# EDGAR Filing Document

**Accession Number:** 0000106444
**File Stem:** 0000106444-25-000113
**Filing Date:** 2025-9
**Character Count:** 362524
**Document Hash:** ea368d9f4fdb9d67527ad714d2c38fd0
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000106444-25-000113.hdr.sgml**: 20250925

**ACCESSION NUMBER**: 0000106444-25-000113

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250731

**FILED AS OF DATE**: 20250925

**DATE AS OF CHANGE**: 20250925

**PERIOD START**: 20260131

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-02368
- **FILM NUMBER:** 251343483

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

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

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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** VANGUARD FIXED INCOME SECURITIES FUNDS

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

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

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

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

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

  - **City:** Malvern

  - **State:** PA

  - **Foreign country:** US

  - **Zip / Postal Code:** 19355

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

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

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

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

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

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

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

- **b. Date as of which information is reported:** 2025-07-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $14685778851.81

**Total Liabilities:** $139074342.68

**Net Assets:** $14546704509.13

**Cash Not Reported:** $5030651.60

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -99485.05473525 | **1-Year:** -1132563.41799118 | **5-Year:** -421207.98452934 | **10-Year:** -25.83363459 | **30-Year:** -0.00000008

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

- **3-Month:** -1915.86178726 | **1-Year:** -13991.82772253 | **5-Year:** -2443.22964092 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000151975 | 0.30%                | 0.55%                | 0.30%                |
| Class ID C000151976 | 0.29%                | 0.49%                | 0.29%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-833422.17              | $-10216724.77                              |
| Month 2  | $1642275.36              | $26029666.96                               |
| Month 3  | $4565889.59              | $-26092584.48                              |

