          | SANTANDER UK GROUP HLDGS SR UNSECURED 11/26 VAR        | CUSIP: 80281LAS4<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |  33216000 | PA      | $33490381.76  | 0.25%             | 2026-11-21      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| RACE POINT IX CLO LTD 2015-9A                                            | RACE POINT CLO LTD RACEP 2015 9A A1A2 144A             | CUSIP: 74982WAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1015571 | PA      | $1015282.18   | 0.01%             | 2030-10-15      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                            | BOEING CO SR UNSECURED 02/26 2.75                      | CUSIP: 097023DA0<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |  18825000 | PA      | $18613348.83  | 0.14%             | 2026-02-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| HONDA AUTO RECEIVABLES OWNER TRUST 2023-4                                | HONDA AUTO RECEIVABLES OWNER T HAROT 2023 4 A2         | CUSIP: 438123AB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2110890 | PA      | $2112798.38   | 0.02%             | 2026-06-22      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                                          | DANSKE BANK A/S SR UNSECURED 144A 09/26 VAR            | CUSIP: 23636AAZ4<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |   9844000 | PA      | $9783845.09   | 0.07%             | 2026-09-11      | Floating      | 1.62%                 | No            |                  2 | On Loan: No      |
| DRYDEN CLO LTD 2018-64A                                                  | DRYDEN SENIOR LOAN FUND DRSLF 2018 64A A 144A          | CUSIP: 26251LAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4911458 | PA      | $4918762.13   | 0.04%             | 2031-04-18      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| M&T EQUIPMENT 2025-LEAF1 LLC                                             | M+T EQUIPMENT NOTES MTLRF 2025 1A A2 144A              | CUSIP: 55340QAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  12800000 | PA      | $12860224.00  | 0.10%             | 2027-12-16      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FINANCE NORTH AMERICA LLC                                  | MERCEDES BENZ FIN NA COMPANY GUAR 144A 07/26 VAR       | CUSIP: 58769JAV9<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |  34600000 | PA      | $34616895.87  | 0.26%             | 2026-07-31      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2020-17                         | GOVERNMENT NATIONAL MORTGAGE A GNR 2020 17 EU          | CUSIP: 38382CP47<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1001604 | PA      | $892821.23    | 0.01%             | 2049-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BAT INTERNATIONAL FINANCE PLC                                            | BAT INTL FINANCE PLC COMPANY GUAR 03/26 1.668          | CUSIP: 05530QAN0<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |   7595000 | PA      | $7438748.14   | 0.06%             | 2026-03-25      | Fixed         | 1.67%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTERNATIONAL NV                                            | ENEL FINANCE INTL NV COMPANY GUAR 144A 10/25 7.05      | CUSIP: 29278GAZ1<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |  13529000 | PA      | $13609492.27  | 0.10%             | 2025-10-14      | Variable      | 7.05%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST 2024-P2                                   | CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 P2 A3        | CUSIP: 14688PAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1090000 | PA      | $1101713.36   | 0.01%             | 2029-07-10      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FUNDING                                             | NEW YORK LIFE GLOBAL FDG SR SECURED 144A 02/27 VAR     | CUSIP: 64953BBU1<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |  74700000 | PA      | $74565693.14  | 0.56%             | 2027-02-05      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA AUTO TRUST 2025-1A                                       | BANK OF AMERICA AUTO TRUST BAAT 2025 1A A2B 144A       | CUSIP: 05594BAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  11100000 | PA      | $11115318.00  | 0.08%             | 2027-11-22      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| SA GLOBAL SUKUK LIMITED                                                  | SA GLOBAL SUKUK LTD SR UNSECURED REGS 06/26 1.602      | CUSIP: ACI1YJLN1<br>LEI: 5493007DFAVKU7UOGR47 | Long             | DBT              | CORP              | KY        |   7100000 | PA      | $6898573.00   | 0.05%             | 2026-06-17      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| GNMA PASS THRU POOLS                                                     | GNMA POOL 511872 GN 01/31 FIXED 7                      | CUSIP: 36211FT54<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       108 | PA      | $108.64       | 0.00%             | 2031-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                  | MPLX LP SR UNSECURED 03/26 1.75                        | CUSIP: 55336VBR0<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |  33400000 | PA      | $32760306.83  | 0.25%             | 2026-03-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA/NEW