# EDGAR Filing Document

**Accession Number:** 0000794105
**File Stem:** 0000794105-26-000042
**Filing Date:** 2026-2
**Character Count:** 485808
**Document Hash:** 0fe49f3e387f12b533e3f156c98072f2
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000794105-26-000042.hdr.sgml**: 20260226

**ACCESSION NUMBER**: 0000794105-26-000042

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260226

**DATE AS OF CHANGE**: 20260226

**PERIOD START**: 20251231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** VANGUARD BOND INDEX FUNDS
- **CENTRAL INDEX KEY:** 0000794105

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-04681
- **FILM NUMBER:** 26688358

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

**MAIL ADDRESS:**
- **STREET 1:** P.O. BOX 2600 V26
- **CITY:** VALLEY FORGE
- **STATE:** PA
- **ZIP:** 19482

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** VANGUARD BOND INDEX FUND INC
- **DATE OF NAME CHANGE:** 19940111

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** VANGUARD BOND MARKET FUND INC
- **DATE OF NAME CHANGE:** 19920703

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** VANGUARD INDEX BOND FUND
- **DATE OF NAME CHANGE:** 19870105

## Series and Classes Contracts Data

### Vanguard Ultra-Short Bond ETF (Series ID: S000071399)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000226472 | ETF Shares   | VUSB            |

## 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 BOND INDEX FUNDS

- **b. Investment Company Act file number:** 811-04681

- **c. CIK number of Registrant:** 0000794105

- **d. LEI of Registrant:** 549300INE5BF80OGAZ51

- **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 BOND ETF

- **b. EDGAR series identifier (if any):** S000071399

- **c. LEI of Series:** 5493007JE7V8J9D1LN10

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

- **a. Date of fiscal year-end:** 2025-12-31

- **b. Date as of which information is reported:** 2025-12-31

**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:** $6743862234.76

**Total Liabilities:** $9095356.16

**Net Assets:** $6734766878.60

**Delayed Delivery Securities:** $7310000.00

**Cash Not Reported:** $15745586.72

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -40748.71537231 | **1-Year:** -552457.25148244 | **5-Year:** -180590.35960978 | **10-Year:** -75.39361633 | **30-Year:** 0.00000000

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

- **3-Month:** -292.59014661 | **1-Year:** -3905.44951276 | **5-Year:** -469.13176574 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000226472 | 0.32%                | 0.42%                | 0.42%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $830817.44               | $-5661237.14                               |
| Month 2  | $77511.84                | $3410277.27                                |
| Month 3  | $477825.22               | $2511530.50                                |

