# EDGAR Filing Document

**Accession Number:** 0001364924
**File Stem:** 0000035402-26-000542
**Filing Date:** 2026-1
**Character Count:** 575967
**Document Hash:** ff592c01776542e2e8073c093cea6744
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000035402-26-000542.hdr.sgml**: 20260123

**ACCESSION NUMBER**: 0000035402-26-000542

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251130

**FILED AS OF DATE**: 20260123

**DATE AS OF CHANGE**: 20260123

**PERIOD START**: 20260531

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-21991
- **FILM NUMBER:** 26555505

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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02210

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

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

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

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

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

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

- **a. Date of fiscal year-end:** 2026-05-31

- **b. Date as of which information is reported:** 2025-11-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $3248994431.73

**Total Liabilities:** $18418434.02

**Net Assets:** $3230575997.71

**Delayed Delivery Securities:** $4137616.88

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 28852.08129834 | **1-Year:** 118066.26528143 | **5-Year:** 70701.97011637 | **10-Year:** 13382.82525558 | **30-Year:** 3363.72318404

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

- **3-Month:** 100.93232457 | **1-Year:** 462.30309484 | **5-Year:** 246.50083273 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000108059 | 0.36%                | 0.36%                | 0.44%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $1202173.38              | $-627533.08                                |
| Month 2  | $252526.76               | $10141.33                                  |
| Month 3  | $467274.86               | $625960.45                                 |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| BAIRD FDS INC                                                                       | Baird Short-Term Bond Inst                                                                       | CUSIP: 057071409<br>LEI: 5493001CJOVRFMYFIJ62 | Long             | EC               | RF                | US        |   8949285 | NS      | $85734148.04  | 2.65%             |  |  |  | No            |                  1 | On Loan: No      |
| BAIRD FDS INC                                                                       | Baird Ultra Short Bond Institutional                                                             | CUSIP: 057071722<br>LEI: 5493001CJOVRFMYFIJ62 | Long             | EC               | RF                | US        |  26871079 | NS      | $272472744.15 | 8.43%             |  |  |  | No            |                  1 | On Loan: No      |
| COMM 2014-CCRE15 MTG TR                                                             | COMM 2014-CCRE15 MTG TR VAR 02/10/2047                                                           | CUSIP: 12591RBD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    458329 | PA      | $451505.80    | 0.01%             | 2047-02-10      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                       | FHLG 6.00% 2/35 #G01777                                                                          | CUSIP: 31283H6N0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     29137 | PA      | $30581.29     | 0.00%             | 2035-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE COR PORATION                                             | FHLM ARM 0.0% 05/01/2038#847962                                                                  | CUSIP: 3128JRZ33<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4088 | PA      | $4226.11      | 0.00%             | 2038-05-01      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE COR PORATION                                             | FHLM ARM RFT1Y+208.3 2/38 #1J0889                                                                | CUSIP: 3128LU7A8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      9092 | PA      | $9460.66      | 0.00%             | 2038-02-01      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE COR PORATION                                             | FHLM ARM 5.21% 2/37 #1J0248                                                                      | CUSIP: 3128LUHZ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       764 | PA      | $791.14       | 0.00%             | 2037-02-01      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                       | FHLG 6.00% 9/35 #G01899                                                                          | CUSIP: 3128LXDC1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      9890 | PA      | $10394.13     | 0.00%             | 2035-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                       | FHLG 5.50% 10/38 #G05979                                                                         | CUSIP: 3128M76Q4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1257 | PA      | $1311.87      | 0.00%             | 2038-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE COR PORATION                                             | FHLM ARM 2.976% 07/01/2035#1G0809                                                                | CUSIP: 3128NC3S1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1912 | PA      | $1966.28      | 0.00%             | 2035-07-01      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE COR PORATION                                             | FHLM ARM 0.0% 11/01/2034#1H1218                                                                  | CUSIP: 3128NGAT2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3718 | PA      | $3803.45      | 0.00%             | 2034-11-01      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE COR PORATION                                             | FHLM ARM 6.01% 11/36 #1G1326                                                                     | CUSIP: 3128QJPK6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2212 | PA      | $2300.02      | 0.00%             | 2036-11-01      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE COR PORATION                                             | FHLM ARM 5.93% 12/36 #1G1353                                                                     | CUSIP: 3128QJQE9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2170 | PA      | $2249.54      | 0.00%             | 2036-12-01      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE COR PORATION                                             | FHLM ARM 0.0% 02/01/2037#1G1496                                                                  | CUSIP: 