YORK BRANCH                                 | COOPERAT RABOBANK UA/NY 07/25 VAR                      | CUSIP: 21688AAX0<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |  10500000 | PA      | $10502279.97  | 0.08%             | 2025-07-18      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF CANADA                                                  | NATIONAL BANK OF CANADA COMPANY GUAR 07/27 VAR         | CUSIP: 63307A2Z7<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |   2300000 | PA      | $2305339.68   | 0.02%             | 2027-07-02      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| AMRIZE FINANCE US LLC                                                    | HOLCIM FIN US LLC 07/25 ZCP                            | CUSIP: 43475FUG5<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        | 119000000 | PA      | $118756383.20 | 0.89%             | 2025-07-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST                | AERCAP IRELAND CAP/GLOBA COMPANY GUAR 07/25 6.5        | CUSIP: 00774MAN5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |  43042000 | PA      | $43069899.39  | 0.32%             | 2025-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ROLLS-ROYCE PLC                                                          | ROLLS ROYCE PLC COMPANY GUAR REGS 10/25 3.625          | CUSIP: G76237AB5<br>LEI: X57JK1U580XATGR67572 | Long             | DBT              | CORP              | GB        |    450000 | PA      | $449398.31    | 0.00%             | 2025-10-14      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2025-24                                                | FANNIE MAE FNR 2025 24 FA                              | CUSIP: 3136BVRT7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  40358528 | PA      | $40307002.16  | 0.30%             | 2055-04-25      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2025-10                                                | FANNIE MAE FNR 2025 10 AF                              | CUSIP: 3136BUTA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  21334041 | PA      | $21338747.00  | 0.16%             | 2055-02-25      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| MOUNTAIN VIEW CLO LLC 2017-2A                                            | MOUNTAIN VIEW CLO MVEW 2017 2A AR 144A                 | CUSIP: 62432LAL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    355311 | PA      | $355534.90    | 0.00%             | 2031-01-16      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                              | BANK OF AMERICA CORP SR UNSECURED 10/26 VAR            | CUSIP: 06051GJK6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  35887000 | PA      | $35515045.24  | 0.27%             | 2026-10-24      | Floating      | 1.20%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                  | HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 06/27 VAR    | CUSIP: 44891ADY0<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   2900000 | PA      | $2904245.02   | 0.02%             | 2027-06-23      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| MMAF EQUIPMENT FINANCE LLC 2023-A                                        | MMAF EQUIPMENT FINANCE LLC MMAF 2023 A A2 144A         | CUSIP: 55317WAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4152196 | PA      | $4164682.71   | 0.03%             | 2026-11-13      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| PACIFIC LIFE GLOBAL FUNDING II                                           | PACIFIC LIFE GF II SECURED 144A 02/27 VAR              | CUSIP: 6944PL3G2<br>LEI: 6354003EUPCHXTWUU869 | Long             | DBT              | CORP              | US        |  68200000 | PA      | $68227147.01  | 0.51%             | 2027-02-04      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| APIDOS CLO XX 2015-20A                                                   | APIDOS CLO LTD APID 2015 20A A1RA 144A                 | CUSIP: 03765LAP7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    360333 | PA      | $360843.15    | 0.00%             | 2031-07-16      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 4722                                                  | FREDDIE MAC FHR 4722 FA                                | CUSIP: 3137FAWH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1183959 | PA      | $1200168.38   | 0.01%             | 2038-05-15      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE REMICS 2016-40                                                | FANNIE MAE FNR 2016 40 EF                              | CUSIP: 3136ASL87<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3298896 | PA      | $3278436.51   | 0.02%             | 2046-07-25      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| SCCU AUTO RECEIVABLES TRUST 2024-1A                                      | SPACE COAST CREDIT UNION SCCU 2024 1A A2 144A          | CUSIP: 78436RAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    893008 | PA      | $895122.26    | 0.01%             | 2027-12-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI AUTO RECEIVABLES TRUST 2024-C                                 | WORLD OMNI AUTO RECEIVABLES TR WOART 2024 C A2A        | CUSIP: 98164NAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5215486 | PA      | $5218821.03   | 0.04%             | 