### 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        |   1879094 | PA      | $1880586.94   | 0.03%             | 2044-08-25      | Floating      | 5.07%                 | Yes           |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes Series 2025-A                    | ABCLN 2025-A B                    | CUSIP: 02007G5E9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1594217 | PA      | $1602322.97   | 0.02%             | 2033-06-15      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| Campbell's Company/The                                              | CAMPBELLS CO/THE                  | CUSIP: 134429BL2<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |   5442000 | PA      | $5450521.08   | 0.08%             | 2026-03-20      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust 2025-1                                 | DRIVE 2025-1 B                    | CUSIP: 262102AD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8350000 | PA      | $8416861.79   | 0.12%             | 2032-09-15      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                    | BANK OF MONTREAL                  | CUSIP: 06368MXU3<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |  19000000 | PA      | $19007330.20  | 0.28%             | 2028-09-22      | Variable      | 4.06%                 | No            |                  2 | On Loan: No      |
| Global Payments Inc                                                 | GLOBAL PAY INC                    | CUSIP: 37940XAP7<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   2557000 | PA      | $2586774.48   | 0.04%             | 2027-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Huntington National Bank/The                                        | HUNTINGTON NATL                   | CUSIP: 44644MAL5<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | DBT              | CORP              | US        |  25000000 | PA      | $24978620.00  | 0.37%             | 2028-04-12      | Floating      | 4.72%                 | 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        |   3426462 | PA      | $3452258.79   | 0.05%             | 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        |   2520000 | PA      | $2546623.80   | 0.04%             | 2029-04-16      | Fixed         | 4.57%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corp                                                | BANK OF AMER CRP                  | CUSIP: 06051GKW8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   7461000 | PA      | $7565715.14   | 0.11%             | 2028-07-22      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2025-4                       | SDART 2025-4 B                    | CUSIP: 802923AD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4650000 | PA      | $4657842.69   | 0.07%             | 2032-01-15      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| DLLAA 2025-1 LLC                                                    | DLLAA 2025-1A A3                  | CUSIP: 233249AC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2630000 | PA      | $2684534.89   | 0.04%             | 2029-09-20      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes Series 2025-A               | SBCLN 2025-A B                    | CUSIP: 80290CCR3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2250000 | PA      | $2255072.18   | 0.03%             | 2034-01-16      | Fixed         | 4.48%                 | Yes           |                  2 | On Loan: No      |
| New Issuer: BB Company ID:71657139                                  | HAROT 2024-2 A3                   | CUSIP: 437930AC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10149670 | PA      | $10272425.29  | 0.15%             | 2028-11-20      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| Octagon 57 Ltd                                                      | OCT57 2021-1A AR                  | CUSIP: 67592XAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |   1570000 | PA      | $1568790.00   | 0.02%             | 2034-10-15      | Floating      | 4.96%                 | Yes           |                  2 | On Loan: No      |
| Glencore Funding LLC                                                | GLENCORE FDG LLC                  | CUSIP: 378272AN8<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |  10534000 | PA      | $10525268.37  | 0.16%             | 2027-03-27      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| TCI Communications Inc                                              | TCI COMMUN INC                    | CUSIP: 872287AL1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1386000 | PA      | $1472330.89   | 0.02%             | 2028-02-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                           | ONEOK INC                         | CUSIP: 682680AS2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   3005000 | PA      | $3002016.94   | 0.04%             | 2027-07-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Corp Nacional del Cobre de Chile                                    | CODELCO INC                       | CUSIP: N/A<br>LEI: 549300UVMBCBCIPSUI70       | Long             | DBT              | CORP              | CL        |   7511000 | PA      | $7435684.95   | 0.11%             | 2027-08-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                 | NEXTERA ENERGY                    | CUSIP: 65339KBY5<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $978962.10    | 0.01%             | 2027-01-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                  | ENERGY TRANSFER                   | CUSIP: 29273RBG3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    285000 | PA      | $284933.71    | 0.00%             | 2026-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc                                         | HONEYWELL INTL                    | CUSIP: 438516CJ3<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1021111.10   | 0.02%             | 2028-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | AUD/USD FWD 20260318              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-180.90      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                    | ALTRIA GROUP INC                  | CUSIP: 02209SBC6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   3450000 | PA      | $3448454.40   | 0.05%             | 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        |    341708 | PA      | $342474.77    | 0.01%             | 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        |   2206069 | PA      | $2206071.56   | 0.03%             | 2045-01-25      | Floating      | 4.82%                 | Yes           |                  2 | On Loan: No      |
| Royal Bank of Canada                                                | ROYAL BK CANADA                   | CUSIP: 78017DAF5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   8000000 | PA      | $8067531.20   | 0.12%             | 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        |   4932000 | PA      | $4876104.66   | 0.07%             | 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        |   1160000 | PA      | $1159996.75   | 0.02%             | 2028-10-16      | Floating      | 5.32%                 | Yes           |                  2 | On Loan: No      |
| Verizon Master Trust                                                | VZMT 2025-1 C                     | CUSIP: 92348KDU4<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $507276.20    | 0.01%             | 2031-01-21      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| Healthpeak OP LLC                                                   | HEALTHPEAK OP                     | CUSIP: 42250PAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5909000 | PA      | $5739249.20   | 0.09%             | 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        |    619601 | PA      | $620125.50    | 0.01%             | 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        |   3002000 | PA      | $3007958.97   | 0.04%             | 2026-02-23      | Fixed         | 5.68%                 | Yes           |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                    | T-MOBILE USA INC                  | CUSIP: 87264ACA1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |  10692000 | PA      | $10268470.63  | 0.15%             | 2028-02-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                      | BNP PARIBAS                       | CUSIP: 09659W3B8<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   5450000 | PA      | $5506903.45   | 0.08%             | 2029-05-09      | Floating      | 5.31%                 | Yes           |                  2 | On Loan: No      |
| Public Storage Operating Co                                         | PUBLIC STORAGE                    | CUSIP: 74460DAG4<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $979881.30    | 0.01%             | 2026-11-09      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                  | REALTY INCOME                     | CUSIP: 756109AR5<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |   1345000 | PA      | $1346443.99   | 0.02%             | 2026-10-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UDR Inc                                                             | UDR INC                           | CUSIP: 90265EAM2<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4959761.50   | 0.07%             | 2027-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                | ROYAL BK CANADA                   | CUSIP: 78017DAB4<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   8772000 | PA      | $8785786.95   | 0.13%             | 2029-01-24      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| Golden Credit Card Trust                                            | GCCT 2021-1A A                    | CUSIP: 380881FB3<br>LEI: 549300BEDPMEONLTJX58 | Long             | ABS-CBDO         | CORP              | US        |  16750000 | PA      | $16464492.90  | 0.24%             | 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        |    501371 | PA      | $501616.81    | 0.01%             | 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        |   3380000 | PA      | $3381442.58   | 0.05%             | 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        |   3550000 | PA      | $3565791.11   | 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        |   9500000 | PA      | $9597227.75   | 0.14%             | 2029-09-17      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| SoFi Consumer Loan Program 2025-2 Trust                             | SCLP 2025-2 A                     | CUSIP: 83407HAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5480910 | PA      | $5512520.22   | 0.08%             | 2034-06-25      | Fixed         | 4.82%                 | Yes           |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                  | MITSUB UFJ FIN                    | CUSIP: 606822BY9<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   6100000 | PA      | $6016391.57   | 0.09%             | 2027-07-20      | Variable      | 1.54%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                             | BANK NOVA SCOTIA                  | CUSIP: 06418GAT4<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |  21284000 | PA      | $21290385.20  | 0.32%             | 2028-09-15      | Floating      | 4.46%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Inc                                                   | KINDER MORGAN                     | CUSIP: 49456BAP6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |   1554000 | PA      | $1561952.91   | 0.02%             | 2028-03-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                       | CITIGROUP INC                     | CUSIP: 172967NG2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   7445000 | PA      | $7360765.04   | 0.11%             | 2028-02-24      | Variable      | 3.07%                 | No            |                  2 | On Loan: No      |
| Jefferies Financial Group Inc                                       | JEFFERIES GROUP                   | CUSIP: 47233WKM0<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |  20380000 | PA      | $20328652.59  | 0.30%             | 2026-08-11      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                      | MORGAN STANLEY                    | CUSIP: 61744YAP3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2439000 | PA      | $2425065.02   | 0.04%             | 2029-01-24      | Variable      | 3.77%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                   | NATWEST GROUP                     | CUSIP: 780097BP5<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   6300000 | PA      | $6220233.81   | 0.09%             | 2028-05-22      | Variable      | 3.07%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | US 5YR NOTE (CBT) Mar26           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |     -1120 | NC      | $396316.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co                                                 | JPMORGAN CHASE                    | CUSIP: 46647PDA1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   3990000 | PA      | $4005807.58   | 0.06%             | 2028-04-26      | Variable      | 4.32%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                            | FLORIDA POWER &                   | CUSIP: 402479CF4<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |   1391000 | PA      | $1383482.20   | 0.02%             | 2027-05-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Rogers Communications Inc                                           | ROGERS COMMUNIC                   | CUSIP: 775109CG4<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |  13162000 | PA      | $13035223.62  | 0.19%             | 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        |   3620000 | PA      | $3637419.44   | 0.05%             | 2027-12-16      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                    | BANK OF NY MELLO                  | CUSIP: 06406RCH8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   8782000 | PA      | $8847965.99   | 0.13%             | 2028-06-09      | Variable      | 4.44%                 | No            |                  2 | On Loan: No      |
| Synopsys Inc                                                        | SYNOPSYS INC                      | CUSIP: 871607AA5<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |  14549000 | PA      | $14652543.78  | 0.22%             | 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        |    504158 | PA      | $508573.67    | 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        |    389276 | PA      | $392178.87    | 0.01%             | 2032-09-15      | Fixed         | 5.41%                 | Yes           |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                           | TORONTO DOM BANK                  | CUSIP: 89115A2M3<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   2568000 | PA      | $2627738.61   | 0.04%             | 2028-01-10      | Fixed         | 5.16%                 | No            |                  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        |    675284 | PA      | $680155.57    | 0.01%             | 2033-01-18      | Fixed         | 5.48%                 | Yes           |                  2 | On Loan: No      |
| Brookfield Finance Inc                                              | BROOKFIELD FIN                    | CUSIP: 11271LAC6<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |   4384000 | PA      | $4370677.02   | 0.06%             | 2028-01-25      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                    | T-MOBILE USA INC                  | CUSIP: 87264ABR5<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   2065000 | PA      | $2059720.62   | 0.03%             | 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        |   4540977 | PA      | $4579477.41   | 0.07%             | 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        |   3230000 | PA      | $3249582.52   | 0.05%             | 2030-01-10      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Energy Co                                        | BERKSHIRE HATHAW                  | CUSIP: 084659AM3<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |   1602000 | PA      | $1579111.26   | 0.02%             | 2028-04-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust 2025-5                          | EART 2025-5A C                    | CUSIP: 30166VAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1920000 | PA      | $1925838.34   | 0.03%             | 2032-03-15      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| Stellantis Financial Underwrit                                      | SFUEL 2025-AA A4                  | CUSIP: 858928AE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2120000 | PA      | $2138485.98   | 0.03%             | 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        |    133771 | PA      | $133859.09    | 0.00%             | 2034-01-17      | Fixed         | 6.01%                 | Yes           |                  2 | On Loan: No      |
| LYB International Finance II BV                                     | LYB INT FINANCE                   | CUSIP: 50247WAB3<br>LEI: 549300ZSNDBYN4Z4VZ93 | Long             | DBT              | CORP              | NL        |   1000000 | PA      | $995150.50    | 0.01%             | 2027-03-02      | Fixed         | 3.50%                 | 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        |    650000 | PA      | $661434.61    | 0.01%             | 2029-02-20      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Northrop Grumman Corp                                               | NORTHROP GRUMMAN                  | CUSIP: 666807BN1<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2960258.10   | 0.04%             | 2028-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bill                                         | TREASURY BILL                     | CUSIP: 912797TC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 314503500 | PA      | $304084697.24 | 4.52%             | 2026-12-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Ameren Corp                                                         | AMEREN CORP                       | CUSIP: 023608AK8<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |    560000 | PA      | $532249.14    | 0.01%             | 2028-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Dell Equipment Finance Trust 2025-2                                 | DEFT 2025-2 D                     | CUSIP: 24703VAL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1200000 | PA      | $1202293.32   | 0.02%             | 2032-03-22      | Fixed         | 4.83%                 | 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        |   7701679 | PA      | $7721369.94   | 0.11%             | 2027-04-15      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes Series 2025-B                    | ABCLN 2025-B C                    | CUSIP: 02007G6Q1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2892005 | PA      | $2909316.72   | 0.04%             | 2033-09-15      | Fixed         | 4.70%                 | Yes           |                  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        |    229870 | PA      | $230010.76    | 0.00%             | 2031-03-17      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2023-4                       | SDART 2023-4 A3                   | CUSIP: 802927AD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    812010 | PA      | $812981.34    | 0.01%             | 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        |  10545827 | PA      | $10625656.48  | 0.16%             | 2033-02-25      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| AT&T Inc                                                            | AT&T INC                          | CUSIP: 00206RGL0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |  11990000 | PA      | $12003529.52  | 0.18%             | 2028-02-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Chase Auto Owner Trust 2025-1                                       | CHAOT 2025-1A A3                  | CUSIP: 16145NAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7640000 | PA      | $7703492.22   | 0.11%             | 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        |   2308157 | PA      | $2332543.96   | 0.03%             | 2035-10-15      | Fixed         | 6.16%                 | Yes           |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp                                   | DELL INT / EMC                    | CUSIP: 24703DBJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1555000 | PA      | $1589788.77   | 0.02%             | 2028-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank NA                                              | MORGAN STANLEY B                  | CUSIP: 61690U8G8<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |   1175000 | PA      | $1179383.10   | 0.02%             | 2027-10-15      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| Manufacturers & Traders Trust Co                                    | MANUF & TRADERS                   | CUSIP: 564760CC8<br>LEI: WWB2V0FCW3A0EE3ZJN75 | Long             | DBT              | CORP              | US        |  16377000 | PA      | $16522203.40  | 0.25%             | 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        |   5315000 | PA      | $5339205.04   | 0.08%             | 2028-04-28      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Public Storage Operating Co                                         | PUBLIC STORAGE                    | CUSIP: 74460DAC3<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |    500000 | PA      | $494229.70    | 0.01%             | 2027-09-15      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| SA Global Sukuk Ltd                                                 | SA GLOBAL SUKU                    | CUSIP: N/A<br>LEI: 5493007DFAVKU7UOGR47       | Long             | DBT              | CORP              | KY        |  10097000 | PA      | $9975439.19   | 0.15%             | 2026-06-17      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Alloya Auto Receivables Trust 2025-1                                | ALLCU 2025-1A A4                  | CUSIP: 01986QAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    810000 | PA      | $814047.00    | 0.01%             | 2030-01-25      | Fixed         | 4.71%                 | Yes           |                  2 | On Loan: No      |
| CCG Receivables Trust 2025-2                                        | CCG 2025-2 A2                     | CUSIP: 12516XAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  15040000 | PA      | $15072408.19  | 0.22%             | 2034-08-15      | Fixed         | 4.14%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Stacr Remic Trust 2025-Dna3                             | STACR 2025-DNA3 A1                | CUSIP: 35564UAQ0<br>LEI: 5299009HC4IGFM6RXF30 | Long             | ABS-MBS          | CORP              | US        |   5298375 | PA      | $5299794.43   | 0.08%             | 2045-09-25      | Floating      | 4.82%                 | Yes           |                  2 | On Loan: No      |
| Omega Healthcare Investors Inc                                      | OMEGA HEALTHCARE                  | CUSIP: 681936BK5<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |   4500000 | PA      | $4537193.85   | 0.07%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| O'Reilly Automotive Inc                                             | O'REILLY AUTOMOT                  | CUSIP: 67103HAF4<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |   2195000 | PA      | $2181329.98   | 0.03%             | 2027-09-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Lease Trust 2025-B                                      | NALT 2025-B A3                    | CUSIP: 65481RAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  14930000 | PA      | $15061890.13  | 0.22%             | 2028-11-15      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                               | BANQ FED CRD MUT                  | CUSIP: 06675FBA4<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |   9239000 | PA      | $9333492.80   | 0.14%             | 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        |  38077000 | PA      | $37818689.44  | 0.56%             | 2027-06-02      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                 | JPMORGAN CHASE                    | CUSIP: 46647PEE2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1490000 | PA      | $1519785.99   | 0.02%             | 2028-04-22      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                | BANK OF AMER CRP                  | CUSIP: 06051GMK2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1735000 | PA      | $1767159.27   | 0.03%             | 2029-01-24      | Variable      | 4.98%                 | No            |                  2 | On Loan: No      |
| Lonsdale Finance Pty Ltd                                            | LONSDALE FINANCE                  | CUSIP: N/A<br>LEI: 549300VX4WC30OTQ1E62       | Long             | DBT              | CORP              | AU        |   8620000 | PA      | $5646692.40   | 0.08%             | 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        |   2022291 | PA      | $2033743.80   | 0.03%             | 2031-10-20      | Fixed         | 5.36%                 | Yes           |                  2 | On Loan: No      |
| Nomura Holdings Inc                                                 | NOMURA HOLDINGS                   | CUSIP: 65535HAW9<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |   8100000 | PA      | $7997457.24   | 0.12%             | 2026-07-14      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Chesapeake Funding II LLC                                           | CFII 2023-1A A1                   | CUSIP: 165183CU6<br>LEI: 5493000HT7H4OFOD6Z12 | Long             | ABS-CBDO         | CORP              | US        |    749314 | PA      | $752812.20    | 0.01%             | 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        |  15710000 | PA      | $15784501.53  | 0.23%             | 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        |   2240000 | PA      | $2252266.69   | 0.03%             | 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        |   3866000 | PA      | $3874982.26   | 0.06%             | 2026-03-02      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| T-Mobile US Trust 2025-2                                            | TMUST 2025-2A A                   | CUSIP: 87268MAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10480000 | PA      | $10573665.00  | 0.16%             | 2030-04-22      | Fixed         | 4.34%                 | Yes           |                  2 | On Loan: No      |
| Targa Resources Corp                                                | TARGA RESOURCES                   | CUSIP: 87612KAA0<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |   6863000 | PA      | $6973263.70   | 0.10%             | 2027-07-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Boston Properties LP                                                | BOSTON PROP LP                    | CUSIP: 10112RBG8<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1308230.88   | 0.02%             | 2027-12-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust 2025-2                                 | DRIVE 2025-2 C                    | CUSIP: 262103AF1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7320000 | PA      | $7315050.95   | 0.11%             | 2032-09-15      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| Phillips 66 Co                                                      | PHILLIPS 66 CO                    | CUSIP: 718547AT9<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |   1128000 | PA      | $1146472.24   | 0.02%             | 2027-12-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Honda Auto Receivables 2023-2 Owner Trust                           | HAROT 2023-2 A3                   | CUSIP: 437927AC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1376357 | PA      | $1382737.07   | 0.02%             | 2027-11-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| SCCU Auto Receivables Trust 2025-1                                  | SCCU 2025-1A A2                   | CUSIP: 80620BAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5812274 | PA      | $5827889.75   | 0.09%             | 2028-11-15      | Fixed         | 4.67%                 | Yes           |                  2 | On Loan: No      |
| McDonald's Corp                                                     | MCDONALD'S CORP                   | CUSIP: 58013MFP4<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    750000 | PA      | $746131.35    | 0.01%             | 2027-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                    | WELLS FARGO CO                    | CUSIP: 95000U2S1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   7500000 | PA      | $7327934.25   | 0.11%             | 2028-06-02      | Variable      | 2.39%                 | No            |                  2 | On Loan: No      |
| Stellantis Financial Services US Corp                               | STELLANTIS FINAN                  | CUSIP: 85855FAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3775000 | PA      | $3823157.68   | 0.06%             | 2028-09-15      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                 | EURO-SCHATZ FUT   Mar26           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |       -67 | NC      | $7827.38      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SFS Auto Receivables Securitization Trust 2025-3                    | SFAST 2025-3A A3                  | CUSIP: 78398KAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4920000 | PA      | $4941236.69   | 0.07%             | 2031-04-21      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                            | TOYOTA MTR CRED                   | CUSIP: 89236TNG6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   3615000 | PA      | $3649835.59   | 0.05%             | 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        |   7530000 | PA      | $7565793.86   | 0.11%             | 2029-05-21      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Philip Morris International Inc                                     | PHILIP MORRIS IN                  | CUSIP: 718172CR8<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   4288000 | PA      | $4248120.31   | 0.06%             | 2026-05-01      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp                                         | AMERICAN HONDA F                  | CUSIP: 02665WGD7<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   6925000 | PA      | $6991695.37   | 0.10%             | 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        |   9553000 | PA      | $9626393.79   | 0.14%             | 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        |  13360000 | PA      | $13448925.50  | 0.20%             | 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        |  13670000 | PA      | $13787128.66  | 0.20%             | 2029-03-15      | Fixed         | 4.59%                 | Yes           |                  2 | On Loan: No      |
| Nutrien Ltd                                                         | NUTRIEN LTD                       | CUSIP: 67077MBE7<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |   4680000 | PA      | $4707361.15   | 0.07%             | 2027-03-12      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Phillips 66 Co                                                      | PHILLIPS 66 CO                    | CUSIP: 718547AH5<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |   4164000 | PA      | $4133912.19   | 0.06%             | 2028-03-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                     | GEN MOTORS FIN                    | CUSIP: 37045XDK9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   3225000 | PA      | $3186396.75   | 0.05%             | 2026-06-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                    | US TREASURY N/B                   | CUSIP: 91282CPB1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $10003125.00  | 0.15%             | 2027-09-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasin                                      | GMALT 2025-1 A4                   | CUSIP: 36271VAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1160000 | PA      | $1173555.30   | 0.02%             | 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        |    753820 | PA      | $756509.08    | 0.01%             | 2027-04-20      | Fixed         | 5.31%                 | Yes           |                  2 | On Loan: No      |
| Philip Morris International Inc                                     | PHILIP MORRIS IN                  | CUSIP: 718172CZ0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   2680000 | PA      | $2730542.66   | 0.04%             | 2028-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| State Street Corp                                                   | STATE STREET CRP                  | CUSIP: 857477CN1<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4051251.20   | 0.06%             | 2029-02-20      | Variable      | 4.53%                 | No            |                  2 | On Loan: No      |
| Baxter International Inc                                            | BAXTER INTL                       | CUSIP: 071813CL1<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |   3670000 | PA      | $3581962.94   | 0.05%             | 2027-02-01      | Fixed         | 1.92%                 | No            |                  2 | On Loan: No      |
| Dell Equipment Finance Trust 2025-2                                 | DEFT 2025-2 C                     | CUSIP: 24703VAJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    960000 | PA      | $962164.42    | 0.01%             | 2031-03-24      | Fixed         | 4.53%                 | Yes           |                  2 | On Loan: No      |
| AbbVie Inc                                                          | ABBVIE INC                        | CUSIP: 00287YBV0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   6447000 | PA      | $6400661.54   | 0.10%             | 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        |   6030442 | PA      | $6069558.89   | 0.09%             | 2028-10-16      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp                                                   | ATMOS ENERGY                      | CUSIP: 049560AN5<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |   4470000 | PA      | $4424130.20   | 0.07%             | 2027-06-15      | Fixed         | 3.00%                 | 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        |   3670000 | PA      | $3707119.11   | 0.06%             | 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        |   2190000 | PA      | $1435429.03   | 0.02%             | 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        |   2804285 | PA      | $2808580.14   | 0.04%             | 2027-12-15      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp                                               | TRUIST FINANCIAL                  | CUSIP: 89788MAL6<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2031251.80   | 0.03%             | 2029-01-26      | Variable      | 4.87%                 | 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        |   4891478 | PA      | $4932247.51   | 0.07%             | 2028-03-15      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                | ROYAL BK CANADA                   | CUSIP: 78017DAA6<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   6625000 | PA      | $6744772.71   | 0.10%             | 2029-01-24      | Variable      | 4.96%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                 | AMERICAN EXPRESS                  | CUSIP: 025816DV8<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1016624.30   | 0.02%             | 2028-07-26      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                | BANK OF AMER CRP                  | CUSIP: 06051GHD4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  16304000 | PA      | $16113934.49  | 0.24%             | 2028-12-20      | Variable      | 3.42%                 | No            |                  2 | On Loan: No      |
| Essex Portfolio LP                                                  | ESSEX PORTFOLIO                   | CUSIP: 29717PAY3<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2373444.25   | 0.04%             | 2028-03-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Balboa Bay Loan Funding 2023-2 Ltd                                  | BOBA 2023-2A A1R                  | CUSIP: 05766JAL5<br>LEI: 549300AVUGQW27DUWV37 | Long             | ABS-MBS          | CORP              | KY        |   1120000 | PA      | $1119441.12   | 0.02%             | 2036-10-20      | Floating      | 5.03%                 | Yes           |                  2 | On Loan: No      |
| Affirm Asset Securitization Trust 2025-X2                           | AFFRM 2025-X2 A                   | CUSIP: 00835DAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3797148 | PA      | $3800764.11   | 0.06%             | 2030-10-15      | Fixed         | 4.45%                 | Yes           |                  2 | On Loan: No      |
| Arizona Public Service Co                                           | ARIZONA PUB SERV                  | CUSIP: 040555CW2<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1573978.72   | 0.02%             | 2027-09-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                    | CROWN CASTLE INT                  | CUSIP: 22822VAC5<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   2760000 | PA      | $2753951.74   | 0.04%             | 2026-06-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                 | AMERICAN TOWER                    | CUSIP: 03027XAK6<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   2324000 | PA      | $2312194.54   | 0.03%             | 2026-10-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Eaton Vance Corp                                                    | EATON VANCE CORP                  | CUSIP: 278265AE3<br>LEI: 4JJ8ORNW1AFZPSV8GJ79 | Long             | DBT              | CORP              | US        |   2840000 | PA      | $2825883.21   | 0.04%             | 2027-04-06      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                    | BANK OF MONTREAL                  | CUSIP: 06368MJG0<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $509404.45    | 0.01%             | 2029-01-27      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                 | JPMORGAN CHASE                    | CUSIP: 46647PEL6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1014551.50   | 0.02%             | 2028-07-22      | Variable      | 4.98%                 | No            |                  2 | On Loan: No      |
| HPEFS Equipment Trust 2025-2                                        | HPEFS 2025-2A A3                  | CUSIP: 442927AC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8500000 | PA      | $8513611.90   | 0.13%             | 2032-11-22      | Fixed         | 4.03%                 | Yes           |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust 2025-4                | BLAST 2025-4 A3                   | CUSIP: 10807UAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  16700000 | PA      | $16751342.48  | 0.25%             | 2029-10-15      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| Crossroads Asset Trust 2025-A                                       | XROAD 2025-A A2                   | CUSIP: 22767VAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4032105 | PA      | $4061685.24   | 0.06%             | 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        |   6160000 | PA      | $6208767.49   | 0.09%             | 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        |  11553000 | PA      | $11438907.19  | 0.17%             | 2026-08-17      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| HP Inc                                                              | HP INC                            | CUSIP: 40434LAF2<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |    750000 | PA      | $741200.85    | 0.01%             | 2026-06-17      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Zoetis Inc                                                          | ZOETIS INC                        | CUSIP: 98978VAW3<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |   2010000 | PA      | $2021081.93   | 0.03%             | 2028-08-17      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Issuer Trust 2025-4                            | GCAR 2025-4A A3                   | CUSIP: 36273HAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6440000 | PA      | $6457915.44   | 0.10%             | 2029-07-16      | Fixed         | 4.29%                 | Yes           |                  2 | On Loan: No      |
| Brixmor Operating Partnership LP                                    | BRIXMOR OPERATIN                  | CUSIP: 11120VAC7<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |   8200000 | PA      | $8192571.62   | 0.12%             | 2026-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Basswood Park CLO Ltd                                               | BARK 2021-1A BR                   | CUSIP: 070252AL5<br>LEI: 5493005HSAGIQZIVAS94 | Long             | ABS-MBS          | CORP              | KY        |   1270000 | PA      | $1273163.57   | 0.02%             | 2034-04-20      | Floating      | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Expedia Group Inc                                                   | EXPEDIA GRP INC                   | CUSIP: 30212PAP0<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $5966583.60   | 0.09%             | 2028-02-15      | Fixed         | 3.80%                 | 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        |   5813000 | PA      | $5973317.31   | 0.09%             | 2027-04-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| General Motors Co                                                   | GENERAL MOTORS C                  | CUSIP: 37045VAN0<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |   3076000 | PA      | $3079822.55   | 0.05%             | 2027-10-01      | Fixed         | 4.20%                 | 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        |   1384319 | PA      | $1387926.19   | 0.02%             | 2028-02-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Ecolab Inc                                                          | ECOLAB INC                        | CUSIP: 278865AV2<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |   1230000 | PA      | $1218991.38   | 0.02%             | 2026-11-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                            | AESOP 2020-2A A                   | CUSIP: 05377RDY7<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-CBDO         | CORP              | US        |    930000 | PA      | $928111.11    | 0.01%             | 2027-02-20      | Fixed         | 2.02%                 | Yes           |                  2 | On Loan: No      |