### Schedule of Portfolio Investments

| Name                                                                            | Title                             | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |    Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Freddie Mac STACR REMIC Trust 2024-HQA2                                         | STACR 2024-HQA2 M1                | CUSIP: 35564NDZ3<br>LEI: 5299002OYNAPMJKK2A73 | Long             | ABS-MBS          | CORP              | US        |    6098904 | PA      | $6102746.35   | 0.04%             | 2044-08-25      | Floating      | 5.55%                 | Yes           |                  2 | On Loan: No      |
| Campbell Soup Co                                                                | THE CAMPBELLS CO                  | CUSIP: 134429BL2<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |   33072000 | PA      | $33181222.26  | 0.23%             | 2026-03-20      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust                                                    | DRIVE 2025-1 B                    | CUSIP: 262102AD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   21100000 | PA      | $21118728.36  | 0.15%             | 2032-09-15      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| HPEFS Equipment Trust 2023-2                                                    | HPEFS 2023-2A A2                  | CUSIP: 44328UAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      13420 | PA      | $13427.25     | 0.00%             | 2031-01-21      | Fixed         | 6.04%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | GOLDMAN SACHS GP                  | CUSIP: 38141GYG3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   51027000 | PA      | $49305723.56  | 0.34%             | 2027-09-10      | Variable      | 1.54%                 | No            |                  2 | On Loan: No      |
| LSEGA Financing PLC                                                             | LSEGA FIN PLC                     | CUSIP: 50220PAB9<br>LEI: 2138009YFYTGEHZNNZ09 | Long             | DBT              | CORP              | GB        |    9000000 | PA      | $8808524.28   | 0.06%             | 2026-04-06      | Fixed         | 1.38%                 | Yes           |                  2 | On Loan: No      |
| Huntington National Bank/The                                                    | HUNTINGTON NATL                   | CUSIP: 44644MAL5<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | DBT              | CORP              | US        |   75000000 | PA      | $74945699.25  | 0.52%             | 2028-04-12      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| Tesla Electric Vehicle Trust 2023-1                                             | TEVT 2023-1 A3                    | CUSIP: 881943AD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   11030000 | PA      | $11100868.85  | 0.08%             | 2028-06-20      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitizat                                                  | HALST 2025-B A4                   | CUSIP: 44935DAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6760000 | PA      | $6786080.08   | 0.05%             | 2029-04-16      | Fixed         | 4.57%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMER CRP                  | CUSIP: 06051GKW8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    7574000 | PA      | $7641705.50   | 0.05%             | 2028-07-22      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| DLLAA 2025-1 LLC                                                                | DLLAA 2025-1A A3                  | CUSIP: 233249AC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7930000 | PA      | $8023552.59   | 0.06%             | 2029-09-20      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| New Issuer: BB Company ID:71657139                                              | HAROT 2024-2 A3                   | CUSIP: 437930AC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   24540000 | PA      | $24800870.02  | 0.17%             | 2028-11-20      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                            | GLENCORE FDG LLC                  | CUSIP: 378272AN8<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   32343000 | PA      | $32011655.02  | 0.22%             | 2027-03-27      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Corp Nacional del Cobre de Chile                                                | CODELCO INC                       | CUSIP: N/A<br>LEI: 549300UVMBCBCIPSUI70       | Long             | DBT              | CORP              | CL        |   16280000 | PA      | $15948904.85  | 0.11%             | 2027-08-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | ENERGY TRANSFER                   | CUSIP: 29273RBG3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    7591000 | PA      | $7589847.31   | 0.05%             | 2026-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                         | HCA INC                           | CUSIP: 404119BS7<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5002698.30   | 0.03%             | 2026-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                                | ALTRIA GROUP INC                  | CUSIP: 02209SBC6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   20562000 | PA      | $20510410.35  | 0.14%             | 2026-02-14      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust 2023-B                                        | WOART 2023-B A3                   | CUSIP: 98164QAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6353845 | PA      | $6356470.69   | 0.04%             | 2028-05-15      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Series 2025-R01                                   | CAS 2025-R01 1A1                  | CUSIP: 20755JAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7147069 | PA      | $7142647.56   | 0.05%             | 2045-01-25      | Floating      | 5.30%                 | Yes           |                  2 | On Loan: No      |
| Royal Bank of Canada                                                            | ROYAL BK CANADA                   | CUSIP: 78017DAF5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    7000000 | PA      | $7034496.98   | 0.05%             | 2028-03-27      | Variable      | 4.71%                 | No            |                  2 | On Loan: No      |
| ITC Holdings Corp                                                               | ITC HOLDINGS COR                  | CUSIP: 465685AP0<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |   37763000 | PA      | $36753656.19  | 0.25%             | 2027-11-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Capital Street Master Trust                                                     | CAPST 2024-1 A                    | CUSIP: 14051LAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3320000 | PA      | $3318351.29   | 0.02%             | 2028-10-16      | Floating      | 5.69%                 | Yes           |                  2 | On Loan: No      |
| Verizon Master Trust                                                            | VZMT 2025-1 C                     | CUSIP: 92348KDU4<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |    1530000 | PA      | $1534292.57   | 0.01%             | 2031-01-21      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                        | FORD MOTOR CRED                   | CUSIP: 345397B77<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    2676000 | PA      | $2610354.86   | 0.02%             | 2026-08-10      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                             | AMERICAN TOWER                    | CUSIP: 03027XBB5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    6059000 | PA      | $6030725.74   | 0.04%             | 2025-09-15      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Healthpeak OP LLC                                                               | HEALTHPEAK OP                     | CUSIP: 42250PAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    7857000 | PA      | $7499776.86   | 0.05%             | 2027-02-01      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust 2023-A                                           | HART 2023-A A3                    | CUSIP: 448979AD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2235118 | PA      | $2235341.25   | 0.02%             | 2027-04-15      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                           | ATHENE GLOBAL FU                  | CUSIP: 04685A3S8<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   36830000 | PA      | $37045258.83  | 0.25%             | 2026-02-23      | Fixed         | 5.68%                 | Yes           |                  2 | On Loan: No      |
| BNP Paribas SA                                                                  | BNP PARIBAS                       | CUSIP: 09659W3B8<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   14550000 | PA      | $14703176.00  | 0.10%             | 2029-05-09      | Floating      | 5.77%                 | Yes           |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2023-3                                   | SDART 2023-3 A3                   | CUSIP: 80285XAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1306029 | PA      | $1306684.23   | 0.01%             | 2027-10-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| GE Capital International Funding Co Unlimited Co                                | GE CAPITAL INTL                   | CUSIP: 36164Q6M5<br>LEI: 549300G6UZOB126GBY72 | Long             | DBT              | CORP              | IE        |    6144000 | PA      | $6116528.82   | 0.04%             | 2025-11-15      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                              | REALTY INCOME                     | CUSIP: 756109AR5<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    7609000 | PA      | $7576235.49   | 0.05%             | 2026-10-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                             | ELEVANCE HEALTH                   | CUSIP: 036752AV5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   14260000 | PA      | $14264171.91  | 0.10%             | 2025-10-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                            | ROYAL BK CANADA                   | CUSIP: 78017DAB4<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   41228000 | PA      | $41286870.29  | 0.28%             | 2029-01-24      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| Golden Credit Card Trust                                                        | GCCT 2021-1A A                    | CUSIP: 380881FB3<br>LEI: 549300BEDPMEONLTJX58 | Long             | ABS-CBDO         | CORP              | US        |   47940000 | PA      | $46331905.43  | 0.32%             | 2028-08-15      | Fixed         | 1.14%                 | Yes           |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust 2023-3                                    | GMALT 2023-3 A4                   | CUSIP: 379929AE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6000000 | PA      | $6018928.20   | 0.04%             | 2027-08-20      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                    | UBS GROUP                         | CUSIP: 90351DAF4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   10048000 | PA      | $10020034.71  | 0.07%             | 2026-04-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust 2024-3                                    | GMALT 2024-3 B                    | CUSIP: 38012QAF5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7860000 | PA      | $7802919.11   | 0.05%             | 2028-10-20      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| American Heritage Auto Receivables Trust 2024-1                                 | AHART 2024-1A A3                  | CUSIP: 026944AC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6240000 | PA      | $6255044.64   | 0.04%             | 2029-09-17      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                   | CUSIP: 91282CLY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   87829000 | PA      | $87990248.77  | 0.60%             | 2026-11-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SoFi Consumer Loan Program 2025-2 Trust                                         | SCLP 2025-2 A                     | CUSIP: 83407HAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   21970000 | PA      | $21969688.03  | 0.15%             | 2034-06-25      | Fixed         | 4.82%                 | Yes           |                  2 | On Loan: No      |
| Delta Air Lines Inc                                                             | DELTA AIR LINES                   | CUSIP: 247361ZZ4<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |   40541000 | PA      | $40892537.09  | 0.28%             | 2026-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Sabine Pass Liquefaction LLC                                                    | SABINE PASS LIQU                  | CUSIP: 785592AV8<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    1658000 | PA      | $1667292.63   | 0.01%             | 2026-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Baxter International Inc                                                        | BAXTER INTL                       | CUSIP: 071813BQ1<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    4465000 | PA      | $4376899.39   | 0.03%             | 2026-08-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| UBS AG/Stamford CT                                                              | UBS AG STAMFORD                   | CUSIP: 22550L2G5<br>LEI: 254900R882POXXVAK772 | Long             | DBT              | CORP              | CH        |   11024000 | PA      | $10682400.75  | 0.07%             | 2026-08-07      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Tesla Auto Lease Trust 2023-A                                                   | TESLA 2023-A A3                   | CUSIP: 88167PAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     824289 | PA      | $824795.69    | 0.01%             | 2026-06-22      | Fixed         | 5.89%                 | Yes           |                  2 | On Loan: No      |
| Rogers Communications Inc                                                       | ROGERS COMMUNIC                   | CUSIP: 775109CG4<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |   12430000 | PA      | $12172918.51  | 0.08%             | 2027-03-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| M&T Equipment Notes                                                             | MTLRF 2025-1A A2                  | CUSIP: 55340QAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    9380000 | PA      | $9391073.09   | 0.06%             | 2027-12-16      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| BMW US Capital LLC                                                              | BMW US CAP LLC                    | CUSIP: 05565ECN3<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |   35675000 | PA      | $35767520.62  | 0.25%             | 2026-08-13      | Floating      | 5.14%                 | Yes           |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                | BANK OF NY MELLO                  | CUSIP: 06406RCH8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   24670000 | PA      | $24714737.56  | 0.17%             | 2028-06-09      | Variable      | 4.44%                 | No            |                  2 | On Loan: No      |
| Synopsys Inc                                                                    | SYNOPSYS INC                      | CUSIP: 871607AA5<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |   39808000 | PA      | $39858915.63  | 0.27%             | 2027-04-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Securitized Term Auto Receivables Trust                                         | SSTRT 2025-A B                    | CUSIP: 81378RAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | CA        |    1893702 | PA      | $1900549.33   | 0.01%             | 2031-07-25      | Fixed         | 5.04%                 | Yes           |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes Series 2024-B                                | ABCLN 2024-B D                    | CUSIP: 02007G4E0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1374050 | PA      | $1373561.09   | 0.01%             | 2032-09-15      | Fixed         | 5.41%                 | Yes           |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes Series 2024-B                           | SBCLN 2024-B D                    | CUSIP: 80280BAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2280000 | PA      | $2275328.96   | 0.02%             | 2033-01-18      | Fixed         | 5.48%                 | Yes           |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                | T-MOBILE USA INC                  | CUSIP: 87264ABR5<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    7405000 | PA      | $7298835.92   | 0.05%             | 2026-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| The Huntington National Bank                                                    | HACLN 2025-1 B                    | CUSIP: 446438SX2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   15723070 | PA      | $15726323.15  | 0.11%             | 2033-03-21      | Fixed         | 4.96%                 | Yes           |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust 2024-P4                                          | CRVNA 2024-P4 A3                  | CUSIP: 14076LAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    9680000 | PA      | $9694615.83   | 0.07%             | 2030-01-10      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| Stellantis Financial Underwrit                                                  | SFUEL 2025-AA A4                  | CUSIP: 858928AE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5690000 | PA      | $5692523.52   | 0.04%             | 2029-03-20      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| ALLY AUTO RECEIVABLES TRUST 2023-A                                              | ALLYA 2023-A B                    | CUSIP: 02008NAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3176117 | PA      | $3184645.87   | 0.02%             | 2034-01-17      | Fixed         | 6.01%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                | WELLS FARGO CO                    | CUSIP: 95000U2F9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   18500000 | PA      | $18282303.66  | 0.13%             | 2027-06-17      | Variable      | 3.20%                 | No            |                  2 | On Loan: No      |
| Tesla Electric Vehicle Trust 2023-1                                             | TEVT 2023-1 A4                    | CUSIP: 881943AE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1720000 | PA      | $1744299.47   | 0.01%             | 2029-02-20      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| National Securities Clearing Corp                                               | NATIONAL SECS CL                  | CUSIP: 637639AL9<br>LEI: 549300RYC9NELN2ICA34 | Long             | DBT              | CORP              | US        |    5660000 | PA      | $5697998.30   | 0.04%             | 2026-06-26      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                             | AUD/USD FWD 20250917              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $1244742.84   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Tesla Auto Lease Trust 2023-A                                                   | TESLA 2023-A A4                   | CUSIP: 88167PAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4750000 | PA      | $4754799.88   | 0.03%             | 2027-07-20      | Fixed         | 5.94%                 | Yes           |                  2 | On Loan: No      |
| Nissan Auto Lease Trust 2024-A                                                  | NALT 2024-A A3                    | CUSIP: 65481CAD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   26040000 | PA      | $26113547.38  | 0.18%             | 2027-04-15      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| SBNA Auto Receivables Trust 2025-SF1                                            | SBAT 2025-SF1 B                   | CUSIP: 78437XAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2338584 | PA      | $2338438.63   | 0.02%             | 2031-03-17      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2023-4                                   | SDART 2023-4 A3                   | CUSIP: 802927AD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3328903 | PA      | $3338107.93   | 0.02%             | 2028-04-17      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| Chase Auto Credit Linked Notes Series 2025-1                                    | CACLN 2025-1 B                    | CUSIP: 46591HCS7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   33128760 | PA      | $33166500.49  | 0.23%             | 2033-02-25      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Chase Auto Owner Trust 2025-1                                                   | CHAOT 2025-1A A3                  | CUSIP: 16145NAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   18360000 | PA      | $18345708.39  | 0.13%             | 2030-06-25      | Fixed         | 4.29%                 | Yes           |                  2 | On Loan: No      |
| Chesapeake Funding II LLC                                                       | CFII 2023-2A A1                   | CUSIP: 165183CZ5<br>LEI: 5493000HT7H4OFOD6Z12 | Long             | ABS-CBDO         | CORP              | US        |    6487481 | PA      | $6560954.03   | 0.05%             | 2035-10-15      | Fixed         | 6.16%                 | Yes           |                  2 | On Loan: No      |
| Manufacturers & Traders Trust Co                                                | MANUF & TRADERS                   | CUSIP: 564760CC8<br>LEI: WWB2V0FCW3A0EE3ZJN75 | Long             | DBT              | CORP              | US        |   44619000 | PA      | $44797144.93  | 0.31%             | 2028-07-06      | Variable      | 4.76%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                 | PHILIP MORRIS IN                  | CUSIP: 718172DR7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   14095000 | PA      | $14000796.49  | 0.10%             | 2028-04-28      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | AUD/USD FWD 20250917              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $33162.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SA Global Sukuk Ltd                                                             | SA GLOBAL SUKU                    | CUSIP: N/A<br>LEI: 5493007DFAVKU7UOGR47       | Long             | DBT              | CORP              | KY        |   27012000 | PA      | $26327964.32  | 0.18%             | 2026-06-17      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Lease Trust 2023-B                                                  | NALT 2023-B A3                    | CUSIP: 65473FAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     705730 | PA      | $706148.56    | 0.00%             | 2026-07-15      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| Alloya Auto Receivables Trust 2025-1                                            | ALLCU 2025-1A A4                  | CUSIP: 01986QAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2190000 | PA      | $2181885.17   | 0.01%             | 2030-01-25      | Fixed         | 4.71%                 | Yes           |                  2 | On Loan: No      |
| Nissan Auto Lease Trust 2025-B                                                  | NALT 2025-B A3                    | CUSIP: 65481RAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   33070000 | PA      | $33012567.33  | 0.23%             | 2028-11-15      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| Fidelity National Information Services Inc                                      | FIDELITY NATIONA                  | CUSIP: 31620MBR6<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |   27169000 | PA      | $26618575.35  | 0.18%             | 2026-03-01      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                                           | BANQ FED CRD MUT                  | CUSIP: 06675FBA4<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |   78921000 | PA      | $80041968.63  | 0.55%             | 2026-07-13      | Fixed         | 5.90%                 | Yes           |                  2 | On Loan: No      |
| Tyson Foods Inc                                                                 | TYSON FOODS INC                   | CUSIP: 902494BC6<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |   12466000 | PA      | $12248130.10  | 0.08%             | 2027-06-02      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                                            | VZMT 2024-1 C                     | CUSIP: 92348KCP6<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |   11380000 | PA      | $11402385.60  | 0.08%             | 2028-12-20      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                        | TOYOTA MTR CRED                   | CUSIP: 89236TML6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   22340000 | PA      | $22437808.76  | 0.15%             | 2026-08-07      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| Lonsdale Finance Pty Ltd                                                        | LONSDALE FINANCE                  | CUSIP: N/A<br>LEI: 549300VX4WC30OTQ1E62       | Long             | DBT              | CORP              | AU        |    8300000 | PA      | $5219028.04   | 0.04%             | 2026-11-20      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| HPEFS Equipment Trust 2024-2                                                    | HPEFS 2024-2A A3                  | CUSIP: 40444MAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6020000 | PA      | $6052583.25   | 0.04%             | 2031-10-20      | Fixed         | 5.36%                 | Yes           |                  2 | On Loan: No      |
| Transcontinental Gas Pipe Line Co LLC                                           | TRANSCONT GAS PL                  | CUSIP: 893574AH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4690000 | PA      | $4732964.71   | 0.03%             | 2026-02-01      | Fixed         | 7.85%                 | No            |                  2 | On Loan: No      |
| Nomura Holdings Inc                                                             | NOMURA HOLDINGS                   | CUSIP: 65535HAW9<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    2210000 | PA      | $2148192.00   | 0.01%             | 2026-07-14      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Stryker Corp                                                                    | STRYKER CORP                      | CUSIP: 863667AH4<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |   17232000 | PA      | $17173099.47  | 0.12%             | 2025-11-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Chesapeake Funding II LLC                                                       | CFII 2023-1A A1                   | CUSIP: 165183CU6<br>LEI: 5493000HT7H4OFOD6Z12 | Long             | ABS-CBDO         | CORP              | US        |    3868426 | PA      | $3888626.76   | 0.03%             | 2035-05-15      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: No      |
| Navistar Financial Dealer Note Master Owner Trust                               | NAVMT 2024-1 A                    | CUSIP: 63938PBW8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   42640000 | PA      | $42910764.00  | 0.29%             | 2029-04-25      | Fixed         | 5.59%                 | Yes           |                  2 | On Loan: No      |
| Santander Drive Auto Receivabl                                                  | SDART 2025-2 A3                   | CUSIP: 80287NAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   22760000 | PA      | $22821360.96  | 0.16%             | 2029-08-15      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                            | WILLIAMS COS INC                  | CUSIP: 969457CH1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   18360000 | PA      | $18441426.60  | 0.13%             | 2026-03-02      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| T-Mobile US Trust                                                               | TMUST 2025-2A A                   | CUSIP: 87268MAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   25740000 | PA      | $25723886.76  | 0.18%             | 2030-04-22      | Fixed         | 4.34%                 | Yes           |                  2 | On Loan: No      |
| Honda Auto Receivables 2023-2 Owner Trust                                       | HAROT 2023-2 A3                   | CUSIP: 437927AC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    8087696 | PA      | $8108595.87   | 0.06%             | 2027-11-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Space Coast Credit Union                                                        | SCCU 2025-1A A2                   | CUSIP: 80620BAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   14260000 | PA      | $14256262.17  | 0.10%             | 2028-11-15      | Fixed         | 4.67%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Bill                                                     | TREASURY BILL                     | CUSIP: 912797RF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  686283000 | PA      | $660595427.31 | 4.54%             | 2026-07-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                        | TOYOTA MTR CRED                   | CUSIP: 89236TNG6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    9040000 | PA      | $9076585.78   | 0.06%             | 2027-05-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| T-Mobile US Trust 2024-2                                                        | TMUST 2024-2A A                   | CUSIP: 87268CAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   21310000 | PA      | $21259459.07  | 0.15%             | 2029-05-21      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| American Honda Finance Corp                                                     | AMERICAN HONDA F                  | CUSIP: 02665WGD7<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   25570000 | PA      | $25620578.48  | 0.18%             | 2027-07-09      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                             | AMERICAN EXPRESS                  | CUSIP: 025816DG1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   25760000 | PA      | $25961770.35  | 0.18%             | 2027-07-28      | Variable      | 5.39%                 | No            |                  2 | On Loan: No      |
| GMF Floorplan Owner Revolving Trust                                             | GFORT 2024-3A A1                  | CUSIP: 361886DK7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   39617000 | PA      | $39680117.80  | 0.27%             | 2028-11-15      | Fixed         | 4.68%                 | Yes           |                  2 | On Loan: No      |
| General Motors                                                                  | GFORT 2025-1A A1                  | CUSIP: 361886DV3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   35050000 | PA      | $35131848.76  | 0.24%             | 2029-03-15      | Fixed         | 4.59%                 | Yes           |                  2 | On Loan: No      |
| Nutrien Ltd                                                                     | NUTRIEN LTD                       | CUSIP: 67077MBE7<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |   23580000 | PA      | $23575172.70  | 0.16%             | 2027-03-12      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                 | GEN MOTORS FIN                    | CUSIP: 37045XDK9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   16391000 | PA      | $15953084.77  | 0.11%             | 2026-06-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| World Omni Automobile Lease Securitization Trust 2023-A                         | WOLS 2023-A A4                    | CUSIP: 981944AE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   10150000 | PA      | $10155799.71  | 0.07%             | 2028-07-17      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasin                                                  | GMALT 2025-1 A4                   | CUSIP: 36271VAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4340000 | PA      | $4357442.03   | 0.03%             | 2029-02-20      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing 2024-3 LLC                                           | EFF 2024-3 A2                     | CUSIP: 29375QAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4145945 | PA      | $4161275.60   | 0.03%             | 2027-04-20      | Fixed         | 5.31%                 | Yes           |                  2 | On Loan: No      |
| Baxter International Inc                                                        | BAXTER INTL                       | CUSIP: 071813CL1<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |   14816000 | PA      | $14255754.74  | 0.10%             | 2027-02-01      | Fixed         | 1.92%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                 | PHILIP MORRIS IN                  | CUSIP: 718172BT5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   54128000 | PA      | $53571679.45  | 0.37%             | 2026-02-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                      | ABBVIE INC                        | CUSIP: 00287YBV0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   17356000 | PA      | $17052186.17  | 0.12%             | 2026-11-21      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables 2024-A Owner Trust                                      | TAOT 2024-A A3                    | CUSIP: 89238DAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   20780000 | PA      | $20870530.15  | 0.14%             | 2028-10-16      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMER CRP                  | CUSIP: 06051GKP3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $14967410.85  | 0.10%             | 2028-04-27      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitization Trust 2025-A                                  | HALST 2025-A A3                   | CUSIP: 44935WAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   12220000 | PA      | $12297857.29  | 0.08%             | 2028-01-18      | Fixed         | 4.83%                 | Yes           |                  2 | On Loan: No      |
| United Energy Distribution Pty Ltd                                              | UNITED ENERGY D                   | CUSIP: N/A<br>LEI: 54930028EZKBY3VF2528       | Long             | DBT              | CORP              | AU        |    2260000 | PA      | $1421272.54   | 0.01%             | 2026-10-29      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust 2024-4                                                  | CARMX 2024-4 A2A                  | CUSIP: 14290DAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   12371909 | PA      | $12377231.58  | 0.09%             | 2027-12-15      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Receivables 2023-B Owner Trust                                      | NAROT 2023-B A3                   | CUSIP: 65480MAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   15826183 | PA      | $15945130.69  | 0.11%             | 2028-03-15      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust 2023-2                                    | GMALT 2023-2 A3                   | CUSIP: 362548AD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     418915 | PA      | $418965.21    | 0.00%             | 2026-07-20      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                             | AMERICAN TOWER                    | CUSIP: 03027XAK6<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    7254000 | PA      | $7155826.90   | 0.05%             | 2026-10-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                                         | CHARLES SCHWAB                    | CUSIP: 808513BR5<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    7059000 | PA      | $6879675.99   | 0.05%             | 2026-05-13      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| Crossroads Asset Trust 2025-A                                                   | XROAD 2025-A A2                   | CUSIP: 22767VAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   11090000 | PA      | $11095769.02  | 0.08%             | 2032-02-20      | Fixed         | 4.91%                 | Yes           |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2025-1                                   | SDART 2025-1 B                    | CUSIP: 80288DAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   18920000 | PA      | $19015907.37  | 0.13%             | 2031-03-17      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Province of Alberta Canada                                                      | ALBERTA PROVINCE                  | CUSIP: N/A<br>LEI: LQPXMHHNJKIPJYE53543       | Long             | DBT              | NUSS              | CA        |   30720000 | PA      | $30026078.21  | 0.21%             | 2026-08-17      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| HP Inc                                                                          | HP INC                            | CUSIP: 40434LAF2<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |    7350000 | PA      | $7149164.34   | 0.05%             | 2026-06-17      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                             | ELEVANCE HEALTH                   | CUSIP: 036752AR4<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   14885000 | PA      | $14598383.37  | 0.10%             | 2026-03-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Brixmor Operating Partnership LP                                                | BRIXMOR OPERATIN                  | CUSIP: 11120VAC7<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |   20632000 | PA      | $20557009.69  | 0.14%             | 2026-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | AERCAP IRELAND                    | CUSIP: 00774MBG9<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   15560000 | PA      | $16005469.42  | 0.11%             | 2027-04-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust 2023-A                                             | FORDO 2023-A A3                   | CUSIP: 344928AD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5924248 | PA      | $5928845.52   | 0.04%             | 2028-02-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Ecolab Inc                                                                      | ECOLAB INC                        | CUSIP: 278865AV2<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |   10770000 | PA      | $10558122.11  | 0.07%             | 2026-11-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                        | FORD MOTOR CRED                   | CUSIP: 345397XL2<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   13570000 | PA      | $13570000.00  | 0.09%             | 2025-08-04      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                        | AESOP 2020-2A A                   | CUSIP: 05377RDY7<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-CBDO         | CORP              | US        |    8030000 | PA      | $7953352.04   | 0.05%             | 2027-02-20      | Fixed         | 2.02%                 | Yes           |                  2 | On Loan: No      |