2028-01-18      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST 2025-P1                                   | CARVANA AUTO RECEIVABLES TRUST CRVNA 2025 P1 A2        | CUSIP: 14689MAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5751526 | PA      | $5746454.03   | 0.04%             | 2028-06-12      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ARI FLEET LEASE TRUST 2023-A                                             | ARI FLEET LEASE TRUST ARIFL 2023 A A2 144A             | CUSIP: 00218GAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  17699391 | PA      | $17732209.50  | 0.13%             | 2032-02-17      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORPORATION                 | NATIONAL RURAL UTIL COOP SR UNSECURED 11/26 VAR        | CUSIP: 63743HFY3<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |  60300000 | PA      | $60351841.72  | 0.45%             | 2026-11-22      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST 2024-P1                                   | CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 P1 A3 144A   | CUSIP: 14688NAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  13985000 | PA      | $14071557.36  | 0.11%             | 2029-04-10      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN AUTO LEASE TRUST 2024-A                                       | VOLKSWAGEN AUTO LEASE TRUST VWALT 2024 A A2B           | CUSIP: 92866EAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  16488485 | PA      | $16493375.94  | 0.12%             | 2026-12-21      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL HOLDINGS INC                                      | NEXTERA ENERGY CAPITAL COMPANY GUAR 09/25 5.749        | CUSIP: 65339KBS8<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |  11845000 | PA      | $11862872.92  | 0.09%             | 2025-09-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                            | FORD MOTOR CREDIT CO LLC SR UNSECURED 08/25 4.134      | CUSIP: 345397XL2<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |  25065000 | PA      | $25039743.00  | 0.19%             | 2025-08-04      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| BACARDI-MARTINI BV                                                       | BACARDI MARTINI B V                                    | CUSIP: 05634EU34<br>LEI: 5493002XXBV8B88K2408 | Long             | DBT              | CORP              | US        |  56100000 | PA      | $56077644.16  | 0.42%             | 2025-07-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE 2008-1                                                        | FANNIE MAE FNR 2008 1 LF                               | CUSIP: 31396YCM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     39937 | PA      | $39936.27     | 0.00%             | 2037-05-25      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC                                                       | CONAGRA BRANDS INC SR UNSECURED 11/25 4.6              | CUSIP: 205887CB6<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |  10701000 | PA      | $10690702.21  | 0.08%             | 2025-11-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                             | UBS GROUP AG SR UNSECURED 144A 01/27 VAR               | CUSIP: 902613AU2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1348000 | PA      | $1356227.06   | 0.01%             | 2027-01-12      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| BLUEMOUNTAIN CLO LTD 2016-3A                                             | BLUEMOUNTAIN CLO LTD BLUEM 2016 3A A1R2 144A           | CUSIP: 09628VAW4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3009376 | PA      | $3009141.68   | 0.02%             | 2030-11-15      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                     | JPMORGAN CHASE + CO SR UNSECURED 07/28 VAR             | CUSIP: 46647PEM4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   5673000 | PA      | $5697224.16   | 0.04%             | 2028-07-22      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| DBS GROUP HOLDINGS LTD                                                   | DBS GROUP HOLDINGS LTD SR UNSECURED 144A 03/28 VAR     | CUSIP: 24023KAM0<br>LEI: 5493007FKT78NKPM5V55 | Long             | DBT              | CORP              | SG        |  44000000 | PA      | $44093815.04  | 0.33%             | 2028-03-21      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| PENFED AUTO RECEIVABLES OWNER TRUST 2024-A                               | PENFED AUTO RECEIVABLES OWNER PNFED 2024 A A2 144A     | CUSIP: 70687FAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2698200 | PA      | $2701327.80   | 0.02%             | 2027-09-15      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER COMPANY INC                                      | AMERICAN ELECTRIC POWER JR SUBORDINA 08/25 5.699       | CUSIP: 02557TAD1<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |  14697000 | PA      | $14709030.08  | 0.11%             | 2025-08-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP OF AMERICA FINANCE LLC                                  | VOLKSWAGEN GROUP AMERICA COMPANY GUAR REGS 09/25 VAR   | CUSIP: U9273ADU6<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   4340000 | PA      | $4343325.53   | 0.03%             | 2025-09-12      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE ENERGY PARTNERS LP                                              | ENBRIDGE ENERGY PARTNERS COMPANY GUAR 10/25 5.875      | CUSIP: 29250RAW6<br>LEI: CZ6VG2MNE1J6YDI02G48 | Long             | DBT              | CORP              | US        |  12548000 | PA      | $12559411.65  | 0.09%             | 2025-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2021-H01                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2021 H01 FC         | CUSIP: 38380QUG5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2398036 | PA      | $2366940.85   | 0.02%             | 2070-11-20      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORPORATION                                       | AMERICAN HONDA FINANCE AMERICAN HONDA FINANCE          | CUSIP: 02665WFB2<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |  38692000 | PA      | $38709553.79  | 0.29%             | 2025-08-14      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2013-H13                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2013 H13 FT         | CUSIP: 38375B2L5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     54634 | PA      | $54432.61     | 0.00%             | 2063-05-20      | Floating      | 4.37%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL AUTOMOBILE LEASING TRUST 2025-2                             | GM FINANCIAL AUTOMOBILE LEASIN GMALT 2025 2 A2B        | CUSIP: 362962AC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  28900000 | PA      | $28950976.71  | 0.22%             | 2027-07-20      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY PENNSYLVANIA ELECTRIC CO                                     | FIRSTENERGY PENN ELECTRI SR UNSECURED 144A 03/26 5.15  | CUSIP: 708696CA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6648000 | PA      | $6664310.34   | 0.05%             | 2026-03-30      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| TESLA ELECTRIC VEHICLE TRUST 2023-1                                      | TESLA ELECTRIC VEHICLE TRUST TEVT 2023 1 A2B 144A      | CUSIP: 881943AC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3192764 | PA      | $3193895.42   | 0.02%             | 2026-12-21      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2024-1                | GM FINANCIAL CONSUMER AUTOMOBI GMCAR 2024 1 A2B        | CUSIP: 36268GAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1505775 | PA      | $1506153.23   | 0.01%             | 2027-02-16      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| NEUBERGER BERMAN CLO XV 2013-15A                                         | NEUBERGER BERMAN CLO LTD NEUB 2013 15A A1R2 144A       | CUSIP: 64129KBE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    487966 | PA      | $488210.69    | 0.00%             | 2029-10-15      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| JONES LANG LASALLE FINANCE BV                                            | JONES LANG LASALLE FIN BV 4/A2 07/25 ZCP               | CUSIP: 48002AU10<br>LEI: 7245008JNMAJF7J71W93 | Long             | DBT              | CORP              | NL        |   1200000 | PA      | $1199847.72   | 0.01%             | 2025-07-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORPORATION                                                   | CVS CORPORATION 07/25 ZCP                              | CUSIP: 12665JUE7<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |  72700000 | PA      | $72561106.65  | 0.54%             | 2025-07-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                              | BANK OF AMERICA CORP SR UNSECURED 07/27 VAR            | CUSIP: 06051GJV2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   4587000 | PA      | $4605461.44   | 0.03%             | 2027-07-22      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP OF AMERICA FINANCE LLC                                  | VOLKSWAGEN GROUP AMERICA COMPANY GUAR 144A 08/26 VAR   | CUSIP: 928668CJ9<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |  23998000 | PA      | $24078533.45  | 0.18%             | 2026-08-14      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FINANCE PLC (AKA: IMPERIAL TOBACCO FINANCE PLC)          | IMPERIAL BRANDS FIN PLC COMPANY GUAR 144A 07/25 4.25   | CUSIP: 453140AF2<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |  11243000 | PA      | $11239351.87  | 0.08%             | 2025-07-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5549                                                  | FREDDIE MAC FHR 5549 CF                                | CUSIP: 3137HLSA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  65210538 | PA      | $63948237.74  | 0.48%             | 2052-10-25      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2023-1                | GM FINANCIAL CONSUMER AUTOMOBI GMCAR 2023 1 A3         | CUSIP: 38013JAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1604564 | PA      | $1607052.56   | 0.01%             | 2028-02-16      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| SOUND POINT CLO LTD 2018-2A                                              | SOUND POINT CLO LTD SNDPT 2018 2A A 144A               | CUSIP: 83611JAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    201588 | PA      | $201745.65    | 0.00%             | 2031-07-26      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-121                