| Roper Technologies Inc                                              | ROPER TECHNOLOGI                  | CUSIP: 776743AD8<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |   1464000 | PA      | $1461418.09   | 0.02%             | 2026-12-15      | Fixed         | 3.80%                 | 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        |   1250000 | PA      | $1258504.38   | 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        |   1060000 | PA      | $1065192.41   | 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        |   3580000 | PA      | $3529971.65   | 0.05%             | 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        |   1060500 | PA      | $1061506.20   | 0.02%             | 2044-10-25      | Floating      | 4.92%                 | Yes           |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes Series 2025-B                    | ABCLN 2025-B A2                   | CUSIP: 02007G6N8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5709618 | PA      | $5723698.99   | 0.08%             | 2033-09-15      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| Toyota Finance Australia Ltd                                        | TOYOTA FIN AUSTR                  | CUSIP: N/A<br>LEI: 3UKPTDP5PGQRH8AUK042       | Long             | DBT              | CORP              | AU        |   2130000 | PA      | $1426513.11   | 0.02%             | 2026-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                 | SUMITOMO MITSUI                   | CUSIP: 86562MAV2<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    500000 | PA      | $495303.40    | 0.01%             | 2027-10-18      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                          | INTEL CORP                        | CUSIP: 458140BY5<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   8680000 | PA      | $8632384.12   | 0.13%             | 2027-08-05      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson & Co                                               | BECTON DICKINSON                  | CUSIP: 075887CE7<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |   2307000 | PA      | $2351425.44   | 0.03%             | 2026-12-01      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                    | WELLS FARGO CO                    | CUSIP: 95000U3R2<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |  24280000 | PA      | $24490806.24  | 0.36%             | 2028-01-24      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                          | INTEL CORP                        | CUSIP: 458140CE8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |  22286000 | PA      | $22608208.76  | 0.34%             | 2028-02-10      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Kubota Credit Owner Trust 2022-2                                    | KCOT 2022-2A A3                   | CUSIP: 50117JAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    182834 | PA      | $182839.56    | 0.00%             | 2026-12-15      | Fixed         | 4.09%                 | Yes           |                  2 | On Loan: No      |
| Kraft Heinz Foods Co                                                | KRAFT HEINZ FOOD                  | CUSIP: 50077LAD8<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    633000 | PA      | $630117.13    | 0.01%             | 2026-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Barings CLO Ltd 2025-VII                                            | BABSN 2025-7A A1                  | CUSIP: 06765FAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |   1630000 | PA      | $1627894.04   | 0.02%             | 2038-01-15      | Floating      | 4.87%                 | Yes           |                  2 | On Loan: No      |
| Cencora Inc                                                         | CENCORA INC                       | CUSIP: 03073EAP0<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    870000 | PA      | $862511.65    | 0.01%             | 2027-12-15      | Fixed         | 3.45%                 | 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        |    100000 | PA      | $100275.83    | 0.00%             | 2027-04-20      | Fixed         | 6.24%                 | Yes           |                  2 | On Loan: No      |
| HP Inc                                                              | HP INC                            | CUSIP: 40434LAB1<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |   6561000 | PA      | $6461590.35   | 0.10%             | 2027-06-17      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                  | CRED AGRICOLE SA                  | CUSIP: 22534PAE3<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   1708000 | PA      | $1722069.99   | 0.03%             | 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        |   8230000 | PA      | $8267715.62   | 0.12%             | 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        |    472927 | PA      | $476920.45    | 0.01%             | 2032-12-29      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Toyota Finance Australia Ltd                                        | TOYOTA FIN AUSTR                  | CUSIP: N/A<br>LEI: 3UKPTDP5PGQRH8AUK042       | Long             | DBT              | CORP              | AU        |   5350000 | PA      | $3573782.32   | 0.05%             | 2026-04-06      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| RTX Corp                                                            | UNITED TECH CORP                  | CUSIP: 913017CH0<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   2030000 | PA      | $2009299.08   | 0.03%             | 2026-11-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp                                               | TRUIST FINANCIAL                  | CUSIP: 89788MAG7<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   5340000 | PA      | $5353293.93   | 0.08%             | 2028-06-06      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                  | CAN IMPERIAL BK                   | CUSIP: 13607QFC1<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |  15349000 | PA      | $15369888.45  | 0.23%             | 2028-09-08      | Floating      | 4.56%                 | No            |                  2 | On Loan: No      |
| PPL Capital Funding Inc                                             | PPL CAPITAL FDG                   | CUSIP: 69352PAL7<br>LEI: 549300MROK5WY0D2NU17 | Long             | DBT              | CORP              | US        |   7520000 | PA      | $7492241.42   | 0.11%             | 2026-05-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                             | HCA INC                           | CUSIP: 404119CX5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1805927.04   | 0.03%             | 2028-03-01      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                  | CAN IMPERIAL BK                   | CUSIP: 13607QFD9<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   5260000 | PA      | $5280352.52   | 0.08%             | 2028-09-08      | Variable      | 4.24%                 | 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        |   4306695 | PA      | $4344128.24   | 0.06%             | 2028-08-15      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| US Bank C&I Credit-Linked Notes Series 2025-2                       | USCLN 2025-SUP2 B1                | CUSIP: 90355PAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4676483 | PA      | $4693289.16   | 0.07%             | 2032-09-25      | Fixed         | 4.82%                 | Yes           |                  2 | On Loan: No      |
| HPEFS Equipment Trust 2025-1                                        | HPEFS 2025-1A A3                  | CUSIP: 40446EAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8420000 | PA      | $8479535.29   | 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        |  10280000 | PA      | $10429645.96  | 0.15%             | 2031-05-15      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co Inc                                      | AMER ELEC PWR                     | CUSIP: 025537AJ0<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |   2459000 | PA      | $2424091.54   | 0.04%             | 2027-11-13      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy Inc                                              | DIAMONDBACK ENER                  | CUSIP: 25278XAX7<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |   2350000 | PA      | $2384919.12   | 0.04%             | 2027-04-18      | Fixed         | 5.20%                 | 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        |   1330000 | PA      | $1338508.94   | 0.02%             | 2028-06-15      | Fixed         | 5.73%                 | Yes           |                  2 | On Loan: No      |
| HPEFS Equipment Trust 2025-2                                        | HPEFS 2025-2A B                   | CUSIP: 442927AD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    850000 | PA      | $850220.58    | 0.01%             | 2032-11-22      | Fixed         | 4.21%                 | Yes           |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                           | TORONTO DOM BANK                  | CUSIP: 89115A2W1<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    607000 | PA      | $614790.06    | 0.01%             | 2027-04-05      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| Guatemala Government Bond                                           | REP OF GUATEMALA                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GT        |    580000 | PA      | $578613.68    | 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        |   1110000 | PA      | $1122337.98   | 0.02%             | 2029-05-15      | Fixed         | 5.53%                 | Yes           |                  2 | On Loan: No      |
| Steel Dynamics Inc                                                  | STEEL DYNAMICS                    | CUSIP: 858119BN9<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1922462.00   | 0.03%             | 2027-10-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Corebridge Global Funding                                           | COREBRIDGE GF                     | CUSIP: 00138CBE7<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |   9000000 | PA      | $9002501.10   | 0.13%             | 2028-01-07      | Floating      | 4.76%                 | Yes           |                  2 | On Loan: No      |
| Southwest Airlines Co                                               | SOUTHWEST AIR                     | CUSIP: 844741BK3<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |  16628000 | PA      | $16835811.76  | 0.25%             | 2027-06-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                           | AMGEN INC                         | CUSIP: 031162CQ1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    554000 | PA      | $547262.25    | 0.01%             | 2027-11-02      | Fixed         | 3.20%                 | 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        |   4438487 | PA      | $4476476.52   | 0.07%             | 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        |   3830000 | PA      | $3849962.73   | 0.06%             | 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        |    200000 | PA      | $199065.94    | 0.00%             | 2026-03-01      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Corp                                                    | FIRSTENERGY CORP                  | CUSIP: 337932AH0<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |  20900000 | PA      | $20831425.01  | 0.31%             | 2027-07-15      | Fixed         | 3.90%                 | 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        |  10870000 | PA      | $10893647.69  | 0.16%             | 2029-01-16      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2024-HQA1                             | STACR 2024-HQA1 A1                | CUSIP: 35564NBW2<br>LEI: 529900PGKDI4ZEXFQ523 | Long             | ABS-MBS          | CORP              | US        |   2303421 | PA      | $2310249.20   | 0.03%             | 2044-03-25      | Floating      | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Targa Resources Partners LP / Targa Resources Partners Finance Corp | TARGA RES PRTNRS                  | CUSIP: 87612BBG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7505000 | PA      | $7508555.87   | 0.11%             | 2028-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                     | GEN MOTORS FIN                    | CUSIP: 37045XDR4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   2751000 | PA      | $2695859.51   | 0.04%             | 2027-02-26      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| J M Smucker Co/The                                                  | JM SMUCKER CO                     | CUSIP: 832696AR9<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |   2367000 | PA      | $2343191.29   | 0.03%             | 2027-12-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Campbell's Company/The                                              | CAMPBELLS CO/THE                  | CUSIP: 134429BG3<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |   1680000 | PA      | $1680516.43   | 0.02%             | 2028-03-15      | Fixed         | 4.15%                 | 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        |   7116240 | PA      | $7152526.85   | 0.11%             | 2027-05-17      | Fixed         | 5.41%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                    | US TREASURY N/B                   | CUSIP: 91282CAD3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  66266000 | PA      | $63123541.70  | 0.94%             | 2027-07-31      | Fixed         | 0.38%                 | No            |                  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        |    175521 | PA      | $178539.25    | 0.00%             | 2032-05-17      | Fixed         | 6.32%                 | Yes           |                  2 | On Loan: No      |
| Ameren Corp                                                         | AMEREN CORP                       | CUSIP: 023608AL6<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |   1751000 | PA      | $1710655.91   | 0.03%             | 2027-03-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Corebridge Global Funding                                           | COREBRIDGE GF                     | CUSIP: 00138CAY4<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |   9370000 | PA      | $9429729.07   | 0.14%             | 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        |   4854000 | PA      | $4879589.32   | 0.07%             | 2027-09-25      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes Series 2024-B                    | ABCLN 2024-B C                    | CUSIP: 02007G4D2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1574533 | PA      | $1588572.55   | 0.02%             | 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        |  22207000 | PA      | $22499281.87  | 0.33%             | 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      | $17496911.70  | 0.26%             | 2027-11-15      | Fixed         | 5.65%                 | 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        |   5240000 | PA      | $5305380.00   | 0.08%             | 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        |   5296486 | PA      | $5311075.95   | 0.08%             | 2032-02-25      | Fixed         | 5.58%                 | Yes           |                  2 | On Loan: No      |
| Huntington Bank Auto Credit-Linked Notes Series 2025-2              | HACLN 2025-2 B1                   | CUSIP: 44644NAN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8096817 | PA      | $8149012.03   | 0.12%             | 2033-09-20      | Fixed         | 4.83%                 | Yes           |                  2 | On Loan: No      |
| Philip Morris International Inc                                     | PHILIP MORRIS IN                  | CUSIP: 718172DM8<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   5681000 | PA      | $5733009.56   | 0.09%             | 2027-11-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| World Omni Select Auto Trust 2025-A                                 | WOSAT 2025-A A2A                  | CUSIP: 98164UAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5850000 | PA      | $5861309.22   | 0.09%             | 2030-05-15      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                         | ORACLE CORP                       | CUSIP: 68389XCX1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   4740000 | PA      | $4674905.11   | 0.07%             | 2028-08-03      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| ITC Holdings Corp                                                   | ITC HOLDINGS COR                  | CUSIP: 465685AK1<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |   6838000 | PA      | $6806742.13   | 0.10%             | 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        |   1223117 | PA      | $1231697.85   | 0.02%             | 2028-04-17      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| Digital Realty Trust LP                                             | DIGITAL REALTY                    | CUSIP: 25389JAV8<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              | CORP              | US        |  20411000 | PA      | $20977150.11  | 0.31%             | 2028-01-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                 | AMERICAN TOWER                    | CUSIP: 03027XAX8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   3962000 | PA      | $3909575.21   | 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        |    850000 | PA      | $853974.52    | 0.01%             | 2031-09-15      | Fixed         | 5.34%                 | Yes           |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                            | LLOYDS BK GR PLC                  | CUSIP: 539439BB4<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |  16257000 | PA      | $16338374.41  | 0.24%             | 2028-11-26      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| HPS Corporate Lending Fund                                          | HPS CORPORATE LE                  | CUSIP: 40440VAL9<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |  16619000 | PA      | $16722205.65  | 0.25%             | 2027-06-05      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| Truist Bank                                                         | TRUIST BANK                       | CUSIP: 89788JAH2<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |  18000000 | PA      | $17978583.60  | 0.27%             | 2029-10-23      | Variable      | 4.14%                 | No            |                  2 | On Loan: No      |
| Corebridge Global Funding                                           | COREBRIDGE GF                     | CUSIP: 00138CAU2<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |   6210000 | PA      | $6264428.17   | 0.09%             | 2026-07-02      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Trinity Acquisition PLC                                             | TRINITY ACQ PLC                   | CUSIP: 89641UAC5<br>LEI: 549300FJZWZN6MJNGB63 | Long             | DBT              | CORP              | GB        |   8392000 | PA      | $8392514.43   | 0.12%             | 2026-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Porsche Financial Auto Securitization Trust 2023-1                  | PFAST 2023-1A A3                  | CUSIP: 73328QAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1023474 | PA      | $1026648.35   | 0.02%             | 2028-09-22      | Fixed         | 4.81%                 | Yes           |                  2 | On Loan: No      |
| Mercedes-Benz Finance North America LLC                             | MERCEDES-BNZ FIN                  | CUSIP: 58769JBB2<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |  12990000 | PA      | $13085575.22  | 0.19%             | 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        |   8600000 | PA      | $8703183.66   | 0.13%             | 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        |  17870000 | PA      | $17533098.68  | 0.26%             | 2034-06-12      | Fixed         | 1.17%                 | Yes           |                  2 | On Loan: No      |
| Verizon Communications Inc                                          | VERIZON COMM INC                  | CUSIP: 92343VGH1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   8495000 | PA      | $8158323.61   | 0.12%             | 2028-03-22      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Coterra Energy Inc                                                  | COTERRA ENERGY                    | CUSIP: 127097AG8<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |   5560000 | PA      | $5542987.51   | 0.08%             | 2027-05-15      | Fixed         | 3.90%                 | No            |                  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        |  12010000 | PA      | $12096163.34  | 0.18%             | 2029-06-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Ameren Corp                                                         | AMEREN CORP                       | CUSIP: 023608AP7<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |   3150000 | PA      | $3193162.56   | 0.05%             | 2026-12-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasin                                      | GMALT 2025-2 A3                   | CUSIP: 362962AD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  11780000 | PA      | $11885710.19  | 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        |   7860000 | PA      | $7873707.84   | 0.12%             | 2028-04-04      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                      | BNP PARIBAS                       | CUSIP: 09659W2M5<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    485000 | PA      | $466516.17    | 0.01%             | 2028-09-30      | Variable      | 1.90%                 | Yes           |                  2 | On Loan: No      |
| Suci Second Investment Co                                           | SUCI SECOND INVE                  | CUSIP: N/A<br>LEI: 558600VUMCHBIHACQF76       | Long             | DBT              | CORP              | KY        |  13654000 | PA      | $13674453.69  | 0.20%             | 2027-09-10      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                          | US BANCORP                        | CUSIP: 91159HJF8<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   7365000 | PA      | $7424876.71   | 0.11%             | 2028-07-22      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                                      | EFF 2025-1 A2                     | CUSIP: 29390HAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1714813 | PA      | $1722035.47   | 0.03%             | 2027-10-20      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| AvalonBay Communities Inc                                           | AVALONBAY COMMUN                  | CUSIP: 05348EBA6<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $992439.10    | 0.01%             | 2027-05-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                            | AT&T INC                          | CUSIP: 00206RKG6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   4272000 | PA      | $4070950.28   | 0.06%             | 2028-02-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust 2025-3                        | WLAKE 2025-3A B                   | CUSIP: 96043QAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4400000 | PA      | $4413371.60   | 0.07%             | 2031-07-15      | Fixed         | 4.28%                 | Yes           |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                                      | COM BK AUSTRALIA                  | CUSIP: N/A<br>LEI: MSFSBD3QN1GSN7Q6C537       | Long             | DBT              | CORP              | AU        |   2330000 | PA      | $1574211.32   | 0.02%             | 2032-04-14      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                  | BANCO SANTANDER                   | CUSIP: 05964HAN5<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   2400000 | PA      | $2359701.60   | 0.04%             | 2027-09-14      | Variable      | 1.72%                 | No            |                  2 | On Loan: No      |
| CMS Energy Corp                                                     | CMS ENERGY                        | CUSIP: 125896BS8<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |   2750000 | PA      | $2724938.43   | 0.04%             | 2027-08-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Sysco Corp                                                          | SYSCO CORP                        | CUSIP: 871829BF3<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $990251.50    | 0.01%             | 2027-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                               | ATHENE GLOBAL FU                  | CUSIP: 04685A3V1<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |  29830000 | PA      | $29958227.24  | 0.44%             | 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        |   6316887 | PA      | $6361136.39   | 0.09%             | 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        |   7857000 | PA      | $7878759.96   | 0.12%             | 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        |  13650000 | PA      | $13659167.34  | 0.20%             | 2029-07-20      | Floating      | 4.79%                 | 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        |   1880000 | PA      | $1895421.45   | 0.03%             | 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        |   7050000 | PA      | $7102396.31   | 0.11%             | 2029-08-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                    | WELLS FARGO CO                    | CUSIP: 95000U3L5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |  10718000 | PA      | $10938920.49  | 0.16%             | 2028-04-22      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                     | PHILIP MORRIS IN                  | CUSIP: 718172CB3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   1989000 | PA      | $1967263.41   | 0.03%             | 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        |   3719000 | PA      | $3646098.67   | 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        |   4800000 | PA      | $4746226.08   | 0.07%             | 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        |   1595000 | PA      | $1610846.80   | 0.02%             | 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        |   2110438 | PA      | $2119084.68   | 0.03%             | 2027-03-15      | Fixed         | 5.28%                 | Yes           |                  2 | On Loan: No      |
| Tennessee Gas Pipeline Co LLC                                       | TENNESSEE GAS PL                  | CUSIP: 880451AS8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1553924.55   | 0.02%             | 2027-03-15      | Fixed         | 7.00%                 | No            |                  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        |   2280000 | PA      | $2301670.03   | 0.03%             | 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        |   1600000 | PA      | $1617091.84   | 0.02%             | 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        |  16000000 | PA      | $16056708.80  | 0.24%             | 2027-03-19      | Floating      | 4.48%                 | Yes           |                  2 | On Loan: No      |
| Telstra Group Ltd                                                   | TELSTRA GROUP                     | CUSIP: N/A<br>LEI: 894500WRW54CVN62K416       | Long             | DBT              | CORP              | AU        |   7750000 | PA      | $5140496.54   | 0.08%             | 2027-04-19      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                           | TORONTO DOM BANK                  | CUSIP: 89115A3E0<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   3205000 | PA      | $3258739.84   | 0.05%             | 2028-01-31      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                         | ORACLE CORP                       | CUSIP: 68389XBM6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   7608000 | PA      | $7541388.92   | 0.11%             | 2026-07-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                            | FORD MOTOR CRED                   | CUSIP: 345397XU2<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    886000 | PA      | $886001.86    | 0.01%             | 2026-01-08      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                 | SUMITOMO MITSUI                   | CUSIP: 86562MCH1<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   7285000 | PA      | $7152018.15   | 0.11%             | 2026-09-17      | Fixed         | 1.40%                 | 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        |   2829476 | PA      | $2846252.75   | 0.04%             | 2028-04-17      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                             | BPCE                              | CUSIP: 05583JAC6<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    500000 | PA      | $494676.55    | 0.01%             | 2027-10-23      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Philip Morris International Inc                                     | PHILIP MORRIS IN                  | CUSIP: 718172DF3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   3025000 | PA      | $3054853.73   | 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        |   3641000 | PA      | $3588398.84   | 0.05%             | 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        |    350882 | PA      | $353056.98    | 0.01%             | 2032-12-29      | Fixed         | 5.46%                 | Yes           |                  2 | On Loan: No      |
| Kimco Realty OP LLC                                                 | KIMCO REALTY                      | CUSIP: 49446RAX7<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |   1663000 | PA      | $1597390.83   | 0.02%             | 2028-03-01      | Fixed         | 1.90%                 | 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        |   1970000 | PA      | $1994516.06   | 0.03%             | 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        |   2218000 | PA      | $2201724.09   | 0.03%             | 2027-06-05      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | AUD/USD FWD 20260318              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-59762.90    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| American Honda Finance Corp                                         | AMERICAN HONDA F                  | CUSIP: 02665WFJ5<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |  12740000 | PA      | $12754744.00  | 0.19%             | 2027-07-09      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                       | INTERCONTINENT                    | CUSIP: 45866FAF1<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    300000 | PA      | $296418.03    | 0.00%             | 2027-09-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                         | GOLDMAN SACHS GP                  | CUSIP: 38141GD50<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9991340.00   | 0.15%             | 2029-10-21      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| PayPal Holdings Inc                                                 | PAYPAL HOLDING                    | CUSIP: 70450YAR4<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |  11500000 | PA      | $11534878.35  | 0.17%             | 2028-03-06      | Floating      | 4.43%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                     | PHILIP MORRIS IN                  | CUSIP: 718172DS5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   5480000 | PA      | $5506411.96   | 0.08%             | 2028-04-28      | Floating      | 4.76%                 | 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        |   4660000 | PA      | $4721446.29   | 0.07%             | 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        |   1090000 | PA      | $1097414.94   | 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        |   3635000 | PA      | $3670529.22   | 0.05%             | 2028-08-22      | Variable      | 4.66%                 | Yes           |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                     | GEN MOTORS FIN                    | CUSIP: 37045XCG9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    560000 | PA      | $557013.07    | 0.01%             | 2028-01-05      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                 | ELEVANCE HEALTH                   | CUSIP: 036752AB9<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   7404000 | PA      | $7369475.89   | 0.11%             | 2027-12-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                         | ORACLE CORP                       | CUSIP: 68389XCY9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1680000 | PA      | $1687667.69   | 0.03%             | 2028-08-03      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                  | CAN IMPERIAL BK                   | CUSIP: 13607PHU1<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |  13140000 | PA      | $13177496.30  | 0.20%             | 2027-09-11      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| Oman Government International Bond                                  | OMAN INTRNL BOND                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | OM        |  10209000 | PA      | $10214494.48  | 0.15%             | 2026-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                     | PHILIP MORRIS IN                  | CUSIP: 718172CV9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   3680000 | PA      | $3760134.21   | 0.06%             | 2027-11-17      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                  | BANCO SANTANDER                   | CUSIP: 05964HAY1<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   1000000 | PA      | $1066710.90   | 0.02%             | 2028-11-07      | Fixed         | 6.61%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co LLC                                            | VISTRA OPERATION                  | CUSIP: 92840VAT9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   1540000 | PA      | $1550819.73   | 0.02%             | 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        |   2920000 | PA      | $2959407.15   | 0.04%             | 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        |   6795000 | PA      | $6675561.57   | 0.10%             | 2027-01-22      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                       | BOEING CO                         | CUSIP: 097023BX2<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $6869095.10   | 0.10%             | 2028-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp                                                      | AIR LEASE CORP                    | CUSIP: 00914AAJ1<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   3198000 | PA      | $3194833.34   | 0.05%             | 2026-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Issuer Trust 2025-3                            | GCAR 2025-3A A3                   | CUSIP: 37989YAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2640000 | PA      | $2650117.54   | 0.04%             | 2029-03-15      | Fixed         | 4.44%                 | Yes           |                  2 | On Loan: No      |
| Enbridge Inc                                                        | ENBRIDGE INC                      | CUSIP: 29250NCA1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   4500000 | PA      | $4563717.75   | 0.07%             | 2027-04-05      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Trust Bank Ltd                                      | SUMITOMO TR&BK                    | CUSIP: 86563VCC1<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |   9640000 | PA      | $9661812.43   | 0.14%             | 2028-09-11      | Floating      | 4.52%                 | Yes           |                  2 | On Loan: No      |
| Marriott International Inc/MD                                       | MARRIOTT INTL                     | CUSIP: 571903BJ1<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |   2190000 | PA      | $2228016.65   | 0.03%             | 2027-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| US Bank NA                                                          | USCLN 2023-1 B                    | CUSIP: 90357PAV6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    284819 | PA      | $287734.57    | 0.00%             | 2032-08-25      | Fixed         | 6.79%                 | Yes           |                  2 | On Loan: No      |
| State Street Corp                                                   | STATE STREET CRP                  | CUSIP: 857477CQ4<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   5500000 | PA      | $5517735.85   | 0.08%             | 2027-10-22      | Floating      | 4.60%                 | 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        |   1611622 | PA      | $1577868.79   | 0.02%             | 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        |   1170000 | PA      | $1188674.72   | 0.02%             | 2030-01-15      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| Volkswagen Group of America Finance LLC                             | VOLKSWAGEN GRP                    | CUSIP: 928668CF7<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    475000 | PA      | $480825.92    | 0.01%             | 2027-03-22      | Fixed         | 5.30%                 | Yes           |                  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        |    608094 | PA      | $593341.59    | 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        |   1590000 | PA      | $1606093.34   | 0.02%             | 2029-07-20      | Fixed         | 4.87%                 | Yes           |                  2 | On Loan: No      |
| Sherwin-Williams Co/The                                             | SHERWIN-WILLIAMS                  | CUSIP: 824348BS4<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |   3300000 | PA      | $3338639.04   | 0.05%             | 2028-03-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Fiserv Inc                                                          | FISERV INC                        | CUSIP: 337738BJ6<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   1530000 | PA      | $1546303.22   | 0.02%             | 2027-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                  | HOME DEPOT INC                    | CUSIP: 437076CN0<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $989767.40    | 0.01%             | 2027-04-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes Series 2025-B                    | ABCLN 2025-B B                    | CUSIP: 02007G6P3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2836211 | PA      | $2846978.26   | 0.04%             | 2033-09-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Ryder System Inc                                                    | RYDER SYSTEM INC                  | CUSIP: 78355HKT5<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    500000 | PA      | $493582.75    | 0.01%             | 2027-03-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank NA                                              | MORGAN STANLEY B                  | CUSIP: 61690U8B9<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |   1970000 | PA      | $2008900.41   | 0.03%             | 2028-05-26      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Pinnacle West Capital Corp                                          | PINNACLE WST CAP                  | CUSIP: 723484AM3<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | DBT              | CORP              | US        |   1827000 | PA      | $1860644.75   | 0.03%             | 2028-05-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Huntington Auto Trust 2024-1                                        | HUNT 2024-1A A3                   | CUSIP: 446144AE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4891478 | PA      | $4939214.13   | 0.07%             | 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        |   3270000 | PA      | $3302249.07   | 0.05%             | 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        |   3000000 | PA      | $3012188.40   | 0.04%             | 2029-01-22      | Fixed         | 5.24%                 | Yes           |                  2 | On Loan: No      |
| Laboratory Corp of America Holdings                                 | LABORATORY CORP                   | CUSIP: 50540RAX0<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |   1201000 | PA      | $1188350.23   | 0.02%             | 2026-06-01      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasin                                      | GMALT 2025-1 A3                   | CUSIP: 36271VAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8440000 | PA      | $8509118.54   | 0.13%             | 2028-02-21      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc                                                | FREEPORT-MCMORAN                  | CUSIP: 35671DCE3<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |   1541000 | PA      | $1537081.55   | 0.02%             | 2028-03-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                | BANK OF AMER CRP                  | CUSIP: 06051GGC7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1001675.70   | 0.01%             | 2027-11-25      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| Stellantis Financial Underwrit                                      | SFUEL 2025-AA A3                  | CUSIP: 858928AD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7650000 | PA      | $7702517.25   | 0.11%             | 2028-07-20      | Fixed         | 4.47%                 | Yes           |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                 | SUMITOMO MITSUI                   | CUSIP: 86562MCR9<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   1000000 | PA      | $1029929.20   | 0.02%             | 2028-01-13      | Fixed         | 5.52%                 | No            |                  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        |   2398752 | PA      | $2415958.10   | 0.04%             | 2028-10-16      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo & Co                                                    | WELLS FARGO CO                    | CUSIP: 94974BGL8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3012612.60   | 0.04%             | 2027-07-22      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | SWP: OIS 3.434000 22-DEC-2026 SOF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       | 706000000 | NC      | $-85341.07    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CCG Receivables Trust 2025-1                                        | CCG 2025-1 A2                     | CUSIP: 12515XAB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1983788 | PA      | $1994808.68   | 0.03%             | 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        |   4142153 | PA      | $4151509.13   | 0.06%             | 2027-03-22      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                  | MITSUB UFJ FIN                    | CUSIP: 606822CL6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   2788000 | PA      | $2828737.98   | 0.04%             | 2028-07-20      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust           | AERCAP IRELAND                    | CUSIP: 00774MBC8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    500000 | PA      | $517824.50    | 0.01%             | 2028-06-06      | Fixed         | 5.75%                 | 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        |   1934388 | PA      | $1955144.97   | 0.03%             | 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        |   3478000 | PA      | $3479287.90   | 0.05%             | 2027-01-12      | Variable      | 5.71%                 | 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        |   2897332 | PA      | $2903530.96   | 0.04%             | 2028-03-15      | Fixed         | 4.83%                 | Yes           |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                             | BANK NOVA SCOTIA                  | CUSIP: 06418GAL1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   6015000 | PA      | $6048994.98   | 0.09%             | 2028-09-08      | Variable      | 4.40%                 | No            |                  2 | On Loan: No      |