| American Honda Finance Corp                                                     | AMERICAN HONDA F                  | CUSIP: 02665WFR7<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   37040000 | PA      | $37087272.30  | 0.25%             | 2026-05-11      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| BAE Systems Holdings Inc                                                        | BAE SYSTEMS HLDG                  | CUSIP: 05523UAP5<br>LEI: MF62XBVMNYTYMC18DL76 | Long             | DBT              | CORP              | US        |   17000000 | PA      | $16950052.81  | 0.12%             | 2025-12-15      | Fixed         | 3.85%                 | Yes           |                  2 | On Loan: No      |
| AbbVie Inc                                                                      | ABBVIE INC                        | CUSIP: 00287YDR7<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   49725000 | PA      | $50059361.84  | 0.34%             | 2027-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Lease Trust 2025-B                                             | FORDL 2025-B B                    | CUSIP: 34533MAF3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3250000 | PA      | $3242872.43   | 0.02%             | 2029-08-15      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Lease Trust 2024-A                                                  | NALT 2024-A A4                    | CUSIP: 65481CAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3090000 | PA      | $3104052.39   | 0.02%             | 2028-09-15      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY                    | CUSIP: 61747YEC5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    5581000 | PA      | $5416151.71   | 0.04%             | 2027-07-20      | Variable      | 1.51%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2024-DNA3                                         | STACR 2024-DNA3 A1                | CUSIP: 35564NEY5<br>LEI: 529900P3PHNE8PW64Z68 | Long             | ABS-MBS          | CORP              | US        |    3837500 | PA      | $3838677.35   | 0.03%             | 2044-10-25      | Floating      | 5.40%                 | Yes           |                  2 | On Loan: No      |
| Toyota Finance Australia Ltd                                                    | TOYOTA FIN AUSTR                  | CUSIP: N/A<br>LEI: 3UKPTDP5PGQRH8AUK042       | Long             | DBT              | CORP              | AU        |    6040000 | PA      | $3922223.78   | 0.03%             | 2026-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                | WELLS FARGO CO                    | CUSIP: 95000U3R2<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   45850000 | PA      | $46085210.04  | 0.32%             | 2028-01-24      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| Kubota Credit Owner Trust 2022-2                                                | KCOT 2022-2A A3                   | CUSIP: 50117JAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2478662 | PA      | $2475038.78   | 0.02%             | 2026-12-15      | Fixed         | 4.09%                 | Yes           |                  2 | On Loan: No      |
| Cencora Inc                                                                     | CENCORA INC                       | CUSIP: 03073EAP0<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    5605000 | PA      | $5481100.80   | 0.04%             | 2027-12-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                        | LLOYDS BK GR PLC                  | CUSIP: 53944YAZ6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    6794000 | PA      | $6867963.15   | 0.05%             | 2028-01-05      | Variable      | 5.46%                 | No            |                  2 | On Loan: No      |
| AmeriCredit Automobile Receivables Trust 2023-2                                 | AMCAR 2023-2 A2                   | CUSIP: 03065UAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     521613 | PA      | $522031.46    | 0.00%             | 2027-04-19      | Fixed         | 6.19%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                        | AESOP 2022-5A C                   | CUSIP: 05377RFX7<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-CBDO         | CORP              | US        |     430000 | PA      | $430900.59    | 0.00%             | 2027-04-20      | Fixed         | 6.24%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                             | AUST 3YR BOND FUT Sep25           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |       -199 | NC      | $13223.55     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ConocoPhillips Co                                                               | CONOCOPHIL CO                     | CUSIP: 20826FBV7<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9983862.20   | 0.07%             | 2027-07-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                              | CRED AGRICOLE SA                  | CUSIP: 22534PAE3<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    7292000 | PA      | $7368739.91   | 0.05%             | 2026-07-05      | Fixed         | 5.59%                 | Yes           |                  2 | On Loan: No      |
| Verizon Master Trust                                                            | VZMT 2024-6 B                     | CUSIP: 92348KDG5<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |   19770000 | PA      | $19687568.99  | 0.14%             | 2030-08-20      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| Securitized Term Auto Receivables Trust 2025-B                                  | SSTRT 2025-B C                    | CUSIP: 81378WAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | CA        |    1551258 | PA      | $1552185.07   | 0.01%             | 2032-12-29      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| eBay Inc                                                                        | EBAY INC                          | CUSIP: 278642AX1<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |    9770000 | PA      | $9543470.92   | 0.07%             | 2026-05-10      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Toyota Finance Australia Ltd                                                    | TOYOTA FIN AUSTR                  | CUSIP: N/A<br>LEI: 3UKPTDP5PGQRH8AUK042       | Long             | DBT              | CORP              | AU        |   15050000 | PA      | $9692965.94   | 0.07%             | 2026-04-06      | Floating      | 4.58%                 | No            |                  2 | On Loan: No      |
| RTX Corp                                                                        | UNITED TECH CORP                  | CUSIP: 913017CH0<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    8850000 | PA      | $8660257.59   | 0.06%             | 2026-11-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| PPL Capital Funding Inc                                                         | PPL CAPITAL FDG                   | CUSIP: 69352PAL7<br>LEI: 549300MROK5WY0D2NU17 | Long             | DBT              | CORP              | US        |   20555000 | PA      | $20306594.06  | 0.14%             | 2026-05-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                         | HCA INC                           | CUSIP: 404119CX5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   13200000 | PA      | $13286460.66  | 0.09%             | 2028-03-01      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| Honda Auto Receivables 2024-1 Owner Trust                                       | HAROT 2024-1 A3                   | CUSIP: 437918AC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   17720000 | PA      | $17846396.76  | 0.12%             | 2028-08-15      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| HPEFS Equipment Trust 2025-1                                                    | HPEFS 2025-1A A3                  | CUSIP: 40446EAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   19580000 | PA      | $19544192.10  | 0.13%             | 2032-09-20      | Fixed         | 4.43%                 | Yes           |                  2 | On Loan: No      |
| Synchrony Card Funding LLC                                                      | SYNIT 2025-A2 A                   | CUSIP: 87166PAQ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   25556000 | PA      | $25681303.62  | 0.18%             | 2031-05-15      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                        | LLOYDS BK GR PLC                  | CUSIP: 53944YAT0<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   14940000 | PA      | $14938698.43  | 0.10%             | 2026-08-11      | Variable      | 4.72%                 | No            |                  2 | On Loan: No      |
| GMF Floorplan Owner Revolving Trust                                             | GFORT 2023-1 B                    | CUSIP: 361886CT9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4000000 | PA      | $4028286.00   | 0.03%             | 2028-06-15      | Fixed         | 5.73%                 | Yes           |                  2 | On Loan: No      |
| Guatemala Government Bond                                                       | REP OF GUATEMALA                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GT        |    1651000 | PA      | $1636967.92   | 0.01%             | 2026-05-03      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Evergreen Credit Card Trust                                                     | EVGRN 2025-CRT5 C                 | CUSIP: 30023JCY2<br>LEI: 5493002G9KVV6J3CNU15 | Long             | ABS-CBDO         | CORP              | CA        |    3110000 | PA      | $3128641.65   | 0.02%             | 2029-05-15      | Fixed         | 5.53%                 | Yes           |                  2 | On Loan: No      |
| Corebridge Global Funding                                                       | COREBRIDGE GF                     | CUSIP: 00138CBE7<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |   16000000 | PA      | $15991780.00  | 0.11%             | 2028-01-07      | Floating      | 5.09%                 | Yes           |                  2 | On Loan: No      |
| Southwest Airlines Co                                                           | SOUTHWEST AIR                     | CUSIP: 844741BK3<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |   19296000 | PA      | $19424580.83  | 0.13%             | 2027-06-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                | BANK OF MONTREAL                  | CUSIP: 06368LC53<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   20388000 | PA      | $20605264.72  | 0.14%             | 2026-12-11      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust 2024-A                                           | HART 2024-A A3                    | CUSIP: 448973AD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   12670000 | PA      | $12758800.23  | 0.09%             | 2029-02-15      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2024-5                                   | SDART 2024-5 B                    | CUSIP: 802920AE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   10940000 | PA      | $10938493.56  | 0.08%             | 2029-08-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Global Payments Inc                                                             | GLOBAL PAY INC                    | CUSIP: 37940XAE2<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9794315.40   | 0.07%             | 2026-03-01      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2025-1                                   | SDART 2025-1 A3                   | CUSIP: 80288DAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   32700000 | PA      | $32756983.02  | 0.23%             | 2029-01-16      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20250917              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $101135.24    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ERP Operating LP                                                                | ERP OPERATING LP                  | CUSIP: 26884ABF9<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |    3346000 | PA      | $3281650.26   | 0.02%             | 2026-11-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| CNH Equipment Trust 2023-B                                                      | CNH 2023-B A2                     | CUSIP: 12666DAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     196415 | PA      | $196480.03    | 0.00%             | 2027-02-16      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Southern Co/The                                                                 | SOUTHERN CO                       | CUSIP: 842587DM6<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |   25611000 | PA      | $25618435.90  | 0.18%             | 2025-10-06      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                        | FORD MOTOR CRED                   | CUSIP: 345397B28<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   16250000 | PA      | $16156359.38  | 0.11%             | 2025-11-13      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitization Trust 2024-B                                  | HALST 2024-B A3                   | CUSIP: 44934FAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   13500000 | PA      | $13590842.85  | 0.09%             | 2027-05-17      | Fixed         | 5.41%                 | Yes           |                  2 | On Loan: No      |
| Navistar Financial Dealer Note Master Owner Trust II                            | NAVMT 2023-1 A                    | CUSIP: 63938PBU2<br>LEI: 549300S28N49H5RT4J50 | Long             | ABS-CBDO         | CORP              | US        |   11208000 | PA      | $11218876.24  | 0.08%             | 2028-08-25      | Fixed         | 6.18%                 | Yes           |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes Series 2024-A                                | ABCLN 2024-A D                    | CUSIP: 02007GZ71<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     626120 | PA      | $632809.81    | 0.00%             | 2032-05-17      | Fixed         | 6.32%                 | Yes           |                  2 | On Loan: No      |
| Corebridge Global Funding                                                       | COREBRIDGE GF                     | CUSIP: 00138CAY4<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |   37130000 | PA      | $37401894.82  | 0.26%             | 2026-06-24      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co                                                   | HP ENTERPRISE                     | CUSIP: 42824CBS7<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    3719000 | PA      | $3718795.05   | 0.03%             | 2027-09-25      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co LLC                                                  | ONCOR ELECTRIC D                  | CUSIP: 68233JCY8<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |   16700000 | PA      | $16746385.42  | 0.12%             | 2027-03-20      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes Series 2024-B                                | ABCLN 2024-B C                    | CUSIP: 02007G4D2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5310132 | PA      | $5311083.28   | 0.04%             | 2032-09-15      | Fixed         | 5.21%                 | Yes           |                  2 | On Loan: No      |
| DTE Energy Co                                                                   | DTE ENERGY CO                     | CUSIP: 233331BM8<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |   15163000 | PA      | $15304339.02  | 0.11%             | 2027-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| GE HealthCare Technologies Inc                                                  | GE HEALTHCARE                     | CUSIP: 36267VAF0<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |   17000000 | PA      | $17425717.40  | 0.12%             | 2027-11-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Ameren Corp                                                                     | AMEREN CORP                       | CUSIP: 023608AG7<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |   22645000 | PA      | $22514261.81  | 0.15%             | 2026-02-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing 2025-3 LLC                                           | EFF 2025-3 A3                     | CUSIP: 29375UAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   13720000 | PA      | $13755907.98  | 0.09%             | 2029-09-20      | Fixed         | 4.46%                 | Yes           |                  2 | On Loan: No      |
| US Bank NA                                                                      | USCLN 2025-SUP1 B                 | CUSIP: 90357PBC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   20318292 | PA      | $20209706.99  | 0.14%             | 2032-02-25      | Fixed         | 5.58%                 | Yes           |                  2 | On Loan: No      |
| Philip Morris International Inc                                                 | PHILIP MORRIS IN                  | CUSIP: 718172DM8<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    7838000 | PA      | $7844511.58   | 0.05%             | 2027-11-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                     | ORACLE CORP                       | CUSIP: 68389XCX1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   18760000 | PA      | $18826343.43  | 0.13%             | 2028-08-03      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                      | US BANCORP                        | CUSIP: 91159HJH4<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   46587000 | PA      | $46679624.27  | 0.32%             | 2026-10-21      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| ITC Holdings Corp                                                               | ITC HOLDINGS COR                  | CUSIP: 465685AK1<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |   25821000 | PA      | $25506986.43  | 0.18%             | 2026-06-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust 2023-B                                           | HART 2023-B A3                    | CUSIP: 44933XAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7290893 | PA      | $7335529.67   | 0.05%             | 2028-04-17      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                             | AMERICAN TOWER                    | CUSIP: 03027XAX8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    8541000 | PA      | $8329259.90   | 0.06%             | 2027-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SBNA Auto Receivables Trust 2025-SF1                                            | SBAT 2025-SF1 D                   | CUSIP: 78437XAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2290000 | PA      | $2292330.99   | 0.02%             | 2031-09-15      | Fixed         | 5.34%                 | Yes           |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                        | LLOYDS BK GR PLC                  | CUSIP: 539439BB4<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   68743000 | PA      | $69028436.06  | 0.47%             | 2028-11-26      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| HPS Corporate Lending Fund                                                      | HPS CORPORATE LE                  | CUSIP: 40440VAL9<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |   36381000 | PA      | $36380596.90  | 0.25%             | 2027-06-05      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| Mars Inc                                                                        | MARS INC                          | CUSIP: 571676AW5<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   20395000 | PA      | $20424267.44  | 0.14%             | 2027-03-01      | Fixed         | 4.45%                 | Yes           |                  2 | On Loan: No      |
| Porsche Financial Auto Securitization Trust 2023-1                              | PFAST 2023-1A A3                  | CUSIP: 73328QAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6687888 | PA      | $6695655.50   | 0.05%             | 2028-09-22      | Fixed         | 4.81%                 | Yes           |                  2 | On Loan: No      |
| Mercedes-Benz Finance North America LLC                                         | MERCEDES-BNZ FIN                  | CUSIP: 58769JBB2<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |   37010000 | PA      | $37176909.55  | 0.26%             | 2026-11-13      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2025-1                                   | SDART 2025-1 C                    | CUSIP: 80288DAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   26400000 | PA      | $26616894.48  | 0.18%             | 2031-03-17      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| GM Financial Revolving Receivables Trust 2021-1                                 | GMREV 2021-1 A                    | CUSIP: 36263HAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   51130000 | PA      | $49277861.77  | 0.34%             | 2034-06-12      | Fixed         | 1.17%                 | Yes           |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitization Trust 2025-C                                  | HALST 2025-C A4                   | CUSIP: 44935GAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   25500000 | PA      | $25471857.69  | 0.18%             | 2029-06-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| GM Financial Automobile Leasin                                                  | GMALT 2025-2 A3                   | CUSIP: 362962AD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   26220000 | PA      | $26318335.49  | 0.18%             | 2028-05-22      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                 | GEN MOTORS FIN                    | CUSIP: 37045XFF8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   47140000 | PA      | $46976705.63  | 0.32%             | 2028-04-04      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| Suci Second Investment Co                                                       | SUCI SECOND INVE                  | CUSIP: N/A<br>LEI: 558600VUMCHBIHACQF76       | Long             | DBT              | CORP              | KY        |   13713000 | PA      | $13651589.07  | 0.09%             | 2027-09-10      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Manufacturers & Traders Trust Co                                                | MANUF & TRADERS                   | CUSIP: 55279HAV2<br>LEI: WWB2V0FCW3A0EE3ZJN75 | Long             | DBT              | CORP              | US        |    3326000 | PA      | $3324819.10   | 0.02%             | 2026-01-27      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                                                  | EFF 2025-1 A2                     | CUSIP: 29390HAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6570000 | PA      | $6577698.07   | 0.05%             | 2027-10-20      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| Molson Coors Beverage Co                                                        | MOLSON COORS                      | CUSIP: 60871RAG5<br>LEI: 54930073LBBH6ZCBE225 | Long             | DBT              | CORP              | US        |   15819000 | PA      | $15584800.81  | 0.11%             | 2026-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust 2024-1                                | SFAST 2024-1A A2                  | CUSIP: 78435VAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     221723 | PA      | $221778.35    | 0.00%             | 2027-06-21      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| Athene Global Funding                                                           | ATHENE GLOBAL FU                  | CUSIP: 04685A3V1<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   90170000 | PA      | $90932865.25  | 0.63%             | 2026-05-08      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Honda Auto Receivables 2023-3 Owner Trust                                       | HAROT 2023-3 A3                   | CUSIP: 43815QAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   13795679 | PA      | $13877338.54  | 0.10%             | 2028-02-18      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| Boardwalk Pipelines LP                                                          | BOARDWALK PIPELI                  | CUSIP: 096630AE8<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |    3690000 | PA      | $3715192.26   | 0.03%             | 2026-06-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                             | AMERICAN EXPRESS                  | CUSIP: 025816EL9<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   36350000 | PA      | $36388724.02  | 0.25%             | 2029-07-20      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| Porsche Financial Auto Securitization Trust 2024-1                              | PFAST 2024-1A A4                  | CUSIP: 73328EAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5640000 | PA      | $5653786.42   | 0.04%             | 2032-12-22      | Fixed         | 4.49%                 | Yes           |                  2 | On Loan: No      |
| Ford Credit Auto Lease Trust 2025-B                                             | FORDL 2025-B A4                   | CUSIP: 34533MAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   15950000 | PA      | $15920034.74  | 0.11%             | 2029-08-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                 | PHILIP MORRIS IN                  | CUSIP: 718172CB3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    2720000 | PA      | $2655229.21   | 0.02%             | 2027-08-17      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Sonoco Products Co                                                              | SONOCO PRODUCTS                   | CUSIP: 835495AN2<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |    8269000 | PA      | $7977124.64   | 0.05%             | 2027-02-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CDP Financial Inc                                                               | CDP FINANCIAL                     | CUSIP: N/A<br>LEI: 549300OXMGVYFCBFV096       | Long             | DBT              | NUSS              | CA        |   12800000 | PA      | $12462015.23  | 0.09%             | 2026-05-26      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                        | TOYOTA MTR CRED                   | CUSIP: 89236TMS1<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    7785000 | PA      | $7794260.96   | 0.05%             | 2027-10-08      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| GreatAmerica Leasing Receivables Funding LLC Series 2024-2                      | GALC 2024-2 A2                    | CUSIP: 39154GAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    9962974 | PA      | $9995922.53   | 0.07%             | 2027-03-15      | Fixed         | 5.28%                 | Yes           |                  2 | On Loan: No      |
| Nissan Auto Lease Trust 2025-B                                                  | NALT 2025-B B                     | CUSIP: 65481RAF8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5470000 | PA      | $5458996.00   | 0.04%             | 2029-07-16      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| Stellantis Financial Underwrit                                                  | SFUEL 2025-AA B                   | CUSIP: 858928AF1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4280000 | PA      | $4285546.88   | 0.03%             | 2029-04-20      | Fixed         | 4.74%                 | Yes           |                  2 | On Loan: No      |
| BMW US Capital LLC                                                              | BMW US CAP LLC                    | CUSIP: 05565ECV5<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |   24000000 | PA      | $24000774.00  | 0.16%             | 2027-03-19      | Floating      | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Telstra Group Ltd                                                               | TELSTRA GROUP                     | CUSIP: N/A<br>LEI: 894500WRW54CVN62K416       | Long             | DBT              | CORP              | AU        |   23410000 | PA      | $15067575.88  | 0.10%             | 2027-04-19      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                     | ORACLE CORP                       | CUSIP: 68389XBM6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   34280000 | PA      | $33670442.98  | 0.23%             | 2026-07-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables 2023-C Owner Trust                                      | TAOT 2023-C A3                    | CUSIP: 89231FAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6742824 | PA      | $6773920.07   | 0.05%             | 2028-04-17      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                 | PHILIP MORRIS IN                  | CUSIP: 718172DF3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    7115000 | PA      | $7156596.92   | 0.05%             | 2027-02-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                   | BOEING CO                         | CUSIP: 097023CM5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   19462000 | PA      | $18900821.21  | 0.13%             | 2027-02-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Securitized Term Auto Receivables Trust 2025-B                                  | SSTRT 2025-B D                    | CUSIP: 81378WAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | CA        |    1161121 | PA      | $1162274.62   | 0.01%             | 2032-12-29      | Fixed         | 5.46%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                             | AUD/USD FWD 20250917              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $18006.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital | CHARTER COMM OPT                  | CUSIP: 161175CM4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   30131000 | PA      | $30576974.96  | 0.21%             | 2026-11-10      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| SBNA Auto Lease Trust 2024-B                                                    | SBALT 2024-B A4                   | CUSIP: 78437VAG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5810000 | PA      | $5885760.66   | 0.04%             | 2028-12-20      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: No      |
| Guatemala Government Bond                                                       | REP OF GUATEMALA                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GT        |    6421000 | PA      | $6319154.01   | 0.04%             | 2027-06-05      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp                                                     | AMERICAN HONDA F                  | CUSIP: 02665WFJ5<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   37260000 | PA      | $37226974.97  | 0.26%             | 2027-07-09      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| Tesla Auto Lease Trust 2023-B                                                   | TESLA 2023-B A3                   | CUSIP: 88167QAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   12754276 | PA      | $12783903.97  | 0.09%             | 2026-09-21      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| PayPal Holdings Inc                                                             | PAYPAL HOLDING                    | CUSIP: 70450YAR4<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |   21000000 | PA      | $21075263.37  | 0.14%             | 2028-03-06      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                 | PHILIP MORRIS IN                  | CUSIP: 718172DS5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   14520000 | PA      | $14592999.45  | 0.10%             | 2028-04-28      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Auto Lease Trust                                                  | MBALT 2025-A A3                   | CUSIP: 58768YAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   11590000 | PA      | $11666262.20  | 0.08%             | 2029-04-16      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| General Motors                                                                  | GFORT 2025-1A C                   | CUSIP: 361886EH3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3160000 | PA      | $3163309.78   | 0.02%             | 2029-03-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                        | COOPERATIEVE RAB                  | CUSIP: 74977RDR2<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    9665000 | PA      | $9684933.68   | 0.07%             | 2028-08-22      | Variable      | 4.66%                 | Yes           |                  2 | On Loan: No      |
| GE HealthCare Technologies Inc                                                  | GE HEALTHCARE                     | CUSIP: 36267VAD5<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |   73885000 | PA      | $74007153.33  | 0.51%             | 2025-11-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                             | ELEVANCE HEALTH                   | CUSIP: 036752AB9<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   13716000 | PA      | $13495554.66  | 0.09%             | 2027-12-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                | T-MOBILE USA INC                  | CUSIP: 87264ABZ7<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   17796000 | PA      | $17497806.13  | 0.12%             | 2026-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                              | CAN IMPERIAL BK                   | CUSIP: 13607PHU1<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   36860000 | PA      | $37000471.25  | 0.25%             | 2027-09-11      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| Oman Government International Bond                                              | OMAN INTRNL BOND                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | OM        |   17297000 | PA      | $17260243.88  | 0.12%             | 2026-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Harley-Davidson Motorcycle Trust 2022-A                                         | HDMOT 2022-A A3                   | CUSIP: 41284YAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     209385 | PA      | $209202.05    | 0.00%             | 2027-02-15      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co LLC                                                        | VISTRA OPERATION                  | CUSIP: 92840VAT9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    4080000 | PA      | $4094084.57   | 0.03%             | 2026-12-30      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitizat                                                  | HALST 2025-B B                    | CUSIP: 44935DAF6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7850000 | PA      | $7905541.89   | 0.05%             | 2029-08-15      | Fixed         | 4.94%                 | Yes           |                  2 | On Loan: No      |
| Nomura Holdings Inc                                                             | NOMURA HOLDINGS                   | CUSIP: 65535HAZ2<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |   23443000 | PA      | $22674999.58  | 0.16%             | 2027-01-22      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp                                                                  | AIR LEASE CORP                    | CUSIP: 00914AAJ1<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   27050000 | PA      | $26810461.43  | 0.18%             | 2026-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                    | ENBRIDGE INC                      | CUSIP: 29250NCA1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    6998000 | PA      | $7081850.11   | 0.05%             | 2027-04-05      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Marriott International Inc/MD                                                   | MARRIOTT INTL                     | CUSIP: 571903BJ1<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    5055000 | PA      | $5117797.41   | 0.04%             | 2027-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| US Bank NA                                                                      | USCLN 2023-1 B                    | CUSIP: 90357PAV6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1180857 | PA      | $1193403.95   | 0.01%             | 2032-08-25      | Fixed         | 6.79%                 | Yes           |                  2 | On Loan: No      |
| State Street Corp                                                               | STATE STREET CRP                  | CUSIP: 857477CQ4<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   19500000 | PA      | $19536475.14  | 0.13%             | 2027-10-22      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| Benchmark 2019-B15 Mortgage Trust                                               | BMARK 2019-B15 AAB                | CUSIP: 08160KAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5047303 | PA      | $4885007.14   | 0.03%             | 2072-12-15      | Fixed         | 2.86%                 | No            |                  2 | On Loan: No      |