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2017 121 PE         | CUSIP: 38380TV37<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    166620 | PA      | $163438.95    | 0.00%             | 2046-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                                       | CREDIT AGRICOLE SA 144A 07/26 VAR                      | CUSIP: 22534PAF0<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   2800000 | PA      | $2820876.72   | 0.02%             | 2026-07-05      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2019-HY3                                       | TOWD POINT MORTGAGE TRUST TPMT 2019 HY3 A1A 144A       | CUSIP: 89177XAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    841404 | PA      | $848231.46    | 0.01%             | 2059-10-25      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5532                                                  | FREDDIE MAC FHR 5532 FA                                | CUSIP: 3137HKPJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  34183898 | PA      | $34117820.12  | 0.26%             | 2055-04-25      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                  | HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 03/27 VAR    | CUSIP: 44891ADS3<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |  37800000 | PA      | $37748723.17  | 0.28%             | 2027-03-25      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                       | US TREASURY N/B 05/30 4                                | CUSIP: 91282CNG2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 209400000 | PA      | $211461281.25 | 1.59%             | 2030-05-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                    | ATHENE GLOBAL FUNDING SECURED 144A 07/26 VAR           | CUSIP: 04685A4J7<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |  44200000 | PA      | $44266422.88  | 0.33%             | 2026-07-16      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST 2022-2                                           | CARMAX AUTO OWNER TRUST CARMX 2022 2 A3                | CUSIP: 14317HAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1823832 | PA      | $1819760.26   | 0.01%             | 2027-02-16      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| TRANSURBAN FINANCE COMPANY PTY LTD                                       | TRANSURBAN FINANCE CO SR SECURED 144A 02/26 4.125      | CUSIP: 89400PAE3<br>LEI: 54930081LPJMUMEA6E57 | Long             | DBT              | CORP              | AU        |   1080000 | PA      | $1077290.93   | 0.01%             | 2026-02-02      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| TOYOTA AUTO RECEIVABLES 2025-B OWNER TRUST                               | TOYOTA AUTO RECEIVABLES OWNER TAOT 2025 B A2B          | CUSIP: 89231HAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  35000000 | PA      | $35066192.00  | 0.26%             | 2028-03-15      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC REMICS 5428                                                  | FREDDIE MAC FHR 5428 CF                                | CUSIP: 3137HDKQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   8234057 | PA      | $8234000.91   | 0.06%             | 2054-07-25      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO BANK NA                                                      | WELLS FARGO BANK NA WELLS FARGO BANK NA                | CUSIP: 94988J6J1<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | DBT              | CORP              | US        |  16800000 | PA      | $16835427.84  | 0.13%             | 2026-01-15      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST 2021-D                                  | SMB PRIVATE EDUCATION LOAN TRU SMB 2021 D A1B 144A     | CUSIP: 78449MAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3670072 | PA      | $3639150.24   | 0.03%             | 2053-03-17      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL AUTOMOBILE LEASING TRUST 2025-1                             | GM FINANCIAL AUTOMOBILE LEASIN GMALT 2025 1 A2A        | CUSIP: 36271VAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7600000 | PA      | $7611319.44   | 0.06%             | 2027-05-20      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| SOFI PROFESSIONAL LOAN PROGRAM LLC 2017-D                                | SOCIAL PROFESSIONAL LOAN PROGR SOFI 2017 D A2FX 144A   | CUSIP: 78471CAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    312360 | PA      | $308647.22    | 0.00%             | 2040-09-25      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| BEAR STEARNS ADJ RATE MTGE TR 2003-5                                     | BEAR STEARNS ADJUSTABLE RATE M BSARM 2003 5 1A2        | CUSIP: 07384MWG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    216979 | PA      | $209813.93    | 0.00%             | 2033-08-25      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2023-H22                        | GOVERNMENT NATIONAL MORTGAGE A GNR 2023 H22 FB         | CUSIP: 38383KEF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   9881467 | PA      | $9955494.32   | 0.07%             | 2073-09-20      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-08-19

**Name of Applicant:** PIMCO ETF Trust

**Signature:** /s/ Bijal Parikh

**Name of Signer:** Bijal Parikh

**Title:** Treasurer