| AusNet Services Holdings Pty Ltd                                    | AUSNET SERVICES                   | CUSIP: N/A<br>LEI: TTMIG9TE1S0X3ZPDHD61       | Long             | DBT              | CORP              | AU        |   1700000 | PA      | $1128249.32   | 0.02%             | 2027-08-16      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| PFS Financing Corp                                                  | PFSFC 2024-B A                    | CUSIP: 69335PFE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6190000 | PA      | $6254462.04   | 0.09%             | 2029-02-15      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                         | GOLDMAN SACHS GP                  | CUSIP: 38141GWL4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1492417.80   | 0.02%             | 2028-06-05      | Variable      | 3.69%                 | No            |                  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        |   1690300 | PA      | $1703291.69   | 0.03%             | 2029-01-22      | Fixed         | 5.79%                 | Yes           |                  2 | On Loan: No      |
| World Omni Automobile Lease Se                                      | WOLS 2025-A A3                    | CUSIP: 98164PAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4420000 | PA      | $4456718.27   | 0.07%             | 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        |    960000 | PA      | $972261.79    | 0.01%             | 2029-02-15      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                | ROYAL BK CANADA                   | CUSIP: 78017DAN8<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |  20218000 | PA      | $20241778.39  | 0.30%             | 2028-11-03      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust 2022-REV1                              | FORDR 2022-1 C                    | CUSIP: 34528EAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2670000 | PA      | $2678641.99   | 0.04%             | 2034-11-15      | Fixed         | 4.67%                 | Yes           |                  2 | On Loan: No      |
| HPEFS Equipment Trust 2025-2                                        | HPEFS 2025-2A C                   | CUSIP: 442927AE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $999965.10    | 0.01%             | 2032-11-22      | Fixed         | 4.41%                 | Yes           |                  2 | On Loan: No      |
| Volkswagen Financial Services Australia Pty Ltd                     | VOLKSWAGEN AUST                   | CUSIP: N/A<br>LEI: 529900VBZRQG6COX9X61       | Long             | DBT              | CORP              | AU        |   3160000 | PA      | $2109520.75   | 0.03%             | 2026-04-13      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| American Homes 4 Rent LP                                            | AMERICAN HOMES 4                  | CUSIP: 02666TAA5<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |   4014000 | PA      | $4023643.23   | 0.06%             | 2028-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Stellantis Financial Underwritten Enhanced Lease Trust 2025-B       | SFUEL 2025-BA A4                  | CUSIP: 858933AD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2970000 | PA      | $2987665.56   | 0.04%             | 2029-06-20      | Fixed         | 4.29%                 | Yes           |                  2 | On Loan: No      |
| PNC Bank NA                                                         | PNC BANK NA                       | CUSIP: 69349LAR9<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1001376.10   | 0.01%             | 2028-07-26      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| American Heritage Auto Receivables Issuer Trust 2025-1              | AHART 2025-1A A3                  | CUSIP: 02650VAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6800000 | PA      | $6832229.96   | 0.10%             | 2030-11-15      | Fixed         | 4.40%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley                                                      | MORGAN STANLEY                    | CUSIP: 61747YFD2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    500000 | PA      | $511296.20    | 0.01%             | 2029-04-20      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | SWP: OIS 3.278000 22-DEC-2027 SOF | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       | 244000000 | NC      | $178091.54    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PFS Financing Corp                                                  | PFSFC 2024-D A                    | CUSIP: 69335PFJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   9778000 | PA      | $9947821.37   | 0.15%             | 2029-04-15      | Fixed         | 5.34%                 | Yes           |                  2 | On Loan: No      |
| Penske Truck Leasing Co Lp / PTL Finance Corp                       | PENSKE TRUCK LE                   | CUSIP: 709599BU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6064000 | PA      | $6093047.17   | 0.09%             | 2026-05-24      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| WEC Energy Group Inc                                                | WEC ENERGY GROUP                  | CUSIP: 92939UAM8<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |    414000 | PA      | $418078.02    | 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        |    750000 | PA      | $765503.40    | 0.01%             | 2027-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | AUD/USD FWD 20260318              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-289270.51   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                  | BANCO SANTANDER                   | CUSIP: 05964HAB1<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    750000 | PA      | $751566.45    | 0.01%             | 2027-04-11      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust 2025-2                                   | LADAR 2025-2A A3                  | CUSIP: 505912AD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  13220000 | PA      | $13273087.55  | 0.20%             | 2030-01-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Toyota Lease Owner Trust 2023-B                                     | TLOT 2023-B A3                    | CUSIP: 89240HAD7<br>LEI: 254900ILC8EOVFWZQA04 | Long             | ABS-CBDO         | CORP              | US        |    106962 | PA      | $107012.77    | 0.00%             | 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        |   3464000 | PA      | $3491616.74   | 0.05%             | 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        |   2030000 | PA      | $2039021.93   | 0.03%             | 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        |   3402117 | PA      | $3406838.21   | 0.05%             | 2045-07-25      | Floating      | 4.87%                 | 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        |    659388 | PA      | $670524.06    | 0.01%             | 2032-05-17      | Fixed         | 5.83%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                         | GOLDMAN SACHS GP                  | CUSIP: 38141GWZ3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1680000 | PA      | $1683145.80   | 0.02%             | 2029-05-01      | Variable      | 4.22%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy Inc                                              | DIAMONDBACK ENER                  | CUSIP: 25278XAM1<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |   2685000 | PA      | $2665904.82   | 0.04%             | 2026-12-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CDP Financial Inc                                                   | CDP FINANCIAL                     | CUSIP: 125094AV4<br>LEI: 549300OXMGVYFCBFV096 | Long             | DBT              | NUSS              | CA        |   5500000 | PA      | $5438384.05   | 0.08%             | 2026-05-26      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| BNP Paribas SA                                                      | BNP PARIBAS                       | CUSIP: 09659W2C7<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   1420000 | PA      | $1404842.78   | 0.02%             | 2027-11-16      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| GATX Corp                                                           | GATX CORP                         | CUSIP: 361448AZ6<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    789000 | PA      | $786251.68    | 0.01%             | 2027-03-30      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitization Trust 2024-A                      | HALST 2024-A B                    | CUSIP: 448988AF2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  14175000 | PA      | $14255258.85  | 0.21%             | 2028-05-15      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| International Business Machines Corp                                | IBM CORP                          | CUSIP: 459200AR2<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1037115.50   | 0.02%             | 2027-08-01      | Fixed         | 6.22%                 | 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        |  10967000 | PA      | $10975521.36  | 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        |  27110000 | PA      | $27324998.57  | 0.41%             | 2028-01-13      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                           | TORONTO DOM BANK                  | CUSIP: 89115A2C5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   4053000 | PA      | $4063117.91   | 0.06%             | 2027-06-08      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                    | CROWN CASTLE INT                  | CUSIP: 22822VAH4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   5691000 | PA      | $5645674.60   | 0.08%             | 2027-09-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Toyota Finance Australia Ltd                                        | TOYOTA FIN AUSTR                  | CUSIP: N/A<br>LEI: 3UKPTDP5PGQRH8AUK042       | Long             | DBT              | CORP              | AU        |   5680000 | PA      | $3791949.56   | 0.06%             | 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        |   3190000 | PA      | $3209422.63   | 0.05%             | 2027-06-15      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Lease Trust 2025-B                                      | NALT 2025-B C                     | CUSIP: 65481RAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1200000 | PA      | $1214185.56   | 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        |   2000000 | PA      | $2027042.00   | 0.03%             | 2029-01-16      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| AutoZone Inc                                                        | AUTOZONE INC                      | CUSIP: 053332AV4<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |   1155000 | PA      | $1150681.11   | 0.02%             | 2027-06-01      | Fixed         | 3.75%                 | No            |                  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        |    496143 | PA      | $503189.58    | 0.01%             | 2033-12-15      | Fixed         | 5.64%                 | Yes           |                  2 | On Loan: No      |
| Eversource Energy                                                   | EVERSOURCE ENERG                  | CUSIP: 30040WAT5<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    750000 | PA      | $768931.73    | 0.01%             | 2028-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc                                         | HONEYWELL INTL                    | CUSIP: 438516CE4<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    500000 | PA      | $484760.95    | 0.01%             | 2027-03-01      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                  | ENERGY TRANSFER                   | CUSIP: 86765BAT6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |  11059000 | PA      | $11049003.77  | 0.16%             | 2026-07-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| PenFed Auto Receivables Owner Trust 2025-A                          | PNFED 2025-A A3                   | CUSIP: 706916AC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2560000 | PA      | $2566260.99   | 0.04%             | 2030-07-15      | Fixed         | 4.03%                 | Yes           |                  2 | On Loan: No      |
| ING Groep NV                                                        | ING GROEP NV                      | CUSIP: 456837AH6<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   6290000 | PA      | $6287772.71   | 0.09%             | 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        |    720000 | PA      | $723050.57    | 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        |    736845 | PA      | $749316.94    | 0.01%             | 2033-12-15      | Fixed         | 6.66%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                 | JPMORGAN CHASE                    | CUSIP: 46647PEU6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1323944.83   | 0.02%             | 2029-01-24      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                  | MITSUB UFJ FIN                    | CUSIP: 606822BZ6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   5100000 | PA      | $5004150.09   | 0.07%             | 2027-10-13      | Variable      | 1.64%                 | No            |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd/New York NY               | AUST & NZ BK NY                   | CUSIP: 05253JAZ4<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |   3310000 | PA      | $3341779.31   | 0.05%             | 2027-01-18      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Magnetite XXXI Ltd                                                  | MAGNE 2021-31A BR                 | CUSIP: 55952FAN8<br>LEI: 549300J3BCFSIZAJJW77 | Long             | ABS-MBS          | CORP              | KY        |   4520000 | PA      | $4520000.00   | 0.07%             | 2034-07-15      | Floating      | 4.97%                 | Yes           |                  3 | On Loan: No      |
| Intel Corp                                                          | INTEL CORP                        | CUSIP: 458140AX8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   4250000 | PA      | $4198527.40   | 0.06%             | 2027-05-11      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| General Mills Inc                                                   | GENERAL MILLS IN                  | CUSIP: 370334CG7<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |   5060000 | PA      | $5075375.82   | 0.08%             | 2028-04-17      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Saudi Government International Bond                                 | SAUDI INT BOND                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SA        |   5240000 | PA      | $5210406.05   | 0.08%             | 2026-10-26      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                 | ELEVANCE HEALTH                   | CUSIP: 036752AG8<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   7049000 | PA      | $7058683.92   | 0.10%             | 2028-03-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp                                   | DELL INT / EMC                    | CUSIP: 24703TAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  10534000 | PA      | $10583685.72  | 0.16%             | 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        |  11594000 | PA      | $11445008.98  | 0.17%             | 2027-07-22      | Variable      | 1.73%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                            | LLOYDS BK GR PLC                  | CUSIP: 539439AQ2<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   5350000 | PA      | $5306028.89   | 0.08%             | 2028-11-07      | Variable      | 3.57%                 | No            |                  2 | On Loan: No      |
| GLS Auto Select Receivables Trust 2025-3                            | GSAR 2025-3A A2                   | CUSIP: 36272GAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6414449 | PA      | $6454427.37   | 0.10%             | 2030-10-15      | Fixed         | 4.46%                 | Yes           |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co                                       | HP ENTERPRISE                     | CUSIP: 42824CBY4<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |   5500000 | PA      | $5515624.95   | 0.08%             | 2028-09-15      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| US Bank NA/Cincinnati OH                                            | US BANK NA OHIO                   | CUSIP: 90331HPS6<br>LEI: 6BYL5QZYBDK8S7L73M02 | Long             | DBT              | CORP              | US        |  24432000 | PA      | $24674099.13  | 0.37%             | 2028-05-15      | Variable      | 4.73%                 | No            |                  2 | On Loan: No      |
| Teledyne Technologies Inc                                           | TELEDYNE TECH                     | CUSIP: 879360AD7<br>LEI: 549300VSMO9KYQWDND94 | Long             | DBT              | CORP              | US        |    625000 | PA      | $600786.19    | 0.01%             | 2028-04-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| WEC Energy Group Inc                                                | WEC ENERGY GROUP                  | CUSIP: 92939UAK2<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |    293000 | PA      | $293080.55    | 0.00%             | 2026-01-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                  | ENERGY TRANSFER                   | CUSIP: 29278NAN3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   4629000 | PA      | $4705003.09   | 0.07%             | 2027-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                    | WELLS FARGO CO                    | CUSIP: 95000U2A0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |  12975000 | PA      | $12888939.42  | 0.19%             | 2028-05-22      | Variable      | 3.58%                 | 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        |    612405 | PA      | $620618.37    | 0.01%             | 2032-06-15      | Fixed         | 5.82%                 | Yes           |                  2 | On Loan: No      |
| Southern Gas Corridor CJSC                                          | STHRN GAS CRIDOR                  | CUSIP: N/A<br>LEI: 213800DG58KG59XY6318       | Long             | DBT              | CORP              | AZ        |   8704000 | PA      | $8754618.11   | 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        |    134094 | PA      | $134159.71    | 0.00%             | 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        |   4080000 | PA      | $2669796.69   | 0.04%             | 2026-11-11      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| HPS Corporate Lending Fund                                          | HPS CORPORATE LE                  | CUSIP: 40440VAH8<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1011570.10   | 0.02%             | 2028-01-14      | Fixed         | 5.45%                 | 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        |   3111136 | PA      | $3127538.81   | 0.05%             | 2029-04-23      | Fixed         | 5.93%                 | Yes           |                  2 | On Loan: No      |
| Simon Property Group LP                                             | SIMON PROP GP LP                  | CUSIP: 828807DC8<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    635000 | PA      | $630756.42    | 0.01%             | 2027-06-15      | Fixed         | 3.38%                 | No            |                  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        |   2260000 | PA      | $2286118.59   | 0.03%             | 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        |   3824254 | PA      | $3856411.50   | 0.06%             | 2032-03-15      | Fixed         | 4.99%                 | Yes           |                  2 | On Loan: No      |
| PenFed Auto Receivables Owner Trust 2025-A                          | PNFED 2025-A A2                   | CUSIP: 706916AB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5830000 | PA      | $5837532.36   | 0.09%             | 2028-09-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| World Omni Select Auto Trust 2024-A                                 | WOSAT 2024-A A3                   | CUSIP: 98164LAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4220000 | PA      | $4241135.45   | 0.06%             | 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        |    965087 | PA      | $967139.65    | 0.01%             | 2027-03-15      | Fixed         | 5.02%                 | Yes           |                  2 | On Loan: No      |
| Reinsurance Group of America Inc                                    | REINSURANCE GRP                   | CUSIP: 759351AM1<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |    500000 | PA      | $499556.45    | 0.01%             | 2026-09-15      | Fixed         | 3.95%                 | No            |                  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        |   7370000 | PA      | $7409156.81   | 0.11%             | 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        |   3520000 | PA      | $3559893.57   | 0.05%             | 2028-10-15      | Fixed         | 5.52%                 | Yes           |                  2 | On Loan: No      |
| US Bancorp                                                          | US BANCORP                        | CUSIP: 91159HJP6<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   5190000 | PA      | $5302578.37   | 0.08%             | 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        |   1180139 | PA      | $1184451.36   | 0.02%             | 2027-04-20      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| ARI Fleet Lease Trust 2024-A                                        | ARIFL 2024-A A2                   | CUSIP: 00218KAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1254654 | PA      | $1262248.23   | 0.02%             | 2032-11-15      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| General Motors                                                      | GFORT 2025-1A B                   | CUSIP: 361886DZ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1080000 | PA      | $1088086.07   | 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        |  20480000 | PA      | $20512681.98  | 0.30%             | 2029-01-24      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co                                       | HP ENTERPRISE                     | CUSIP: 42824CBR9<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |  19058000 | PA      | $19108795.29  | 0.28%             | 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        |  10320000 | PA      | $10369390.49  | 0.15%             | 2030-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Manufacturers & Traders Trust Co                                    | MANUF & TRADERS                   | CUSIP: 55279HAQ3<br>LEI: WWB2V0FCW3A0EE3ZJN75 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $987477.50    | 0.01%             | 2027-08-17      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bond                    | REP OF POLAND                     | CUSIP: 731011AU6<br>LEI: N/A                  | Long             | DBT              | NUSS              | PL        |   9302000 | PA      | $9280071.47   | 0.14%             | 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        |   2037454 | PA      | $2050623.99   | 0.03%             | 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        |   1170000 | PA      | $1185282.31   | 0.02%             | 2029-05-15      | Fixed         | 5.24%                 | Yes           |                  2 | On Loan: No      |
| Huntington Ingalls Industries Inc                                   | HUNT INGALLS IND                  | CUSIP: 446413AL0<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |   4249000 | PA      | $4203783.42   | 0.06%             | 2027-12-01      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| GMF Floorplan Owner Revolving Trust                                 | GFORT 2024-3A B                   | CUSIP: 361886DM3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2240000 | PA      | $2255129.18   | 0.03%             | 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        |   6843000 | PA      | $6740628.04   | 0.10%             | 2027-03-03      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Principal Financial Group Inc                                       | PRINCIPAL FINL                    | CUSIP: 74251VAM4<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |   2064000 | PA      | $2048861.39   | 0.03%             | 2026-11-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes Series 2025-B                    | ABCLN 2025-B D                    | CUSIP: 02007G6R9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1087989 | PA      | $1090473.50   | 0.02%             | 2033-09-15      | Fixed         | 4.94%                 | Yes           |                  2 | On Loan: No      |
| Bank of Montreal                                                    | BANK OF MONTREAL                  | CUSIP: 06368L3K0<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $1020718.30   | 0.02%             | 2027-06-04      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                         | GOLDMAN SACHS GP                  | CUSIP: 38141GYA6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   6930000 | PA      | $6894546.81   | 0.10%             | 2027-03-09      | Variable      | 1.43%                 | No            |                  2 | On Loan: No      |
| Galaxy Pipeline Assets Bidco Ltd                                    | GALAXY PIPELINE                   | CUSIP: N/A<br>LEI: 549300L82YB0C6JQIC26       | Long             | DBT              | CORP              | JE        |   4863091 | PA      | $4744512.60   | 0.07%             | 2027-09-30      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Cencora Inc                                                         | CENCORA INC                       | CUSIP: 03073EAV7<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3037974.30   | 0.05%             | 2027-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                                | PNC FINANCIAL                     | CUSIP: 693475AT2<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   2721000 | PA      | $2695498.52   | 0.04%             | 2027-05-19      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| First Investors Auto Owner Trust 2025-1                             | FIAOT 2025-1A A3                  | CUSIP: 32059WAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7400000 | PA      | $7429689.54   | 0.11%             | 2030-07-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                         | GOLDMAN SACHS GP                  | CUSIP: 38141GYM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    750000 | PA      | $737143.50    | 0.01%             | 2027-10-21      | Variable      | 1.95%                 | No            |                  2 | On Loan: No      |
| Porsche Innovative Lease Owner                                      | PILOT 2025-1A A3                  | CUSIP: 73329KAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4410000 | PA      | $4460142.58   | 0.07%             | 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        |   7124000 | PA      | $7166326.53   | 0.11%             | 2027-10-08      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co Lp / PTL Finance Corp                       | PENSKE TRUCK LE                   | CUSIP: 709599BM5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2678000 | PA      | $2646070.47   | 0.04%             | 2026-06-15      | Fixed         | 1.70%                 | Yes           |                  2 | On Loan: No      |
| Starbucks Corp                                                      | STARBUCKS CORP                    | CUSIP: 855244BN8<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1010093.20   | 0.01%             | 2028-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance USA PLC                                           | RIO TINTO FIN PL                  | CUSIP: 76720AAY2<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |   8970000 | PA      | $9037596.13   | 0.13%             | 2028-03-14      | Floating      | 4.54%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                   | HSBC HOLDINGS                     | CUSIP: 404280BK4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |  12464000 | PA      | $12447825.47  | 0.18%             | 2028-03-13      | Variable      | 4.04%                 | No            |                  2 | On Loan: No      |
| Rogers Communications Inc                                           | ROGERS COMMUNIC                   | CUSIP: 775109BF7<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |   2392000 | PA      | $2367246.63   | 0.04%             | 2026-11-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance USA PLC                                           | RIO TINTO FIN PL                  | CUSIP: 76720AAR7<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $1011524.90   | 0.02%             | 2028-03-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Cigna Group/The                                                     | CIGNA GROUP/THE                   | CUSIP: 125523CP3<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   4439000 | PA      | $4413180.11   | 0.07%             | 2026-03-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp                                         | AMERICAN HONDA F                  | CUSIP: 02665WDW8<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   1276000 | PA      | $1222405.58   | 0.02%             | 2028-03-24      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                               | ATHENE GLOBAL FU                  | CUSIP: 04685A4E8<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   2660000 | PA      | $2679597.28   | 0.04%             | 2027-01-07      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Manufacturers & Traders Trust Co                                    | MANUF & TRADERS                   | CUSIP: 55279HAW0<br>LEI: WWB2V0FCW3A0EE3ZJN75 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2027521.20   | 0.03%             | 2028-01-27      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                                          | MIZUHO FINANCIAL                  | CUSIP: 60687YBP3<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |  10763000 | PA      | $10642830.03  | 0.16%             | 2027-05-22      | Variable      | 1.23%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust 2025-3                        | GMALT 2025-3 A4                   | CUSIP: 379965AE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5390000 | PA      | $5413183.47   | 0.08%             | 2029-08-20      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Equitable America Global Funding                                    | EQUITABLE AMERIC                  | CUSIP: 29446Q2C6<br>LEI: 98450066CCBIACF06694 | Long             | DBT              | CORP              | US        |   4722000 | PA      | $4713792.69   | 0.07%             | 2027-09-15      | Fixed         | 3.95%                 | Yes           |                  2 | On Loan: No      |
| Toyota Auto Receivables 2023-B Owner Trust                          | TAOT 2023-B A3                    | CUSIP: 891941AD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1679471 | PA      | $1685815.06   | 0.03%             | 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        |   3370000 | PA      | $3415708.32   | 0.05%             | 2030-06-17      | Fixed         | 4.73%                 | Yes           |                  2 | On Loan: No      |
| Nutrien Ltd                                                         | NUTRIEN LTD                       | CUSIP: 67077MBC1<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |   3335000 | PA      | $3390541.76   | 0.05%             | 2027-06-21      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp                                         | AMERICAN HONDA F                  | CUSIP: 02665WFK2<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1520874.60   | 0.02%             | 2027-07-09      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                             | MPLX LP                           | CUSIP: 55336VAR1<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $998230.70    | 0.01%             | 2028-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2025-R06                        | CAS 2025-R06 1A1                  | CUSIP: 20754YAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3010615 | PA      | $3012659.33   | 0.04%             | 2045-09-25      | Floating      | 4.77%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2025-DNA2                             | STACR 2025-DNA2 A1                | CUSIP: 35564NHY2<br>LEI: 529900XX8WXEM4FBIH80 | Long             | ABS-MBS          | CORP              | US        |   2758250 | PA      | $2764397.86   | 0.04%             | 2045-05-25      | Floating      | 4.97%                 | Yes           |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                           | TORONTO DOM BANK                  | CUSIP: 89115A3F7<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   6364000 | PA      | $6387489.52   | 0.09%             | 2028-01-31      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| Workday Inc                                                         | WORKDAY INC                       | CUSIP: 98138HAG6<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |   6666000 | PA      | $6625344.73   | 0.10%             | 2027-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fiserv Inc                                                          | FISERV INC                        | CUSIP: 337738BD9<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1791833.23   | 0.03%             | 2028-03-02      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                           | AMGEN INC                         | CUSIP: 031162DP2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   9218000 | PA      | $9432376.57   | 0.14%             | 2028-03-02      | Fixed         | 5.15%                 | 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        |   1252484 | PA      | $1258395.69   | 0.02%             | 2043-09-25      | Floating      | 5.82%                 | Yes           |                  2 | On Loan: No      |
| GATX Corp                                                           | GATX CORP                         | CUSIP: 361448AY9<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |   5343000 | PA      | $5310589.90   | 0.08%             | 2026-09-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                 | AMERICAN TOWER                    | CUSIP: 03027XBV1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $5972429.40   | 0.09%             | 2027-03-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                              | COMMONWEALTH EDI                  | CUSIP: 202795JK7<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |   1858000 | PA      | $1832902.32   | 0.03%             | 2027-08-15      | Fixed         | 2.95%                 | 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        |  18170000 | PA      | $18317845.66  | 0.27%             | 2028-07-17      | Fixed         | 4.36%                 | Yes           |                  2 | On Loan: No      |
| Stellantis Financial Services US Corp                               | STELLANTIS FINAN                  | CUSIP: 85855FAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  13880000 | PA      | $13969356.66  | 0.21%             | 2028-09-15      | Floating      | 5.39%                 | Yes           |                  2 | On Loan: No      |
| UBS Group AG                                                        | UBS GROUP                         | CUSIP: 225401BL1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |  27861000 | PA      | $27810189.89  | 0.41%             | 2029-12-23      | Floating      | 4.54%                 | Yes           |                  2 | On Loan: No      |
| US Bancorp                                                          | US BANCORP                        | CUSIP: 91159HJK7<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   8303000 | PA      | $8405972.15   | 0.12%             | 2029-02-01      | Variable      | 4.65%                 | 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        |    736189 | PA      | $745592.95    | 0.01%             | 2032-06-15      | Fixed         | 6.11%                 | Yes           |                  2 | On Loan: No      |
| Verizon Master Trust Series 2024-4                                  | VZMT 2024-4 C                     | CUSIP: 92348KCX9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3030000 | PA      | $3049321.70   | 0.05%             | 2029-06-20      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2024-R05                        | CAS 2024-R05 2A1                  | CUSIP: 20754XAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1261470 | PA      | $1263601.99   | 0.02%             | 2044-07-25      | Floating      | 4.87%                 | Yes           |                  2 | On Loan: No      |
| AmeriCredit Automobile Receivables Trust 2025-1                     | AMCAR 2025-1 A3                   | CUSIP: 03067FAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  13400000 | PA      | $13438748.78  | 0.20%             | 2030-05-20      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Sempra                                                              | SEMPRA                            | CUSIP: 816851BQ1<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |   8401000 | PA      | $8452749.32   | 0.13%             | 2026-08-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ERP Operating LP                                                    | ERP OPERATING LP                  | CUSIP: 26884ABG7<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $990498.40    | 0.01%             | 2027-08-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                                | VZMT 2025-5 B                     | CUSIP: 92348KEH2<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |   3550000 | PA      | $3566057.72   | 0.05%             | 2031-06-20      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| Cheniere Corpus Christi Holdings LLC                                | CHENIERE CORP CH                  | CUSIP: 16412XAG0<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |  28040000 | PA      | $28318686.76  | 0.42%             | 2027-06-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes Series 2025-A               | SBCLN 2025-A D                    | CUSIP: 80290CCT9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1310000 | PA      | $1312905.58   | 0.02%             | 2034-01-16      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust 2025-2                        | WLAKE 2025-2A B                   | CUSIP: 96041KAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2110000 | PA      | $2121867.27   | 0.03%             | 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        |  31291000 | PA      | $31547636.27  | 0.47%             | 2027-07-16      | Fixed         | 4.57%                 | Yes           |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust 2025-5                          | EART 2025-5A A3                   | CUSIP: 30166VAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5670000 | PA      | $5686822.32   | 0.08%             | 2029-11-15      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| Morocco Government International Bond                               | MOROCCO KINGDOM                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MA        |   1855000 | PA      | $1782328.15   | 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        |   5075000 | PA      | $5124625.89   | 0.08%             | 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        |  14130000 | PA      | $14092833.86  | 0.21%             | 2027-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                        | BROADCOM INC                      | CUSIP: 11135FBZ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   9673000 | PA      | $9841385.65   | 0.15%             | 2027-07-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Israel Government International Bond                                | STATE OF ISRAEL                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IL        |   1095000 | PA      | $1269066.12   | 0.02%             | 2027-01-18      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Aflac Inc                                                           | AFLAC INC                         | CUSIP: 001055AQ5<br>LEI: 549300N0B7DOGLXWPP39 | Long             | DBT              | CORP              | US        |   5225000 | PA      | $5182549.49   | 0.08%             | 2026-10-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Nucor Corp                                                          | NUCOR CORP                        | CUSIP: 670346AY1<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1006599.50   | 0.01%             | 2027-05-23      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                      | MORGAN STANLEY                    | CUSIP: 61747YEV3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2850000 | PA      | $2959813.64   | 0.04%             | 2028-10-18      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                        | ING GROEP NV                      | CUSIP: 456837BQ5<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   1000000 | PA      | $1014662.90   | 0.02%             | 2029-03-25      | Variable      | 4.86%                 | 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        |   8571792 | PA      | $8636615.47   | 0.13%             | 2029-01-18      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| Harley-Davidson Motorcycle Trust 2024-A                             | HDMOT 2024-A A3                   | CUSIP: 412922AC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6147271 | PA      | $6207070.05   | 0.09%             | 2029-03-15      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp                                   | DELL INT / EMC                    | CUSIP: 24703TAL0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3498000 | PA      | $3549296.42   | 0.05%             | 2028-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Lease Trust 2025-A                                      | NALT 2025-A B                     | CUSIP: 65479XAF9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1050000 | PA      | $1065392.06   | 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        |   1940000 | PA      | $1951911.02   | 0.03%             | 2029-06-20      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                | BANK OF AMER CRP                  | CUSIP: 06051GLE7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    337000 | PA      | $337138.00    | 0.01%             | 2027-01-20      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                  | BANCO SANTANDER                   | CUSIP: 05964HAU9<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    500000 | PA      | $518251.55    | 0.01%             | 2028-08-08      | Fixed         | 5.59%                 | 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        |   4760000 | PA      | $4790960.47   | 0.07%             | 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        |   5588662 | PA      | $5619362.08   | 0.08%             | 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        |   5660000 | PA      | $5703356.17   | 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        |   2850000 | PA      | $2906085.44   | 0.04%             | 2027-05-17      | Fixed         | 5.42%                 | Yes           |                  2 | On Loan: No      |