| Capital One Prime Auto Receivables Trust 2024-1                                 | COPAR 2024-1 A4                   | CUSIP: 14043NAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3300000 | PA      | $3319078.95   | 0.02%             | 2030-01-15      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| Public Service Enterprise Group Inc                                             | PUBLIC SERVICE                    | CUSIP: 744573AP1<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |   14130000 | PA      | $14104796.88  | 0.10%             | 2025-08-15      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2019-GC41                                   | CGCMT 2019-GC41 AAB               | CUSIP: 17328FAX3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1924093 | PA      | $1861185.66   | 0.01%             | 2056-08-10      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| SBNA Auto Lease Trust                                                           | SBALT 2025-A A4                   | CUSIP: 78437KAD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4970000 | PA      | $5006711.90   | 0.03%             | 2029-07-20      | Fixed         | 4.87%                 | Yes           |                  2 | On Loan: No      |
| IBM International Capital Pte Ltd                                               | IBM INT CAPITAL                   | CUSIP: 449276AA2<br>LEI: 2549007KTXQQBYZO7485 | Long             | DBT              | CORP              | SG        |    6420000 | PA      | $6428736.08   | 0.04%             | 2026-02-05      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Nasdaq Inc                                                                      | NASDAQ INC                        | CUSIP: 631103AG3<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $5965854.84   | 0.04%             | 2026-06-30      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank NA                                                          | MORGAN STANLEY B                  | CUSIP: 61690U8B9<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |   14060000 | PA      | $14311258.53  | 0.10%             | 2028-05-26      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Huntington Auto Trust 2024-1                                                    | HUNT 2024-1A A3                   | CUSIP: 446144AE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   15860000 | PA      | $15970874.09  | 0.11%             | 2029-01-16      | Fixed         | 5.23%                 | Yes           |                  2 | On Loan: No      |
| New Issuer: BB Company ID:71645526                                              | GMALT 2024-2 A4                   | CUSIP: 36269WAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    9730000 | PA      | $9821599.19   | 0.07%             | 2028-05-22      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| SBNA Auto Lease Trust 2024-A                                                    | SBALT 2024-A A4                   | CUSIP: 78414SAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    8650000 | PA      | $8688391.30   | 0.06%             | 2029-01-22      | Fixed         | 5.24%                 | Yes           |                  2 | On Loan: No      |
| GM Financial Automobile Leasin                                                  | GMALT 2025-1 A3                   | CUSIP: 36271VAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   31560000 | PA      | $31691769.31  | 0.22%             | 2028-02-21      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| Stellantis Financial Underwrit                                                  | SFUEL 2025-AA A3                  | CUSIP: 858928AD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   20490000 | PA      | $20505310.13  | 0.14%             | 2028-07-20      | Fixed         | 4.47%                 | Yes           |                  2 | On Loan: No      |
| SCCU Auto Receivables Trust 2023-1                                              | SCCU 2023-1A A3                   | CUSIP: 805922AE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    9560000 | PA      | $9631248.77   | 0.07%             | 2028-10-16      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| CCG Receivables Trust 2025-1                                                    | CCG 2025-1 A2                     | CUSIP: 12515XAB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6380000 | PA      | $6389020.68   | 0.04%             | 2032-10-14      | Fixed         | 4.48%                 | Yes           |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust 2024-1                                    | GMALT 2024-1 A3                   | CUSIP: 36269FAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   23820000 | PA      | $23874183.35  | 0.16%             | 2027-03-22      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| Huntington Bank Auto Credit-Linked Notes Series 2024-2                          | HACLN 2024-2 B1                   | CUSIP: 44644NAG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7025475 | PA      | $7070605.30   | 0.05%             | 2032-10-20      | Fixed         | 5.44%                 | Yes           |                  2 | On Loan: No      |
| UBS Group AG                                                                    | UBS GROUP                         | CUSIP: 902613AU2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    6944000 | PA      | $6972900.23   | 0.05%             | 2027-01-12      | Variable      | 5.71%                 | Yes           |                  2 | On Loan: No      |
| Dell Equipment Finance Trust 2023-1                                             | DEFT 2023-1 A3                    | CUSIP: 24702HAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    8125471 | PA      | $8137978.88   | 0.06%             | 2028-09-22      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: No      |
| American Heritage Auto Receivables Trust 2024-1                                 | AHART 2024-1A A2                  | CUSIP: 026944AB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   13702439 | PA      | $13707361.34  | 0.09%             | 2028-03-15      | Fixed         | 4.83%                 | Yes           |                  2 | On Loan: No      |
| CarMax Auto Owner Trust 2024-1                                                  | CARMX 2024-1 A2A                  | CUSIP: 14318WAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1546910 | PA      | $1548024.89   | 0.01%             | 2027-03-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| PFS Financing Corp                                                              | PFSFC 2024-B A                    | CUSIP: 69335PFE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5114000 | PA      | $5148887.71   | 0.04%             | 2029-02-15      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Porsche Financial Auto Securitization Trust 2023-2                              | PFAST 2023-2A A3                  | CUSIP: 732916AD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7346881 | PA      | $7399227.21   | 0.05%             | 2029-01-22      | Fixed         | 5.79%                 | Yes           |                  2 | On Loan: No      |
| World Omni Automobile Lease Se                                                  | WOLS 2025-A A3                    | CUSIP: 98164PAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   13180000 | PA      | $13202964.83  | 0.09%             | 2028-04-17      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Lease Trust 2025-A                                             | FORDL 2025-A B                    | CUSIP: 345282AF4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2890000 | PA      | $2907293.76   | 0.02%             | 2029-02-15      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust 2022-REV1                                          | FORDR 2022-1 C                    | CUSIP: 34528EAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7029000 | PA      | $7005629.28   | 0.05%             | 2034-11-15      | Fixed         | 4.67%                 | Yes           |                  2 | On Loan: No      |
| Volkswagen Financial Services Australia Pty Ltd                                 | VOLKSWAGEN AUST                   | CUSIP: N/A<br>LEI: 529900VBZRQG6COX9X61       | Long             | DBT              | CORP              | AU        |    8540000 | PA      | $5498175.50   | 0.04%             | 2026-04-13      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Sixth Street Specialty Lending Inc                                              | SIXTH STREET                      | CUSIP: 83012AAA7<br>LEI: 549300TX61566GJWCN05 | Long             | DBT              | CORP              | US        |    4565000 | PA      | $4464905.89   | 0.03%             | 2026-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PFS Financing Corp                                                              | PFSFC 2024-D A                    | CUSIP: 69335PFJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   17743000 | PA      | $17984271.09  | 0.12%             | 2029-04-15      | Fixed         | 5.34%                 | Yes           |                  2 | On Loan: No      |
| Voya Financial Inc                                                              | VOYA FINANCIAL                    | CUSIP: 929089AB6<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |    9402000 | PA      | $9331356.10   | 0.06%             | 2026-06-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| WEC Energy Group Inc                                                            | WEC ENERGY GROUP                  | CUSIP: 92939UAM8<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |    1883000 | PA      | $1902568.34   | 0.01%             | 2026-09-12      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Owens Corning                                                                   | OWENS CORNING                     | CUSIP: 690742AN1<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |    6655000 | PA      | $6768724.70   | 0.05%             | 2027-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| RTX Corp                                                                        | RTX CORP                          | CUSIP: 75513ECH2<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   16633000 | PA      | $16402575.40  | 0.11%             | 2027-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Mid-America Apartments LP                                                       | MID-AMER APT LP                   | CUSIP: 59523UAM9<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              | CORP              | US        |   12387000 | PA      | $12354434.82  | 0.08%             | 2025-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Lease Trust 2023-B                                             | FORDL 2023-B A4                   | CUSIP: 34529NAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    8270000 | PA      | $8300469.16   | 0.06%             | 2027-01-15      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| Toyota Lease Owner Trust 2023-B                                                 | TLOT 2023-B A3                    | CUSIP: 89240HAD7<br>LEI: 254900ILC8EOVFWZQA04 | Long             | ABS-CBDO         | CORP              | US        |   22045561 | PA      | $22102456.57  | 0.15%             | 2026-11-20      | Fixed         | 5.66%                 | Yes           |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                       | TORONTO DOM BANK                  | CUSIP: 89115A2S0<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   21658000 | PA      | $21879145.29  | 0.15%             | 2026-07-17      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2024-1                                   | SDART 2024-1 B                    | CUSIP: 80288AAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5950000 | PA      | $5978471.35   | 0.04%             | 2028-12-15      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2025-R05                                    | CAS 2025-R05 2A1                  | CUSIP: 20753CAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10680000 | PA      | $10690012.50  | 0.07%             | 2045-07-25      | Floating      | 5.32%                 | Yes           |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes Series 2024-A                                | ABCLN 2024-A B                    | CUSIP: 02007GZ55<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2274115 | PA      | $2301225.85   | 0.02%             | 2032-05-17      | Fixed         | 5.83%                 | Yes           |                  2 | On Loan: No      |
| CDP Financial Inc                                                               | CDP FINANCIAL                     | CUSIP: 125094AV4<br>LEI: 549300OXMGVYFCBFV096 | Long             | DBT              | NUSS              | CA        |   14800000 | PA      | $14409205.11  | 0.10%             | 2026-05-26      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| GATX Corp                                                                       | GATX CORP                         | CUSIP: 361448AZ6<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    2111000 | PA      | $2082818.47   | 0.01%             | 2027-03-30      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Roper Technologies Inc                                                          | ROPER TECHNOLOGI                  | CUSIP: 776743AM8<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |   26555000 | PA      | $26429827.43  | 0.18%             | 2025-09-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                | BANK OF NY MELLO                  | CUSIP: 06406RBG1<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   23783000 | PA      | $23616388.43  | 0.16%             | 2028-06-13      | Variable      | 3.99%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                              | CAN IMPERIAL BK                   | CUSIP: 13607PVP6<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   81400000 | PA      | $81875673.92  | 0.56%             | 2028-01-13      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| Toyota Finance Australia Ltd                                                    | TOYOTA FIN AUSTR                  | CUSIP: N/A<br>LEI: 3UKPTDP5PGQRH8AUK042       | Long             | DBT              | CORP              | AU        |   16520000 | PA      | $10646741.49  | 0.07%             | 2026-04-06      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Lease Trust 2024-A                                             | FORDL 2024-A B                    | CUSIP: 345290AF7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    8430000 | PA      | $8470630.07   | 0.06%             | 2027-06-15      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Lease Trust 2025-B                                                  | NALT 2025-B C                     | CUSIP: 65481RAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2870000 | PA      | $2864059.67   | 0.02%             | 2029-11-15      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitization Trust 2025-A                                  | HALST 2025-A A4                   | CUSIP: 44935WAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6030000 | PA      | $6075976.94   | 0.04%             | 2029-01-16      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes Series 2023-B                           | SBCLN 2023-B B                    | CUSIP: 80290CCB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1763561 | PA      | $1772809.31   | 0.01%             | 2033-12-15      | Fixed         | 5.64%                 | Yes           |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | ENERGY TRANSFER                   | CUSIP: 86765BAT6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   24201000 | PA      | $24065016.76  | 0.17%             | 2026-07-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Broadcom Corp / Broadcom Cayman Finance Ltd                                     | BRDCOM CRP / FIN                  | CUSIP: 11134LAR0<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |   21005000 | PA      | $20552595.15  | 0.14%             | 2028-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                    | ING GROEP NV                      | CUSIP: 456837AH6<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   25518000 | PA      | $25305063.52  | 0.17%             | 2027-03-29      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Lease Trust 2024-A                                             | FORDL 2024-A A4                   | CUSIP: 345290AE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1710000 | PA      | $1717755.02   | 0.01%             | 2027-06-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes Series 2023-B                           | SBCLN 2023-B D                    | CUSIP: 80290CCD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2714624 | PA      | $2742624.28   | 0.02%             | 2033-12-15      | Fixed         | 6.66%                 | Yes           |                  2 | On Loan: No      |
| Intel Corp                                                                      | INTEL CORP                        | CUSIP: 458140AX8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    1910000 | PA      | $1863006.19   | 0.01%             | 2027-05-11      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp                                               | DELL INT / EMC                    | CUSIP: 24703TAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   47206000 | PA      | $47356245.37  | 0.33%             | 2026-10-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMER CRP                  | CUSIP: 06051GJS9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   12650000 | PA      | $12301590.54  | 0.08%             | 2027-07-22      | Variable      | 1.73%                 | No            |                  2 | On Loan: No      |
| GLS Auto Select Receivables Trust 2025-3                                        | GSAR 2025-3A A2                   | CUSIP: 36272GAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   15761000 | PA      | $15744821.33  | 0.11%             | 2030-10-15      | Fixed         | 4.46%                 | Yes           |                  2 | On Loan: No      |
| US Bank NA/Cincinnati OH                                                        | US BANK NA OHIO                   | CUSIP: 90331HPS6<br>LEI: 6BYL5QZYBDK8S7L73M02 | Long             | DBT              | CORP              | US        |   37537000 | PA      | $37702818.57  | 0.26%             | 2028-05-15      | Variable      | 4.73%                 | No            |                  2 | On Loan: No      |
| WEC Energy Group Inc                                                            | WEC ENERGY GROUP                  | CUSIP: 92939UAK2<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |   22937000 | PA      | $22935358.86  | 0.16%             | 2026-01-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes Series 2024-A                           | SBCLN 2024-A C                    | CUSIP: 80290CCK8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2200568 | PA      | $2213309.32   | 0.02%             | 2032-06-15      | Fixed         | 5.82%                 | Yes           |                  2 | On Loan: No      |
| Southern Gas Corridor CJSC                                                      | STHRN GAS CRIDOR                  | CUSIP: N/A<br>LEI: 213800DG58KG59XY6318       | Long             | DBT              | CORP              | AZ        |   18044000 | PA      | $18230246.56  | 0.13%             | 2026-03-24      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| GreenState Auto Receivables Trust 2024-1                                        | GRNST 2024-1A A2                  | CUSIP: 39573AAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3012388 | PA      | $3017816.17   | 0.02%             | 2027-08-16      | Fixed         | 5.53%                 | Yes           |                  2 | On Loan: No      |
| Network Finance Co Pty Ltd                                                      | NETWORK FINANCE                   | CUSIP: N/A<br>LEI: 213800XV6ZAOWZ2IIS63       | Long             | DBT              | CORP              | AU        |    3650000 | PA      | $2290039.65   | 0.02%             | 2026-11-11      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Dell Equipment Finance Trust 2023-3                                             | DEFT 2023-3 A3                    | CUSIP: 24702EAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   22425638 | PA      | $22540596.05  | 0.15%             | 2029-04-23      | Fixed         | 5.93%                 | Yes           |                  2 | On Loan: No      |
| Ford Credit Auto Lease Trust 2025-A                                             | FORDL 2025-A A4                   | CUSIP: 345282AE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6820000 | PA      | $6866112.75   | 0.05%             | 2029-02-15      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| CCG Receivables Trust 2024-1                                                    | CCG 2024-1 A2                     | CUSIP: 12515PAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   14588173 | PA      | $14657822.88  | 0.10%             | 2032-03-15      | Fixed         | 4.99%                 | Yes           |                  2 | On Loan: No      |
| World Omni Select Auto Trust 2024-A                                             | WOSAT 2024-A A3                   | CUSIP: 98164LAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   12280000 | PA      | $12318592.36  | 0.08%             | 2030-02-15      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitization Trust 2024-A                                  | HALST 2024-A A3                   | CUSIP: 448988AD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   11360000 | PA      | $11383280.05  | 0.08%             | 2027-03-15      | Fixed         | 5.02%                 | Yes           |                  2 | On Loan: No      |
| Volkswagen Auto Lease Trust 2024-A                                              | VWALT 2024-A A3                   | CUSIP: 92866EAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   21880000 | PA      | $22038601.56  | 0.15%             | 2027-06-21      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| PFS Financing Corp                                                              | PFSFC 2023-C A                    | CUSIP: 69335PEY7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    8384000 | PA      | $8480352.28   | 0.06%             | 2028-10-15      | Fixed         | 5.52%                 | Yes           |                  2 | On Loan: No      |
| US Bancorp                                                                      | US BANCORP                        | CUSIP: 91159HJP6<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   49923000 | PA      | $51226013.76  | 0.35%             | 2027-10-26      | Variable      | 6.79%                 | No            |                  2 | On Loan: No      |
| New Issuer: BB Company ID:71471129                                              | TLOT 2024-A A3                    | CUSIP: 89238GAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    8344025 | PA      | $8374285.48   | 0.06%             | 2027-04-20      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| ARI Fleet Lease Trust 2024-A                                                    | ARIFL 2024-A A2                   | CUSIP: 00218KAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5291464 | PA      | $5312095.62   | 0.04%             | 2032-11-15      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| General Motors                                                                  | GFORT 2025-1A B                   | CUSIP: 361886DZ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3110000 | PA      | $3113659.23   | 0.02%             | 2029-03-15      | Fixed         | 4.79%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE                    | CUSIP: 46647PET9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   29520000 | PA      | $29537406.47  | 0.20%             | 2029-01-24      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co                                                   | HP ENTERPRISE                     | CUSIP: 42824CBR9<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |   79002000 | PA      | $78942613.41  | 0.54%             | 2026-09-25      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2025-3                                   | SDART 2025-3 A3                   | CUSIP: 80288JAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   19680000 | PA      | $19666501.49  | 0.14%             | 2030-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bond                                | REP OF POLAND                     | CUSIP: 731011AU6<br>LEI: N/A                  | Long             | DBT              | NUSS              | PL        |   34699000 | PA      | $34408814.34  | 0.24%             | 2026-04-06      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust 2023-B                                             | FORDO 2023-B A3                   | CUSIP: 344930AD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   11349948 | PA      | $11404443.59  | 0.08%             | 2028-05-15      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| Evergreen Credit Card Trust                                                     | EVGRN 2025-CRT5 B                 | CUSIP: 30023JCX4<br>LEI: 5493002G9KVV6J3CNU15 | Long             | ABS-CBDO         | CORP              | CA        |    3540000 | PA      | $3565160.55   | 0.02%             | 2029-05-15      | Fixed         | 5.24%                 | Yes           |                  2 | On Loan: No      |
| Simon Property Group LP                                                         | SIMON PROP GP LP                  | CUSIP: 828807CW5<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    8380000 | PA      | $8327759.92   | 0.06%             | 2026-01-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| GMF Floorplan Owner Revolving Trust                                             | GFORT 2024-3A B                   | CUSIP: 361886DM3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6204000 | PA      | $6216302.53   | 0.04%             | 2028-11-15      | Fixed         | 4.92%                 | Yes           |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                                         | CHARLES SCHWAB                    | CUSIP: 808513BY0<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    3750000 | PA      | $3642707.10   | 0.03%             | 2027-03-03      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Galaxy Pipeline Assets Bidco Ltd                                                | GALAXY PIPELINE                   | CUSIP: N/A<br>LEI: 549300L82YB0C6JQIC26       | Long             | DBT              | CORP              | JE        |   18511198 | PA      | $17866707.06  | 0.12%             | 2027-09-30      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| DuPont de Nemours Inc                                                           | DOWDUPONT                         | CUSIP: 26078JAC4<br>LEI: 5493004JF0SDFLM8GD76 | Long             | DBT              | CORP              | US        |   49736000 | PA      | $49638565.68  | 0.34%             | 2025-11-15      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE                    | CUSIP: 46647PCB0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   25000000 | PA      | $24462819.75  | 0.17%             | 2027-04-22      | Variable      | 1.58%                 | No            |                  2 | On Loan: No      |
| Porsche Innovative Lease Owner                                                  | PILOT 2025-1A A3                  | CUSIP: 73329KAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   11590000 | PA      | $11644058.08  | 0.08%             | 2028-10-20      | Fixed         | 4.61%                 | Yes           |                  2 | On Loan: No      |
| CNH Industrial Capital LLC                                                      | CNH INDUSTRIAL                    | CUSIP: 12592BAT1<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |    6073000 | PA      | $6061872.14   | 0.04%             | 2027-10-08      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co Lp / PTL Finance Corp                                   | PENSKE TRUCK LE                   | CUSIP: 709599BM5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   10365000 | PA      | $10098833.02  | 0.07%             | 2026-06-15      | Fixed         | 1.70%                 | Yes           |                  2 | On Loan: No      |
| Rio Tinto Finance USA PLC                                                       | RIO TINTO FIN PL                  | CUSIP: 76720AAY2<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |   26030000 | PA      | $26219975.53  | 0.18%             | 2028-03-14      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC HOLDINGS                     | CUSIP: 404280BK4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   46228000 | PA      | $45793003.30  | 0.31%             | 2028-03-13      | Variable      | 4.04%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                           | ATHENE GLOBAL FU                  | CUSIP: 04685A4E8<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   15430000 | PA      | $15499802.23  | 0.11%             | 2027-01-07      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Toyota Auto Receivables 2023-B Owner Trust                                      | TAOT 2023-B A3                    | CUSIP: 891941AD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    9401600 | PA      | $9416831.49   | 0.06%             | 2028-02-15      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| M&T Bank Auto Receivables Trus                                                  | MTBAT 2025-1A A3                  | CUSIP: 55287XAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   10150000 | PA      | $10221597.09  | 0.07%             | 2030-06-17      | Fixed         | 4.73%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                             | STACR 2025-DNA2 A1                | CUSIP: 35564NHY2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    9157500 | PA      | $9166108.05   | 0.06%             | 2045-05-25      | Floating      | 5.45%                 | Yes           |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                       | TORONTO DOM BANK                  | CUSIP: 89115A3F7<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   33636000 | PA      | $33704199.34  | 0.23%             | 2028-01-31      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2023-R07                                    | CAS 2023-R07 2M1                  | CUSIP: 20753BAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5239161 | PA      | $5275165.65   | 0.04%             | 2043-09-25      | Floating      | 6.30%                 | Yes           |                  2 | On Loan: No      |
| GATX Corp                                                                       | GATX CORP                         | CUSIP: 361448AY9<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |   19045000 | PA      | $18736861.42  | 0.13%             | 2026-09-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitization Trust 2025-C                                  | HALST 2025-C A3                   | CUSIP: 44935GAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   38580000 | PA      | $38533242.20  | 0.26%             | 2028-07-17      | Fixed         | 4.36%                 | Yes           |                  2 | On Loan: No      |
| Broadcom Inc                                                                    | BROADCOM INC                      | CUSIP: 11135FAN1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    3993000 | PA      | $3954042.61   | 0.03%             | 2026-09-15      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | US 2YR NOTE (CBT) Sep25           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |      -3883 | NC      | $1300814.29   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Charles Schwab Corp/The                                                         | CHARLES SCHWAB                    | CUSIP: 808513BF1<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    5724000 | PA      | $5595917.26   | 0.04%             | 2026-03-11      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes Series 2024-A                           | SBCLN 2024-A D                    | CUSIP: 80290CCL6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2671538 | PA      | $2694593.42   | 0.02%             | 2032-06-15      | Fixed         | 6.11%                 | Yes           |                  2 | On Loan: No      |
| Verizon Master Trust Series 2024-4                                              | VZMT 2024-4 C                     | CUSIP: 92348KCX9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7824000 | PA      | $7873234.08   | 0.05%             | 2029-06-20      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                   | CITIGROUP INC                     | CUSIP: 172967KG5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    7870000 | PA      | $7834012.77   | 0.05%             | 2026-01-12      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Cheniere Corpus Christi Holdings LLC                                            | CHENIERE CORP CH                  | CUSIP: 16412XAG0<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |   80585000 | PA      | $81173993.35  | 0.56%             | 2027-06-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| HPEFS Equipment Trust 2023-2                                                    | HPEFS 2023-2A A3                  | CUSIP: 44328UAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4180000 | PA      | $4186130.39   | 0.03%             | 2031-01-21      | Fixed         | 5.99%                 | Yes           |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust 2025-2                                    | WLAKE 2025-2A B                   | CUSIP: 96041KAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5640000 | PA      | $5633696.17   | 0.04%             | 2031-01-15      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| NTT Finance Corp                                                                | NTT FINANCE                       | CUSIP: 62954WAP0<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |   17957000 | PA      | $17976083.98  | 0.12%             | 2027-07-16      | Fixed         | 4.57%                 | Yes           |                  2 | On Loan: No      |
| Air Lease Corp                                                                  | AIR LEASE CORP                    | CUSIP: 00914AAR3<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   30684000 | PA      | $29692856.17  | 0.20%             | 2027-01-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Morocco Government International Bond                                           | MOROCCO KINGDOM                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MA        |    5350000 | PA      | $5070538.47   | 0.03%             | 2027-12-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Daimler Truck Finance North America LLC                                         | DAIMLER TRUCK                     | CUSIP: 233853AV2<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |   14925000 | PA      | $15025076.30  | 0.10%             | 2027-01-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Kraft Heinz Foods Co                                                            | KRAFT HEINZ FOOD                  | CUSIP: 50077LBC9<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |   13816000 | PA      | $13646900.04  | 0.09%             | 2027-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Israel Government International Bond                                            | STATE OF ISRAEL                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IL        |    2905000 | PA      | $3240057.07   | 0.02%             | 2027-01-18      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| AmeriCredit Automobile Receivables Trust 2024-1                                 | AMCAR 2024-1 A3                   | CUSIP: 023947AD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   23160000 | PA      | $23338596.02  | 0.16%             | 2029-01-18      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                             | PETROLEOS MEXICA                  | CUSIP: 71654QDH2<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    1902000 | PA      | $1904107.87   | 0.01%             | 2025-10-16      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Harley-Davidson Motorcycle Trust 2024-A                                         | HDMOT 2024-A A3                   | CUSIP: 412922AC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   21280000 | PA      | $21471026.30  | 0.15%             | 2029-03-15      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Lease Trust 2025-A                                                  | NALT 2025-A B                     | CUSIP: 65479XAF9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3160000 | PA      | $3186483.01   | 0.02%             | 2029-02-15      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust Series 2024-4                                              | VZMT 2024-4 B                     | CUSIP: 92348KCW1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5560000 | PA      | $5595114.18   | 0.04%             | 2029-06-20      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| World Omni Automobile Lease Securitization Trust 2024-A                         | WOLS 2024-A A3                    | CUSIP: 981946AD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   14240000 | PA      | $14353311.95  | 0.10%             | 2027-10-15      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| Citizens Auto Receivables Trust 2024-1                                          | CITZN 2024-1 A3                   | CUSIP: 17331QAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   22210000 | PA      | $22299059.88  | 0.15%             | 2028-04-17      | Fixed         | 5.11%                 | Yes           |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2025-3                                   | SDART 2025-3 B                    | CUSIP: 80288JAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   11890000 | PA      | $11854692.65  | 0.08%             | 2031-09-15      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                                                             | NATWEST MARKETS                   | CUSIP: 63906YAH1<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |    8400000 | PA      | $8550513.22   | 0.06%             | 2027-05-17      | Fixed         | 5.42%                 | Yes           |                  2 | On Loan: No      |