| BAT Capital Corp                                                    | BAT CAPITAL CORP                  | CUSIP: 05526DBJ3<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   8075000 | PA      | $8027858.96   | 0.12%             | 2026-09-06      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| Essex Portfolio LP                                                  | ESSEX PORTFOLIO                   | CUSIP: 29717PAR8<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1493761.80   | 0.02%             | 2027-05-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                    | WELLS FARGO CO                    | CUSIP: 949746SH5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   5048000 | PA      | $5012831.59   | 0.07%             | 2026-10-23      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Paraguay Government International Bond                              | PARAGUAY                          | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PY        |   1350000 | PA      | $1352419.07   | 0.02%             | 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        |   8039000 | PA      | $8136524.32   | 0.12%             | 2027-03-26      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Owens Corning                                                       | OWENS CORNING                     | CUSIP: 690742AF8<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1194193.32   | 0.02%             | 2026-08-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                                            | MARSH & MCLENNAN                  | CUSIP: 571748BZ4<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |   6480000 | PA      | $6508817.21   | 0.10%             | 2027-11-08      | Floating      | 4.58%                 | No            |                  2 | On Loan: No      |
| Medtronic Global Holdings SCA                                       | MEDTRONIC GLOBAL                  | CUSIP: 58507LBB4<br>LEI: 549300JXMTTP8GKYIX14 | Long             | DBT              | CORP              | LU        |   3788000 | PA      | $3815111.47   | 0.06%             | 2028-03-30      | Fixed         | 4.25%                 | 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        |   2720000 | PA      | $2737902.77   | 0.04%             | 2030-08-15      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                | BANK OF AMER CRP                  | CUSIP: 06051GLG2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1470000 | PA      | $1505834.78   | 0.02%             | 2029-04-25      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| Aon Corp / Aon Global Holdings PLC                                  | AON CORP/AON GLO                  | CUSIP: 03740LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |   3540000 | PA      | $3487049.74   | 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        |   2659000 | PA      | $2658629.60   | 0.04%             | 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        |   4625000 | PA      | $4664084.03   | 0.07%             | 2028-06-09      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp                                         | AMERICAN HONDA F                  | CUSIP: 02665WGJ4<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |  12000000 | PA      | $12035108.40  | 0.18%             | 2028-09-01      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                | BANK OF AMER CRP                  | CUSIP: 06051GGL7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4977350.50   | 0.07%             | 2028-04-24      | Variable      | 3.71%                 | No            |                  2 | On Loan: No      |
| Dell Equipment Finance Trust                                        | DEFT 2025-1 B                     | CUSIP: 24703UAG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    210000 | PA      | $213206.32    | 0.00%             | 2031-02-24      | Fixed         | 4.96%                 | Yes           |                  2 | On Loan: No      |
| Stellantis Financial Underwritten Enhanced Lease Trust 2025-B       | SFUEL 2025-BA A3                  | CUSIP: 858933AC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  15270000 | PA      | $15351770.85  | 0.23%             | 2029-01-22      | Fixed         | 4.27%                 | Yes           |                  2 | On Loan: No      |
| Dominican Republic International Bond                               | DOMINICAN REPUBL                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | DO        |   1010000 | PA      | $1043256.47   | 0.02%             | 2027-04-20      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Johnson Controls International plc                                  | JOHNSON CONTROLS                  | CUSIP: 478375AR9<br>LEI: 549300XQ6S1GYKGBL205 | Long             | DBT              | CORP              | IE        |   1940000 | PA      | $1939428.48   | 0.03%             | 2026-02-14      | Fixed         | 3.90%                 | 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        |   8100000 | PA      | $8169999.39   | 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        |   6152000 | PA      | $6078020.35   | 0.09%             | 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        |   4870000 | PA      | $4914619.43   | 0.07%             | 2029-11-13      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Duke Energy Corp                                                    | DUKE ENERGY COR                   | CUSIP: 26441CAS4<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |  16183000 | PA      | $16045238.98  | 0.24%             | 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        |   1475470 | PA      | $1479838.84   | 0.02%             | 2027-11-18      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Haleon US Capital LLC                                               | GSK CONSUMER                      | CUSIP: 36264FAK7<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |   1697000 | PA      | $1684764.80   | 0.03%             | 2027-03-24      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Schlumberger Holdings Corp                                          | SCHLUMBERGER HLD                  | CUSIP: 806851AQ4<br>LEI: 529900IKZG65COT1D505 | Long             | DBT              | CORP              | US        |  12950000 | PA      | $13054980.47  | 0.19%             | 2028-05-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| American Tower Corp                                                 | AMERICAN TOWER                    | CUSIP: 03027XBL3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   7022000 | PA      | $6970379.17   | 0.10%             | 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        |   2818473 | PA      | $2822509.26   | 0.04%             | 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        |    233244 | PA      | $235382.97    | 0.00%             | 2033-01-18      | Fixed         | 4.91%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                    | US TREASURY N/B                   | CUSIP: 91282CKZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  35000000 | PA      | $35464843.75  | 0.53%             | 2027-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                 | AMERICAN TOWER                    | CUSIP: 03027XBY5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   4725000 | PA      | $4859605.33   | 0.07%             | 2028-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                    | BANK OF MONTREAL                  | CUSIP: 06368MXW9<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |  36000000 | PA      | $36026186.40  | 0.53%             | 2028-09-22      | Floating      | 4.45%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                    | CROWN CASTLE INT                  | CUSIP: 22822VAZ4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   1368000 | PA      | $1348358.39   | 0.02%             | 2027-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Volvo Financial Equipment LLC                                       | VFET 2025-1A A3                   | CUSIP: 92887TAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3530000 | PA      | $3558539.34   | 0.05%             | 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        |   1603673 | PA      | $1622707.83   | 0.02%             | 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        |   5130000 | PA      | $5146912.58   | 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        |    598831 | PA      | $605781.00    | 0.01%             | 2032-04-14      | Fixed         | 6.28%                 | Yes           |                  2 | On Loan: No      |
| GM Financial Automobile Leasin                                      | GMALT 2025-1 B                    | CUSIP: 36271VAF4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2300000 | PA      | $2324875.19   | 0.03%             | 2029-02-20      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                             | HCA INC                           | CUSIP: 404119CY3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2037497.20   | 0.03%             | 2028-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Transcontinental Gas Pipe Line Co LLC                               | TRANSCONT GAS PL                  | CUSIP: 893574AK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1248195.50   | 0.02%             | 2028-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GREAT AMERICA LEASING RECEIVAB                                      | GALC 2025-1 A2                    | CUSIP: 39154GAH9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2694368 | PA      | $2703429.57   | 0.04%             | 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        |   5051000 | PA      | $5024959.57   | 0.07%             | 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        |   1720000 | PA      | $1723775.74   | 0.03%             | 2027-07-23      | Floating      | 4.75%                 | 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        |   3950000 | PA      | $3966155.90   | 0.06%             | 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        |   1550000 | PA      | $1027839.57   | 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        |     74283 | PA      | $74318.98     | 0.00%             | 2032-02-17      | Fixed         | 5.41%                 | Yes           |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2024-1                       | SDART 2024-1 A3                   | CUSIP: 80288AAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1427249 | PA      | $1428161.11   | 0.02%             | 2028-04-17      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Equifax Inc                                                         | EQUIFAX INC                       | CUSIP: 294429AV7<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |   2115000 | PA      | $2156138.65   | 0.03%             | 2027-12-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Sonoco Products Co                                                  | SONOCO PRODUCTS                   | CUSIP: 835495AQ5<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |   9414000 | PA      | $9429300.57   | 0.14%             | 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        |    750000 | PA      | $736166.55    | 0.01%             | 2026-09-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson & Co                                               | BECTON DICKINSON                  | CUSIP: 075887CQ0<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    581000 | PA      | $588397.47    | 0.01%             | 2028-02-13      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| RCKTL 2025-2                                                        | RCKTL 2025-2A B                   | CUSIP: 74939HAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    660000 | PA      | $660897.80    | 0.01%             | 2034-11-27      | Fixed         | 4.60%                 | Yes           |                  2 | On Loan: No      |
| Cadence Design Systems Inc                                          | CADENCE DESIGN                    | CUSIP: 127387AM0<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | DBT              | CORP              | US        |   3670000 | PA      | $3692716.93   | 0.05%             | 2027-09-10      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| National Fuel Gas Co                                                | NATIONAL FUEL GA                  | CUSIP: 636180BS9<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |   2452000 | PA      | $2476828.22   | 0.04%             | 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        |  11540000 | PA      | $11634803.41  | 0.17%             | 2028-01-10      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                | IBM CORP                          | CUSIP: 459200KT7<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2011195.60   | 0.03%             | 2027-07-27      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corp                                                | PARKER-HANNIFIN                   | CUSIP: 701094AJ3<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |    500000 | PA      | $496500.50    | 0.01%             | 2027-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Ally Auto Receivables Trust 2024-2                                  | ALLYA 2024-2 A3                   | CUSIP: 02007NAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4056071 | PA      | $4062688.08   | 0.06%             | 2029-07-16      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                    | WELLS FARGO CO                    | CUSIP: 95000U3A9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    750000 | PA      | $758271.15    | 0.01%             | 2028-07-25      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| Rexford Industrial Realty LP                                        | REXFORD INDUS RE                  | CUSIP: 76169XAC8<br>LEI: 549300028US163ELJN70 | Long             | DBT              | CORP              | US        |    500000 | PA      | $508946.25    | 0.01%             | 2028-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co                                       | HP ENTERPRISE                     | CUSIP: 42824CBK4<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |   7581000 | PA      | $7535931.71   | 0.11%             | 2026-04-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| AvalonBay Communities Inc                                           | AVALONBAY COMMUN                  | CUSIP: 05348EBC2<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |    831000 | PA      | $819254.23    | 0.01%             | 2028-01-15      | Fixed         | 3.20%                 | 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        |   1084163 | PA      | $1092126.77   | 0.02%             | 2028-05-15      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2025-DNA4                             | STACR 2025-DNA4 A1                | CUSIP: 35564UBQ9<br>LEI: 529900ZVQVVVNGMGDO97 | Long             | ABS-MBS          | CORP              | US        |   4042250 | PA      | $4047315.75   | 0.06%             | 2045-10-25      | Floating      | 4.77%                 | Yes           |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes Series 2024-B                    | ABCLN 2024-B A2                   | CUSIP: 02007G4B6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1045815 | PA      | $1055941.86   | 0.02%             | 2032-09-15      | Fixed         | 4.97%                 | Yes           |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                     | GEN MOTORS FIN                    | CUSIP: 37045XDW3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3032152.20   | 0.05%             | 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        |  15340000 | PA      | $15443787.37  | 0.23%             | 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        |   7300000 | PA      | $7333926.02   | 0.11%             | 2026-10-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Stellantis Financial Underwritten Enhanced Lease Trust 2025-C       | SFUEL 2025-CA A3                  | CUSIP: 85855EAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  17900000 | PA      | $17925724.09  | 0.27%             | 2029-04-20      | Fixed         | 4.11%                 | Yes           |                  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        |   1260000 | PA      | $1276470.72   | 0.02%             | 2029-06-15      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| Credit Agricole SA                                                  | CRED AGRICOLE SA                  | CUSIP: 22535WAQ0<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   7390000 | PA      | $7419191.98   | 0.11%             | 2029-01-09      | Floating      | 5.13%                 | Yes           |                  2 | On Loan: No      |
| Weyerhaeuser Co                                                     | WEYERHAEUSER CO                   | CUSIP: 962166CC6<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              | CORP              | US        |   3846000 | PA      | $3854493.12   | 0.06%             | 2026-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                 | NEXTERA ENERGY                    | CUSIP: 65339KAT7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   3711000 | PA      | $3690157.17   | 0.05%             | 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        |  14765000 | PA      | $14916333.87  | 0.22%             | 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        |   2170000 | PA      | $2175434.33   | 0.03%             | 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        |  23346000 | PA      | $23226106.62  | 0.34%             | 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        |   2260000 | PA      | $2284974.13   | 0.03%             | 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        |  24500000 | PA      | $24984460.55  | 0.37%             | 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        |  19970000 | PA      | $20166251.18  | 0.30%             | 2028-02-01      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust           | AERCAP IRELAND                    | CUSIP: 00774MBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   1686000 | PA      | $1718243.40   | 0.03%             | 2027-01-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Huntington National Bank/The                                        | HUNTINGTON NATL                   | CUSIP: 44644MAK7<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | DBT              | CORP              | US        |  15593000 | PA      | $15722359.53  | 0.23%             | 2028-04-12      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| RTX Corp                                                            | UNITED TECH CORP                  | CUSIP: 913017CR8<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |  18255000 | PA      | $18064728.14  | 0.27%             | 2027-05-04      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| DLLST 2024-1 LLC                                                    | DLLST 2024-1A A3                  | CUSIP: 23346HAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1961958 | PA      | $1970455.23   | 0.03%             | 2027-08-20      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| Empresa Nacional del Petroleo                                       | EMPRESA NACIONAL                  | CUSIP: N/A<br>LEI: 549300YP3P0JZBLIV197       | Long             | DBT              | CORP              | CL        |    953000 | PA      | $942766.59    | 0.01%             | 2026-08-05      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Dell Inc                                                            | DELL COMPUTER                     | CUSIP: 247025AE9<br>LEI: 3E70L4WYANTIWWIPHC81 | Long             | DBT              | CORP              | US        |    500000 | PA      | $531089.15    | 0.01%             | 2028-04-15      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| RCKT Trust 2025-PL1                                                 | RCKTL 2025-1A B                   | CUSIP: 74939RAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    370000 | PA      | $372258.52    | 0.01%             | 2034-07-25      | Fixed         | 4.99%                 | Yes           |                  2 | On Loan: No      |
| Marriott International Inc/MD                                       | MARRIOTT INTL                     | CUSIP: 571903AY9<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |   7500000 | PA      | $7507869.75   | 0.11%             | 2028-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                                | VZMT 2025-3 C                     | CUSIP: 92348KEB5<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |   2110000 | PA      | $2125018.98   | 0.03%             | 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        |  36000000 | PA      | $36219999.60  | 0.54%             | 2026-12-17      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| Lighthouse Park CLO Ltd                                             | LITPK 2025-1A A                   | CUSIP: 53229VAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |   1560000 | PA      | $1559057.76   | 0.02%             | 2037-10-24      | Floating      | 5.03%                 | Yes           |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust 2022-REV1                              | FORDR 2022-1 A                    | CUSIP: 34528EAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10300000 | PA      | $10301085.62  | 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        |   4970000 | PA      | $4942655.56   | 0.07%             | 2026-12-15      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                    | DUKE ENERGY COR                   | CUSIP: 26441CAX3<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    652000 | PA      | $644525.08    | 0.01%             | 2027-08-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| PACCAR Financial Corp                                               | PACCAR FINL CORP                  | CUSIP: 69371RT22<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |    989000 | PA      | $1005533.90   | 0.01%             | 2027-05-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ryder System Inc                                                    | RYDER SYSTEM INC                  | CUSIP: 78355HKP3<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1980784.60   | 0.03%             | 2026-12-01      | Fixed         | 2.90%                 | 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        |   7210000 | PA      | $7290065.61   | 0.11%             | 2028-10-25      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| Nationwide Building Society                                         | NATIONWIDE BLDG                   | CUSIP: 63861VAH0<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |   3085000 | PA      | $3128218.69   | 0.05%             | 2027-07-27      | Fixed         | 4.85%                 | Yes           |                  2 | On Loan: No      |
| AGI Finance Pty Ltd                                                 | AGI FINANCE                       | CUSIP: N/A<br>LEI: 21380065BDG1SP7D5854       | Long             | DBT              | CORP              | AU        |   3960000 | PA      | $2547717.50   | 0.04%             | 2027-06-24      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                | ROYAL BK CANADA                   | CUSIP: 78017FZS5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    812000 | PA      | $819547.54    | 0.01%             | 2028-10-18      | Variable      | 4.52%                 | 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        |   4155514 | PA      | $4177617.59   | 0.06%             | 2027-11-22      | Fixed         | 5.56%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Private Bank NA                                      | MORGAN STANLEY                    | CUSIP: 61776NZU0<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |  11000000 | PA      | $11031659.10  | 0.16%             | 2028-11-17      | Variable      | 4.20%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co Inc                                      | AMER ELEC PWR                     | CUSIP: 025537AV3<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |   4500000 | PA      | $4639117.95   | 0.07%             | 2027-11-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Lease Trust 2025-A                                      | NALT 2025-A C                     | CUSIP: 65479XAG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2330000 | PA      | $2360363.86   | 0.04%             | 2029-06-15      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                                         | CITIBANK NA                       | CUSIP: 17325FBN7<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2526068.75   | 0.04%             | 2027-05-29      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| Equinix Inc                                                         | EQUINIX INC                       | CUSIP: 29444UBL9<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |    500000 | PA      | $474515.50    | 0.01%             | 2028-03-15      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| Exeter Select Automobile Receivables Trust 2025-3                   | ESART 2025-3 A3                   | CUSIP: 30185FAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5160000 | PA      | $5163786.92   | 0.08%             | 2030-12-16      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                        | COMCAST CORP                      | CUSIP: 20030NCH2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    300000 | PA      | $297432.45    | 0.00%             | 2028-05-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                                | PNC FINANCIAL                     | CUSIP: 693475BR5<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1036981.10   | 0.02%             | 2029-06-12      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes Series 2025-A                    | ABCLN 2025-A A2                   | CUSIP: 02007G5D1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4707922 | PA      | $4730867.10   | 0.07%             | 2033-06-15      | Fixed         | 4.45%                 | Yes           |                  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        |    756000 | PA      | $750810.82    | 0.01%             | 2026-11-15      | Fixed         | 3.40%                 | Yes           |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                             | CHARLES SCHWAB                    | CUSIP: 808513BW4<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $993695.90    | 0.01%             | 2027-04-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Wendy's Funding LLC                                                 | WEN 2018-1A A2II                  | CUSIP: 95058XAE8<br>LEI: 5493009DRVSTWJOXUL48 | Long             | ABS-CBDO         | CORP              | US        |   5499957 | PA      | $5405911.12   | 0.08%             | 2048-03-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Vanguard Cmt Funds-Vanguard Market Liquidity Fund                   | Vanguard Market Liquidity Fund    | CUSIP: N/A<br>LEI: 1I6HV0TLSTR3A4XQ6L78       | Long             | STIV             | CORP              | US        |  17082502 | NS      | $17082502.30  | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco Santander SA                                                  | BANCO SANTANDER                   | CUSIP: 05964HAF2<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    784000 | PA      | $777875.08    | 0.01%             | 2028-02-23      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Tesla Auto Lease Trust 2024-A                                       | TESLA 2024-A A3                   | CUSIP: 88166VAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2319373 | PA      | $2326902.92   | 0.03%             | 2027-06-21      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| HCA Inc                                                             | HCA INC                           | CUSIP: 404121AJ4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4123464.40   | 0.06%             | 2028-09-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Swedbank AB                                                         | SWEDBANK AB                       | CUSIP: 87020PAT4<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |   1000000 | PA      | $1022188.00   | 0.02%             | 2027-09-20      | Fixed         | 5.34%                 | Yes           |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                    | T-MOBILE USA INC                  | CUSIP: 87264ABU8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |  11626000 | PA      | $11572354.15  | 0.17%             | 2026-04-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                         | GOLDMAN SACHS GP                  | CUSIP: 38141GZK3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   9917000 | PA      | $9763041.55   | 0.14%             | 2028-02-24      | Variable      | 2.64%                 | No            |                  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        |   4157183 | PA      | $4192939.78   | 0.06%             | 2032-12-29      | Fixed         | 4.92%                 | Yes           |                  2 | On Loan: No      |
| Dominion Energy Inc                                                 | DOMINION ENERGY                   | CUSIP: 25746UDJ5<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    976000 | PA      | $968871.10    | 0.01%             | 2026-04-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasin                                      | GMALT 2025-2 C                    | CUSIP: 362962AG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2110000 | PA      | $2134645.43   | 0.03%             | 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        |    790000 | PA      | $784727.07    | 0.01%             | 2027-01-30      | Fixed         | 3.70%                 | Yes           |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                 | SUMITOMO MITSUI                   | CUSIP: 86562MDA5<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   1975000 | PA      | $1994575.61   | 0.03%             | 2026-07-13      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                             | MPLX LP                           | CUSIP: 55336VBR0<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    652000 | PA      | $649447.09    | 0.01%             | 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        |   5490312 | PA      | $5499256.10   | 0.08%             | 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        |    579126 | PA      | $580465.61    | 0.01%             | 2029-01-22      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes Series 2024-A               | SBCLN 2024-A B                    | CUSIP: 80290CCJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    873003 | PA      | $885840.09    | 0.01%             | 2032-06-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                    | US TREASURY N/B                   | CUSIP: 91282CFM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  28500000 | PA      | $28806152.42  | 0.43%             | 2027-09-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Affirm Asset Securitization Trust 2025-X2                           | AFFRM 2025-X2 B                   | CUSIP: 00835DAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    980000 | PA      | $981623.86    | 0.01%             | 2030-10-15      | Fixed         | 4.56%                 | Yes           |                  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        |   5860000 | PA      | $5884902.66   | 0.09%             | 2029-01-15      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust 2024-2                                 | DRIVE 2024-2 B                    | CUSIP: 26207AAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4620000 | PA      | $4638667.57   | 0.07%             | 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        |   2580000 | PA      | $2590209.32   | 0.04%             | 2027-05-09      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                     | GEN MOTORS FIN                    | CUSIP: 37045XEF9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |  14550000 | PA      | $14593692.20  | 0.22%             | 2026-04-06      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                                  | VODAFONE GROUP                    | CUSIP: N/A<br>LEI: 213800TB53ELEUKM7Q61       | Long             | DBT              | CORP              | GB        |   2070000 | PA      | $1366372.76   | 0.02%             | 2027-12-13      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                                          | MIZUHO FINANCIAL                  | CUSIP: 60687YBS7<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |   7600000 | PA      | $7500937.80   | 0.11%             | 2027-07-09      | Variable      | 1.55%                 | No            |                  2 | On Loan: No      |
| Volkswagen Group of America Finance LLC                             | VOLKSWAGEN GRP                    | CUSIP: 928668CV2<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    690000 | PA      | $692679.82    | 0.01%             | 2027-09-11      | Fixed         | 4.45%                 | Yes           |                  2 | On Loan: No      |
| American Honda Finance Corp                                         | AMERICAN HONDA F                  | CUSIP: 02665WGA3<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |  30000000 | PA      | $30033162.00  | 0.45%             | 2026-12-11      | Floating      | 4.36%                 | No            |                  2 | On Loan: No      |
| PFS Financing Corp                                                  | PFSFC 2025-E A                    | CUSIP: 69335PGA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  13580000 | PA      | $13590547.59  | 0.20%             | 2029-07-15      | Floating      | 4.67%                 | Yes           |                  2 | On Loan: No      |
| US Bank NA/Cincinnati OH                                            | US BANK NA OHIO                   | CUSIP: 90331HPP2<br>LEI: 6BYL5QZYBDK8S7L73M02 | Long             | DBT              | CORP              | US        |    750000 | PA      | $752904.53    | 0.01%             | 2027-10-22      | Variable      | 4.51%                 | No            |                  2 | On Loan: No      |
| Brown & Brown Inc                                                   | BROWN & BROWN                     | CUSIP: 115236AH4<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |  16182000 | PA      | $16265156.06  | 0.24%             | 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        |   6116052 | PA      | $6130580.83   | 0.09%             | 2027-03-25      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                 | NEXTERA ENERGY                    | CUSIP: 65339KDG2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   3010000 | PA      | $3066167.50   | 0.05%             | 2028-02-04      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Issuer Trust 2025-3                            | GCAR 2025-3A B                    | CUSIP: 37989YAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3160000 | PA      | $3171812.71   | 0.05%             | 2030-01-15      | Fixed         | 4.57%                 | Yes           |                  2 | On Loan: No      |
| Basswood Park CLO Ltd                                               | BARK 2021-1A AR                   | CUSIP: 070252AJ0<br>LEI: 5493005HSAGIQZIVAS94 | Long             | ABS-MBS          | CORP              | KY        |    950000 | PA      | $949232.02    | 0.01%             | 2034-04-20      | Floating      | 4.91%                 | Yes           |                  2 | On Loan: No      |
| BWP Property Group Ltd                                              | BWP PROPERTY GRO                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | AU        |   1970000 | PA      | $1310627.72   | 0.02%             | 2026-04-10      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Mitsubishi Corp                                                     | MITSUBISHI CORP                   | CUSIP: 606769AQ0<br>LEI: KVIPTY4PULAPGC1VVD26 | Long             | DBT              | CORP              | JP        |   9639000 | PA      | $9646795.06   | 0.14%             | 2028-09-09      | Floating      | 4.62%                 | Yes           |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp                   | NATL RURAL UTIL                   | CUSIP: 63743HFW7<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |   1089000 | PA      | $1105598.54   | 0.02%             | 2028-02-07      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Telefonica Emisiones SA                                             | TELEFONICA EMIS                   | CUSIP: 87938WAT0<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |   9594000 | PA      | $9591329.03   | 0.14%             | 2027-03-08      | Fixed         | 4.10%                 | 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        |   2887575 | PA      | $2899115.03   | 0.04%             | 2029-01-16      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                    | CROWN CASTLE INT                  | CUSIP: 22822VAB7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   2522000 | PA      | $2519882.28   | 0.04%             | 2026-02-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| RTX Corp                                                            | RTX CORP                          | CUSIP: 75513EBY6<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2101252.00   | 0.03%             | 2027-08-15      | Fixed         | 7.20%                 | 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        |   5870000 | PA      | $5917740.71   | 0.09%             | 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        |   3000000 | PA      | $3000170.10   | 0.04%             | 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        |   2154861 | PA      | $2167398.73   | 0.03%             | 2028-08-15      | Fixed         | 5.61%                 | Yes           |                  2 | On Loan: No      |
| ArcelorMittal SA                                                    | ARCELORMITTAL SA                  | CUSIP: 03938LBE3<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |   4770000 | PA      | $4966130.95   | 0.07%             | 2027-11-29      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                  | REALTY INCOME                     | CUSIP: 756109BY9<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |   5250000 | PA      | $5255446.35   | 0.08%             | 2026-09-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes Series 2025-A                    | ABCLN 2025-A D                    | CUSIP: 02007G5G4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1054508 | PA      | $1059721.52   | 0.02%             | 2033-06-15      | Fixed         | 4.99%                 | Yes           |                  2 | On Loan: No      |
| Drive Auto Receivables Trust 2024-1                                 | DRIVE 2024-1 B                    | CUSIP: 26208WAD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3889349 | PA      | $3905556.35   | 0.06%             | 2029-01-16      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| Province of British Columbia Canada                                 | BRIT COLUMBIA                     | CUSIP: 110709AH5<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |  22878000 | PA      | $22518417.32  | 0.33%             | 2026-07-20      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| EQT Corp                                                            | EQT CORP                          | CUSIP: 26884LAF6<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   7760000 | PA      | $7724414.97   | 0.11%             | 2027-10-01      | Fixed         | 3.90%                 | 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        |     13615 | PA      | $13610.41     | 0.00%             | 2044-10-25      | Floating      | 4.87%                 | Yes           |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                      | LOWE'S COS INC                    | CUSIP: 548661ET0<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2001827.40   | 0.03%             | 2027-10-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                     | CVS HEALTH CORP                   | CUSIP: 126650CU2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |  21294000 | PA      | $21179962.11  | 0.31%             | 2026-06-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                                         | CITIBANK NA                       | CUSIP: 17325FBL1<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |  10500000 | PA      | $10577409.15  | 0.16%             | 2027-11-19      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp                                               | NORTHROP GRUMMAN                  | CUSIP: 666807BK7<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |   5320000 | PA      | $5283286.15   | 0.08%             | 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        |   1264353 | PA      | $1268718.69   | 0.02%             | 2028-12-15      | Fixed         | 5.32%                 | Yes           |                  2 | On Loan: No      |