| Paraguay Government International Bond                                          | PARAGUAY                          | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PY        |    3946000 | PA      | $3936085.20   | 0.03%             | 2026-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BAE Systems PLC                                                                 | BAE SYSTEMS PLC                   | CUSIP: 05523RAH0<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |   14828000 | PA      | $14961087.68  | 0.10%             | 2027-03-26      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                                                        | MARSH & MCLENNAN                  | CUSIP: 571748BZ4<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |   18520000 | PA      | $18590546.20  | 0.13%             | 2027-11-08      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| Exeter Select Automobile Receivables Trust 2025-2                               | ESART 2025-2 A3                   | CUSIP: 30185EAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7280000 | PA      | $7270184.96   | 0.05%             | 2030-08-15      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| AvalonBay Communities Inc                                                       | AVALONBAY COMMUN                  | CUSIP: 05348EAW9<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |    2540000 | PA      | $2529919.17   | 0.02%             | 2025-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Aon Corp / Aon Global Holdings PLC                                              | AON CORP/AON GLO                  | CUSIP: 03740LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    7697000 | PA      | $7492069.22   | 0.05%             | 2027-05-28      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                                                     | NUTRIEN LTD                       | CUSIP: 67077MAE8<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |   10636000 | PA      | $10548637.70  | 0.07%             | 2026-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC HOLDINGS                     | CUSIP: 404280DF3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    7875000 | PA      | $7892234.67   | 0.05%             | 2028-06-09      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                        | COOPERATIEVE RAB                  | CUSIP: 74977RDK7<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   14125000 | PA      | $13843172.92  | 0.10%             | 2027-02-24      | Variable      | 1.11%                 | Yes           |                  2 | On Loan: No      |
| Dell Equipment Finance Trust                                                    | DEFT 2025-1 B                     | CUSIP: 24703UAG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     550000 | PA      | $554392.08    | 0.00%             | 2031-02-24      | Fixed         | 4.96%                 | Yes           |                  2 | On Loan: No      |
| Dominican Republic International Bond                                           | DOMINICAN REPUBL                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | DO        |    2993333 | PA      | $3098566.48   | 0.02%             | 2027-04-20      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| BMW Vehicle Lease Trust 2025-1                                                  | BMWLT 2025-1 A3                   | CUSIP: 096912AD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   16900000 | PA      | $16933609.03  | 0.12%             | 2028-06-26      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| Ares Capital Corp                                                               | ARES CAPITAL COR                  | CUSIP: 04010LBA0<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |   18848000 | PA      | $18402249.51  | 0.13%             | 2026-07-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| AutoNation Finance Trust 2025-1                                                 | DRVPNK 2025-1A A3                 | CUSIP: 05330QAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   12630000 | PA      | $12676597.12  | 0.09%             | 2029-11-13      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| ITC Holdings Corp                                                               | ITC HOLDINGS COR                  | CUSIP: 465685AR6<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |    9022000 | PA      | $9077789.07   | 0.06%             | 2027-09-22      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Duke Energy Corp                                                                | DUKE ENERGY COR                   | CUSIP: 26441CAS4<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   46312000 | PA      | $45390892.76  | 0.31%             | 2026-09-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Americredit Automobile Receivables Trust 2023-1                                 | AMCAR 2023-1 A3                   | CUSIP: 03067BAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7395880 | PA      | $7419204.19   | 0.05%             | 2027-11-18      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                             | AMERICAN TOWER                    | CUSIP: 03027XBL3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    9817000 | PA      | $9604171.96   | 0.07%             | 2026-04-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Lease Trust 2023-B                                             | FORDL 2023-B B                    | CUSIP: 34529NAF7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   10010000 | PA      | $10078039.97  | 0.07%             | 2027-02-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes Series 2024-B                           | SBCLN 2024-B A2                   | CUSIP: 80280BAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     814251 | PA      | $815955.20    | 0.01%             | 2033-01-18      | Fixed         | 4.91%                 | Yes           |                  2 | On Loan: No      |
| CNH Industrial Capital LLC                                                      | CNH INDUSTRIAL                    | CUSIP: 12592BAP9<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |   10580000 | PA      | $10593106.50  | 0.07%             | 2025-10-14      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Marriott International Inc/MD                                                   | MARRIOTT INTL                     | CUSIP: 571903AP8<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    3634000 | PA      | $3624905.48   | 0.02%             | 2025-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                             | PETROLEOS MEXICA                  | CUSIP: 71654QCG5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    8361000 | PA      | $8355051.57   | 0.06%             | 2027-03-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Trillium Credit Card Trust II                                                   | TCCT 2024-1A A                    | CUSIP: 89621ABZ1<br>LEI: 549300P7QN1SDIOQVL28 | Long             | ABS-CBDO         | CORP              | CA        |   25990000 | PA      | $26026866.82  | 0.18%             | 2028-12-27      | Floating      | 5.03%                 | Yes           |                  2 | On Loan: No      |
| Volvo Financial Equipment LLC                                                   | VFET 2025-1A A3                   | CUSIP: 92887TAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   10520000 | PA      | $10537784.06  | 0.07%             | 2029-05-15      | Fixed         | 4.46%                 | Yes           |                  2 | On Loan: No      |
| Chesapeake Funding II LLC                                                       | CFII 2024-1A A1                   | CUSIP: 165183DE1<br>LEI: 5493000HT7H4OFOD6Z12 | Long             | ABS-CBDO         | CORP              | US        |    6362305 | PA      | $6421842.59   | 0.04%             | 2036-05-15      | Fixed         | 5.52%                 | Yes           |                  2 | On Loan: No      |
| Toyota Lease Owner Trust 2024-B                                                 | TLOT 2024-B A4                    | CUSIP: 891943AE2<br>LEI: 254900R64DFTI1MWY364 | Long             | ABS-CBDO         | CORP              | US        |   12370000 | PA      | $12345221.65  | 0.08%             | 2029-01-22      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| CCG Receivables Trust                                                           | CCG 2023-2 A2                     | CUSIP: 12511QAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2475200 | PA      | $2499277.90   | 0.02%             | 2032-04-14      | Fixed         | 6.28%                 | Yes           |                  2 | On Loan: No      |
| GM Financial Automobile Leasin                                                  | GMALT 2025-1 B                    | CUSIP: 36271VAF4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7200000 | PA      | $7220440.80   | 0.05%             | 2029-02-20      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| GREAT AMERICA LEASING RECEIVAB                                                  | GALC 2025-1 A2                    | CUSIP: 39154GAH9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    8050000 | PA      | $8043462.60   | 0.06%             | 2027-10-15      | Fixed         | 4.52%                 | Yes           |                  2 | On Loan: No      |
| Digital Realty Trust LP                                                         | DIGITAL REALTY                    | CUSIP: 25389JAR7<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              | CORP              | US        |   19129000 | PA      | $18865767.55  | 0.13%             | 2027-08-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                            | ROYAL BK CANADA                   | CUSIP: 78016HZY9<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   63530000 | PA      | $63702900.07  | 0.44%             | 2027-07-23      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| Volvo Financial Equipment LLC Series 2024-1                                     | VFET 2024-1A A3                   | CUSIP: 92887QAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   11050000 | PA      | $11027017.11  | 0.08%             | 2028-10-16      | Fixed         | 4.29%                 | Yes           |                  2 | On Loan: No      |
| Brisbane Airport Corp Pty Ltd                                                   | BRISBANE AIRPORT                  | CUSIP: N/A<br>LEI: 213800C7HCV4YHQ1B159       | Long             | DBT              | CORP              | AU        |    4160000 | PA      | $2650827.33   | 0.02%             | 2026-06-30      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| ARI Fleet Lease Trust 2023-A                                                    | ARIFL 2023-A A2                   | CUSIP: 00218GAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1530932 | PA      | $1532839.24   | 0.01%             | 2032-02-17      | Fixed         | 5.41%                 | Yes           |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2024-1                                   | SDART 2024-1 A3                   | CUSIP: 80288AAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   13572963 | PA      | $13592529.78  | 0.09%             | 2028-04-17      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Sonoco Products Co                                                              | SONOCO PRODUCTS                   | CUSIP: 835495AQ5<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |   16485000 | PA      | $16452737.21  | 0.11%             | 2026-09-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                | BANK OF MONTREAL                  | CUSIP: 06368FAC3<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   20000000 | PA      | $19312864.40  | 0.13%             | 2026-09-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                             | AMERICAN EXPRESS                  | CUSIP: 025816DL0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   27171000 | PA      | $27278895.50  | 0.19%             | 2026-10-30      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Finance North America LLC                                         | MERCEDES-BNZ FIN                  | CUSIP: 58769JAP2<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |   59445000 | PA      | $59462471.48  | 0.41%             | 2026-01-09      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| National Fuel Gas Co                                                            | NATIONAL FUEL GA                  | CUSIP: 636180BS9<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |    1057000 | PA      | $1065287.03   | 0.01%             | 2026-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UBS AG/Stamford CT                                                              | UBS AG STAMFORD                   | CUSIP: 90261AAD4<br>LEI: 254900R882POXXVAK772 | Long             | DBT              | CORP              | CH        |   55770000 | PA      | $56097867.37  | 0.39%             | 2028-01-10      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| Ally Auto Receivables Trust 2024-2                                              | ALLYA 2024-2 A3                   | CUSIP: 02007NAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    9620000 | PA      | $9595623.88   | 0.07%             | 2029-07-16      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| Ally Auto Receivables Trust 2023-1                                              | ALLYA 2023-1 A3                   | CUSIP: 02007WAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   10063935 | PA      | $10127223.14  | 0.07%             | 2028-05-15      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes Series 2024-B                                | ABCLN 2024-B A2                   | CUSIP: 02007G4B6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3678447 | PA      | $3695072.51   | 0.03%             | 2032-09-15      | Fixed         | 4.97%                 | Yes           |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                 | GEN MOTORS FIN                    | CUSIP: 37045XDW3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   11375000 | PA      | $11433492.53  | 0.08%             | 2027-04-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Private Bank NA                                                  | MORGAN STANLEY                    | CUSIP: 61776NVE0<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |   26450000 | PA      | $26432800.36  | 0.18%             | 2028-07-06      | Variable      | 4.47%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                             | ELEVANCE HEALTH                   | CUSIP: 036752BG7<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   17700000 | PA      | $17710733.10  | 0.12%             | 2026-10-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitization Trust 2025-A                                  | HALST 2025-A B                    | CUSIP: 44935WAF4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3800000 | PA      | $3828503.04   | 0.03%             | 2029-06-15      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| Credit Agricole SA                                                              | CRED AGRICOLE SA                  | CUSIP: 22535WAQ0<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   22610000 | PA      | $22674354.84  | 0.16%             | 2029-01-09      | Floating      | 5.46%                 | Yes           |                  2 | On Loan: No      |
| Weyerhaeuser Co                                                                 | WEYERHAEUSER CO                   | CUSIP: 962166CC6<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              | CORP              | US        |   29216000 | PA      | $29248292.44  | 0.20%             | 2026-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                             | NEXTERA ENERGY                    | CUSIP: 65339KAT7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    4931000 | PA      | $4854842.68   | 0.03%             | 2027-05-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                   | BOEING CO                         | CUSIP: 097023CU7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   34806000 | PA      | $35007807.62  | 0.24%             | 2027-05-01      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Alloya Auto Receivables Trust 2025-1                                            | ALLCU 2025-1A A3                  | CUSIP: 01986QAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5830000 | PA      | $5815482.13   | 0.04%             | 2028-12-26      | Fixed         | 4.69%                 | Yes           |                  2 | On Loan: No      |
| AT&T Inc                                                                        | AT&T INC                          | CUSIP: 00206RML3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   43444000 | PA      | $42651753.48  | 0.29%             | 2026-03-25      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Lease Trust 2024-B                                             | FORDL 2024-B B                    | CUSIP: 345279AF0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6470000 | PA      | $6514303.33   | 0.04%             | 2028-02-15      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                                            | PNC FINANCIAL                     | CUSIP: 693475BT1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1023694.64   | 0.01%             | 2027-10-20      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| National Bank of Canada                                                         | NATL BANK CANADA                  | CUSIP: 63307A3D5<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |   55450000 | PA      | $55751645.23  | 0.38%             | 2028-02-01      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| Huntington National Bank/The                                                    | HUNTINGTON NATL                   | CUSIP: 44644MAK7<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | DBT              | CORP              | US        |   45848000 | PA      | $46058601.87  | 0.32%             | 2028-04-12      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| NNN REIT Inc                                                                    | NNN REIT                          | CUSIP: 637417AH9<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |    6741000 | PA      | $6723204.77   | 0.05%             | 2025-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Affiliated Managers Group Inc                                                   | AFFIL MANAGERS                    | CUSIP: 008252AN8<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | DBT              | CORP              | US        |   65000000 | PA      | $65000000.00  | 0.45%             | 2025-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| RTX Corp                                                                        | UNITED TECH CORP                  | CUSIP: 913017CR8<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   51539000 | PA      | $50428686.56  | 0.35%             | 2027-05-04      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Rogers Communications Inc                                                       | ROGERS COMMUNIC                   | CUSIP: 775109BE0<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |   24062000 | PA      | $23950793.62  | 0.16%             | 2025-12-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| DLLST 2024-1 LLC                                                                | DLLST 2024-1A A3                  | CUSIP: 23346HAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    8190000 | PA      | $8212127.74   | 0.06%             | 2027-08-20      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| Empresa Nacional del Petroleo                                                   | EMPRESA NACIONAL                  | CUSIP: N/A<br>LEI: 549300YP3P0JZBLIV197       | Long             | DBT              | CORP              | CL        |    2874000 | PA      | $2823110.80   | 0.02%             | 2026-08-05      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY                    | CUSIP: 61772BAB9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   14780000 | PA      | $14446364.85  | 0.10%             | 2027-05-04      | Variable      | 1.59%                 | No            |                  2 | On Loan: No      |
| RCKT Trust 2025-PL1                                                             | RCKTL 2025-1A B                   | CUSIP: 74939RAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     990000 | PA      | $989164.34    | 0.01%             | 2034-07-25      | Fixed         | 4.99%                 | Yes           |                  2 | On Loan: No      |
| Verizon Master Trust                                                            | VZMT 2025-3 C                     | CUSIP: 92348KEB5<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |    5940000 | PA      | $5940548.26   | 0.04%             | 2030-03-20      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                       | TORONTO DOM BANK                  | CUSIP: 89115A3A8<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |  102000000 | PA      | $102177520.80 | 0.70%             | 2026-12-17      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust 2022-REV1                                          | FORDR 2022-1 A                    | CUSIP: 34528EAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   22720000 | PA      | $22527152.64  | 0.15%             | 2034-11-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Allstate Corp/The                                                               | ALLSTATE CORP                     | CUSIP: 020002BD2<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |    2890000 | PA      | $2843107.81   | 0.02%             | 2026-12-15      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| Lonsdale Finance Pty Ltd                                                        | LONSDALE FINANCE                  | CUSIP: N/A<br>LEI: 549300VX4WC30OTQ1E62       | Long             | DBT              | CORP              | AU        |   23570000 | PA      | $15138442.81  | 0.10%             | 2025-10-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| BMW Vehicle Lease Trust 2025-1                                                  | BMWLT 2025-1 A4                   | CUSIP: 096912AE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   15040000 | PA      | $15076596.83  | 0.10%             | 2028-10-25      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | AERCAP IRELAND                    | CUSIP: 00774MAG0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    9875000 | PA      | $9871141.64   | 0.07%             | 2025-10-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Aflac Inc                                                                       | AFLAC INC                         | CUSIP: 001055BK7<br>LEI: 549300N0B7DOGLXWPP39 | Long             | DBT              | CORP              | US        |    2564000 | PA      | $2511111.47   | 0.02%             | 2026-03-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA/New York NY                                              | GOLDMAN SACHS BK                  | CUSIP: 38151LAG5<br>LEI: KD3XUN7C6T14HNAYLU02 | Long             | DBT              | CORP              | US        |   25000000 | PA      | $25147035.50  | 0.17%             | 2027-05-21      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                             | NEXTERA ENERGY                    | CUSIP: 65339KBS8<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   16030000 | PA      | $16035797.57  | 0.11%             | 2025-09-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SBNA Auto Lease Trust 2024-B                                                    | SBALT 2024-B A3                   | CUSIP: 78437VAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   14930000 | PA      | $15005650.31  | 0.10%             | 2027-11-22      | Fixed         | 5.56%                 | Yes           |                  2 | On Loan: No      |
| Nissan Auto Lease Trust 2025-A                                                  | NALT 2025-A C                     | CUSIP: 65479XAG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6335000 | PA      | $6378466.34   | 0.04%             | 2029-06-15      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | GBP/USD FWD 20250917              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $12910.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                                                     | CITIBANK NA                       | CUSIP: 17325FBN7<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |   24500000 | PA      | $24572148.58  | 0.17%             | 2027-05-29      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| San Diego Gas & Electric Co                                                     | SAN DIEGO G & E                   | CUSIP: 797440BU7<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |   24149000 | PA      | $23758205.43  | 0.16%             | 2026-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co Lp / PTL Finance Corp                                   | PENSKE TRUCK LE                   | CUSIP: 709599AW4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2275000 | PA      | $2237787.03   | 0.02%             | 2026-11-15      | Fixed         | 3.40%                 | Yes           |                  2 | On Loan: No      |
| Suzano Austria GmbH                                                             | BAHIA SUL HLDGS                   | CUSIP: N/A<br>LEI: 254900287ZNSGVP1R341       | Long             | DBT              | CORP              | AT        |    6945000 | PA      | $7008878.65   | 0.05%             | 2026-07-14      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                                         | CHARLES SCHWAB                    | CUSIP: 808513BW4<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    1373000 | PA      | $1350817.62   | 0.01%             | 2027-04-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Vanguard Cmt Funds-Vanguard Market Liquidity Fund                               | Vanguard Market Liquidity Fund    | CUSIP: N/A<br>LEI: 1I6HV0TLSTR3A4XQ6L78       | Long             | STIV             | CORP              | US        |   32566932 | NS      | $32563674.81  | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Tesla Auto Lease Trust 2024-A                                                   | TESLA 2024-A A3                   | CUSIP: 88166VAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   10610000 | PA      | $10633676.22  | 0.07%             | 2027-06-21      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| Mercedes-Benz Auto Lease Trust 2023-A                                           | MBALT 2023-A A3                   | CUSIP: 58768RAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   10230524 | PA      | $10229337.67  | 0.07%             | 2027-01-15      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                                                     | HERTZ 2022-4A A                   | CUSIP: 42806MBA6<br>LEI: 5493004IHDYOZ9K9WF47 | Long             | ABS-CBDO         | CORP              | US        |    5290000 | PA      | $5283044.18   | 0.04%             | 2026-09-25      | Fixed         | 3.73%                 | Yes           |                  2 | On Loan: No      |
| Securitized Term Auto Receivables Trust 2025-B                                  | SSTRT 2025-B B                    | CUSIP: 81378WAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | CA        |   11750544 | PA      | $11784253.78  | 0.08%             | 2032-12-29      | Fixed         | 4.92%                 | Yes           |                  2 | On Loan: No      |
| GM Financial Automobile Leasin                                                  | GMALT 2025-2 C                    | CUSIP: 362962AG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5610000 | PA      | $5627485.81   | 0.04%             | 2029-10-22      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co LLC                                                        | VISTRA OPERATION                  | CUSIP: 92840VAG7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    2260000 | PA      | $2228629.87   | 0.02%             | 2027-01-30      | Fixed         | 3.70%                 | Yes           |                  2 | On Loan: No      |
| Citibank NA                                                                     | CITIBANK NA                       | CUSIP: 17325FBH0<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |    6946000 | PA      | $6969104.27   | 0.05%             | 2026-08-06      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                   | CITIGROUP INC                     | CUSIP: 172967NX5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10012622.10  | 0.07%             | 2026-09-29      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                         | MPLX LP                           | CUSIP: 55336VBR0<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    2606000 | PA      | $2561833.23   | 0.02%             | 2026-03-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2024-5                                   | SDART 2024-5 A3                   | CUSIP: 802920AD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   16180000 | PA      | $16181480.47  | 0.11%             | 2028-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Dell Equipment Finance Trust 2023-2                                             | DEFT 2023-2 A3                    | CUSIP: 24703GAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2754676 | PA      | $2765284.33   | 0.02%             | 2029-01-22      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes Series 2024-A                           | SBCLN 2024-A B                    | CUSIP: 80290CCJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3118147 | PA      | $3135116.09   | 0.02%             | 2032-06-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                 | GEN MOTORS FIN                    | CUSIP: 37045XEQ5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   11954000 | PA      | $12112266.42  | 0.08%             | 2027-05-08      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust 2025-3                            | BLAST 2025-3 A3                   | CUSIP: 107920AC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   15640000 | PA      | $15634158.46  | 0.11%             | 2029-01-15      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitization Trust 2023-B                                  | HALST 2023-B A4                   | CUSIP: 448980AE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   10307221 | PA      | $10309106.57  | 0.07%             | 2027-04-15      | Fixed         | 5.17%                 | Yes           |                  2 | On Loan: No      |
| Drive Auto Receivables Trust 2024-2                                             | DRIVE 2024-2 B                    | CUSIP: 26207AAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   12860000 | PA      | $12835720.32  | 0.09%             | 2029-07-16      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| Constellation Brands Inc                                                        | CONSTELLATION BR                  | CUSIP: 21036PBK3<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    5004000 | PA      | $4988475.74   | 0.03%             | 2027-05-09      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                              | HOME DEPOT INC                    | CUSIP: 437076CY6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   22285000 | PA      | $22282963.37  | 0.15%             | 2025-12-24      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| Daimler Truck Finance North America LLC                                         | DAIMLER TRUCK                     | CUSIP: 233853AS9<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |   26187000 | PA      | $26192929.26  | 0.18%             | 2025-08-08      | Fixed         | 5.60%                 | Yes           |                  2 | On Loan: No      |
| Fiserv Inc                                                                      | FISERV INC                        | CUSIP: 337738AT5<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    4500000 | PA      | $4445481.11   | 0.03%             | 2026-07-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp                                                     | AMERICAN HONDA F                  | CUSIP: 02665WGA3<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   70000000 | PA      | $70021283.50  | 0.48%             | 2026-12-11      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| Brown & Brown Inc                                                               | BROWN & BROWN                     | CUSIP: 115236AH4<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |   43818000 | PA      | $43874306.57  | 0.30%             | 2026-12-23      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| BMW Vehicle Lease Trust 2024-1                                                  | BMWLT 2024-1 A3                   | CUSIP: 05611UAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   31410000 | PA      | $31485327.46  | 0.22%             | 2027-03-25      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE                    | CUSIP: 46647PCP9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $14489053.65  | 0.10%             | 2027-09-22      | Variable      | 1.47%                 | No            |                  2 | On Loan: No      |
| Fiserv Inc                                                                      | FISERV INC                        | CUSIP: 337738BB3<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    4725000 | PA      | $4543415.65   | 0.03%             | 2027-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2024-3                                   | SDART 2024-3 A3                   | CUSIP: 80287LAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   11760000 | PA      | $11814124.22  | 0.08%             | 2029-01-16      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust 2024-1                                             | DRIVE 2024-1 A3                   | CUSIP: 26208WAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   13178114 | PA      | $13189797.64  | 0.09%             | 2028-02-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Jefferies Financial Group Inc                                                   | JEFFERIES GROUP                   | CUSIP: 47233WHZ5<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |   56888000 | PA      | $56905218.86  | 0.39%             | 2026-02-10      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| USB Auto Owner Trust 2025-1                                                     | USCAR 2025-1A A3                  | CUSIP: 90367VAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   15880000 | PA      | $15878254.79  | 0.11%             | 2030-06-17      | Fixed         | 4.49%                 | Yes           |                  2 | On Loan: No      |
| CVS Health Corp                                                                 | CVS HEALTH CORP                   | CUSIP: 126650DS6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   21822000 | PA      | $21828275.35  | 0.15%             | 2026-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust 2024-2                                               | LADAR 2024-2A A3                  | CUSIP: 505920AC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    9670000 | PA      | $9727507.49   | 0.07%             | 2028-08-15      | Fixed         | 5.61%                 | Yes           |                  2 | On Loan: No      |
| Realty Income Corp                                                              | REALTY INCOME                     | CUSIP: 756109BY9<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    3750000 | PA      | $3746488.69   | 0.03%             | 2026-09-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Kubota Credit Owner Trust 2024-1                                                | KCOT 2024-1A A2                   | CUSIP: 50117BAB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   15591281 | PA      | $15621501.45  | 0.11%             | 2027-01-15      | Fixed         | 5.39%                 | Yes           |                  2 | On Loan: No      |
| Drive Auto Receivables Trust 2024-1                                             | DRIVE 2024-1 B                    | CUSIP: 26208WAD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   11410000 | PA      | $11437607.64  | 0.08%             | 2029-01-16      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| Province of British Columbia Canada                                             | BRIT COLUMBIA                     | CUSIP: 110709AH5<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |   60875000 | PA      | $58946943.87  | 0.41%             | 2026-07-20      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                                                  | COM BK AUSTRALIA                  | CUSIP: N/A<br>LEI: MSFSBD3QN1GSN7Q6C537       | Long             | DBT              | CORP              | AU        |   23900000 | PA      | $15412448.64  | 0.11%             | 2031-08-20      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2024-DNA3                                         | STACR 2024-DNA3 M1                | CUSIP: 35564NEZ2<br>LEI: 529900P3PHNE8PW64Z68 | Long             | ABS-MBS          | CORP              | US        |    2284010 | PA      | $2283303.48   | 0.02%             | 2044-10-25      | Floating      | 5.35%                 | Yes           |                  2 | On Loan: No      |
| CVS Health Corp                                                                 | CVS HEALTH CORP                   | CUSIP: 126650CU2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   41620000 | PA      | $41031505.27  | 0.28%             | 2026-06-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                                                     | CITIBANK NA                       | CUSIP: 17325FBL1<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |   49000000 | PA      | $49199767.61  | 0.34%             | 2027-11-19      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp                                                           | NORTHROP GRUMMAN                  | CUSIP: 666807BK7<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |   15400000 | PA      | $15133133.09  | 0.10%             | 2027-02-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| SBNA Auto Receivables Trust 2024-A                                              | SBAT 2024-A A3                    | CUSIP: 78437PAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6627309 | PA      | $6646765.85   | 0.05%             | 2028-12-15      | Fixed         | 5.32%                 | Yes           |                  2 | On Loan: No      |
| Ford Credit Floorplan Master Owner Trust A                                      | FORDF 2024-1 A1                   | CUSIP: 34528QJA3<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-CBDO         | CORP              | US        |   22925000 | PA      | $23245324.15  | 0.16%             | 2029-04-15      | Fixed         | 5.29%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2024-R01                                    | CAS 2024-R01 1M1                  | CUSIP: 20753UAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    9847054 | PA      | $9844009.53   | 0.07%             | 2044-01-25      | Floating      | 5.40%                 | Yes           |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust 2023-3                                    | GMALT 2023-3 B                    | CUSIP: 379929AF9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6290000 | PA      | $6319509.54   | 0.04%             | 2027-08-20      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Conagra Brands Inc                                                              | CONAGRA BRANDS                    | CUSIP: 205887CJ9<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    7847000 | PA      | $7898231.89   | 0.05%             | 2026-10-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                                            | VZMT 2025-3 B                     | CUSIP: 92348KEA7<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |   15860000 | PA      | $15886647.97  | 0.11%             | 2030-03-20      | Fixed         | 4.77%                 | No            |                  2 | On Loan: No      |
| Canadian Natural Resources Ltd                                                  | CANADIAN NATL RE                  | CUSIP: 136385AX9<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |   12016000 | PA      | $11872318.92  | 0.08%             | 2027-06-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Expedia Group Inc                                                               | EXPEDIA GRP INC                   | CUSIP: 30212PAM7<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | DBT              | CORP              | US        |   27451000 | PA      | $27459279.22  | 0.19%             | 2026-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp                                                           | TRUIST FINANCIAL                  | CUSIP: 89788MAN2<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   28162000 | PA      | $28451813.73  | 0.20%             | 2027-06-08      | Variable      | 6.05%                 | No            |                  2 | On Loan: No      |
| Israel Government International Bond                                            | STATE OF ISRAEL                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IL        |   21754000 | PA      | $25508477.88  | 0.18%             | 2026-10-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes Series 2024-A                                | ABCLN 2024-A A2                   | CUSIP: 02007GZ48<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1730690 | PA      | $1752943.50   | 0.01%             | 2032-05-17      | Fixed         | 5.68%                 | Yes           |                  2 | On Loan: No      |
| Enterprise Fleet Financing 2025-3 LLC                                           | EFF 2025-3 A2                     | CUSIP: 29375UAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   14040000 | PA      | $14043469.99  | 0.10%             | 2028-04-20      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitization Trust 2024-C                                  | HALST 2024-C B                    | CUSIP: 448984AF1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   16550000 | PA      | $16597086.41  | 0.11%             | 2029-02-15      | Fixed         | 4.97%                 | Yes           |                  2 | On Loan: No      |
| COPT Defense Properties LP                                                      | COPT DEFENSE LP                   | CUSIP: 22003BAL0<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |    7222000 | PA      | $7099392.97   | 0.05%             | 2026-03-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2024-R05                                    | CAS 2024-R05 2M1                  | CUSIP: 20754XAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3089825 | PA      | $3090073.34   | 0.02%             | 2044-07-25      | Floating      | 5.35%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                             | US 5YR NOTE (CBT) Sep25           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |      -2208 | NC      | $-321176.90   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Shire Acquisitions Investments Ireland DAC                                      | SHIRE ACQ INV IE                  | CUSIP: 82481LAD1<br>LEI: 549300XK5HGW68R8K327 | Long             | DBT              | CORP              | IE        |   33287000 | PA      | $32816612.42  | 0.23%             | 2026-09-23      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Global Payments Inc                                                             | GLOBAL PAY INC                    | CUSIP: 37940XAG7<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    5010000 | PA      | $4837570.53   | 0.03%             | 2027-01-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing 2024-1 LLC                                           | EFF 2024-1 A2                     | CUSIP: 29375PAB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4730351 | PA      | $4758539.54   | 0.03%             | 2030-03-20      | Fixed         | 5.23%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Auto Trust 2023-2                                               | BAAT 2023-2A A3                   | CUSIP: 06054YAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   13043435 | PA      | $13152460.76  | 0.09%             | 2028-06-15      | Fixed         | 5.74%                 | Yes           |                  2 | On Loan: No      |
| Truist Bank                                                                     | TRUIST BANK                       | CUSIP: 89788JAF6<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |   72140000 | PA      | $72036611.12  | 0.50%             | 2028-07-24      | Variable      | 4.42%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                     | PROLOGIS LP                       | CUSIP: 74340XBK6<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    3750000 | PA      | $3698877.23   | 0.03%             | 2026-10-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                            | GLENCORE FDG LLC                  | CUSIP: 378272AQ1<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   13353000 | PA      | $13141735.11  | 0.09%             | 2027-10-27      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| American Tower Corp                                                             | AMERICAN TOWER                    | CUSIP: 03027XAJ9<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   16766000 | PA      | $16739889.97  | 0.12%             | 2026-02-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2025-R04                                    | CAS 2025-R04 1A1                  | CUSIP: 20755TAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5277154 | PA      | $5277159.04   | 0.04%             | 2045-05-25      | Floating      | 5.35%                 | Yes           |                  2 | On Loan: No      |
| Take-Two Interactive Software Inc                                               | TAKE-TWO INTERAC                  | CUSIP: 874054AJ8<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |    4883000 | PA      | $4892971.23   | 0.03%             | 2026-03-28      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                     | ORACLE CORP                       | CUSIP: 68389XBU8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   27772000 | PA      | $27018122.39  | 0.19%             | 2027-04-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| DOC DR LLC                                                                      | DOC DR LLC                        | CUSIP: 71951QAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   11209000 | PA      | $11073163.29  | 0.08%             | 2028-01-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Master Credit Card Trust II                                                     | MCCT 2024-1A A                    | CUSIP: 576339DZ5<br>LEI: 549300G7G68IV2D8IM76 | Long             | ABS-CBDO         | CORP              | CA        |   35050000 | PA      | $35085060.52  | 0.24%             | 2028-01-21      | Floating      | 5.09%                 | Yes           |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                  | VIRGINIA EL&PWR                   | CUSIP: 927804FU3<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    2370000 | PA      | $2354633.65   | 0.02%             | 2026-01-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| BofA Auto Trust 2024-1                                                          | BAAT 2024-1A A3                   | CUSIP: 09709AAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   10270000 | PA      | $10346438.58  | 0.07%             | 2028-11-15      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| RCKT Trust 2025-PL1                                                             | RCKTL 2025-1A A                   | CUSIP: 74939RAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   10000000 | PA      | $10002360.90  | 0.07%             | 2034-07-25      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| DLLAD 2025-1 LLC                                                                | DLLAD 2025-1A A2                  | CUSIP: 23347BAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    9890000 | PA      | $9881520.31   | 0.07%             | 2028-11-20      | Fixed         | 4.46%                 | Yes           |                  2 | On Loan: No      |
| Drive Auto Receivables Trust 2024-2                                             | DRIVE 2024-2 A3                   | CUSIP: 26207AAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   20600000 | PA      | $20577440.94  | 0.14%             | 2028-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Marriott International Inc/MD                                                   | MARRIOTT INTL                     | CUSIP: 571903AS2<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    3664000 | PA      | $3617923.55   | 0.02%             | 2026-06-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Dominican Republic International Bond                                           | DOMINICAN REPUBL                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | DO        |    3236000 | PA      | $3264991.13   | 0.02%             | 2027-01-25      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                                                  | COM BK AUSTRALIA                  | CUSIP: 2027A0KW8<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |   37371000 | PA      | $37522500.91  | 0.26%             | 2028-03-14      | Floating      | 4.98%                 | Yes           |                  2 | On Loan: No      |
| Republic of South Africa Government International Bond                          | SOUTH AFRICA                      | CUSIP: 836205AR5<br>LEI: N/A                  | Long             | DBT              | NUSS              | ZA        |    9654000 | PA      | $9655955.03   | 0.07%             | 2025-09-16      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Truist Bank                                                                     | TRUIST BANK                       | CUSIP: 89788JAE9<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |   36237000 | PA      | $36232122.50  | 0.25%             | 2027-05-20      | Variable      | 4.67%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitization Trust 2023-C                                  | HALST 2023-C A3                   | CUSIP: 44935VAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6723781 | PA      | $6741287.27   | 0.05%             | 2026-12-15      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                          | CON EDISON CO                     | CUSIP: 209111GL1<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |   22240000 | PA      | $22265910.04  | 0.15%             | 2027-11-18      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                    | ING GROEP NV                      | CUSIP: 456837BB8<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   25360000 | PA      | $25149071.24  | 0.17%             | 2028-03-28      | Variable      | 4.02%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMER CRP                  | CUSIP: 06051GJK6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   25645000 | PA      | $25440418.04  | 0.17%             | 2026-10-24      | Variable      | 1.20%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa Government International Bond                          | SOUTH AFRICA                      | CUSIP: 836205AW4<br>LEI: N/A                  | Long             | DBT              | NUSS              | ZA        |   21470000 | PA      | $21391898.15  | 0.15%             | 2027-09-27      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                             | SOCIETE GENERALE                  | CUSIP: 83368RBZ4<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   22200000 | PA      | $22358536.42  | 0.15%             | 2027-02-19      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes Series 2023-B                           | SBCLN 2023-B C                    | CUSIP: 80290CCC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1322671 | PA      | $1331847.99   | 0.01%             | 2033-12-15      | Fixed         | 5.93%                 | Yes           |                  2 | On Loan: No      |
| FCCU Auto Receivables Trust 2025-1                                              | FCCU 2025-1A A3                   | CUSIP: 31424YAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   10900000 | PA      | $10945800.71  | 0.08%             | 2030-06-17      | Fixed         | 4.85%                 | Yes           |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust 2024-1                                    | GMALT 2024-1 B                    | CUSIP: 36269FAF3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   14370000 | PA      | $14451562.68  | 0.10%             | 2028-03-20      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| ARI Fleet Lease Trust                                                           | ARIFL 2025-B A2                   | CUSIP: 00193GAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   11450000 | PA      | $11463090.79  | 0.08%             | 2034-03-15      | Fixed         | 4.59%                 | Yes           |                  2 | On Loan: No      |
| Enterprise Fleet Financing 2023-1 LLC                                           | EFF 2023-1 A2                     | CUSIP: 29375CAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2763509 | PA      | $2770861.32   | 0.02%             | 2029-01-22      | Fixed         | 5.51%                 | Yes           |                  2 | On Loan: No      |
| Spectra Energy Partners LP                                                      | SPECTRA PARTNERS                  | CUSIP: 84756NAH2<br>LEI: 2HKVXE7U4NF5B6UGSU72 | Long             | DBT              | CORP              | US        |    8118000 | PA      | $8000418.16   | 0.05%             | 2026-10-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2025-DNA1                                         | STACR 2025-DNA1 A1                | CUSIP: 35564NFY4<br>LEI: 529900WZAMS87JCAOC53 | Long             | ABS-MBS          | CORP              | US        |    2846750 | PA      | $2848624.87   | 0.02%             | 2045-01-25      | Floating      | 5.30%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2024-DNA1                                         | STACR 2024-DNA1 M1                | CUSIP: 35564NAX1<br>LEI: 529900N6M839KA246662 | Long             | ABS-MBS          | CORP              | US        |   10478157 | PA      | $10510777.64  | 0.07%             | 2044-02-25      | Floating      | 5.70%                 | Yes           |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust 2022-P1                                          | CRVNA 2022-P1 A3                  | CUSIP: 14688DAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     233463 | PA      | $233352.58    | 0.00%             | 2027-02-10      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| New Issuer: BB Company ID:71471129                                              | TLOT 2024-A A4                    | CUSIP: 89238GAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2930000 | PA      | $2950530.51   | 0.02%             | 2028-06-20      | Fixed         | 5.26%                 | Yes           |                  2 | On Loan: No      |
| T-Mobile US Trust 2024-1                                                        | TMUST 2024-1A A                   | CUSIP: 87267RAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   18980000 | PA      | $19085473.76  | 0.13%             | 2029-09-20      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| National Bank of Canada                                                         | NATL BANK CANADA                  | CUSIP: 63307A3A1<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |   35000000 | PA      | $35287824.25  | 0.24%             | 2027-07-02      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Receivables 2024-B Owner Trust                                      | NAROT 2024-B A3                   | CUSIP: 65479WAD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   23420000 | PA      | $23430126.81  | 0.16%             | 2029-03-15      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| Ventas Realty LP                                                                | VENTAS REALTY LP                  | CUSIP: 92277GAG2<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |   21052000 | PA      | $20976954.46  | 0.14%             | 2026-01-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust 2024-1                                               | LADAR 2024-1A A3                  | CUSIP: 501689AC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5544252 | PA      | $5553846.44   | 0.04%             | 2028-01-18      | Fixed         | 5.23%                 | Yes           |                  2 | On Loan: No      |
| MMAF Equipment Finance LLC 2024-A                                               | MMAF 2024-A A2                    | CUSIP: 55318CAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   10671219 | PA      | $10694840.69  | 0.07%             | 2027-09-13      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| Credit Agricole SA                                                              | CRED AGRICOLE SA                  | CUSIP: 22535WAL1<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   14956000 | PA      | $14952162.44  | 0.10%             | 2028-09-11      | Variable      | 4.63%                 | Yes           |                  2 | On Loan: No      |
| Ventas Realty LP                                                                | VENTAS REALTY LP                  | CUSIP: 92277GAJ6<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |    3330000 | PA      | $3276476.51   | 0.02%             | 2026-10-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Chase Auto Credit Linked Notes Series 2025-1                                    | CACLN 2025-1 C                    | CUSIP: 46591HCT5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2943699 | PA      | $2947037.08   | 0.02%             | 2033-02-25      | Fixed         | 4.85%                 | Yes           |                  2 | On Loan: No      |
| Carmax Auto Owner Trust 2025-3                                                  | CARMX 2025-3 A3                   | CUSIP: 14290FAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   17590000 | PA      | $17620495.78  | 0.12%             | 2030-07-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Volkswagen Auto Lease Trust 2025-A                                              | VWALT 2025-A A4                   | CUSIP: 92868WAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    8860000 | PA      | $8887989.63   | 0.06%             | 2030-03-20      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| New Issuer: BB Company ID:71645526                                              | GMALT 2024-2 B                    | CUSIP: 36269WAF6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5110000 | PA      | $5154928.14   | 0.04%             | 2028-05-22      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2024-R04                                    | CAS 2024-R04 1A1                  | CUSIP: 20753GAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5122386 | PA      | $5123973.99   | 0.04%             | 2044-05-25      | Floating      | 5.35%                 | Yes           |                  2 | On Loan: No      |
| NNN REIT Inc                                                                    | NNN REIT                          | CUSIP: 637417AJ5<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $3952092.96   | 0.03%             | 2026-12-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Synchrony Card Funding LLC                                                      | SYNIT 2023-A2 A                   | CUSIP: 87166PAL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   31480000 | PA      | $31943593.37  | 0.22%             | 2029-10-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                         | HCA INC                           | CUSIP: 404119BU2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   23907000 | PA      | $23860338.08  | 0.16%             | 2027-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes Series 2024-B                                | ABCLN 2024-B B                    | CUSIP: 02007G4C4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2633597 | PA      | $2643814.41   | 0.02%             | 2032-09-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Ovintiv Inc                                                                     | OVINTIV INC                       | CUSIP: 651290AR9<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |   11299000 | PA      | $11305878.27  | 0.08%             | 2026-01-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Zimmer Biomet Holdings Inc                                                      | ZIMMER BIOMET                     | CUSIP: 98956PBA9<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |   37500000 | PA      | $37633489.50  | 0.26%             | 2027-02-19      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Capital One Multi-Asset Execution Trust                                         | COMET 2022-A3 A                   | CUSIP: 14041NGB1<br>LEI: R42WS16M9R97TJJKGU15 | Long             | ABS-CBDO         | CORP              | US        |    5150000 | PA      | $5154432.09   | 0.04%             | 2027-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust 2023-3                                    | GMALT 2023-3 A3                   | CUSIP: 379929AD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3902379 | PA      | $3908154.41   | 0.03%             | 2026-11-20      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| World Omni Automobile Lease Securitization Trust 2024-A                         | WOLS 2024-A B                     | CUSIP: 981946AF3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    8240000 | PA      | $8350867.55   | 0.06%             | 2029-09-17      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| SBNA Auto Lease Trust 2024-C                                                    | SBALT 2024-C A3                   | CUSIP: 78398DAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6030000 | PA      | $6031651.01   | 0.04%             | 2028-02-22      | Fixed         | 4.56%                 | Yes           |                  2 | On Loan: No      |
| CubeSmart LP                                                                    | CUBESMART LP                      | CUSIP: 22966RAC0<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              | CORP              | US        |    2659000 | PA      | $2649720.99   | 0.02%             | 2025-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EQT Corp                                                                        | EQT CORP                          | CUSIP: 26884LAM1<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    3366000 | PA      | $3318441.72   | 0.02%             | 2026-05-15      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| Danske Bank A/S                                                                 | DANSKE BANK A/S                   | CUSIP: 23636ABE0<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |   60075000 | PA      | $60176185.52  | 0.41%             | 2026-09-22      | Variable      | 6.26%                 | Yes           |                  2 | On Loan: No      |
| HPEFS Equipment Trust 2024-2                                                    | HPEFS 2024-2A C                   | CUSIP: 40444MAJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2460000 | PA      | $2486330.61   | 0.02%             | 2031-10-20      | Fixed         | 5.52%                 | Yes           |                  2 | On Loan: No      |
| Ingersoll Rand Inc                                                              | INGERSOLL RAND                    | CUSIP: 45687VAC0<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |   28270000 | PA      | $28636455.53  | 0.20%             | 2027-06-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitization Trust 2025-C                                  | HALST 2025-C B                    | CUSIP: 44935GAF9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7100000 | PA      | $7089543.83   | 0.05%             | 2029-11-15      | Fixed         | 4.57%                 | Yes           |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                                                  | EFF 2025-2 A2                     | CUSIP: 29375TAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   18820000 | PA      | $18820675.64  | 0.13%             | 2028-02-22      | Fixed         | 4.51%                 | Yes           |                  2 | On Loan: No      |
| Capital Street Master Trust                                                     | CAPST 2025-1 A                    | CUSIP: 14051LAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   16230000 | PA      | $16230000.00  | 0.11%             | 2029-08-16      | Floating      | 0.00%                 | Yes           |                  3 | On Loan: No      |
| Nissan Auto Lease Trust 2025-B                                                  | NALT 2025-B A4                    | CUSIP: 65481RAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   19290000 | PA      | $19252407.65  | 0.13%             | 2029-07-16      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2024-DNA2                                         | STACR 2024-DNA2 M1                | CUSIP: 35564NCX9<br>LEI: 529900GRKKKHILZX4347 | Long             | ABS-MBS          | CORP              | US        |   13119349 | PA      | $13152394.96  | 0.09%             | 2044-05-25      | Floating      | 5.55%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Inc                                                                   | CITIGROUP INC                     | CUSIP: 17327CAX1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   37600000 | PA      | $37634404.75  | 0.26%             | 2029-03-04      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                             | PETROLEOS MEXICA                  | CUSIP: 71654QDB5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    2960000 | PA      | $2961170.53   | 0.02%             | 2027-01-23      | Fixed         | 6.49%                 | No            |                  2 | On Loan: No      |
| Equitable Financial Life Global Funding                                         | EQUITABLE FINANC                  | CUSIP: 29449WAB3<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |    1192000 | PA      | $1118257.67   | 0.01%             | 2027-08-27      | Fixed         | 1.40%                 | Yes           |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust 2025-2                                    | WLAKE 2025-2A A3                  | CUSIP: 96041KAD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    8030000 | PA      | $8036426.41   | 0.06%             | 2029-05-15      | Fixed         | 4.51%                 | Yes           |                  2 | On Loan: No      |
| Extra Space Storage LP                                                          | EXTRA SPACE STOR                  | CUSIP: 30225VAL1<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |   23369000 | PA      | $23159035.61  | 0.16%             | 2026-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Lease Trust 2025-A                                                  | NALT 2025-A A4                    | CUSIP: 65479XAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    8360000 | PA      | $8431260.64   | 0.06%             | 2029-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| HPEFS Equipment Trust 2025-1                                                    | HPEFS 2025-1A C                   | CUSIP: 40446EAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4570000 | PA      | $4561816.04   | 0.03%             | 2032-09-20      | Fixed         | 4.79%                 | Yes           |                  2 | On Loan: No      |
| Dell Equipment Finance Trust                                                    | DEFT 2025-1 A3                    | CUSIP: 24703UAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5810000 | PA      | $5838246.48   | 0.04%             | 2031-02-24      | Fixed         | 4.61%                 | Yes           |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                             | PETROLEOS MEXICA                  | CUSIP: 71654QCB6<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   25279000 | PA      | $25393248.19  | 0.17%             | 2026-08-04      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| WEC Energy Group Inc                                                            | WEC ENERGY GROUP                  | CUSIP: 92939UAH9<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |    7522000 | PA      | $7522970.49   | 0.05%             | 2025-09-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Taco Bell Funding LLC                                                           | BELL 2016-1A A23                  | CUSIP: 87342RAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3346875 | PA      | $3342420.64   | 0.02%             | 2046-05-25      | Fixed         | 4.97%                 | Yes           |                  2 | On Loan: No      |
| PFS Financing Corp                                                              | PFSFC 2024-A A                    | CUSIP: 69335PFC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   25980000 | PA      | $26010633.02  | 0.18%             | 2028-01-15      | Floating      | 5.19%                 | Yes           |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                          | UNITEDHEALTH GRP                  | CUSIP: 91324PFE7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   29760000 | PA      | $29772636.99  | 0.20%             | 2026-07-15      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| GM Financial Revolving Receivables Trust 2021-1                                 | GMREV 2021-1 C                    | CUSIP: 36263HAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7080000 | PA      | $6831266.86   | 0.05%             | 2034-06-12      | Fixed         | 1.67%                 | Yes           |                  2 | On Loan: No      |
| Sumitomo Mitsui Trust Bank Ltd                                                  | SUMITOMO TR&BK                    | CUSIP: 86563VBW8<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |   36860000 | PA      | $37207358.32  | 0.26%             | 2027-09-10      | Floating      | 5.31%                 | Yes           |                  2 | On Loan: No      |
| Fifth Third Bank NA                                                             | FIFTH THIRD BANK                  | CUSIP: 31677QBU2<br>LEI: QFROUN1UWUYU0DVIWD51 | Long             | DBT              | CORP              | US        |   17200000 | PA      | $17303893.50  | 0.12%             | 2028-01-28      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes Series 2024-B                           | SBCLN 2024-B C                    | CUSIP: 80280BAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1770000 | PA      | $1769638.92   | 0.01%             | 2033-01-18      | Fixed         | 5.14%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                             | AUD/USD FWD 20250917              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $121980.21    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                        | AESOP 2020-1A A                   | CUSIP: 05377RDU5<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-CBDO         | CORP              | US        |    2285333 | PA      | $2282092.11   | 0.02%             | 2026-08-20      | Fixed         | 2.33%                 | Yes           |                  2 | On Loan: No      |
| AvalonBay Communities Inc                                                       | AVALONBAY COMMUN                  | CUSIP: 05348EAY5<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |   10780000 | PA      | $10585817.60  | 0.07%             | 2026-10-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing 2024-4 LLC                                           | EFF 2024-4 A2                     | CUSIP: 29374MAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7410000 | PA      | $7416283.68   | 0.05%             | 2027-07-20      | Fixed         | 4.69%                 | Yes           |                  2 | On Loan: No      |
| State Street Corp                                                               | STATE STREET CRP                  | CUSIP: 857477DA8<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    9130000 | PA      | $9158478.75   | 0.06%             | 2028-04-24      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust 2024-3                                    | GMALT 2024-3 A4                   | CUSIP: 38012QAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5820000 | PA      | $5790132.34   | 0.04%             | 2028-10-20      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                    | UBS GROUP                         | CUSIP: 225401BC1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   14743000 | PA      | $15094593.28  | 0.10%             | 2027-12-22      | Variable      | 6.33%                 | Yes           |                  2 | On Loan: No      |
| SBNA Auto Lease Trust                                                           | SBALT 2025-A A3                   | CUSIP: 78437KAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   10880000 | PA      | $10921660.61  | 0.08%             | 2028-04-20      | Fixed         | 4.83%                 | Yes           |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitization Trust 2024-B                                  | HALST 2024-B A4                   | CUSIP: 44934FAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2700000 | PA      | $2726671.14   | 0.02%             | 2028-03-15      | Fixed         | 5.39%                 | Yes           |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                        | AESOP 2022-4A A                   | CUSIP: 05377RFP4<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-CBDO         | CORP              | US        |    8650000 | PA      | $8693116.79   | 0.06%             | 2029-02-20      | Fixed         | 4.77%                 | Yes           |                  2 | On Loan: No      |
| Boeing Co/The                                                                   | BOEING CO                         | CUSIP: 097023DA0<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    3690000 | PA      | $3648188.83   | 0.03%             | 2026-02-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Oman Government International Bond                                              | OMAN INTRNL BOND                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | OM        |    7500000 | PA      | $7836525.00   | 0.05%             | 2027-10-28      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa Government International Bond                          | SOUTH AFRICA                      | CUSIP: 836205AT1<br>LEI: N/A                  | Long             | DBT              | NUSS              | ZA        |    7510000 | PA      | $7481979.06   | 0.05%             | 2026-04-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| New Issuer: BB Company ID:71968132                                              | DEFT 2024-2 A3                    | CUSIP: 24704EAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3120000 | PA      | $3128847.38   | 0.02%             | 2030-08-22      | Fixed         | 4.59%                 | Yes           |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                          | UNITEDHEALTH GRP                  | CUSIP: 91324PEG3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    4822000 | PA      | $4770058.43   | 0.03%             | 2027-05-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Toyota Lease Owner Trust                                                        | TLOT 2025-A A3                    | CUSIP: 89239NAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   32280000 | PA      | $32492799.44  | 0.22%             | 2028-02-22      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2024-DNA1                                         | STACR 2024-DNA1 A1                | CUSIP: 35564NAW3<br>LEI: 529900N6M839KA246662 | Long             | ABS-MBS          | CORP              | US        |    8119706 | PA      | $8157661.09   | 0.06%             | 2044-02-25      | Floating      | 5.70%                 | Yes           |                  2 | On Loan: No      |