| Ford Credit Floorplan Master Owner Trust A                          | FORDF 2024-1 A1                   | CUSIP: 34528QJA3<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-CBDO         | CORP              | US        |   8650000 | PA      | $8803007.26   | 0.13%             | 2029-04-15      | Fixed         | 5.29%                 | Yes           |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust           | AERCAP IRELAND                    | CUSIP: 00774MAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   8366000 | PA      | $8315315.43   | 0.12%             | 2027-07-21      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2024-R01                        | CAS 2024-R01 1M1                  | CUSIP: 20753UAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3428716 | PA      | $3424429.78   | 0.05%             | 2044-01-25      | Floating      | 4.92%                 | 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        |   2020000 | PA      | $2022588.63   | 0.03%             | 2027-08-20      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                       | CITIGROUP INC                     | CUSIP: 17327CAW3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $6088109.40   | 0.09%             | 2029-03-04      | Variable      | 4.79%                 | No            |                  2 | On Loan: No      |
| Conagra Brands Inc                                                  | CONAGRA BRANDS                    | CUSIP: 205887CJ9<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |   6012000 | PA      | $6063089.98   | 0.09%             | 2026-10-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                         | ORACLE CORP                       | CUSIP: 68389XCD5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |  19172000 | PA      | $18287129.76  | 0.27%             | 2028-03-25      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                                | VZMT 2025-3 B                     | CUSIP: 92348KEA7<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |   5590000 | PA      | $5634289.01   | 0.08%             | 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        |  18188000 | PA      | $18141584.22  | 0.27%             | 2027-06-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                        | ING GROEP NV                      | CUSIP: 456837BF9<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   1500000 | PA      | $1520031.90   | 0.02%             | 2027-09-11      | Variable      | 6.08%                 | No            |                  2 | On Loan: No      |
| Omnicom Group Inc / Omnicom Capital Inc                             | OMNICOM GP/OMNI                   | CUSIP: 68217FAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    570000 | PA      | $568987.97    | 0.01%             | 2026-04-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Expedia Group Inc                                                   | EXPEDIA GRP INC                   | CUSIP: 30212PAM7<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | DBT              | CORP              | US        |   4492000 | PA      | $4494095.97   | 0.07%             | 2026-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Israel Government International Bond                                | STATE OF ISRAEL                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IL        |   8142000 | PA      | $9737009.83   | 0.14%             | 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        |    479124 | PA      | $487544.02    | 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        |   5960000 | PA      | $5990185.02   | 0.09%             | 2028-04-20      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitization Trust 2024-C                      | HALST 2024-C B                    | CUSIP: 448984AF1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5440000 | PA      | $5498157.41   | 0.08%             | 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        |   2500000 | PA      | $2489333.25   | 0.04%             | 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        |    447305 | PA      | $447027.30    | 0.01%             | 2044-07-25      | Floating      | 4.87%                 | Yes           |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                      | LOWE'S COS INC                    | CUSIP: 548661DP9<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   6500000 | PA      | $6429071.35   | 0.10%             | 2027-05-03      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| First Investors Auto Owner Trust 2025-1                             | FIAOT 2025-1A B                   | CUSIP: 32059WAG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1670000 | PA      | $1675599.01   | 0.02%             | 2031-01-15      | Fixed         | 4.39%                 | Yes           |                  2 | On Loan: No      |
| Shire Acquisitions Investments Ireland DAC                          | SHIRE ACQ INV IE                  | CUSIP: 82481LAD1<br>LEI: 549300XK5HGW68R8K327 | Long             | DBT              | CORP              | IE        |   3748000 | PA      | $3724993.65   | 0.06%             | 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        |   5340000 | PA      | $5226444.37   | 0.08%             | 2027-01-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                            | LLOYDS BK GR PLC                  | CUSIP: 539439AX7<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   2000000 | PA      | $2073420.00   | 0.03%             | 2029-03-06      | Variable      | 5.87%                 | 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        |   1088181 | PA      | $1096309.50   | 0.02%             | 2030-03-20      | Fixed         | 5.23%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Auto Trust 2023-2                                   | BAAT 2023-2A A3                   | CUSIP: 06054YAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3388681 | PA      | $3420766.41   | 0.05%             | 2028-06-15      | Fixed         | 5.74%                 | Yes           |                  2 | On Loan: No      |
| Nutrien Ltd                                                         | NUTRIEN LTD                       | CUSIP: 67077MBA5<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |   4314000 | PA      | $4390732.69   | 0.07%             | 2028-03-27      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Truist Bank                                                         | TRUIST BANK                       | CUSIP: 89788JAF6<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |  39637000 | PA      | $39861412.80  | 0.59%             | 2028-07-24      | Variable      | 4.42%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                         | PROLOGIS LP                       | CUSIP: 74340XBK6<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |   4750000 | PA      | $4729022.10   | 0.07%             | 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        |   5022000 | PA      | $5006304.24   | 0.07%             | 2027-10-27      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| HSBC USA Inc                                                        | HSBC USA INC                      | CUSIP: 40428HA44<br>LEI: 549300LBOHZ4QSIWU288 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2539297.50   | 0.04%             | 2027-03-04      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| Ausgrid Finance Pty Ltd                                             | AUSGRID FINANCE                   | CUSIP: N/A<br>LEI: 549300DN8D7YR73BKB57       | Long             | DBT              | CORP              | AU        |   5710000 | PA      | $3695505.52   | 0.05%             | 2027-02-05      | Fixed         | 1.81%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2025-R04                        | CAS 2025-R04 1A1                  | CUSIP: 20755TAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1670655 | PA      | $1672321.95   | 0.02%             | 2045-05-25      | Floating      | 4.87%                 | Yes           |                  2 | On Loan: No      |
| O'Reilly Automotive Inc                                             | O'REILLY AUTOMOT                  | CUSIP: 67103HAG2<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |    685000 | PA      | $690306.22    | 0.01%             | 2028-06-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                            | LLOYDS BK GR PLC                  | CUSIP: 539439AR0<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   6799000 | PA      | $6840619.40   | 0.10%             | 2028-03-22      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Take-Two Interactive Software Inc                                   | TAKE-TWO INTERAC                  | CUSIP: 874054AJ8<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |    862000 | PA      | $863461.87    | 0.01%             | 2026-03-28      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DOC DR LLC                                                          | DOC DR LLC                        | CUSIP: 71951QAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2596000 | PA      | $2581787.94   | 0.04%             | 2028-01-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Ryder System Inc                                                    | RYDER SYSTEM INC                  | CUSIP: 78355HKV0<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |   2122000 | PA      | $2189895.09   | 0.03%             | 2028-03-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                  | REALTY INCOME                     | CUSIP: 756109BG8<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |   5770000 | PA      | $5772544.57   | 0.09%             | 2027-08-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Archer-Daniels-Midland Co                                           | ARCHER-DANIELS                    | CUSIP: 039483BL5<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |     78000 | PA      | $77318.65     | 0.00%             | 2026-08-11      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                           | AMGEN INC                         | CUSIP: 031162DB3<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   3010000 | PA      | $2836904.23   | 0.04%             | 2028-08-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Toyota Finance Australia Ltd                                        | TOYOTA FIN AUSTR                  | CUSIP: N/A<br>LEI: 3UKPTDP5PGQRH8AUK042       | Long             | DBT              | CORP              | AU        |   1970000 | PA      | $1318419.70   | 0.02%             | 2027-09-17      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| BofA Auto Trust 2024-1                                              | BAAT 2024-1A A3                   | CUSIP: 09709AAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2922867 | PA      | $2952456.57   | 0.04%             | 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        |   2298426 | PA      | $2304694.59   | 0.03%             | 2034-07-25      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| Sabine Pass Liquefaction LLC                                        | SABINE PASS LIQU                  | CUSIP: 785592AS5<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |   2528000 | PA      | $2544839.01   | 0.04%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DLLAD 2025-1 LLC                                                    | DLLAD 2025-1A A2                  | CUSIP: 23347BAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4110000 | PA      | $4131219.52   | 0.06%             | 2028-11-20      | Fixed         | 4.46%                 | Yes           |                  2 | On Loan: No      |
| WRKCo Inc                                                           | WRKCO INC                         | CUSIP: 96145DAH8<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |   1067000 | PA      | $1064375.18   | 0.02%             | 2028-03-15      | Fixed         | 4.00%                 | No            |                  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        |   7400000 | PA      | $7409665.14   | 0.11%             | 2028-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG/New York NY                                        | DEUTSCHE BANK NY                  | CUSIP: 25160PAQ0<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    750000 | PA      | $765388.65    | 0.01%             | 2029-01-10      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                  | BANCO SANTANDER                   | CUSIP: 05964HBF1<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   2260000 | PA      | $2302994.47   | 0.03%             | 2028-07-15      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| Dominican Republic International Bond                               | DOMINICAN REPUBL                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | DO        |   6775000 | PA      | $6848655.77   | 0.10%             | 2027-01-25      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust 2025-2                                 | DRIVE 2025-2 A3                   | CUSIP: 262103AD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   9760000 | PA      | $9783571.38   | 0.15%             | 2032-09-15      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                       | INTERCONTINENT                    | CUSIP: 45866FAU8<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    500000 | PA      | $501322.20    | 0.01%             | 2027-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                                      | COM BK AUSTRALIA                  | CUSIP: 2027A0KW8<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |   9129000 | PA      | $9171564.88   | 0.14%             | 2028-03-14      | Floating      | 4.34%                 | Yes           |                  2 | On Loan: No      |
| Nomura Holdings Inc                                                 | NOMURA HOLDINGS                   | CUSIP: 65535HBR9<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |  10240000 | PA      | $10458781.70  | 0.16%             | 2027-07-02      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| Truist Bank                                                         | TRUIST BANK                       | CUSIP: 89788JAE9<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |  13513000 | PA      | $13538108.51  | 0.20%             | 2027-05-20      | Variable      | 4.67%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                 | AMERICAN EXPRESS                  | CUSIP: 025816CP2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    750000 | PA      | $745149.98    | 0.01%             | 2027-05-03      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Evergy Missouri West Inc                                            | EVERGY MISSOURI                   | CUSIP: 30037FAA8<br>LEI: EZIFUDC0VSUS6T6LCG85 | Long             | DBT              | CORP              | US        |    330000 | PA      | $336371.81    | 0.00%             | 2027-12-15      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                              | CON EDISON CO                     | CUSIP: 209111GL1<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |   6260000 | PA      | $6269862.63   | 0.09%             | 2027-11-18      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                        | ING GROEP NV                      | CUSIP: 456837BB8<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   8378000 | PA      | $8379155.33   | 0.12%             | 2028-03-28      | Variable      | 4.02%                 | No            |                  2 | On Loan: No      |
| Voya CLO 2022-3 Ltd                                                 | VOYA 2022-3A A1R2                 | CUSIP: 92891LAP7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | JE        |   1120000 | PA      | $1120014.00   | 0.02%             | 2036-10-20      | Floating      | 5.01%                 | Yes           |                  2 | On Loan: No      |
| Republic of South Africa Government International Bond              | SOUTH AFRICA                      | CUSIP: 836205AW4<br>LEI: N/A                  | Long             | DBT              | NUSS              | ZA        |   7130000 | PA      | $7219498.61   | 0.11%             | 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        |   7800000 | PA      | $7887930.18   | 0.12%             | 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        |    343861 | PA      | $348557.11    | 0.01%             | 2033-12-15      | Fixed         | 5.93%                 | Yes           |                  2 | On Loan: No      |
| NatWest Group PLC                                                   | NATWEST GROUP                     | CUSIP: 639057AC2<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    925000 | PA      | $914856.82    | 0.01%             | 2027-06-14      | Variable      | 1.64%                 | No            |                  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        |   4100000 | PA      | $4146298.84   | 0.06%             | 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        |  14850000 | PA      | $14945029.61  | 0.22%             | 2028-03-20      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| Lennar Corp                                                         | LENNAR CORP                       | CUSIP: 526057CD4<br>LEI: 529900G61XVRLX5TJX09 | Long             | DBT              | CORP              | US        |   6265000 | PA      | $6320096.92   | 0.09%             | 2027-11-29      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ARI Fleet Lease Trust                                               | ARIFL 2025-B A2                   | CUSIP: 00193GAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4300000 | PA      | $4330707.59   | 0.06%             | 2034-03-15      | Fixed         | 4.59%                 | Yes           |                  2 | On Loan: No      |
| Alexandria Real Estate Equities Inc                                 | ALEXANDRIA REAL                   | CUSIP: 015271AP4<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    750000 | PA      | $749063.63    | 0.01%             | 2026-04-15      | Fixed         | 3.80%                 | No            |                  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        |    425985 | PA      | $426631.88    | 0.01%             | 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        |   5599000 | PA      | $5571902.52   | 0.08%             | 2026-10-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                   | HSBC HOLDINGS                     | CUSIP: 404280DG1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   7245000 | PA      | $7366297.96   | 0.11%             | 2028-08-11      | Variable      | 5.21%                 | No            |                  2 | On Loan: No      |
| Equitable America Global Funding                                    | EQUITABLE AMERIC                  | CUSIP: 29446Q2D4<br>LEI: 98450066CCBIACF06694 | Long             | DBT              | CORP              | US        |   9722000 | PA      | $9718988.12   | 0.14%             | 2027-09-15      | Floating      | 4.41%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2025-DNA1                             | STACR 2025-DNA1 A1                | CUSIP: 35564NFY4<br>LEI: 529900WZAMS87JCAOC53 | Long             | ABS-MBS          | CORP              | US        |    704000 | PA      | $704000.99    | 0.01%             | 2045-01-25      | Floating      | 4.82%                 | 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        |   2846267 | PA      | $2847149.82   | 0.04%             | 2044-02-25      | Floating      | 5.22%                 | Yes           |                  2 | On Loan: No      |
| New Issuer: BB Company ID:71471129                                  | TLOT 2024-A A4                    | CUSIP: 89238GAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    930000 | PA      | $935831.57    | 0.01%             | 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        |   6690000 | PA      | $6730405.59   | 0.10%             | 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        |   9145000 | PA      | $9211854.52   | 0.14%             | 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        |   7660000 | PA      | $7700143.00   | 0.11%             | 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        |   1766000 | PA      | $1765893.16   | 0.03%             | 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        |    724404 | PA      | $725572.33    | 0.01%             | 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        |   2094980 | PA      | $2100493.91   | 0.03%             | 2027-09-13      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| Credit Agricole SA                                                  | CRED AGRICOLE SA                  | CUSIP: 22535WAL1<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   5590000 | PA      | $5634873.17   | 0.08%             | 2028-09-11      | Variable      | 4.63%                 | Yes           |                  2 | On Loan: No      |
| Hyatt Hotels Corp                                                   | HYATT HOTELS                      | CUSIP: 448579AQ5<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |   2355000 | PA      | $2391605.18   | 0.04%             | 2027-01-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                 | AMERICAN TOWER                    | CUSIP: 03027XBJ8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3794819.60   | 0.06%             | 2028-01-31      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Ventas Realty LP                                                    | VENTAS REALTY LP                  | CUSIP: 92277GAJ6<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |   1233000 | PA      | $1225217.92   | 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        |    933702 | PA      | $940492.20    | 0.01%             | 2033-02-25      | Fixed         | 4.85%                 | Yes           |                  2 | On Loan: No      |
| Dryden 113 CLO Ltd                                                  | DRSLF 2022-113A AR3               | CUSIP: 26253EBK3<br>LEI: 254900XN9Y85HJGYJ219 | Long             | ABS-MBS          | CORP              | JE        |    440000 | PA      | $439615.44    | 0.01%             | 2037-10-15      | Floating      | 4.99%                 | 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        |   7410000 | PA      | $7473894.21   | 0.11%             | 2030-07-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Volkswagen Auto Lease Trust 2025-A                                  | VWALT 2025-A A4                   | CUSIP: 92868WAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3640000 | PA      | $3686826.05   | 0.05%             | 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        |   3940000 | PA      | $3985029.08   | 0.06%             | 2028-05-22      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2024-R04                        | CAS 2024-R04 1A1                  | CUSIP: 20753GAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1643586 | PA      | $1644613.41   | 0.02%             | 2044-05-25      | Floating      | 4.87%                 | Yes           |                  2 | On Loan: No      |
| Bank of New York Mellon/The                                         | BK OF NY MELLON                   | CUSIP: 06405LAH4<br>LEI: HPFHU0OQ28E4N0NFVK49 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3049417.20   | 0.05%             | 2029-04-20      | Variable      | 4.73%                 | No            |                  2 | On Loan: No      |
| NNN REIT Inc                                                        | NNN REIT                          | CUSIP: 637417AJ5<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |   2897000 | PA      | $2885774.99   | 0.04%             | 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        |   7070000 | PA      | $7171766.29   | 0.11%             | 2029-10-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                             | HCA INC                           | CUSIP: 404119BU2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |  17500000 | PA      | $17538048.50  | 0.26%             | 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        |    743691 | PA      | $750606.92    | 0.01%             | 2032-09-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Ovintiv Inc                                                         | OVINTIV INC                       | CUSIP: 651290AR9<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |   7911000 | PA      | $7911295.87   | 0.12%             | 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        |  21624000 | PA      | $21801773.07  | 0.32%             | 2027-02-19      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                      | VIRGINIA EL&PWR                   | CUSIP: 927804GH1<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    750000 | PA      | $748568.63    | 0.01%             | 2027-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp                                                      | AIR LEASE CORP                    | CUSIP: 00914AAU6<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    750000 | PA      | $763640.93    | 0.01%             | 2028-02-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                             | HCA INC                           | CUSIP: 404121AH8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   3250000 | PA      | $3255315.70   | 0.05%             | 2026-09-01      | 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        |   3560000 | PA      | $3614188.54   | 0.05%             | 2029-09-17      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| SBNA Auto Lease Trust 2024-C                                        | SBALT 2024-C A3                   | CUSIP: 78398DAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1941633 | PA      | $1946213.41   | 0.03%             | 2028-02-22      | Fixed         | 4.56%                 | Yes           |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes Series 2025-A                    | ABCLN 2025-A C                    | CUSIP: 02007G5F6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2258474 | PA      | $2269673.65   | 0.03%             | 2033-06-15      | Fixed         | 4.84%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                    | US TREASURY N/B                   | CUSIP: 91282CET4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  21564000 | PA      | $21304558.13  | 0.32%             | 2027-05-31      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Jersey Central Power & Light Co                                     | JERSEY CENT P&L                   | CUSIP: 476556DJ1<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |   2800000 | PA      | $2797128.32   | 0.04%             | 2029-01-15      | Fixed         | 4.15%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                 | AUD/USD FWD 20260318              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-29583.59    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                  | BANCO SANTANDER                   | CUSIP: 05964HAQ8<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   1500000 | PA      | $1500876.75   | 0.02%             | 2028-03-24      | Variable      | 4.17%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                             | BANK NOVA SCOTIA                  | CUSIP: 06418GAU1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   4740000 | PA      | $4739878.66   | 0.07%             | 2028-09-15      | Variable      | 4.04%                 | No            |                  2 | On Loan: No      |
| Cboe Global Markets Inc                                             | CBOE HOLDINGS                     | CUSIP: 12503MAA6<br>LEI: 529900RLNSGA90UPEH54 | Long             | DBT              | CORP              | US        |   3619000 | PA      | $3611472.12   | 0.05%             | 2027-01-12      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| EQT Corp                                                            | EQT CORP                          | CUSIP: 26884LAM1<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   1122000 | PA      | $1117190.66   | 0.02%             | 2026-05-15      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| AT&T Inc                                                            | AT&T INC                          | CUSIP: 00206RJX1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   8145000 | PA      | $7962366.29   | 0.12%             | 2027-06-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                       | CITIGROUP INC                     | CUSIP: 17327CAM5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    482000 | PA      | $480888.56    | 0.01%             | 2027-01-28      | Variable      | 1.12%                 | No            |                  2 | On Loan: No      |
| HPEFS Equipment Trust 2024-2                                        | HPEFS 2024-2A C                   | CUSIP: 40444MAJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    810000 | PA      | $821021.59    | 0.01%             | 2031-10-20      | Fixed         | 5.52%                 | Yes           |                  2 | On Loan: No      |
| Mercedes-Benz Finance North America LLC                             | MERCEDES-BNZ FIN                  | CUSIP: 58769JBE6<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |  12045000 | PA      | $12224933.03  | 0.18%             | 2028-03-31      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Ingersoll Rand Inc                                                  | INGERSOLL RAND                    | CUSIP: 45687VAC0<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |  16179000 | PA      | $16442986.27  | 0.24%             | 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        |   1230000 | PA      | $1237281.97   | 0.02%             | 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        |   7680000 | PA      | $7715552.26   | 0.11%             | 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        |   6190000 | PA      | $6177410.16   | 0.09%             | 2029-08-16      | Floating      | 5.07%                 | Yes           |                  2 | On Loan: No      |
| Nissan Auto Lease Trust 2025-B                                      | NALT 2025-B A4                    | CUSIP: 65481RAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8710000 | PA      | $8781061.41   | 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        |   3528513 | PA      | $3532916.97   | 0.05%             | 2044-05-25      | Floating      | 5.07%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Inc                                                       | CITIGROUP INC                     | CUSIP: 17327CAX1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |  12400000 | PA      | $12402822.24  | 0.18%             | 2029-03-04      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| Sabine Pass Liquefaction LLC                                        | SABINE PASS LIQU                  | CUSIP: 785592AU0<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |   7747000 | PA      | $7754467.33   | 0.12%             | 2028-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Equitable Financial Life Global Funding                             | EQUITABLE FINANC                  | CUSIP: 29449WAB3<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |    445000 | PA      | $426867.72    | 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        |   3530000 | PA      | $3548280.11   | 0.05%             | 2029-05-15      | Fixed         | 4.51%                 | Yes           |                  2 | On Loan: No      |
| Athene Global Funding                                               | ATHENE GLOBAL FU                  | CUSIP: 04685A4T5<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |  25000000 | PA      | $25057885.00  | 0.37%             | 2028-09-18      | Floating      | 4.70%                 | Yes           |                  2 | On Loan: No      |
| Westlake Flooring Master Trust                                      | WFLOOR 2025-1A A                  | CUSIP: 96043GAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  16400000 | PA      | $16428636.04  | 0.24%             | 2029-10-15      | Fixed         | 4.23%                 | Yes           |                  2 | On Loan: No      |
| Extra Space Storage LP                                              | EXTRA SPACE STOR                  | CUSIP: 30225VAL1<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |   3764000 | PA      | $3751978.91   | 0.06%             | 2026-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Willis North America Inc                                            | WILLIS NORTH AME                  | CUSIP: 970648AL5<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |  10615000 | PA      | $10697161.16  | 0.16%             | 2027-06-15      | Fixed         | 4.65%                 | 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        |   2780000 | PA      | $2816559.22   | 0.04%             | 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        |   1950000 | PA      | $1967671.49   | 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        |   2160000 | PA      | $2184421.61   | 0.03%             | 2031-02-24      | Fixed         | 4.61%                 | Yes           |                  2 | On Loan: No      |
| PFS Financing Corp                                                  | PFSFC 2024-A A                    | CUSIP: 69335PFC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   9020000 | PA      | $9021673.21   | 0.13%             | 2028-01-15      | Floating      | 4.83%                 | Yes           |                  2 | On Loan: No      |
| Stellantis Financial Underwritten Enhanced Lease Trust 2025-B       | SFUEL 2025-BA C                   | CUSIP: 858933AF1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1850000 | PA      | $1858374.95   | 0.03%             | 2030-01-22      | Fixed         | 4.71%                 | Yes           |                  2 | On Loan: No      |
| GM Financial Revolving Receivables Trust 2021-1                     | GMREV 2021-1 C                    | CUSIP: 36263HAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2690000 | PA      | $2638103.44   | 0.04%             | 2034-06-12      | Fixed         | 1.67%                 | Yes           |                  2 | On Loan: No      |
| Sumitomo Mitsui Trust Bank Ltd                                      | SUMITOMO TR&BK                    | CUSIP: 86563VBW8<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |  13140000 | PA      | $13246100.24  | 0.20%             | 2027-09-10      | Floating      | 4.76%                 | Yes           |                  2 | On Loan: No      |
| Fifth Third Bank NA                                                 | FIFTH THIRD BANK                  | CUSIP: 31677QBU2<br>LEI: QFROUN1UWUYU0DVIWD51 | Long             | DBT              | CORP              | US        |   6060000 | PA      | $6116254.98   | 0.09%             | 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        |    524234 | PA      | $527747.58    | 0.01%             | 2033-01-18      | Fixed         | 5.14%                 | Yes           |                  2 | On Loan: No      |
| Welltower OP LLC                                                    | WELLTOWER INC                     | CUSIP: 95040QAD6<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1510302.90   | 0.02%             | 2028-04-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                  | BANCO SANTANDER                   | CUSIP: 05964HAS4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   5255000 | PA      | $5352149.19   | 0.08%             | 2027-08-18      | Fixed         | 5.29%                 | 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        |   1893291 | PA      | $1899883.80   | 0.03%             | 2027-07-20      | Fixed         | 4.69%                 | Yes           |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                   | HSBC HOLDINGS                     | CUSIP: 404280EM7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   8000000 | PA      | $8148791.20   | 0.12%             | 2028-11-19      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| State Street Corp                                                   | STATE STREET CRP                  | CUSIP: 857477DA8<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   5485000 | PA      | $5530770.13   | 0.08%             | 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        |   2680000 | PA      | $2688830.60   | 0.04%             | 2028-10-20      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| SBNA Auto Lease Trust                                               | SBALT 2025-A A3                   | CUSIP: 78437KAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1180000 | PA      | $1187462.44   | 0.02%             | 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        |   1550000 | PA      | $1565338.49   | 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        |   3590000 | PA      | $3628850.62   | 0.05%             | 2029-02-20      | Fixed         | 4.77%                 | Yes           |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                           | TORONTO DOM BANK                  | CUSIP: 89115KAF7<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |  14000000 | PA      | $14009255.40  | 0.21%             | 2028-10-13      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                       | BOEING CO                         | CUSIP: 097023DA0<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1310000 | PA      | $1308151.72   | 0.02%             | 2026-02-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Oman Government International Bond                                  | OMAN INTRNL BOND                  | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | OM        |   2500000 | PA      | $2602979.50   | 0.04%             | 2027-10-28      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | EUR/USD FWD 20260318              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-164195.04   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of South Africa Government International Bond              | SOUTH AFRICA                      | CUSIP: 836205AT1<br>LEI: N/A                  | Long             | DBT              | NUSS              | ZA        |   2490000 | PA      | $2489961.16   | 0.04%             | 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        |   1500000 | PA      | $1510971.15   | 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        |   1814000 | PA      | $1811340.68   | 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        |  10720000 | PA      | $10822468.19  | 0.16%             | 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        |   2666628 | PA      | $2673294.71   | 0.04%             | 2044-02-25      | Floating      | 5.22%                 | Yes           |                  2 | On Loan: No      |
| Stellantis Financial Underwritten Enhanced Lease Trust 2025-B       | SFUEL 2025-BA B                   | CUSIP: 858933AE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1310000 | PA      | $1314366.49   | 0.02%             | 2029-07-20      | Fixed         | 4.47%                 | Yes           |                  2 | On Loan: No      |
| Cigna Group/The                                                     | CIGNA GROUP/THE                   | CUSIP: 125523CB4<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1490579.25   | 0.02%             | 2027-03-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                       | SOUTHERN CAL ED                   | CUSIP: 842400JF1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   2225000 | PA      | $2228503.93   | 0.03%             | 2026-09-06      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Ovintiv Inc                                                         | OVINTIV INC                       | CUSIP: 69047QAB8<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1029358.50   | 0.02%             | 2028-05-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | US 2YR NOTE (CBT) Mar26           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |     -1282 | NC      | $-30440.25    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| HCA Inc                                                             | HCA INC                           | CUSIP: 404119CP2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2049829.60   | 0.03%             | 2028-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| EQT Corp                                                            | EQT CORP                          | CUSIP: 26884LAT6<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    750000 | PA      | $765885.90    | 0.01%             | 2027-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BAT International Finance PLC                                       | BAT INTL FINANCE                  | CUSIP: 05530QAN0<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |  11631000 | PA      | $11561248.89  | 0.17%             | 2026-03-25      | Fixed         | 1.67%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                          | INTEL CORP                        | CUSIP: 458140CD0<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   2250000 | PA      | $2250507.83   | 0.03%             | 2026-02-10      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Tesla Lease Electric Vehicle Securitization 2025-A LLC              | TLEVS 2025-A B                    | CUSIP: 88162VAF7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1780000 | PA      | $1797286.29   | 0.03%             | 2029-06-20      | Fixed         | 4.79%                 | Yes           |                  2 | On Loan: No      |
| Volkswagen Auto Loan Enhanced Trust 2024-1                          | VALET 2024-1 A4                   | CUSIP: 92868RAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1550000 | PA      | $1579514.79   | 0.02%             | 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        |   1162953 | PA      | $1162592.35   | 0.02%             | 2044-03-25      | Floating      | 5.12%                 | Yes           |                  2 | On Loan: No      |