| Southern California Edison Co                                                   | SOUTHERN CAL ED                   | CUSIP: 842400JF1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    9050000 | PA      | $9023185.94   | 0.06%             | 2026-09-06      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| BAT International Finance PLC                                                   | BAT INTL FINANCE                  | CUSIP: 05530QAN0<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |   52207000 | PA      | $51198003.66  | 0.35%             | 2026-03-25      | Fixed         | 1.67%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                      | INTEL CORP                        | CUSIP: 458140CD0<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   15336000 | PA      | $15338245.50  | 0.11%             | 2026-02-10      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Volkswagen Auto Loan Enhanced Trust 2024-1                                      | VALET 2024-1 A4                   | CUSIP: 92868RAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4420000 | PA      | $4437691.49   | 0.03%             | 2031-06-20      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2024-HQA1                                         | STACR 2024-HQA1 M1                | CUSIP: 35564NBX0<br>LEI: 529900PGKDI4ZEXFQ523 | Long             | ABS-MBS          | CORP              | US        |    4161446 | PA      | $4170559.88   | 0.03%             | 2044-03-25      | Floating      | 5.60%                 | Yes           |                  2 | On Loan: No      |
| GM Financial Automobile Leasin                                                  | GMALT 2025-2 B                    | CUSIP: 362962AF9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    9120000 | PA      | $9155537.90   | 0.06%             | 2029-04-20      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Oman Government International Bond                                              | OMAN INTRNL BOND                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | OM        |    4261000 | PA      | $4308431.32   | 0.03%             | 2027-03-08      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Plains All American Pipeline LP / PAA Finance Corp                              | PLAINS ALL AMER                   | CUSIP: 72650RBJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   38420000 | PA      | $38390398.54  | 0.26%             | 2025-10-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp                                                                  | AIR LEASE CORP                    | CUSIP: 00914AAW2<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   26000000 | PA      | $26129712.44  | 0.18%             | 2026-06-25      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bank NA                                                             | FIFTH THIRD BANK                  | CUSIP: 31677QBV0<br>LEI: QFROUN1UWUYU0DVIWD51 | Long             | DBT              | CORP              | US        |   30040000 | PA      | $30077238.49  | 0.21%             | 2028-01-28      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                       | TORONTO DOM BANK                  | CUSIP: 89114TZD7<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   15522000 | PA      | $15105439.35  | 0.10%             | 2026-06-03      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust 2025-3                            | BLAST 2025-3 C                    | CUSIP: 107920AE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5760000 | PA      | $5753252.74   | 0.04%             | 2031-05-15      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| Huntington Bank Auto Credit-Linked Notes Series 2024-1                          | HACLN 2024-1 B1                   | CUSIP: 44644NAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5210058 | PA      | $5275716.11   | 0.04%             | 2032-05-20      | Fixed         | 6.15%                 | Yes           |                  2 | On Loan: No      |
| Invesco Finance PLC                                                             | INVESCO FIN PLC                   | CUSIP: 46132FAD2<br>LEI: 549300OYQ3LAJYXXO449 | Long             | DBT              | CORP              | GB        |   23177000 | PA      | $23083513.72  | 0.16%             | 2026-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| New Issuer: BB Company ID:71306716                                              | EFF 2023-3 A2                     | CUSIP: 29374LAB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    8094694 | PA      | $8205496.99   | 0.06%             | 2030-03-20      | Fixed         | 6.40%                 | Yes           |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                              | MITSUB UFJ FIN                    | CUSIP: 606822CE2<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   40000000 | PA      | $39672575.20  | 0.27%             | 2028-04-19      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| Mid-America Apartments LP                                                       | MID-AMER APT LP                   | CUSIP: 59523UAN7<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              | CORP              | US        |   11119000 | PA      | $10973413.37  | 0.08%             | 2027-06-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| World Omni Automobile Lease Se                                                  | WOLS 2025-A A4                    | CUSIP: 98164PAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6900000 | PA      | $6919466.28   | 0.05%             | 2030-05-15      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| Volkswagen Auto Lease Trust 2023-A                                              | VWALT 2023-A A3                   | CUSIP: 92867UAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   23320437 | PA      | $23399691.25  | 0.16%             | 2026-10-20      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| Carmax Auto Owner Trust 2023-2                                                  | CARMX 2023-2 A3                   | CUSIP: 142921AD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   14712442 | PA      | $14758138.54  | 0.10%             | 2028-01-18      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co Inc                                                  | AMER ELEC PWR                     | CUSIP: 02557TAD1<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |   17790000 | PA      | $17785312.16  | 0.12%             | 2025-08-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust 2023-4                                                  | CARMX 2023-4 A2A                  | CUSIP: 14318XAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     546486 | PA      | $546715.98    | 0.00%             | 2026-12-15      | Fixed         | 6.08%                 | No            |                  2 | On Loan: No      |
| Harley-Davidson Motorcycle Tru                                                  | HDMOT 2025-A A3                   | CUSIP: 41284XAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   23250000 | PA      | $23402320.05  | 0.16%             | 2030-04-15      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Fifth Third Auto Trust 2023-1                                                   | FITAT 2023-1 A3                   | CUSIP: 31680EAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   34395867 | PA      | $34637755.86  | 0.24%             | 2028-08-15      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                      | INTEL CORP                        | CUSIP: 458140BQ2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   10777000 | PA      | $10629988.03  | 0.07%             | 2027-03-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                         | BANK NOVA SCOTIA                  | CUSIP: 06418GAR8<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   75034000 | PA      | $75103485.99  | 0.52%             | 2029-02-14      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes Series 2024-A                                | ABCLN 2024-A C                    | CUSIP: 02007GZ63<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5026680 | PA      | $5077179.17   | 0.03%             | 2032-05-17      | Fixed         | 6.02%                 | Yes           |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                 | GEN MOTORS FIN                    | CUSIP: 37045XFH4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    1840000 | PA      | $1850010.65   | 0.01%             | 2027-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HPEFS Equipment Trust 2024-1                                                    | HPEFS 2024-1A A3                  | CUSIP: 403963AC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   19310000 | PA      | $19332152.43  | 0.13%             | 2031-05-20      | Fixed         | 5.18%                 | Yes           |                  2 | On Loan: No      |
| LAD Auto Receivables Trust 2024-3                                               | LADAR 2024-3A A3                  | CUSIP: 505709AC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    8830000 | PA      | $8827973.52   | 0.06%             | 2029-03-15      | Fixed         | 4.52%                 | Yes           |                  2 | On Loan: No      |
| Sprint LLC                                                                      | SPRINT CORP                       | CUSIP: 85207UAK1<br>LEI: 549300ZTTY7CXOLJ6539 | Long             | DBT              | CORP              | US        |    8274000 | PA      | $8330671.27   | 0.06%             | 2026-03-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Volkswagen Group of America Finance LLC                                         | VOLKSWAGEN GRP                    | CUSIP: 928668CJ9<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   40610000 | PA      | $40728355.41  | 0.28%             | 2026-08-14      | Floating      | 5.40%                 | Yes           |                  2 | On Loan: No      |
| Mars Inc                                                                        | MARS INC                          | CUSIP: 571676AX3<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   35455000 | PA      | $35651306.18  | 0.25%             | 2028-03-01      | Fixed         | 4.60%                 | Yes           |                  2 | On Loan: No      |
| GMF Floorplan Owner Revolving Trust                                             | GFORT 2023-1 A1                   | CUSIP: 361886CR3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    9457000 | PA      | $9527500.04   | 0.07%             | 2028-06-15      | Fixed         | 5.34%                 | Yes           |                  2 | On Loan: No      |
| Royal Bank of Canada                                                            | ROYAL BK CANADA                   | CUSIP: 78017FZU0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   55000000 | PA      | $55133999.80  | 0.38%             | 2028-10-18      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2023-R06                                    | CAS 2023-R06 1M1                  | CUSIP: 20754EAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2009130 | PA      | $2020975.14   | 0.01%             | 2043-07-25      | Floating      | 6.05%                 | Yes           |                  2 | On Loan: No      |
| Ally Auto Receivables Trust 2024-1                                              | ALLYA 2024-1 A3                   | CUSIP: 02008FAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   17570000 | PA      | $17644871.04  | 0.12%             | 2028-12-15      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                | T-MOBILE USA INC                  | CUSIP: 87264ABD6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   57757000 | PA      | $57084970.74  | 0.39%             | 2027-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2024-2                                   | SDART 2024-2 A3                   | CUSIP: 80286YAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   21620000 | PA      | $21719670.36  | 0.15%             | 2028-11-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Victoria Power Networks Finance Pty Ltd                                         | VICTORIA POWER N                  | CUSIP: N/A<br>LEI: 254900YISQHUZHEC9B94       | Long             | DBT              | CORP              | AU        |   11500000 | PA      | $7266486.99   | 0.05%             | 2026-04-21      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| CubeSmart LP                                                                    | CUBESMART LP                      | CUSIP: 22966RAD8<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              | CORP              | US        |    9592000 | PA      | $9432071.72   | 0.06%             | 2026-09-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | GOLDMAN SACHS GP                  | CUSIP: 38145GAM2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   47150000 | PA      | $47160054.74  | 0.32%             | 2026-08-10      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| Volkswagen Auto Lease Trust 2025-A                                              | VWALT 2025-A A3                   | CUSIP: 92868WAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   25510000 | PA      | $25576563.24  | 0.18%             | 2028-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ford Credit Floorplan Master Owner Trust A                                      | FORDF 2023-1 A1                   | CUSIP: 34528QHV9<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-CBDO         | CORP              | US        |   70918000 | PA      | $71137654.32  | 0.49%             | 2028-05-15      | Fixed         | 4.92%                 | Yes           |                  2 | On Loan: No      |
| Carmax Auto Owner Trust 2022-2                                                  | CARMX 2022-2 A3                   | CUSIP: 14317HAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     514771 | PA      | $513716.52    | 0.00%             | 2027-02-16      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| HPEFS Equipment Trust 2024-1                                                    | HPEFS 2024-1A C                   | CUSIP: 403963AE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5560000 | PA      | $5586435.58   | 0.04%             | 2031-05-20      | Fixed         | 5.33%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Bank NA                                                          | MORGAN STANLEY B                  | CUSIP: 61690DK72<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |    4694000 | PA      | $4751920.39   | 0.03%             | 2029-01-12      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| NXP BV / NXP Funding LLC                                                        | NXP BV/NXP FUNDI                  | CUSIP: 62947QBB3<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |   33904000 | PA      | $33960350.14  | 0.23%             | 2026-03-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| NXP BV / NXP Funding LLC / NXP USA Inc                                          | NXP BV/NXP FDG                    | CUSIP: 62954HAZ1<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |   55003000 | PA      | $54671604.72  | 0.38%             | 2026-06-18      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SCCU Auto Receivables Trust 2023-1                                              | SCCU 2023-1A A2                   | CUSIP: 805922AC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     401105 | PA      | $401302.17    | 0.00%             | 2027-05-17      | Fixed         | 5.85%                 | Yes           |                  2 | On Loan: No      |
| BPCE SA                                                                         | BPCE                              | CUSIP: 05611C2A0<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   18370000 | PA      | $18410289.64  | 0.13%             | 2026-01-26      | Fixed         | 5.10%                 | Yes           |                  2 | On Loan: No      |
| CNH Equipment Trust 2024-A                                                      | CNH 2024-A A2                     | CUSIP: 18978FAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1671074 | PA      | $1672023.14   | 0.01%             | 2027-07-15      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust 2024-1                       | GMCAR 2024-1 A3                   | CUSIP: 36268GAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    8760000 | PA      | $8795009.34   | 0.06%             | 2028-12-18      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                                | ALTRIA GROUP INC                  | CUSIP: 02209SAU7<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   31934000 | PA      | $31270704.00  | 0.21%             | 2026-09-16      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                   | CITIGROUP INC                     | CUSIP: 172967LS8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   21353000 | PA      | $20884186.13  | 0.14%             | 2028-10-27      | Variable      | 3.52%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities Inc                                             | ALEXANDRIA REAL                   | CUSIP: 015271AJ8<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |   22631000 | PA      | $22442392.34  | 0.15%             | 2027-01-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| HPEFS Equipment Trust 2025-1                                                    | HPEFS 2025-1A B                   | CUSIP: 40446EAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1780000 | PA      | $1776604.65   | 0.01%             | 2032-09-20      | Fixed         | 4.51%                 | Yes           |                  2 | On Loan: No      |
| Alexandria Real Estate Equities Inc                                             | ALEXANDRIA REAL                   | CUSIP: 015271AH2<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $3990791.96   | 0.03%             | 2026-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                              | BANCO SANTANDER                   | CUSIP: 05964HBE4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   29800000 | PA      | $30037860.92  | 0.21%             | 2028-07-15      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| GMF Floorplan Owner Revolving Trust                                             | GFORT 2024-4A A1                  | CUSIP: 361886DQ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   52310000 | PA      | $52726827.00  | 0.36%             | 2029-11-15      | Fixed         | 4.73%                 | Yes           |                  2 | On Loan: No      |
| ARI Fleet Lease Trust 2022-A                                                    | ARIFL 2022-A A3                   | CUSIP: 00217QAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     584082 | PA      | $583075.13    | 0.00%             | 2031-01-15      | Fixed         | 3.43%                 | Yes           |                  2 | On Loan: No      |
| International Business Machines Corp                                            | IBM CORP                          | CUSIP: 459200KM2<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   10939000 | PA      | $10595930.32  | 0.07%             | 2027-02-09      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes Series 2024-B                           | SBCLN 2024-B B                    | CUSIP: 80280BAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1110000 | PA      | $1109513.38   | 0.01%             | 2033-01-18      | Fixed         | 4.96%                 | Yes           |                  2 | On Loan: No      |
| Nissan Auto Lease Trust 2025-A                                                  | NALT 2025-A A3                    | CUSIP: 65479XAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   29930000 | PA      | $30128804.04  | 0.21%             | 2028-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage LP                                                          | EXTRA SPACE STOR                  | CUSIP: 30225VAM9<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |   17991000 | PA      | $17707408.05  | 0.12%             | 2027-12-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust                                                      | LADAR 2025-1A A3                  | CUSIP: 505712AC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   17370000 | PA      | $17429843.12  | 0.12%             | 2029-07-16      | Fixed         | 4.69%                 | Yes           |                  2 | On Loan: No      |
| Dell Equipment Finance Trust 2024-1                                             | DEFT 2024-1 A3                    | CUSIP: 24702GAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5110000 | PA      | $5141996.78   | 0.04%             | 2030-03-22      | Fixed         | 5.39%                 | Yes           |                  2 | On Loan: No      |
| Drive Auto Receivables Trust                                                    | DRIVE 2025-1 A3                   | CUSIP: 262102AC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   58140000 | PA      | $58295437.29  | 0.40%             | 2032-09-15      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| USAA Auto Owner Trust 2023-A                                                    | USAOT 2023-A A3                   | CUSIP: 90291VAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   17479631 | PA      | $17570457.20  | 0.12%             | 2028-05-15      | Fixed         | 5.58%                 | Yes           |                  2 | On Loan: No      |
| AT&T Inc                                                                        | AT&T INC                          | CUSIP: 00206RHV7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    5010000 | PA      | $4940230.39   | 0.03%             | 2026-07-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Toyota Lease Owner Trust                                                        | TLOT 2025-A A4                    | CUSIP: 89239NAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    9800000 | PA      | $9872633.68   | 0.07%             | 2029-06-20      | Fixed         | 4.81%                 | Yes           |                  2 | On Loan: No      |
| Walt Disney Co/The                                                              | WALT DISNEY CO                    | CUSIP: 254687FP6<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |     847000 | PA      | $841300.57    | 0.01%             | 2027-03-23      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMER CRP                  | CUSIP: 06051GHT9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   16185000 | PA      | $16063094.74  | 0.11%             | 2027-04-23      | Variable      | 3.56%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                                            | PNC FINANCIAL                     | CUSIP: 693475BL8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10001226.50  | 0.07%             | 2027-01-26      | Variable      | 4.76%                 | No            |                  2 | On Loan: No      |
| Allstate Corp/The                                                               | ALLSTATE CORP                     | CUSIP: 020002BH3<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |    6959000 | PA      | $6855572.21   | 0.05%             | 2025-12-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                             | NEXTERA ENERGY                    | CUSIP: 65339KCH1<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   11581000 | PA      | $11620892.03  | 0.08%             | 2027-07-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                    | ENBRIDGE INC                      | CUSIP: 29250NBH7<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    9311000 | PA      | $8996600.30   | 0.06%             | 2026-10-04      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| US Bank NA/Cincinnati OH                                                        | US BANK NA OHIO                   | CUSIP: 90331HPQ0<br>LEI: 6BYL5QZYBDK8S7L73M02 | Long             | DBT              | CORP              | US        |   36000000 | PA      | $36042998.40  | 0.25%             | 2027-10-22      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMER CRP                  | CUSIP: 06051GMN6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   29000000 | PA      | $29020250.12  | 0.20%             | 2029-01-24      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co Lp / PTL Finance Corp                                   | PENSKE TRUCK LE                   | CUSIP: 709599BE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6085000 | PA      | $6075854.37   | 0.04%             | 2026-01-29      | Fixed         | 4.45%                 | Yes           |                  2 | On Loan: No      |
| American Tower Corp                                                             | AMERICAN TOWER                    | CUSIP: 03027XAP5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    2256000 | PA      | $2217487.28   | 0.02%             | 2027-07-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                                          | STANDARD CHART                    | CUSIP: 853254BZ2<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    4500000 | PA      | $4433489.19   | 0.03%             | 2027-01-14      | Variable      | 1.46%                 | Yes           |                  2 | On Loan: No      |
| PNC Bank NA                                                                     | PNC BANK NA                       | CUSIP: 69353RFZ6<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |   31380000 | PA      | $31375653.24  | 0.22%             | 2028-07-21      | Variable      | 4.43%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Lease Trust 2024-A                                             | FORDL 2024-A A3                   | CUSIP: 345290AD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   17617832 | PA      | $17648629.71  | 0.12%             | 2027-05-15      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| ARI Fleet Lease Trust 2024-B                                                    | ARIFL 2024-B A2                   | CUSIP: 04033HAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4850131 | PA      | $4878108.98   | 0.03%             | 2033-04-15      | Fixed         | 5.54%                 | Yes           |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                                         | CHARLES SCHWAB                    | CUSIP: 808513AQ8<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    8068000 | PA      | $7925463.21   | 0.05%             | 2027-03-02      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| New Issuer: BB Company ID:71618367                                              | EFF 2024-2 A2                     | CUSIP: 29375RAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7025365 | PA      | $7053277.26   | 0.05%             | 2026-12-20      | Fixed         | 5.74%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                             | SWP: USD 3.981900 31-JUL-2026 SOF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       | 1044000000 | NC      | $-971348.35   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE                    | CUSIP: 46647PCW4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    7570000 | PA      | $7394095.46   | 0.05%             | 2028-02-24      | Variable      | 2.95%                 | No            |                  2 | On Loan: No      |
| Caisse d'Amortissement de la Dette Sociale                                      | CAISSE AMORT DET                  | CUSIP: N/A<br>LEI: 969500P04DQJS4BPM574       | Long             | DBT              | NUSS              | FR        |   21801000 | PA      | $21815310.18  | 0.15%             | 2027-01-24      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HP Inc                                                                          | HP INC                            | CUSIP: 40434LAM7<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |    5639000 | PA      | $5689842.52   | 0.04%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2023-6                                   | SDART 2023-6 A3                   | CUSIP: 80287DAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1758380 | PA      | $1766042.20   | 0.01%             | 2028-07-17      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust 2024-1                                | SFAST 2024-1A A3                  | CUSIP: 78435VAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   16410000 | PA      | $16466617.78  | 0.11%             | 2029-05-21      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Apollo Management Holdings LP                                                   | APOLLO MNGMT HLD                  | CUSIP: 03765HAB7<br>LEI: 5493006XQW0V5K38YM64 | Long             | DBT              | CORP              | US        |   30101000 | PA      | $30019195.11  | 0.21%             | 2026-05-27      | Fixed         | 4.40%                 | Yes           |                  2 | On Loan: No      |
| SBNA Auto Lease Trust 2024-C                                                    | SBALT 2024-C A4                   | CUSIP: 78398DAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6580000 | PA      | $6550936.14   | 0.05%             | 2029-03-20      | Fixed         | 4.42%                 | Yes           |                  2 | On Loan: No      |
| Ontario Teachers' Finance Trust                                                 | ONTARIO TEACHERS                  | CUSIP: N/A<br>LEI: 635400ZZE5J8OXXBBY26       | Long             | DBT              | NUSS              | CA        |   30633000 | PA      | $29491528.03  | 0.20%             | 2026-09-21      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                                                     | NUTRIEN LTD                       | CUSIP: 67077MAY4<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |   13126000 | PA      | $13156375.40  | 0.09%             | 2025-11-07      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| WP Carey Inc                                                                    | WP CAREY INC                      | CUSIP: 92936UAE9<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              | CORP              | US        |   14567000 | PA      | $14506624.16  | 0.10%             | 2026-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                             | AMERICAN EXPRESS                  | CUSIP: 025816DT3<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   17980000 | PA      | $18113206.63  | 0.12%             | 2027-04-23      | Variable      | 5.64%                 | No            |                  2 | On Loan: No      |
| ARI Fleet Lease Trust 2025-A                                                    | ARIFL 2025-A A2                   | CUSIP: 04033CAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7490000 | PA      | $7478992.70   | 0.05%             | 2034-01-17      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| McCormick & Co Inc/MD                                                           | MCCORMICK                         | CUSIP: 579780AR8<br>LEI: 549300JQQA6MQ4OJP259 | Long             | DBT              | CORP              | US        |    5104000 | PA      | $4999740.64   | 0.03%             | 2026-02-15      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                           | ATHENE GLOBAL FU                  | CUSIP: 04685A4B4<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   22150000 | PA      | $22241648.95  | 0.15%             | 2026-08-27      | Floating      | 5.37%                 | Yes           |                  2 | On Loan: No      |
| Lennar Corp                                                                     | LENNAR CORP                       | CUSIP: 526057CV4<br>LEI: 529900G61XVRLX5TJX09 | Long             | DBT              | CORP              | US        |    1165000 | PA      | $1170066.98   | 0.01%             | 2027-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                        | TOYOTA MTR CRED                   | CUSIP: 89236TMR3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   37035000 | PA      | $37061701.49  | 0.25%             | 2026-04-10      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| Citizens Auto Receivables Trust 2024-2                                          | CITZN 2024-2 A3                   | CUSIP: 17331XAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   25040000 | PA      | $25207041.84  | 0.17%             | 2028-08-15      | Fixed         | 5.33%                 | Yes           |                  2 | On Loan: No      |
| HPEFS Equipment Trust 2024-2                                                    | HPEFS 2024-2A B                   | CUSIP: 40444MAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3350000 | PA      | $3374753.49   | 0.02%             | 2031-10-20      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| Duke Energy Corp                                                                | DUKE ENERGY COR                   | CUSIP: 26441CBJ3<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9951467.50   | 0.07%             | 2025-09-15      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                                           | BANQ FED CRD MUT                  | CUSIP: 06675DCE0<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |   39600000 | PA      | $39808151.46  | 0.27%             | 2027-07-13      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Highmark Inc                                                                    | HIGHMARK INC                      | CUSIP: 431116AD4<br>LEI: 549300B6868ZXXEB2Y57 | Long             | DBT              | CORP              | US        |    7300000 | PA      | $7108167.53   | 0.05%             | 2026-05-10      | Fixed         | 1.45%                 | Yes           |                  2 | On Loan: No      |
| BMW Vehicle Lease Trust                                                         | BMWLT 2024-2 A4                   | CUSIP: 05613MAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   14800000 | PA      | $14757106.64  | 0.10%             | 2028-02-25      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                             | PETROLEOS MEXICA                  | CUSIP: 71654QBW1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |   26656000 | PA      | $26446149.31  | 0.18%             | 2026-01-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| T-Mobile US Trust                                                               | TMUST 2025-1A A                   | CUSIP: 872974AA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   22480000 | PA      | $22610975.22  | 0.16%             | 2029-11-20      | Fixed         | 4.74%                 | Yes           |                  2 | On Loan: No      |
| DOC DR LLC                                                                      | PHYSICIANS REALT                  | CUSIP: 71951QAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4096000 | PA      | $4077224.02   | 0.03%             | 2027-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Ares Capital Corp                                                               | ARES CAPITAL COR                  | CUSIP: 04010LBE2<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |   14589000 | PA      | $15022169.29  | 0.10%             | 2027-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust 2024-D                                             | FORDO 2024-D A4                   | CUSIP: 34535VAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5800000 | PA      | $5852588.60   | 0.04%             | 2030-09-15      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitiz                                                  | SFAST 2025-1A A3                  | CUSIP: 81885BAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   18200000 | PA      | $18302087.44  | 0.13%             | 2030-07-22      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Chase Auto Credit Linked Notes Series 2025-1                                    | CACLN 2025-1 D                    | CUSIP: 46591HCU2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1107530 | PA      | $1109695.84   | 0.01%             | 2033-02-25      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| SBNA Auto Lease Trust 2023-A                                                    | SBALT 2023-A A3                   | CUSIP: 78436TAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   10788752 | PA      | $10833895.31  | 0.07%             | 2027-04-20      | Fixed         | 6.51%                 | Yes           |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                             | NEXTERA ENERGY                    | CUSIP: 65339KCS7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   32280000 | PA      | $32317292.12  | 0.22%             | 2026-01-29      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Lease Trust 2025-A                                             | FORDL 2025-A A3                   | CUSIP: 345282AD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   15020000 | PA      | $15091095.67  | 0.10%             | 2028-06-15      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2025-R03                                    | CAS 2025-R03 2A1                  | CUSIP: 20754VAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6545110 | PA      | $6577835.34   | 0.05%             | 2045-03-25      | Floating      | 5.80%                 | Yes           |                  2 | On Loan: No      |