| GM Financial Automobile Leasin                                      | GMALT 2025-2 B                    | CUSIP: 362962AF9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3510000 | PA      | $3548925.20   | 0.05%             | 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        |   1609000 | PA      | $1626586.85   | 0.02%             | 2027-03-08      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp                                                      | AIR LEASE CORP                    | CUSIP: 00914AAW2<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   9000000 | PA      | $9043303.50   | 0.13%             | 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        |   9960000 | PA      | $9974515.70   | 0.15%             | 2028-01-28      | Floating      | 4.76%                 | 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        |   2160000 | PA      | $2174281.70   | 0.03%             | 2031-05-15      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| Huntington Bank Auto Credit-Linked Notes Series 2024-1              | HACLN 2024-1 B1                   | CUSIP: 44644NAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1433362 | PA      | $1457338.35   | 0.02%             | 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        |   8047000 | PA      | $8044892.49   | 0.12%             | 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        |   2829051 | PA      | $2863847.31   | 0.04%             | 2030-03-20      | Fixed         | 6.40%                 | Yes           |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                  | MITSUB UFJ FIN                    | CUSIP: 606822CE2<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    850000 | PA      | $850513.23    | 0.01%             | 2028-04-19      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| WEC Energy Group Inc                                                | WEC ENERGY GROUP                  | CUSIP: 92939UAD8<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |   6727000 | PA      | $6432519.52   | 0.10%             | 2027-10-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Tesla Lease Electric Vehicle Securitization 2025-A LLC              | TLEVS 2025-A C                    | CUSIP: 88162VAG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2470000 | PA      | $2484973.39   | 0.04%             | 2029-06-20      | Fixed         | 5.09%                 | Yes           |                  2 | On Loan: No      |
| Mid-America Apartments LP                                           | MID-AMER APT LP                   | CUSIP: 59523UAN7<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              | CORP              | US        |  11645000 | PA      | $11611423.97  | 0.17%             | 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        |   2310000 | PA      | $2330730.40   | 0.03%             | 2030-05-15      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| Carmax Auto Owner Trust 2023-2                                      | CARMX 2023-2 A3                   | CUSIP: 142921AD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2915107 | PA      | $2928920.29   | 0.04%             | 2028-01-18      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                                                 | NATWEST MARKETS                   | CUSIP: 63906YAR9<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |   7250000 | PA      | $7255094.58   | 0.11%             | 2028-11-06      | Floating      | 4.69%                 | Yes           |                  2 | On Loan: No      |
| Nomura Holdings Inc                                                 | NOMURA HOLDINGS                   | CUSIP: 65535HBF5<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |   6115000 | PA      | $6221772.18   | 0.09%             | 2027-07-06      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| Harley-Davidson Motorcycle Tru                                      | HDMOT 2025-A A3                   | CUSIP: 41284XAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8750000 | PA      | $8861119.75   | 0.13%             | 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        |   7830704 | PA      | $7895630.24   | 0.12%             | 2028-08-15      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                          | INTEL CORP                        | CUSIP: 458140BQ2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   5740000 | PA      | $5714950.64   | 0.08%             | 2027-03-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                 | ELEVANCE HEALTH                   | CUSIP: 036752BH5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |  21385000 | PA      | $21351350.70  | 0.32%             | 2028-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                             | BANK NOVA SCOTIA                  | CUSIP: 06418GAR8<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |  24966000 | PA      | $24999739.05  | 0.37%             | 2029-02-14      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| Volvo Financial Equipment LLC Series 2025-2                         | VFET 2025-2A A3                   | CUSIP: 92886CAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8630000 | PA      | $8640787.50   | 0.13%             | 2029-12-17      | Fixed         | 3.99%                 | Yes           |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes Series 2024-A                    | ABCLN 2024-A C                    | CUSIP: 02007GZ63<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1480066 | PA      | $1505616.81   | 0.02%             | 2032-05-17      | Fixed         | 6.02%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corp                                                | BANK OF AMER CRP                  | CUSIP: 06051GJQ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  23000000 | PA      | $22889156.10  | 0.34%             | 2027-03-11      | Variable      | 1.66%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                   | HSBC HOLDINGS                     | CUSIP: 404280CL1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   4891000 | PA      | $4720773.64   | 0.07%             | 2028-09-22      | Variable      | 2.01%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                     | GEN MOTORS FIN                    | CUSIP: 37045XFH4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    970000 | PA      | $982562.86    | 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        |   2711027 | PA      | $2715524.17   | 0.04%             | 2031-05-20      | Fixed         | 5.18%                 | Yes           |                  2 | On Loan: No      |
| GREAT AMERICA LEASING RECEIVAB                                      | GALC 2025-2 A2                    | CUSIP: 39154TCP1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7400000 | PA      | $7424459.22   | 0.11%             | 2028-05-15      | Fixed         | 4.22%                 | Yes           |                  2 | On Loan: No      |
| BAT International Finance PLC                                       | BAT INTL FINANCE                  | CUSIP: 05530QAP5<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |   5810000 | PA      | $5856019.85   | 0.09%             | 2028-03-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust 2024-3                                   | LADAR 2024-3A A3                  | CUSIP: 505709AC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3090000 | PA      | $3103380.01   | 0.05%             | 2029-03-15      | Fixed         | 4.52%                 | Yes           |                  2 | On Loan: No      |
| Volkswagen Group of America Finance LLC                             | VOLKSWAGEN GRP                    | CUSIP: 928668CJ9<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   9390000 | PA      | $9415036.56   | 0.14%             | 2026-08-14      | Floating      | 4.93%                 | Yes           |                  2 | On Loan: No      |
| Solventum Corp                                                      | SOLVENTUM CORP                    | CUSIP: 83444MAN1<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |   6664000 | PA      | $6759925.61   | 0.10%             | 2027-02-25      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Mars Inc                                                            | MARS INC                          | CUSIP: 571676AX3<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |  11530000 | PA      | $11685694.20  | 0.17%             | 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        |   3150000 | PA      | $3168859.37   | 0.05%             | 2028-06-15      | Fixed         | 5.34%                 | Yes           |                  2 | On Loan: No      |
| Ventas Realty LP                                                    | VENTAS REALTY LP                  | CUSIP: 92277GAL1<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |   2800000 | PA      | $2793598.08   | 0.04%             | 2027-04-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| NXP BV / NXP Funding LLC / NXP USA Inc                              | NXP BV/NXP FDG                    | CUSIP: 62954HBE7<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |   4750000 | PA      | $4770261.60   | 0.07%             | 2027-06-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                | ROYAL BK CANADA                   | CUSIP: 78017FZU0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |  20000000 | PA      | $20067756.00  | 0.30%             | 2028-10-18      | Floating      | 4.84%                 | 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        |    446609 | PA      | $448361.10    | 0.01%             | 2043-07-25      | Floating      | 5.57%                 | 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        |   4690218 | PA      | $4721753.57   | 0.07%             | 2028-12-15      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                             | MPLX LP                           | CUSIP: 55336VAK6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3501875.30   | 0.05%             | 2027-03-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                    | T-MOBILE USA INC                  | CUSIP: 87264ABD6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |  19083250 | PA      | $19022754.19  | 0.28%             | 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        |   4422563 | PA      | $4437828.95   | 0.07%             | 2028-11-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                            | CSX CORP                          | CUSIP: 126408HH9<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    750000 | PA      | $743831.33    | 0.01%             | 2027-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Victoria Power Networks Finance Pty Ltd                             | VICTORIA POWER N                  | CUSIP: N/A<br>LEI: 254900YISQHUZHEC9B94       | Long             | DBT              | CORP              | AU        |   3600000 | PA      | $2383758.41   | 0.04%             | 2026-04-21      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| CubeSmart LP                                                        | CUBESMART LP                      | CUSIP: 22966RAD8<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              | CORP              | US        |  18180000 | PA      | $18046511.53  | 0.27%             | 2026-09-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp                                               | TRUIST FINANCIAL                  | CUSIP: 89788MAE2<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1139692.32   | 0.02%             | 2029-06-07      | Variable      | 1.89%                 | 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        |  10490000 | PA      | $10594693.35  | 0.16%             | 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        |  23710000 | PA      | $23785566.14  | 0.35%             | 2028-05-15      | Fixed         | 4.92%                 | Yes           |                  2 | On Loan: No      |
| HPEFS Equipment Trust 2024-1                                        | HPEFS 2024-1A C                   | CUSIP: 403963AE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1930000 | PA      | $1940896.59   | 0.03%             | 2031-05-20      | Fixed         | 5.33%                 | Yes           |                  2 | On Loan: No      |
| PNC Bank NA                                                         | PNC BANK NA                       | CUSIP: 69353RFG8<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |   2250000 | PA      | $2223046.13   | 0.03%             | 2027-10-25      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank NA                                              | MORGAN STANLEY B                  | CUSIP: 61690DK72<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |   1745000 | PA      | $1777709.33   | 0.03%             | 2029-01-12      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| Equitable Holdings Inc                                              | AXA EQUITABLE HO                  | CUSIP: 054561AJ4<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |   8166000 | PA      | $8200048.14   | 0.12%             | 2028-04-20      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| AmeriCredit Automobile Receivables Trust 2025-1                     | AMCAR 2025-1 B                    | CUSIP: 03067FAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2750000 | PA      | $2759073.08   | 0.04%             | 2030-10-18      | Fixed         | 4.21%                 | Yes           |                  2 | On Loan: No      |
| NXP BV / NXP Funding LLC / NXP USA Inc                              | NXP BV/NXP FDG                    | CUSIP: 62954HAZ1<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |  12811000 | PA      | $12796130.27  | 0.19%             | 2026-06-18      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                             | BPCE                              | CUSIP: 05611C2A0<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   5630000 | PA      | $5633645.43   | 0.08%             | 2026-01-26      | Fixed         | 5.10%                 | Yes           |                  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        |   2271397 | PA      | $2285256.39   | 0.03%             | 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        |  11730000 | PA      | $11619773.19  | 0.17%             | 2026-09-16      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                       | CITIGROUP INC                     | CUSIP: 172967LS8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |  15215000 | PA      | $15083002.27  | 0.22%             | 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        |   6951000 | PA      | $6932002.92   | 0.10%             | 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        |    750000 | PA      | $755788.80    | 0.01%             | 2032-09-20      | Fixed         | 4.51%                 | Yes           |                  2 | On Loan: No      |
| Banco Santander SA                                                  | BANCO SANTANDER                   | CUSIP: 05964HBE4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |  10200000 | PA      | $10259224.26  | 0.15%             | 2028-07-15      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| GLS Auto Select Receivables Issuer Trust 2025-4                     | GSAR 2025-4A A2                   | CUSIP: 36273DAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   9250000 | PA      | $9276102.58   | 0.14%             | 2031-02-18      | Fixed         | 4.17%                 | Yes           |                  2 | On Loan: No      |
| GMF Floorplan Owner Revolving Trust                                 | GFORT 2024-4A A1                  | CUSIP: 361886DQ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  18400000 | PA      | $18652339.44  | 0.28%             | 2029-11-15      | Fixed         | 4.73%                 | Yes           |                  2 | On Loan: No      |
| Constellation Brands Inc                                            | CONSTELLATION BR                  | CUSIP: 21036PAY4<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1238523.00   | 0.02%             | 2028-02-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Resources Corp                                   | CENTERPOINT ENER                  | CUSIP: 15189YAG1<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |   1356000 | PA      | $1389610.09   | 0.02%             | 2028-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Serbia International Bond                                           | SERBIA REPUBLIC                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RS        |   6586000 | PA      | $7698048.63   | 0.11%             | 2027-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                | IBM CORP                          | CUSIP: 459200KM2<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   4561000 | PA      | $4478370.19   | 0.07%             | 2027-02-09      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Moody's Corp                                                        | MOODY'S CORP                      | CUSIP: 615369AM7<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1480524.15   | 0.02%             | 2028-01-15      | Fixed         | 3.25%                 | 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        |    328757 | PA      | $331057.30    | 0.00%             | 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        |   9940000 | PA      | $10061030.43  | 0.15%             | 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        |   8135000 | PA      | $8114359.88   | 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        |   5770000 | PA      | $5817174.94   | 0.09%             | 2029-07-16      | Fixed         | 4.69%                 | Yes           |                  2 | On Loan: No      |
| Westlake Flooring Master Trust                                      | WFLOOR 2025-1A B                  | CUSIP: 96043GAL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1660000 | PA      | $1661772.55   | 0.02%             | 2029-10-15      | Fixed         | 4.84%                 | Yes           |                  2 | On Loan: No      |
| Dell Equipment Finance Trust 2024-1                                 | DEFT 2024-1 A3                    | CUSIP: 24702GAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1288568 | PA      | $1297762.91   | 0.02%             | 2030-03-22      | Fixed         | 5.39%                 | Yes           |                  2 | On Loan: No      |
| Weyerhaeuser Co                                                     | WEYERHAEUSER CO                   | CUSIP: 962166AW4<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              | CORP              | US        |   2005000 | PA      | $2100658.75   | 0.03%             | 2027-10-01      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust 2025-1                                 | DRIVE 2025-1 A3                   | CUSIP: 262102AC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  21860000 | PA      | $21970274.96  | 0.33%             | 2032-09-15      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                         | GOLDMAN SACHS GP                  | CUSIP: 38141GZR8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   5840000 | PA      | $5806574.76   | 0.09%             | 2028-03-15      | Variable      | 3.62%                 | 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        |   4272235 | PA      | $4298940.28   | 0.06%             | 2028-05-15      | Fixed         | 5.58%                 | Yes           |                  2 | On Loan: No      |
| Daimler Truck Finance North America LLC                             | DAIMLER TRUCK                     | CUSIP: 233853AP5<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |   3848000 | PA      | $3849664.26   | 0.06%             | 2026-01-16      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| Marathon Petroleum Corp                                             | MARATHON PETRO                    | CUSIP: 56585ABD3<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2984190.60   | 0.04%             | 2028-04-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                         | ORACLE CORP                       | CUSIP: 68389XBN4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   5500000 | PA      | $5386644.45   | 0.08%             | 2027-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust 2025-4                | BLAST 2025-4 C                    | CUSIP: 10807UAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1540000 | PA      | $1548200.50   | 0.02%             | 2031-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co Lp / PTL Finance Corp                       | PENSKE TRUCK LE                   | CUSIP: 709599BS2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1455000 | PA      | $1496701.61   | 0.02%             | 2028-02-01      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| Toyota Lease Owner Trust                                            | TLOT 2025-A A4                    | CUSIP: 89239NAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3260000 | PA      | $3302448.13   | 0.05%             | 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        |    314000 | PA      | $313768.11    | 0.00%             | 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        |    409600 | PA      | $408846.46    | 0.01%             | 2027-04-23      | Variable      | 3.56%                 | No            |                  2 | On Loan: No      |
| Truist Bank Auto Credit-Linked Notes Series 2025-1                  | TACLN 2025-1 B                    | CUSIP: 897926CB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6148767 | PA      | $6158699.89   | 0.09%             | 2033-09-26      | Fixed         | 4.73%                 | Yes           |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                  | MITSUB UFJ FIN                    | CUSIP: 606822CC6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   1447000 | PA      | $1421452.06   | 0.02%             | 2028-01-19      | Variable      | 2.34%                 | No            |                  2 | On Loan: No      |
| CMS Energy Corp                                                     | CMS ENERGY                        | CUSIP: 125896BQ2<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $995843.60    | 0.01%             | 2026-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                 | NEXTERA ENERGY                    | CUSIP: 65339KCH1<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   2478000 | PA      | $2506278.44   | 0.04%             | 2027-07-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                        | ENBRIDGE INC                      | CUSIP: 29250NBH7<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   3243000 | PA      | $3185812.94   | 0.05%             | 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        |   4000000 | PA      | $4004301.20   | 0.06%             | 2027-10-22      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                | BANK OF AMER CRP                  | CUSIP: 06051GMN6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  11000000 | PA      | $11016097.40  | 0.16%             | 2029-01-24      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| Brixmor Operating Partnership LP                                    | BRIXMOR OPERATIN                  | CUSIP: 11120VAK9<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |   2285000 | PA      | $2192842.29   | 0.03%             | 2028-04-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Dell Equipment Finance Trust 2025-2                                 | DEFT 2025-2 A3                    | CUSIP: 24703VAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3630000 | PA      | $3641659.56   | 0.05%             | 2031-03-24      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                | WILLIAMS COS INC                  | CUSIP: 96949LAD7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   8448000 | PA      | $8414164.92   | 0.12%             | 2027-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                 | AMERICAN TOWER                    | CUSIP: 03027XAP5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   8719000 | PA      | $8656554.52   | 0.13%             | 2027-07-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| PNC Bank NA                                                         | PNC BANK NA                       | CUSIP: 69353RFZ6<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |  10885000 | PA      | $10958762.20  | 0.16%             | 2028-07-21      | Variable      | 4.43%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2025-4                       | SDART 2025-4 A3                   | CUSIP: 802923AC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  12950000 | PA      | $12998425.23  | 0.19%             | 2030-04-15      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                    | T-MOBILE USA INC                  | CUSIP: 87264ACZ6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1032000 | PA      | $1051428.33   | 0.02%             | 2028-03-15      | Fixed         | 4.95%                 | 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        |   1098213 | PA      | $1106115.81   | 0.02%             | 2033-04-15      | Fixed         | 5.54%                 | Yes           |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                     | GEN MOTORS FIN                    | CUSIP: 37045XFE1<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   2650000 | PA      | $2698115.52   | 0.04%             | 2028-04-04      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp                                                      | AIR LEASE CORP                    | CUSIP: 00914AAT9<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    625000 | PA      | $643201.00    | 0.01%             | 2027-12-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Octagon 57 Ltd                                                      | OCT57 2021-1A B1R                 | CUSIP: 67592XAQ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |   2090000 | PA      | $2090792.95   | 0.03%             | 2034-10-15      | Floating      | 5.34%                 | Yes           |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                             | CHARLES SCHWAB                    | CUSIP: 808513AQ8<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   3003000 | PA      | $2980074.50   | 0.04%             | 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        |   1020175 | PA      | $1023839.96   | 0.02%             | 2026-12-20      | Fixed         | 5.74%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                 | JPMORGAN CHASE                    | CUSIP: 46647PCW4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2675000 | PA      | $2643057.83   | 0.04%             | 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        |   8199000 | PA      | $8234978.85   | 0.12%             | 2027-01-24      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HP Inc                                                              | HP INC                            | CUSIP: 40434LAM7<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |   6689000 | PA      | $6770229.88   | 0.10%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Progressive Corp/The                                                | PROGRESSIVE CORP                  | CUSIP: 743315AY9<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $984940.70    | 0.01%             | 2027-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                            | LLOYDS BK GR PLC                  | CUSIP: 53944YAS2<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    750000 | PA      | $747331.43    | 0.01%             | 2028-03-18      | Variable      | 3.75%                 | 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        |    566357 | PA      | $568102.98    | 0.01%             | 2028-07-17      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Tanger Properties LP                                                | TANGER PROP LP                    | CUSIP: 875484AK3<br>LEI: PQPGJDNFN35EXH363L31 | Long             | DBT              | CORP              | US        |   3369000 | PA      | $3350904.43   | 0.05%             | 2027-07-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust 2024-1                    | SFAST 2024-1A A3                  | CUSIP: 78435VAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4136765 | PA      | $4162098.69   | 0.06%             | 2029-05-21      | Fixed         | 4.95%                 | 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        |  12420000 | PA      | $12486695.40  | 0.19%             | 2029-03-20      | Fixed         | 4.42%                 | Yes           |                  2 | On Loan: No      |
| LAD Auto Receivables Trust 2025-2                                   | LADAR 2025-2A A4                  | CUSIP: 505912AE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2460000 | PA      | $2473521.14   | 0.04%             | 2030-07-15      | Fixed         | 4.36%                 | Yes           |                  2 | On Loan: No      |
| Ontario Teachers' Finance Trust                                     | ONTARIO TEACHERS                  | CUSIP: N/A<br>LEI: 635400ZZE5J8OXXBBY26       | Long             | DBT              | NUSS              | CA        |  11550000 | PA      | $11314887.05  | 0.17%             | 2026-09-21      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| WP Carey Inc                                                        | WP CAREY INC                      | CUSIP: 92936UAE9<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              | CORP              | US        |   2711000 | PA      | $2713802.36   | 0.04%             | 2026-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                     | GEN MOTORS FIN                    | CUSIP: 37045XDA1<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   2990000 | PA      | $2923061.97   | 0.04%             | 2027-08-20      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                    | WELLS FARGO CO                    | CUSIP: 95000U3Z4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1591000 | PA      | $1591567.03   | 0.02%             | 2029-09-15      | Floating      | 4.58%                 | 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        |   2451570 | PA      | $2459590.01   | 0.04%             | 2034-01-17      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| McCormick & Co Inc/MD                                               | MCCORMICK                         | CUSIP: 579780AR8<br>LEI: 549300JQQA6MQ4OJP259 | Long             | DBT              | CORP              | US        |    730000 | PA      | $727135.63    | 0.01%             | 2026-02-15      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                           | ONEOK INC                         | CUSIP: 682680CB7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |  13162000 | PA      | $13205181.89  | 0.20%             | 2027-09-24      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                               | ATHENE GLOBAL FU                  | CUSIP: 04685A4B4<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   7850000 | PA      | $7873370.24   | 0.12%             | 2026-08-27      | Floating      | 4.87%                 | Yes           |                  2 | On Loan: No      |
| Lennar Corp                                                         | LENNAR CORP                       | CUSIP: 526057CV4<br>LEI: 529900G61XVRLX5TJX09 | Long             | DBT              | CORP              | US        |   2460000 | PA      | $2478888.62   | 0.04%             | 2027-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Volkswagen Auto Lease Trust 2025-B                                  | VWALT 2025-B A3                   | CUSIP: 92868BAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  16110000 | PA      | $16173062.60  | 0.24%             | 2029-01-22      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| PACCAR Financial Corp                                               | PACCAR FINL CORP                  | CUSIP: 69371RT55<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |    500000 | PA      | $502763.35    | 0.01%             | 2026-11-25      | Fixed         | 4.50%                 | 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        |   7003773 | PA      | $7052161.64   | 0.10%             | 2028-08-15      | Fixed         | 5.33%                 | Yes           |                  2 | On Loan: No      |
| HCA Inc                                                             | HCA INC                           | CUSIP: 404119CH0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2474224.00   | 0.04%             | 2027-03-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| HPEFS Equipment Trust 2024-2                                        | HPEFS 2024-2A B                   | CUSIP: 40444MAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1160000 | PA      | $1172699.56   | 0.02%             | 2031-10-20      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| Campbell's Company/The                                              | CAMPBELLS CO/THE                  | CUSIP: 134429BM0<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1013332.60   | 0.02%             | 2027-03-19      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                               | BANQ FED CRD MUT                  | CUSIP: 06675DCE0<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |  10400000 | PA      | $10511963.28  | 0.16%             | 2027-07-13      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Highmark Inc                                                        | HIGHMARK INC                      | CUSIP: 431116AD4<br>LEI: 549300B6868ZXXEB2Y57 | Long             | DBT              | CORP              | US        |   2700000 | PA      | $2669867.46   | 0.04%             | 2026-05-10      | Fixed         | 1.45%                 | Yes           |                  2 | On Loan: No      |
| Mid-America Apartments LP                                           | MID-AMER APT LP                   | CUSIP: 59523UAP2<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              | CORP              | US        |   4490000 | PA      | $4507660.97   | 0.07%             | 2028-06-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| BMW Vehicle Lease Trust                                             | BMWLT 2024-2 A4                   | CUSIP: 05613MAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5200000 | PA      | $5221451.56   | 0.08%             | 2028-02-25      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                             | BPCE                              | CUSIP: 05578DAX0<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   1500000 | PA      | $1492603.20   | 0.02%             | 2026-12-02      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2023-HQA3                             | STACR 2023-HQA3 A1                | CUSIP: 35564K3F4<br>LEI: 529900ZTXRUUVE8G8W08 | Long             | ABS-MBS          | CORP              | US        |   1365471 | PA      | $1377841.80   | 0.02%             | 2043-11-25      | Floating      | 5.72%                 | Yes           |                  2 | On Loan: No      |
| T-Mobile US Trust                                                   | TMUST 2025-1A A                   | CUSIP: 872974AA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7470000 | PA      | $7574918.39   | 0.11%             | 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        |   4782000 | PA      | $4790458.88   | 0.07%             | 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        |   5411000 | PA      | $5545394.09   | 0.08%             | 2027-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                           | TORONTO DOM BANK                  | CUSIP: 89115A2H4<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   5634000 | PA      | $5705594.06   | 0.08%             | 2027-09-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                    | US TREASURY N/B                   | CUSIP: 91282CNP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  29718000 | PA      | $29892128.76  | 0.44%             | 2027-07-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes Series 2025-A               | SBCLN 2025-A C                    | CUSIP: 80290CCS1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1990000 | PA      | $1994477.10   | 0.03%             | 2034-01-16      | Fixed         | 4.66%                 | Yes           |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust 2024-D                                 | FORDO 2024-D A4                   | CUSIP: 34535VAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2040000 | PA      | $2079191.05   | 0.03%             | 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        |   5830000 | PA      | $5891915.77   | 0.09%             | 2030-07-22      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Tesla Lease Electric Vehicle Securitization 2025-A LLC              | TLEVS 2025-A A4                   | CUSIP: 88162VAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1930000 | PA      | $1943621.17   | 0.03%             | 2029-05-21      | Fixed         | 4.37%                 | Yes           |                  2 | On Loan: No      |
| Chase Auto Credit Linked Notes Series 2025-1                        | CACLN 2025-1 D                    | CUSIP: 46591HCU2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    350138 | PA      | $351813.05    | 0.01%             | 2033-02-25      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust 2025-3                        | GMALT 2025-3 B                    | CUSIP: 379965AF3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1390000 | PA      | $1397125.56   | 0.02%             | 2029-08-20      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| SBNA Auto Lease Trust 2023-A                                        | SBALT 2023-A A3                   | CUSIP: 78436TAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    945430 | PA      | $948694.27    | 0.01%             | 2027-04-20      | Fixed         | 6.51%                 | Yes           |                  2 | On Loan: No      |
| Healthpeak OP LLC                                                   | HEALTHPEAK OP                     | CUSIP: 40414LAQ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $497521.50    | 0.01%             | 2026-07-15      | Fixed         | 3.25%                 | 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        |   4980000 | PA      | $5021888.27   | 0.07%             | 2028-06-15      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance Inc                                              | BROOKFIELD FIN                    | CUSIP: 11271LAA0<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |   3474000 | PA      | $3475055.05   | 0.05%             | 2026-06-02      | Fixed         | 4.25%                 | 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        |   2160528 | PA      | $2170842.20   | 0.03%             | 2045-03-25      | Floating      | 5.32%                 | Yes           |                  2 | On Loan: No      |
| Ross Stores Inc                                                     | ROSS STORES INC                   | CUSIP: 778296AF0<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | DBT              | CORP              | US        |  12178000 | PA      | $12064172.23  | 0.18%             | 2026-04-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                             | HCA INC                           | CUSIP: 404119BT5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1501665.15   | 0.02%             | 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        |   1374750 | PA      | $1373867.27   | 0.02%             | 2045-02-25      | Floating      | 4.82%                 | Yes           |                  2 | On Loan: No      |
| American Water Capital Corp                                         | AMERICAN WATER                    | CUSIP: 03040WAQ8<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3448838.05   | 0.05%             | 2027-09-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                                | PNC FINANCIAL                     | CUSIP: 693475BY0<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |  12301000 | PA      | $12369698.62  | 0.18%             | 2027-07-23      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                        | ING GROEP NV                      | CUSIP: 456837AM5<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   3338000 | PA      | $3378554.03   | 0.05%             | 2028-10-02      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                                        | NISOURCE INC                      | CUSIP: 65473QBE2<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    560000 | PA      | $556534.61    | 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        |   2360000 | PA      | $2384855.76   | 0.04%             | 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        |   3080000 | PA      | $3117275.70   | 0.05%             | 2029-09-17      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                    | WELLS FARGO CO                    | CUSIP: 95000U3T8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   4760000 | PA      | $4848942.03   | 0.07%             | 2029-04-23      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasin                                      | GMALT 2025-2 A4                   | CUSIP: 362962AE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2150000 | PA      | $2176458.98   | 0.03%             | 2029-04-20      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| BMW US Capital LLC                                                  | BMW US CAP LLC                    | CUSIP: 05565EDA0<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |   6950000 | PA      | $6979546.54   | 0.10%             | 2027-08-11      | Fixed         | 4.15%                 | Yes           |                  2 | On Loan: No      |
| GA Global Funding Trust                                             | GA GLOBAL FNDING                  | CUSIP: 36143L2N4<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |   1469000 | PA      | $1473918.21   | 0.02%             | 2027-09-23      | Fixed         | 4.40%                 | Yes           |                  2 | On Loan: No      |
| Royal Bank of Canada                                                | ROYAL BK CANADA                   | CUSIP: 78016FZU1<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $519057.50    | 0.01%             | 2027-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                    | BAT CAPITAL CORP                  | CUSIP: 05526DBB0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |  12620000 | PA      | $12523068.30  | 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        |    860000 | PA      | $870334.53    | 0.01%             | 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        |  12667000 | PA      | $12478057.76  | 0.19%             | 2026-08-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp                                                      | AIR LEASE CORP                    | CUSIP: 00912XAY0<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   2578000 | PA      | $2549191.11   | 0.04%             | 2027-12-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| SCCU Auto Receivables Trust 2025-1                                  | SCCU 2025-1A A3                   | CUSIP: 80620BAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4560000 | PA      | $4602319.08   | 0.07%             | 2031-01-15      | Fixed         | 4.57%                 | Yes           |                  2 | On Loan: No      |