| Ross Stores Inc                                                                 | ROSS STORES INC                   | CUSIP: 778296AF0<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | DBT              | CORP              | US        |   20000000 | PA      | $19464213.40  | 0.13%             | 2026-04-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                         | HCA INC                           | CUSIP: 404119BT5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10011264.80  | 0.07%             | 2026-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                             | STACR 2025-HQA1 A1                | CUSIP: 35564NGY3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6905250 | PA      | $6900614.51   | 0.05%             | 2045-02-25      | Floating      | 5.30%                 | Yes           |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                                            | PNC FINANCIAL                     | CUSIP: 693475BY0<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   37204000 | PA      | $37361397.47  | 0.26%             | 2027-07-23      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                                                    | NISOURCE INC                      | CUSIP: 65473QBE2<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    2060000 | PA      | $2025064.15   | 0.01%             | 2027-05-15      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co Lp / PTL Finance Corp                                   | PENSKE TRUCK LE                   | CUSIP: 709599BY9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5010000 | PA      | $5051184.05   | 0.03%             | 2027-01-12      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2024-3                                   | SDART 2024-3 B                    | CUSIP: 80287LAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    8740000 | PA      | $8849548.91   | 0.06%             | 2029-09-17      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasin                                                  | GMALT 2025-2 A4                   | CUSIP: 362962AE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5720000 | PA      | $5750438.98   | 0.04%             | 2029-04-20      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| GA Global Funding Trust                                                         | GA GLOBAL FNDING                  | CUSIP: 36143L2N4<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |   19704000 | PA      | $19632711.72  | 0.13%             | 2027-09-23      | Fixed         | 4.40%                 | Yes           |                  2 | On Loan: No      |
| BAT Capital Corp                                                                | BAT CAPITAL CORP                  | CUSIP: 05526DBB0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   28570000 | PA      | $28040601.90  | 0.19%             | 2027-08-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust 2023-1                                                  | CARMX 2023-1 B                    | CUSIP: 14318DAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2450000 | PA      | $2465032.22   | 0.02%             | 2029-01-16      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp                                                                  | AIR LEASE CORP                    | CUSIP: 00914AAM4<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   11539000 | PA      | $11215020.19  | 0.08%             | 2026-08-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Space Coast Credit Union                                                        | SCCU 2025-1A A3                   | CUSIP: 80620BAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   10980000 | PA      | $10969173.72  | 0.08%             | 2031-01-15      | Fixed         | 4.57%                 | Yes           |                  2 | On Loan: No      |
| Simon Property Group LP                                                         | SIMON PROP GP LP                  | CUSIP: 828807CY1<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    5874000 | PA      | $5783627.39   | 0.04%             | 2026-11-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| John Deere Owner Trust 2023                                                     | JDOT 2023-A A3                    | CUSIP: 47800CAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    8507988 | PA      | $8527942.85   | 0.06%             | 2027-11-15      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| SBNA Auto Lease Trust 2024-A                                                    | SBALT 2024-A A3                   | CUSIP: 78414SAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   13503452 | PA      | $13529332.43  | 0.09%             | 2026-11-20      | Fixed         | 5.39%                 | Yes           |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                             | NEXTERA ENERGY                    | CUSIP: 65339KCL2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   14710000 | PA      | $14780568.58  | 0.10%             | 2027-09-01      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Auto Lease Trust 2024-A                                           | MBALT 2024-A A3                   | CUSIP: 58770JAD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   14930000 | PA      | $15077594.99  | 0.10%             | 2028-01-18      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                                          | STANDARD CHART                    | CUSIP: 85325C2F8<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   15020000 | PA      | $15096917.42  | 0.10%             | 2029-01-21      | Floating      | 5.56%                 | Yes           |                  2 | On Loan: No      |
| CNH Equipment Trust 2022-A                                                      | CNH 2022-A A3                     | CUSIP: 12660DAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3987569 | PA      | $3960960.74   | 0.03%             | 2027-07-15      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| RenaissanceRe Finance Inc                                                       | RENAISSANCERE FI                  | CUSIP: 75973QAA5<br>LEI: 54930048ETFU7B0OJ457 | Long             | DBT              | CORP              | US        |    4600000 | PA      | $4512842.33   | 0.03%             | 2027-07-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Ryder System Inc                                                                | RYDER SYSTEM INC                  | CUSIP: 78355HKR9<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |   14863000 | PA      | $14844413.08  | 0.10%             | 2025-09-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| VMware LLC                                                                      | VMWARE LLC                        | CUSIP: 928563AC9<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    2087000 | PA      | $2062749.79   | 0.01%             | 2027-08-21      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2019-C54                                  | WFCM 2019-C54 ASB                 | CUSIP: 95001YAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1382701 | PA      | $1343157.87   | 0.01%             | 2052-12-15      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA/NY                                                     | COOP RAB UA/NY                    | CUSIP: 21688ABG6<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   18470000 | PA      | $18528090.92  | 0.13%             | 2026-08-28      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                   | CITIGROUP INC                     | CUSIP: 172967PZ8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   16581000 | PA      | $16596629.75  | 0.11%             | 2028-05-07      | Variable      | 4.64%                 | No            |                  2 | On Loan: No      |
| Global Payments Inc                                                             | GLOBAL PAY INC                    | CUSIP: 891906AC3<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    4648000 | PA      | $4645823.02   | 0.03%             | 2026-04-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                      | INTEL CORP                        | CUSIP: 458140AU4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   25659000 | PA      | $25247008.58  | 0.17%             | 2026-05-19      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                                       | OCCIDENTAL PETE                   | CUSIP: 674599EH4<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    3190000 | PA      | $3206969.33   | 0.02%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                             | AMERICAN EXPRESS                  | CUSIP: 025816DX4<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   40920000 | PA      | $41157157.18  | 0.28%             | 2028-07-26      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                              | BANCO SANTANDER                   | CUSIP: 05964HAR6<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |     173000 | PA      | $173028.23    | 0.00%             | 2025-08-18      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                    | UBS GROUP                         | CUSIP: 902613AH1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   22500000 | PA      | $21787997.63  | 0.15%             | 2027-08-10      | Variable      | 1.49%                 | Yes           |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | ENERGY TRANSFER                   | CUSIP: 86765BAU3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    1327000 | PA      | $1313588.94   | 0.01%             | 2027-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2024-R06                                    | CAS 2024-R06 1M1                  | CUSIP: 20755RAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2193914 | PA      | $2193233.68   | 0.02%             | 2044-09-25      | Floating      | 5.40%                 | Yes           |                  2 | On Loan: No      |
| Cargill Inc                                                                     | CARGILL INC                       | CUSIP: 141781CC6<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |   27000000 | PA      | $26996156.55  | 0.19%             | 2028-02-11      | Floating      | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Auto Trust 2023-1                                               | BAAT 2023-1A A3                   | CUSIP: 06428AAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   12438342 | PA      | $12510688.64  | 0.09%             | 2028-02-15      | Fixed         | 5.53%                 | Yes           |                  2 | On Loan: No      |
| SBNA Auto Receivables Trust 2025-SF1                                            | SBAT 2025-SF1 C                   | CUSIP: 78437XAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6573000 | PA      | $6572919.15   | 0.05%             | 2031-04-15      | Fixed         | 5.14%                 | Yes           |                  2 | On Loan: No      |
| Enbridge Inc                                                                    | ENBRIDGE INC                      | CUSIP: 29250NAR6<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    2550000 | PA      | $2511848.40   | 0.02%             | 2027-07-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| DLLAA 2023-1 LLC                                                                | DLLAA 2023-1A A2                  | CUSIP: 23292HAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     316860 | PA      | $317000.04    | 0.00%             | 2026-07-20      | Fixed         | 5.93%                 | Yes           |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                              | CAN IMPERIAL BK                   | CUSIP: 13607LSL8<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   14975000 | PA      | $15138295.94  | 0.10%             | 2026-07-17      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Camden Property Trust                                                           | CAMDEN PROP TRST                  | CUSIP: 133131BA9<br>LEI: 5493002MYX22OHYJBD89 | Long             | DBT              | CORP              | US        |    1875000 | PA      | $1903472.59   | 0.01%             | 2026-11-03      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| AmeriCredit Automobile Receivables Trust 2023-2                                 | AMCAR 2023-2 A3                   | CUSIP: 03065UAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   36000000 | PA      | $36255870.00  | 0.25%             | 2028-05-18      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bond                                             | CHILE                             | CUSIP: 168863DX3<br>LEI: N/A                  | Long             | DBT              | NUSS              | CL        |   12945000 | PA      | $12629319.22  | 0.09%             | 2027-01-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Caisse d'Amortissement de la Dette Sociale                                      | CAISSE AMORT DET                  | CUSIP: 12802D2N5<br>LEI: 969500P04DQJS4BPM574 | Long             | DBT              | NUSS              | FR        |   35437000 | PA      | $35673711.36  | 0.25%             | 2026-09-19      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | AERCAP IRELAND                    | CUSIP: 00774MAS4<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    6900000 | PA      | $6806996.49   | 0.05%             | 2026-01-30      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Nissan Master Owner Trust Receivables                                           | NMOTR 2024-B A                    | CUSIP: 65479VAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   13630000 | PA      | $13729088.74  | 0.09%             | 2029-02-15      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| Boeing Co/The                                                                   | BOEING CO                         | CUSIP: 097023DG7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4934022.35   | 0.03%             | 2026-02-04      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                                  | BP CAP MKTS AMER                  | CUSIP: 10373QBY5<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $15222570.60  | 0.10%             | 2027-11-17      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| Honda Auto Receivables 2023-4 Owner Trust                                       | HAROT 2023-4 A3                   | CUSIP: 438123AC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    9030000 | PA      | $9111766.65   | 0.06%             | 2028-06-21      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                               | NATWEST GROUP                     | CUSIP: 639057AG3<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   10848000 | PA      | $10924424.81  | 0.08%             | 2026-11-10      | Variable      | 7.47%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial Inc                                                        | COREBRIDGE FIN                    | CUSIP: 21871XAD1<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |   45000000 | PA      | $44325403.65  | 0.30%             | 2027-04-05      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| WSO Finance Pty Ltd                                                             | WSO FINANCE PTY                   | CUSIP: N/A<br>LEI: 5493004E5MY2KUGWM114       | Long             | DBT              | CORP              | AU        |    2280000 | PA      | $1472778.57   | 0.01%             | 2026-07-14      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| Porsche Innovative Lease Owner Trust 2024-2                                     | PILOT 2024-2A A4                  | CUSIP: 73328NAF8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   11470000 | PA      | $11439921.07  | 0.08%             | 2030-09-20      | Fixed         | 4.26%                 | Yes           |                  2 | On Loan: No      |
| PNC Bank NA                                                                     | PNC BANK NA                       | CUSIP: 69353RFY9<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |   56335000 | PA      | $56274895.06  | 0.39%             | 2027-05-13      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                   | CUSIP: 91282CMV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   61233000 | PA      | $61111012.23  | 0.42%             | 2027-03-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Boston Properties LP                                                            | BOSTON PROP LP                    | CUSIP: 10112RAX2<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |    4158000 | PA      | $4133076.12   | 0.03%             | 2026-02-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co                                                                 | DTE ELECTRIC CO                   | CUSIP: 23338VAW6<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    7230000 | PA      | $7229925.31   | 0.05%             | 2027-05-14      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DLLAA 2025-1 LLC                                                                | DLLAA 2025-1A A2                  | CUSIP: 233249AB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    9760000 | PA      | $9767987.58   | 0.07%             | 2027-10-20      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                             | SWP: USD 3.990350 01-AUG-2026 SOF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       | 1000000000 | NC      | $-810250.93   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| ARI Fleet Lease Trust 2023-B                                                    | ARIFL 2023-B A2                   | CUSIP: 04033GAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6068956 | PA      | $6113465.33   | 0.04%             | 2032-07-15      | Fixed         | 6.05%                 | Yes           |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC HOLDINGS                     | CUSIP: 404280EK1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   21600000 | PA      | $21639937.54  | 0.15%             | 2028-11-19      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                | BANK OF MONTREAL                  | CUSIP: 06368MJH8<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   36666000 | PA      | $36643686.91  | 0.25%             | 2029-01-27      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2025-R02                                    | CAS 2025-R02 1A1                  | CUSIP: 20754TAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8748864 | PA      | $8748860.84   | 0.06%             | 2045-02-25      | Floating      | 5.35%                 | Yes           |                  2 | On Loan: No      |
| Tesla Auto Lease Trust 2023-B                                                   | TESLA 2023-B A4                   | CUSIP: 88167QAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4340000 | PA      | $4357626.48   | 0.03%             | 2027-03-22      | Fixed         | 6.22%                 | Yes           |                  2 | On Loan: No      |
| Enterprise Fleet Financing 2023-2 LLC                                           | EFF 2023-2 A2                     | CUSIP: 29375NAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5115095 | PA      | $5141986.61   | 0.04%             | 2030-04-22      | Fixed         | 5.56%                 | Yes           |                  2 | On Loan: No      |
| Kyndryl Holdings Inc                                                            | KYNDRYL HOLDINGS                  | CUSIP: 50155QAJ9<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |     884000 | PA      | $856157.24    | 0.01%             | 2026-10-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                   | BOEING CO/THE                     | CUSIP: 097023DP7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    3890000 | PA      | $3989703.85   | 0.03%             | 2027-05-01      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                                            | GLENCORE FDG LLC                  | CUSIP: 378272BX5<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   25000000 | PA      | $25014527.75  | 0.17%             | 2026-10-01      | Floating      | 5.10%                 | Yes           |                  2 | On Loan: No      |
| PFS Financing Corp                                                              | PFSFC 2024-F A                    | CUSIP: 69335PFP5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2380000 | PA      | $2391366.88   | 0.02%             | 2029-08-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Dllad 2024-1 LLC                                                                | DLLAD 2024-1A A2                  | CUSIP: 23346MAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2650325 | PA      | $2660488.76   | 0.02%             | 2027-08-20      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                   | CUSIP: 91282CDG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   93382000 | PA      | $90000550.00  | 0.62%             | 2026-10-31      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| HPEFS Equipment Trust 2024-1                                                    | HPEFS 2024-1A B                   | CUSIP: 403963AD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3955000 | PA      | $3966460.01   | 0.03%             | 2031-05-20      | Fixed         | 5.18%                 | Yes           |                  2 | On Loan: No      |
| Becton Dickinson & Co                                                           | BECTON DICKINSON                  | CUSIP: 075887BW8<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    5002000 | PA      | $4941909.92   | 0.03%             | 2027-06-06      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Wisconsin Power and Light Co                                                    | WISCONSIN P&L                     | CUSIP: 976826BL0<br>LEI: JWBYHVQVMY66CVCOSO49 | Long             | DBT              | CORP              | US        |    9719000 | PA      | $9448443.64   | 0.06%             | 2027-10-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| New Issuer: BB Company ID:71179043                                              | KCOT 2023-2A A2                   | CUSIP: 500945AB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     885260 | PA      | $885654.65    | 0.01%             | 2026-07-15      | Fixed         | 5.61%                 | Yes           |                  2 | On Loan: No      |
| Toyota Auto Receivables 2024-D Owner Trust                                      | TAOT 2024-D A3                    | CUSIP: 89239TAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   11950000 | PA      | $11958847.78  | 0.08%             | 2029-06-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Essex Portfolio LP                                                              | ESSEX PORTFOLIO                   | CUSIP: 29717PAQ0<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |    7631000 | PA      | $7559855.19   | 0.05%             | 2026-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| GMF Floorplan Owner Revolving Trust                                             | GFORT 2024-4A B                   | CUSIP: 361886DS0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4550000 | PA      | $4574166.42   | 0.03%             | 2029-11-15      | Fixed         | 4.98%                 | Yes           |                  2 | On Loan: No      |
| Kite Realty Group LP                                                            | KITE REALTY GRP                   | CUSIP: 49803XAA1<br>LEI: 549300X6R2GYI8Y3OD81 | Long             | DBT              | CORP              | US        |    5036000 | PA      | $4988101.50   | 0.03%             | 2026-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                              | CRED AGRICOLE SA                  | CUSIP: 22535WAH0<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    5000000 | PA      | $4917714.05   | 0.03%             | 2027-01-26      | Variable      | 1.25%                 | Yes           |                  2 | On Loan: No      |
| UBS Group AG                                                                    | UBS GROUP                         | CUSIP: 225401AT5<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   44440000 | PA      | $43691142.00  | 0.30%             | 2027-02-02      | Variable      | 1.30%                 | Yes           |                  2 | On Loan: No      |
| IBM International Capital Pte Ltd                                               | IBM INT CAPITAL                   | CUSIP: 449276AB0<br>LEI: 2549007KTXQQBYZO7485 | Long             | DBT              | CORP              | SG        |    2316000 | PA      | $2322564.31   | 0.02%             | 2027-02-05      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Honda Auto Receivables 2023-1 Owner Trust                                       | HAROT 2023-1 A3                   | CUSIP: 43815JAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6103926 | PA      | $6115684.19   | 0.04%             | 2027-04-21      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | AERCAP IRELAND                    | CUSIP: 00774MAR6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    5357000 | PA      | $5359529.41   | 0.04%             | 2027-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Finance North America LLC                                         | MERCEDES-BNZ FIN                  | CUSIP: 58769JAV9<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |   34000000 | PA      | $34026336.74  | 0.23%             | 2026-07-31      | Floating      | 5.01%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                             | EURO-SCHATZ FUT   Sep25           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |       -134 | NC      | $29729.32     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS Group AG                                                                    | UBS GROUP                         | CUSIP: 225401AF5<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    4228000 | PA      | $4158860.32   | 0.03%             | 2029-01-12      | Variable      | 3.87%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                   | CUSIP: 91282CLS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  179167000 | PA      | $179139005.16 | 1.23%             | 2026-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| National Bank of Canada                                                         | NATL BANK CANADA                  | CUSIP: 63307A3G8<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |   65120000 | PA      | $65052459.49  | 0.45%             | 2027-03-05      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC HOLDINGS                     | CUSIP: 404280EF2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   65365000 | PA      | $66426833.51  | 0.46%             | 2028-05-17      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2022-2                                   | SDART 2022-2 B                    | CUSIP: 80286MAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     195378 | PA      | $195250.94    | 0.00%             | 2027-09-15      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| Chase Auto Owner Trust 2024-1                                                   | CHAOT 2024-1A A3                  | CUSIP: 16144BAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    9780000 | PA      | $9839568.02   | 0.07%             | 2029-05-25      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC HOLDINGS                     | CUSIP: 404280ET2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   25560000 | PA      | $25593283.21  | 0.18%             | 2029-03-03      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank NA                                                          | MORGAN STANLEY B                  | CUSIP: 61690DK64<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |   52000000 | PA      | $52135860.40  | 0.36%             | 2029-01-12      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| BMW US Capital LLC                                                              | BMW US CAP LLC                    | CUSIP: 05565ECG8<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |   31500000 | PA      | $31608294.17  | 0.22%             | 2026-04-02      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| Securitized Term Auto Receivables Trust                                         | SSTRT 2025-A C                    | CUSIP: 81378RAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | CA        |     757481 | PA      | $759320.22    | 0.01%             | 2031-07-25      | Fixed         | 5.18%                 | Yes           |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust 2023-2                                    | GMALT 2023-2 A4                   | CUSIP: 362548AE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2600000 | PA      | $2601534.52   | 0.02%             | 2027-05-20      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| Cardinal Health Inc                                                             | CARDINAL HEALTH                   | CUSIP: 14149YBQ0<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |   53908000 | PA      | $54016328.67  | 0.37%             | 2026-11-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust 2025-2                                | SFAST 2025-2A A3                  | CUSIP: 78398HAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   23050000 | PA      | $23107182.44  | 0.16%             | 2030-12-20      | Fixed         | 4.44%                 | Yes           |                  2 | On Loan: No      |
| SCCU Auto Receivables Trust 2024-1                                              | SCCU 2024-1A A3                   | CUSIP: 78436RAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   11910000 | PA      | $11951251.48  | 0.08%             | 2029-06-15      | Fixed         | 5.11%                 | Yes           |                  2 | On Loan: No      |
| Prologis LP                                                                     | PROLOGIS LP                       | CUSIP: 74340XBU4<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    2413000 | PA      | $2388042.00   | 0.02%             | 2026-06-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | AERCAP IRELAND                    | CUSIP: 00774MAV7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   59732000 | PA      | $58169108.04  | 0.40%             | 2026-10-29      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust 2024-3                                | SFAST 2024-3A A3                  | CUSIP: 78436XAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   14800000 | PA      | $14835289.12  | 0.10%             | 2030-06-20      | Fixed         | 4.55%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE                    | CUSIP: 46647PEN2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   28564000 | PA      | $28681731.10  | 0.20%             | 2028-10-22      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| Kubota Credit Owner Trust 2025-2                                                | KCOT 2025-2A A2                   | CUSIP: 50117LAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   10630000 | PA      | $10639865.70  | 0.07%             | 2028-04-17      | Fixed         | 4.48%                 | Yes           |                  2 | On Loan: No      |
| TWDC Enterprises 18 Corp                                                        | WALT DISNEY CO                    | CUSIP: 25468PDM5<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |    3887000 | PA      | $3796405.65   | 0.03%             | 2026-07-30      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Entergy Corp                                                                    | ENTERGY CORP                      | CUSIP: 29364GAJ2<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |    4019000 | PA      | $3946750.48   | 0.03%             | 2026-09-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Bayview Opportunity Master Fund VII Trust 2024-SN1                              | BVABS 2024-SN1 B                  | CUSIP: 072926AD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3740000 | PA      | $3762733.96   | 0.03%             | 2028-08-15      | Fixed         | 5.67%                 | Yes           |                  2 | On Loan: No      |
| DLLST 2024-1 LLC                                                                | DLLST 2024-1A A2                  | CUSIP: 23346HAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1071872 | PA      | $1072076.22   | 0.01%             | 2026-01-20      | Fixed         | 5.33%                 | Yes           |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitization Trust 2024-B                                  | HALST 2024-B B                    | CUSIP: 44934FAF2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6175000 | PA      | $6236841.39   | 0.04%             | 2028-08-15      | Fixed         | 5.56%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs Bank USA/New York NY                                              | GOLDMAN SACHS BK                  | CUSIP: 38151LAF7<br>LEI: KD3XUN7C6T14HNAYLU02 | Long             | DBT              | CORP              | US        |   35880000 | PA      | $36018936.69  | 0.25%             | 2027-03-18      | Variable      | 5.28%                 | No            |                  2 | On Loan: No      |
| Honda Auto Receivables 2024-4 Owner Trust                                       | HAROT 2024-4 A3                   | CUSIP: 43816DAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5740000 | PA      | $5744302.13   | 0.04%             | 2029-05-15      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| GreatAmerica Leasing Receivables Funding LLC Series 2024-1                      | GALC 2024-1 A2                    | CUSIP: 39154TCH9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7239334 | PA      | $7252494.87   | 0.05%             | 2026-08-17      | Fixed         | 5.32%                 | Yes           |                  2 | On Loan: No      |
| Citizens Auto Receivables Trust 2023-1                                          | CITZN 2023-1 A3                   | CUSIP: 17331KAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   11347867 | PA      | $11411893.08  | 0.08%             | 2028-01-18      | Fixed         | 5.84%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE                    | CUSIP: 46647PEM4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   56000000 | PA      | $56254141.44  | 0.39%             | 2028-07-22      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes Series 2024-A                           | SBCLN 2024-A A2                   | CUSIP: 80290CCH5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     642693 | PA      | $650189.74    | 0.00%             | 2032-06-15      | Fixed         | 5.61%                 | Yes           |                  2 | On Loan: No      |
| Virginia Power Fuel Securitization LLC                                          | VIRGINIA POWER                    | CUSIP: 92808VAA0<br>LEI: 254900BELJ95ONW6U791 | Long             | DBT              | CORP              | US        |    6726562 | PA      | $6749716.81   | 0.05%             | 2029-05-01      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                | BANK OF NY MELLO                  | CUSIP: 06406RBY2<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   60500000 | PA      | $60731244.31  | 0.42%             | 2028-07-21      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| BMW Vehicle Lease Trust 2023-2                                                  | BMWLT 2023-2 A3                   | CUSIP: 055979AC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5329789 | PA      | $5344017.80   | 0.04%             | 2026-09-25      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                        | AESOP 2023-2A C                   | CUSIP: 05377RGN8<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-CBDO         | CORP              | US        |    1390000 | PA      | $1395890.13   | 0.01%             | 2027-10-20      | Fixed         | 6.18%                 | Yes           |                  2 | On Loan: No      |
| VMware LLC                                                                      | VMWARE LLC                        | CUSIP: 928563AE5<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |   14405000 | PA      | $14449362.07  | 0.10%             | 2027-05-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust 2023-3                       | GMCAR 2023-3 A3                   | CUSIP: 36267KAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4000564 | PA      | $4024219.66   | 0.03%             | 2028-06-16      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2024-R02                                    | CAS 2024-R02 1M1                  | CUSIP: 20754GAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2041010 | PA      | $2041642.37   | 0.01%             | 2044-02-25      | Floating      | 5.45%                 | Yes           |                  2 | On Loan: No      |
| Volkswagen Group of America Finance LLC                                         | VOLKSWAGEN GRP                    | CUSIP: 928668CE0<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   57605000 | PA      | $57816045.13  | 0.40%             | 2026-03-20      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                | WELLS FARGO CO                    | CUSIP: 95000U2V4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    6562000 | PA      | $6458346.12   | 0.04%             | 2028-03-24      | Variable      | 3.53%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank NA                                                          | MORGAN STANLEY B                  | CUSIP: 61690U8D5<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |   59295000 | PA      | $59591195.72  | 0.41%             | 2028-07-14      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | SWP: USD 3.981900 31-JUL-2027 SOF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |  525000000 | NC      | $-2656113.20  | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Citizens Auto Receivables Trust 2023-2                                          | CITZN 2023-2 A3                   | CUSIP: 17295FAD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   16247758 | PA      | $16363579.67  | 0.11%             | 2028-02-15      | Fixed         | 5.83%                 | Yes           |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-09-25

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

**Signature:** Ashley Grim

**Name of Signer:** Ashley Grim

**Title:** Treasurer