| Simon Property Group LP                                             | SIMON PROP GP LP                  | CUSIP: 828807CY1<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |   8291000 | PA      | $8247247.56   | 0.12%             | 2026-11-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SoFi Consumer Loan Program 2025-4 Trust                             | SCLP 2025-4 A                     | CUSIP: 83405UAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10411031 | PA      | $10422018.00  | 0.15%             | 2035-08-25      | Fixed         | 4.24%                 | Yes           |                  2 | On Loan: No      |
| John Deere Owner Trust 2023                                         | JDOT 2023-A A3                    | CUSIP: 47800CAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1543813 | PA      | $1550916.02   | 0.02%             | 2027-11-15      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| Affirm Asset Securitization Trust 2025-X2                           | AFFRM 2025-X2 C                   | CUSIP: 00835DAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    780000 | PA      | $781418.20    | 0.01%             | 2030-10-15      | Fixed         | 4.93%                 | Yes           |                  2 | On Loan: No      |
| SBNA Auto Lease Trust 2024-A                                        | SBALT 2024-A A3                   | CUSIP: 78414SAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1243161 | PA      | $1245296.88   | 0.02%             | 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        |   9205000 | PA      | $9313831.64   | 0.14%             | 2027-09-01      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                     | GEN MOTORS FIN                    | CUSIP: 37045XEB8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    540000 | PA      | $557995.07    | 0.01%             | 2028-01-09      | Fixed         | 6.00%                 | 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        |   5070000 | PA      | $5119263.16   | 0.08%             | 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        |   4980000 | PA      | $5014276.34   | 0.07%             | 2029-01-21      | Floating      | 5.21%                 | 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        |    969344 | PA      | $968366.18    | 0.01%             | 2027-07-15      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| RenaissanceRe Finance Inc                                           | RENAISSANCERE FI                  | CUSIP: 75973QAA5<br>LEI: 54930048ETFU7B0OJ457 | Long             | DBT              | CORP              | US        |   3810000 | PA      | $3777852.74   | 0.06%             | 2027-07-01      | Fixed         | 3.45%                 | 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        |    435150 | PA      | $427972.75    | 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        |   1621000 | PA      | $1624500.06   | 0.02%             | 2026-08-28      | Floating      | 4.46%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                 | SUMITOMO MITSUI                   | CUSIP: 86562MCG3<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   5490000 | PA      | $5186379.94   | 0.08%             | 2028-09-17      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                       | CITIGROUP INC                     | CUSIP: 172967PZ8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |  12327000 | PA      | $12427020.05  | 0.18%             | 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        |   2684000 | PA      | $2683828.76   | 0.04%             | 2026-04-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                          | INTEL CORP                        | CUSIP: 458140AU4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1291718.87   | 0.02%             | 2026-05-19      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Marriott International Inc/MD                                       | MARRIOTT INTL                     | CUSIP: 571903BV4<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |   8700000 | PA      | $8732656.32   | 0.13%             | 2027-07-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                | IBM CORP                          | CUSIP: 459200JR3<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    500000 | PA      | $496873.65    | 0.01%             | 2027-01-27      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                | BANK OF AMER CRP                  | CUSIP: 06051GLC1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2078060.00   | 0.03%             | 2028-11-10      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust 2025-4                | BLAST 2025-4 B                    | CUSIP: 10807UAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2160000 | PA      | $2158654.75   | 0.03%             | 2031-08-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                           | OCCIDENTAL PETE                   | CUSIP: 674599EH4<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   2565000 | PA      | $2612719.26   | 0.04%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust 2025-3                        | GMALT 2025-3 C                    | CUSIP: 379965AG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1530000 | PA      | $1539216.57   | 0.02%             | 2030-01-21      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Mosaic Co/The                                                       | MOSAIC CO                         | CUSIP: 61945CAG8<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |   5750000 | PA      | $5750450.23   | 0.09%             | 2027-11-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust 2025-3                        | WLAKE 2025-3A A3                  | CUSIP: 96043QAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10240000 | PA      | $10274776.06  | 0.15%             | 2029-06-15      | Fixed         | 4.22%                 | Yes           |                  2 | On Loan: No      |
| American Express Co                                                 | AMERICAN EXPRESS                  | CUSIP: 025816DX4<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |  14080000 | PA      | $14133171.71  | 0.21%             | 2028-07-26      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                       | CITIGROUP INC                     | CUSIP: 172967KY6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2485806.00   | 0.04%             | 2026-10-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric LLC                             | CENTERPOINT HOUS                  | CUSIP: 15189XAQ1<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $989603.90    | 0.01%             | 2026-09-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                        | UBS GROUP                         | CUSIP: 902613AH1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   4500000 | PA      | $4426839.00   | 0.07%             | 2027-08-10      | Variable      | 1.49%                 | Yes           |                  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        |    165752 | PA      | $165700.27    | 0.00%             | 2044-09-25      | Floating      | 4.92%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Inc                                                       | CITIGROUP INC                     | CUSIP: 172967LP4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   9227000 | PA      | $9170577.82   | 0.14%             | 2028-07-24      | Variable      | 3.67%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust           | AERCAP IRELAND                    | CUSIP: 00774MBN4<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   1750000 | PA      | $1779081.50   | 0.03%             | 2028-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Cargill Inc                                                         | CARGILL INC                       | CUSIP: 141781CC6<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |   8000000 | PA      | $8008757.60   | 0.12%             | 2028-02-11      | Floating      | 4.49%                 | Yes           |                  2 | On Loan: No      |
| American Honda Finance Corp                                         | AMERICAN HONDA F                  | CUSIP: 02665WFD8<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2527354.75   | 0.04%             | 2027-03-12      | Fixed         | 4.90%                 | No            |                  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        |   2398277 | PA      | $2415241.66   | 0.04%             | 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        |   2440000 | PA      | $2447585.72   | 0.04%             | 2031-04-15      | Fixed         | 5.14%                 | Yes           |                  2 | On Loan: No      |
| Enbridge Inc                                                        | ENBRIDGE INC                      | CUSIP: 29250NAR6<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   2250000 | PA      | $2238266.93   | 0.03%             | 2027-07-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Ventas Realty LP                                                    | VENTAS REALTY LP                  | CUSIP: 92277GAM9<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |   3250000 | PA      | $3245241.68   | 0.05%             | 2028-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Kroger Co/The                                                       | KROGER CO                         | CUSIP: 501044DJ7<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1195787.64   | 0.02%             | 2027-08-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                       | CITIGROUP INC                     | CUSIP: 172967LD1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1471000 | PA      | $1468239.67   | 0.02%             | 2028-01-10      | Variable      | 3.89%                 | No            |                  2 | On Loan: No      |
| Camden Property Trust                                               | CAMDEN PROP TRST                  | CUSIP: 133131BA9<br>LEI: 5493002MYX22OHYJBD89 | Long             | DBT              | CORP              | US        |   1625000 | PA      | $1648546.58   | 0.02%             | 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        |   2858460 | PA      | $2877393.63   | 0.04%             | 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        |   4455000 | PA      | $4384030.07   | 0.07%             | 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        |  13117000 | PA      | $13211425.35  | 0.20%             | 2026-09-19      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                            | TOYOTA MTR CRED                   | CUSIP: 89236TNS0<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |  33335000 | PA      | $33539090.20  | 0.50%             | 2028-09-05      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust           | AERCAP IRELAND                    | CUSIP: 00774MAS4<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   8100000 | PA      | $8086185.45   | 0.12%             | 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        |   5200000 | PA      | $5262094.76   | 0.08%             | 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        |   1470000 | PA      | $1467327.98   | 0.02%             | 2026-02-04      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Tesla Lease Electric Vehicle Securitization 2025-A LLC              | TLEVS 2025-A A3                   | CUSIP: 88162VAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7720000 | PA      | $7759802.78   | 0.12%             | 2028-11-20      | Fixed         | 4.27%                 | Yes           |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co                                       | HP ENTERPRISE                     | CUSIP: 42824CCB3<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |   9970000 | PA      | $9973507.45   | 0.15%             | 2027-09-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc                                         | HONEYWELL INTL                    | CUSIP: 438516CX2<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |   7965000 | PA      | $8065901.42   | 0.12%             | 2027-07-30      | Fixed         | 4.65%                 | 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        |   2459161 | PA      | $2485997.76   | 0.04%             | 2028-06-21      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial Inc                                            | COREBRIDGE FIN                    | CUSIP: 21871XAD1<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |  22377000 | PA      | $22246228.81  | 0.33%             | 2027-04-05      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| SoFi Consumer Loan Program 2025-3 Trust                             | SCLP 2025-3 A                     | CUSIP: 83390JAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3098098 | PA      | $3106977.35   | 0.05%             | 2034-08-15      | Fixed         | 4.47%                 | Yes           |                  2 | On Loan: No      |
| International Business Machines Corp                                | IBM CORP                          | CUSIP: 459200KH3<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   5510000 | PA      | $5355743.14   | 0.08%             | 2027-05-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| WSO Finance Pty Ltd                                                 | WSO FINANCE PTY                   | CUSIP: N/A<br>LEI: 5493004E5MY2KUGWM114       | Long             | DBT              | CORP              | AU        |    780000 | PA      | $520652.75    | 0.01%             | 2026-07-14      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust           | AERCAP IRELAND                    | CUSIP: 00774MAL9<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   2500000 | PA      | $2500583.00   | 0.04%             | 2026-04-03      | Fixed         | 4.45%                 | 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        |   4030000 | PA      | $4043875.29   | 0.06%             | 2030-09-20      | Fixed         | 4.26%                 | Yes           |                  2 | On Loan: No      |
| RCKTL 2025-2                                                        | RCKTL 2025-2A A                   | CUSIP: 74939HAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6853687 | PA      | $6860555.45   | 0.10%             | 2034-11-27      | Fixed         | 4.48%                 | Yes           |                  2 | On Loan: No      |
| Sempra                                                              | SEMPRA                            | CUSIP: 816851BA6<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |   1240000 | PA      | $1226197.19   | 0.02%             | 2027-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                      | BP CAP MKTS AMER                  | CUSIP: 10373QAZ3<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1246246.25   | 0.02%             | 2027-04-14      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                             | CHARLES SCHWAB                    | CUSIP: 808513CG8<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    500000 | PA      | $505362.65    | 0.01%             | 2026-08-24      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                                | VZMT 2023-7 C                     | CUSIP: 92348KCG6<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |   1800000 | PA      | $1804371.66   | 0.03%             | 2029-11-20      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| Boston Properties LP                                                | BOSTON PROP LP                    | CUSIP: 10112RAX2<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |   6036000 | PA      | $6027446.38   | 0.09%             | 2026-02-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp                                                      | AIR LEASE CORP                    | CUSIP: 00914AAB8<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   5200000 | PA      | $5188313.00   | 0.08%             | 2026-06-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| DLLAA 2025-1 LLC                                                    | DLLAA 2025-1A A2                  | CUSIP: 233249AB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2464602 | PA      | $2473907.10   | 0.04%             | 2027-10-20      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| American Honda Finance Corp                                         | AMERICAN HONDA F                  | CUSIP: 02665WFP1<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   2969000 | PA      | $2979022.45   | 0.04%             | 2026-10-05      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| DCP Midstream Operating LP                                          | DCP MIDSTREAM OP                  | CUSIP: 23311VAJ6<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |   9810000 | PA      | $9993237.07   | 0.15%             | 2027-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust 2025-4                          | EART 2025-4A A3                   | CUSIP: 30167KAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3380000 | PA      | $3394673.93   | 0.05%             | 2029-09-17      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                          | US BANCORP                        | CUSIP: 91159HJM3<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2078948.60   | 0.03%             | 2029-06-12      | Variable      | 5.78%                 | No            |                  2 | On Loan: No      |
| Kenvue Inc                                                          | KENVUE INC                        | CUSIP: 49177JAF9<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2554421.25   | 0.04%             | 2028-03-22      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ARI Fleet Lease Trust 2023-B                                        | ARIFL 2023-B A2                   | CUSIP: 04033GAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1597768 | PA      | $1609973.06   | 0.02%             | 2032-07-15      | Fixed         | 6.05%                 | Yes           |                  2 | On Loan: No      |
| BPCE SA                                                             | BPCE                              | CUSIP: 05578AE46<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   6750000 | PA      | $6825851.78   | 0.10%             | 2027-07-19      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                   | HSBC HOLDINGS                     | CUSIP: 404280EK1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   8400000 | PA      | $8437228.80   | 0.13%             | 2028-11-19      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| Mondelez International Inc                                          | MONDELEZ INT INC                  | CUSIP: 609207BA2<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |    146000 | PA      | $143742.81    | 0.00%             | 2027-03-17      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                    | BANK OF MONTREAL                  | CUSIP: 06368MJH8<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |  13334000 | PA      | $13355069.05  | 0.20%             | 2029-01-27      | Floating      | 4.81%                 | 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        |   2935862 | PA      | $2940363.84   | 0.04%             | 2045-02-25      | Floating      | 4.87%                 | Yes           |                  2 | On Loan: No      |
| Take-Two Interactive Software Inc                                   | TAKE-TWO INTERAC                  | CUSIP: 874054AK5<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |    684000 | PA      | $696887.65    | 0.01%             | 2028-03-28      | Fixed         | 4.95%                 | No            |                  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        |    487866 | PA      | $488312.87    | 0.01%             | 2027-03-22      | Fixed         | 6.22%                 | Yes           |                  2 | On Loan: No      |
| Phillips 66                                                         | PHILLIPS 66                       | CUSIP: 718546AR5<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |   1128000 | PA      | $1123641.75   | 0.02%             | 2028-03-15      | Fixed         | 3.90%                 | No            |                  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        |   1159744 | PA      | $1166192.29   | 0.02%             | 2030-04-22      | Fixed         | 5.56%                 | Yes           |                  2 | On Loan: No      |
| Kyndryl Holdings Inc                                                | KYNDRYL HOLDINGS                  | CUSIP: 50155QAJ9<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |    383000 | PA      | $376675.52    | 0.01%             | 2026-10-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Conagra Brands Inc                                                  | CONAGRA BRANDS                    | CUSIP: 205887CF7<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |   2885000 | PA      | $2743296.88   | 0.04%             | 2027-11-01      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                       | BOEING CO/THE                     | CUSIP: 097023DP7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1820000 | PA      | $1867749.52   | 0.03%             | 2027-05-01      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                    | BAT CAPITAL CORP                  | CUSIP: 05526DBP9<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   6340000 | PA      | $6380361.71   | 0.09%             | 2027-04-02      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Navistar Financial Dealer Note Master Owner Trust II 2025-1         | NAVMT 2025-1 A                    | CUSIP: 63938PBZ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  18590000 | PA      | $18663051.26  | 0.28%             | 2030-09-25      | Fixed         | 4.18%                 | Yes           |                  2 | On Loan: No      |
| Glencore Funding LLC                                                | GLENCORE FDG LLC                  | CUSIP: 378272BX5<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |  24000000 | PA      | $24026140.80  | 0.36%             | 2026-10-01      | Floating      | 4.48%                 | Yes           |                  2 | On Loan: No      |
| Magnetite XXXI Ltd                                                  | MAGNE 2021-31A A1R                | CUSIP: 55952FAL2<br>LEI: 549300J3BCFSIZAJJW77 | Long             | ABS-MBS          | CORP              | KY        |   2790000 | PA      | $2790000.00   | 0.04%             | 2034-07-15      | Floating      | 4.67%                 | Yes           |                  3 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                  | CAN IMPERIAL BK                   | CUSIP: 13607L8C0<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   4995000 | PA      | $5091453.95   | 0.08%             | 2027-06-28      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| Hyatt Hotels Corp                                                   | HYATT HOTELS                      | CUSIP: 448579AU6<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |   6920000 | PA      | $7047201.36   | 0.10%             | 2028-03-30      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                 | NEXTERA ENERGY                    | CUSIP: 65339KCM0<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   3750000 | PA      | $3820784.63   | 0.06%             | 2028-02-28      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| PFS Financing Corp                                                  | PFSFC 2024-F A                    | CUSIP: 69335PFP5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1113000 | PA      | $1125719.14   | 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        |    523641 | PA      | $525958.40    | 0.01%             | 2027-08-20      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Boardwalk Pipelines LP                                              | BOARDWALK PIPELI                  | CUSIP: 096630AF5<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |   7555000 | PA      | $7582124.72   | 0.11%             | 2027-07-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Equinix Inc                                                         | EQUINIX INC                       | CUSIP: 29444UBG0<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |   2750000 | PA      | $2659528.30   | 0.04%             | 2027-07-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                    | DUKE ENERGY COR                   | CUSIP: 26441CBS3<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   6229000 | PA      | $6264221.26   | 0.09%             | 2028-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| NXP BV / NXP Funding LLC / NXP USA Inc                              | NXP BV/NXP FDG                    | CUSIP: 62954HAX6<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |   1855000 | PA      | $1834528.22   | 0.03%             | 2027-05-01      | Fixed         | 3.15%                 | 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        |   1370000 | PA      | $1375046.81   | 0.02%             | 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        |   2260000 | PA      | $2251539.69   | 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        |   3655000 | PA      | $3598802.55   | 0.05%             | 2027-10-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables 2024-D Owner Trust                          | TAOT 2024-D A3                    | CUSIP: 89239TAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4080000 | PA      | $4108374.77   | 0.06%             | 2029-06-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust 2025-5                          | EART 2025-5A B                    | CUSIP: 30166VAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2650000 | PA      | $2655290.99   | 0.04%             | 2030-07-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Essex Portfolio LP                                                  | ESSEX PORTFOLIO                   | CUSIP: 29717PAQ0<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |    240000 | PA      | $239360.16    | 0.00%             | 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        |   1600000 | PA      | $1621089.92   | 0.02%             | 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        |   4613000 | PA      | $4605590.60   | 0.07%             | 2026-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp                                                      | AIR LEASE CORP                    | CUSIP: 00912XAV6<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   3879000 | PA      | $3850345.05   | 0.06%             | 2027-04-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                        | UBS GROUP                         | CUSIP: 225401AT5<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   8580000 | PA      | $8558387.84   | 0.13%             | 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        |    860000 | PA      | $866027.91    | 0.01%             | 2027-02-05      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                            | FORD MOTOR CRED                   | CUSIP: 345397ZW6<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    500000 | PA      | $499202.60    | 0.01%             | 2026-08-01      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                      | MORGAN STANLEY                    | CUSIP: 61747YEZ4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1039000 | PA      | $1039587.66   | 0.02%             | 2027-01-28      | Variable      | 5.05%                 | 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        |    815985 | PA      | $817858.40    | 0.01%             | 2027-04-21      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust           | AERCAP IRELAND                    | CUSIP: 00774MAR6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   6274000 | PA      | $6328111.37   | 0.09%             | 2027-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                        | UBS GROUP                         | CUSIP: 225401AF5<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   7200000 | PA      | $7159852.08   | 0.11%             | 2029-01-12      | Variable      | 3.87%                 | Yes           |                  2 | On Loan: No      |
| National Bank of Canada                                             | NATL BANK CANADA                  | CUSIP: 63307A3G8<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |  21880000 | PA      | $21897372.72  | 0.33%             | 2027-03-05      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                 | AMERICAN TOWER                    | CUSIP: 03027XAR1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   4750000 | PA      | $4705228.40   | 0.07%             | 2028-01-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                 | AMERICAN TOWER                    | CUSIP: 03027XAM2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   1191000 | PA      | $1179746.72   | 0.02%             | 2027-01-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                   | HSBC HOLDINGS                     | CUSIP: 404280EF2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |  11140000 | PA      | $11352701.59  | 0.17%             | 2028-05-17      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Inc                                              | CENTERPOINT ENER                  | CUSIP: 15189TBA4<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $989390.90    | 0.01%             | 2026-06-01      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust 2025-2                                 | DRIVE 2025-2 B                    | CUSIP: 262103AE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2640000 | PA      | $2636723.23   | 0.04%             | 2032-09-15      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| Chase Auto Owner Trust 2024-1                                       | CHAOT 2024-1A A3                  | CUSIP: 16144BAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2731456 | PA      | $2756156.96   | 0.04%             | 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        |   9440000 | PA      | $9468391.74   | 0.14%             | 2029-03-03      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank NA                                              | MORGAN STANLEY B                  | CUSIP: 61690DK64<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |  23000000 | PA      | $23082747.10  | 0.34%             | 2029-01-12      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| Securitized Term Auto Receivables Trust                             | SSTRT 2025-A C                    | CUSIP: 81378RAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | CA        |    199174 | PA      | $201072.60    | 0.00%             | 2031-07-25      | Fixed         | 5.18%                 | Yes           |                  2 | On Loan: No      |
| Cardinal Health Inc                                                 | CARDINAL HEALTH                   | CUSIP: 14149YBQ0<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |   3529000 | PA      | $3551668.53   | 0.05%             | 2026-11-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage LP                                              | EXTRA SPACE STOR                  | CUSIP: 30225VAJ6<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $6199911.00   | 0.09%             | 2028-04-01      | Fixed         | 5.70%                 | 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        |   9950000 | PA      | $10038690.32  | 0.15%             | 2030-12-20      | Fixed         | 4.44%                 | Yes           |                  2 | On Loan: No      |
| Eni USA Inc                                                         | LASMO (USA) INC                   | CUSIP: 51808BAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1849882.13   | 0.03%             | 2027-11-15      | Fixed         | 7.30%                 | No            |                  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        |   4090000 | PA      | $4117535.93   | 0.06%             | 2029-06-15      | Fixed         | 5.11%                 | Yes           |                  2 | On Loan: No      |
| Constellation Brands Inc                                            | CONSTELLATION BR                  | CUSIP: 21036PAS7<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |   3181000 | PA      | $3159076.23   | 0.05%             | 2027-05-09      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Kellanova                                                           | KELLOGG CO                        | CUSIP: 487836BW7<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |   2201000 | PA      | $2214976.13   | 0.03%             | 2028-05-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Red Oak Funding Master Trust                                        | ROAK 2025-1A A                    | CUSIP: 75679JAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2030000 | PA      | $2030000.00   | 0.03%             | 2030-12-20      | Floating      | 5.98%                 | Yes           |                  3 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust           | AERCAP IRELAND                    | CUSIP: 00774MAV7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |  13032000 | PA      | $12862185.22  | 0.19%             | 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        |   5200000 | PA      | $5234478.08   | 0.08%             | 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        |  21436000 | PA      | $21522016.24  | 0.32%             | 2028-10-22      | Floating      | 4.82%                 | 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        |   4370000 | PA      | $4392127.93   | 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        |    510000 | PA      | $504128.17    | 0.01%             | 2026-07-30      | Fixed         | 1.85%                 | 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        |   1350000 | PA      | $1360289.30   | 0.02%             | 2028-08-15      | Fixed         | 5.67%                 | Yes           |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                      | VIRGINIA EL&PWR                   | CUSIP: 927804FV1<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    500000 | PA      | $496017.90    | 0.01%             | 2026-11-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                      | MORGAN STANLEY                    | CUSIP: 61747YFY6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1019935.20   | 0.02%             | 2029-04-12      | Variable      | 4.99%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                    | BANK OF MONTREAL                  | CUSIP: 06368LAQ9<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    750000 | PA      | $759866.18    | 0.01%             | 2027-09-14      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Qantas Airways Ltd                                                  | QANTAS AIRWAYS                    | CUSIP: N/A<br>LEI: YLXNW6TI6QSK1H8H0N82       | Long             | DBT              | CORP              | AU        |   1410000 | PA      | $941478.91    | 0.01%             | 2026-10-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitization Trust 2024-B                      | HALST 2024-B B                    | CUSIP: 44934FAF2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4175000 | PA      | $4221618.05   | 0.06%             | 2028-08-15      | Fixed         | 5.56%                 | Yes           |                  2 | On Loan: No      |
| Sherwin-Williams Co/The                                             | SHERWIN-WILLIAMS                  | CUSIP: 824348AW6<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |   2052000 | PA      | $2037305.42   | 0.03%             | 2027-06-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| TELUS Corp                                                          | TELUS CORP                        | CUSIP: 87971MBF9<br>LEI: 894500WE70KKZRQMBU11 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $993023.20    | 0.01%             | 2027-09-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA/New York NY                                  | GOLDMAN SACHS BK                  | CUSIP: 38151LAF7<br>LEI: KD3XUN7C6T14HNAYLU02 | Long             | DBT              | CORP              | US        |  21870000 | PA      | $21918450.80  | 0.33%             | 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        |   1920000 | PA      | $1930623.17   | 0.03%             | 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        |    552970 | PA      | $553495.19    | 0.01%             | 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        |   1728408 | PA      | $1738753.85   | 0.03%             | 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        |   9000000 | PA      | $9047700.90   | 0.13%             | 2028-07-22      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| Daimler Truck Finance North America LLC                             | DAIMLER TRUCK                     | CUSIP: 233853AY6<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |   3325000 | PA      | $3376729.35   | 0.05%             | 2027-09-25      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes Series 2024-A               | SBCLN 2024-A A2                   | CUSIP: 80290CCH5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    185060 | PA      | $188705.87    | 0.00%             | 2032-06-15      | Fixed         | 5.61%                 | Yes           |                  2 | On Loan: No      |
| Toyota Lease Owner Trust 2025-B                                     | TLOT 2025-B A3                    | CUSIP: 89240NAD4<br>LEI: 25490023VYI9VGKU0357 | Long             | ABS-CBDO         | CORP              | US        |  15860000 | PA      | $15899071.11  | 0.24%             | 2028-11-20      | Fixed         | 3.96%                 | Yes           |                  2 | On Loan: No      |
| Virginia Power Fuel Securitization LLC                              | VIRGINIA POWER                    | CUSIP: 92808VAA0<br>LEI: 254900BELJ95ONW6U791 | Long             | DBT              | CORP              | US        |   1702664 | PA      | $1713745.00   | 0.03%             | 2027-05-01      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                    | BANK OF NY MELLO                  | CUSIP: 06406RBY2<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |  22500000 | PA      | $22559267.25  | 0.33%             | 2028-07-21      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp                                 | CATERPILLAR FINL                  | CUSIP: 14912L6T3<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    682000 | PA      | $676245.97    | 0.01%             | 2026-08-09      | Fixed         | 2.40%                 | 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        |    480000 | PA      | $483812.88    | 0.01%             | 2027-10-20      | Fixed         | 6.18%                 | Yes           |                  2 | On Loan: No      |
| WSO Finance Pty Ltd                                                 | WSO FINANCE PTY                   | CUSIP: N/A<br>LEI: 5493004E5MY2KUGWM114       | Long             | DBT              | CORP              | AU        |   4580000 | PA      | $3054964.87   | 0.05%             | 2027-03-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust 2023-3           | GMCAR 2023-3 A3                   | CUSIP: 36267KAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    213671 | PA      | $215207.62    | 0.00%             | 2028-06-16      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                    | BAT CAPITAL CORP                  | CUSIP: 05526DBR5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $962459.40    | 0.01%             | 2028-03-25      | Fixed         | 2.26%                 | 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        |    525692 | PA      | $525365.96    | 0.01%             | 2044-02-25      | Floating      | 4.97%                 | Yes           |                  2 | On Loan: No      |
| Altria Group Inc                                                    | ALTRIA GROUP INC                  | CUSIP: 02209SBQ5<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3165446.40   | 0.05%             | 2028-11-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Volkswagen Group of America Finance LLC                             | VOLKSWAGEN GRP                    | CUSIP: 928668CE0<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |  23945000 | PA      | $24005398.87  | 0.36%             | 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        |   8273000 | PA      | $8218590.13   | 0.12%             | 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        |  10705000 | PA      | $10749234.13  | 0.16%             | 2028-07-14      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| Citizens Auto Receivables Trust 2023-2                              | CITZN 2023-2 A3                   | CUSIP: 17295FAD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4012683 | PA      | $4040048.23   | 0.06%             | 2028-02-15      | Fixed         | 5.83%                 | Yes           |                  2 | On Loan: No      |
| Dollar General Corp                                                 | DOLLAR GENERAL                    | CUSIP: 256677AF2<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |   7563000 | PA      | $7576229.20   | 0.11%             | 2028-05-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                           | TORONTO DOM BANK                  | CUSIP: 89115KAE0<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   2000000 | PA      | $2004078.00   | 0.03%             | 2028-10-13      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Issuer Trust 2025-4                            | GCAR 2025-4A B                    | CUSIP: 36273HAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5000000 | PA      | $5019762.00   | 0.07%             | 2030-04-15      | Fixed         | 4.53%                 | Yes           |                  2 | On Loan: No      |
| Omega Healthcare Investors Inc                                      | OMEGA HEALTHCARE                  | CUSIP: 681936BF6<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |  23432000 | PA      | $23512043.71  | 0.35%             | 2027-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-02-26

**Name of Applicant:** VANGUARD BOND INDEX FUNDS

**Signature:** Ashley Grim

**Name of Signer:** Ashley Grim

**Title:** Treasurer