3128QJUV6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1453 | PA      | $1498.00      | 0.00%             | 2037-02-01      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE COR PORATION                                             | FHLM ARM 5.55% 10/36 #1G2603                                                                     | CUSIP: 3128QS3L8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3349 | PA      | $3450.75      | 0.00%             | 2036-10-01      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE COR PORATION                                             | FHLM ARM 0.0% 05/01/2037#1G1921                                                                  | CUSIP: 3128QSD29<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1202 | PA      | $1242.05      | 0.00%             | 2037-05-01      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE COR PORATION                                             | FHLM ARM 4.60% 6/38 #1G2860                                                                      | CUSIP: 3128QTE91<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      6446 | PA      | $6643.70      | 0.00%             | 2038-06-01      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE COR PORATION                                             | FHLM ARM 5.78% 2/37 #1Q0196                                                                      | CUSIP: 3128S4GD3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1034 | PA      | $1072.58      | 0.00%             | 2037-02-01      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                       | FHLG 30YR 6.0% 09/01/2034#A26586                                                                 | CUSIP: 31297EJ72<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1575 | PA      | $1645.76      | 0.00%             | 2034-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                          | FNMA 6.00% 6/36 #190370                                                                          | CUSIP: 31368HMT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1242 | PA      | $1308.78      | 0.00%             | 2036-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                          | FNMA 5.00% 10/33 #254903                                                                         | CUSIP: 31371LDG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    133268 | PA      | $135683.60    | 0.00%             | 2033-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                          | FNMA 6.50% 7/32 #545759                                                                          | CUSIP: 31385JJC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13714 | PA      | $14346.22     | 0.00%             | 2032-07-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                          | FNMA 4.50% 5/41 #AI1888                                                                          | CUSIP: 3138AFC24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    107322 | PA      | $108071.50    | 0.00%             | 2041-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                          | FNMA 15YR 3.5% 11/01/2026#AJ5340                                                                 | CUSIP: 3138AW5A7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9645 | PA      | $9597.40      | 0.00%             | 2026-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                          | FNMA 30YR 5.5% 05/01/2040#AL0474                                                                 | CUSIP: 3138EGQ49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    320717 | PA      | $334213.27    | 0.01%             | 2040-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                          | FNMA 30YR 6.0% 01/01/2041#AL1793                                                                 | CUSIP: 3138EH7F3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10719 | PA      | $11365.07     | 0.00%             | 2041-01-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                          | FNMA 30YR 5.0% 06/01/39#AL7319                                                                   | CUSIP: 3138EQDZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     61710 | PA      | $62902.17     | 0.00%             | 2039-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                          | FNMA 15YR 3% 02/30#AS4509                                                                        | CUSIP: 3138WEAK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5218 | PA      | $5135.67      | 0.00%             | 2030-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                          | FNMA 6.00% 3/34 #725229                                                                          | CUSIP: 31402CVW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     44881 | PA      | $46848.25     | 0.00%             | 2034-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                          | FNMA 5.50% 7/34 #725594                                                                          | CUSIP: 31402DC73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     26301 | PA      | $27278.08     | 0.00%             | 2034-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                          | FNMA 6.00% 11/34 #735061                                                                         | CUSIP: 31402QTS0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4961 | PA      | $5204.14      | 0.00%             | 2034-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                          | FNMA 6.00% 12/34 #735115                                                                         | CUSIP: 31402QVG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1206 | PA      | $1264.96      | 0.00%             | 2034-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                          | FNMA 5.50% 1/35 #735141                                                                          | CUSIP: 31402QWA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    156681 | PA      | $162300.69    | 0.01%             | 2035-01-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                          | FNMA 6.00% 4/35 #735502                                                                          | CUSIP: 31402RDF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7965 | PA      | $8357.78      | 0.00%             | 2035-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                          | FNMA 5.00% 6/35 #735591                                                                          | CUSIP: 31402RF87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6057 | PA      | $6175.23      | 0.00%             | 2035-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                          | FNMA 5.00% 6/35 #735578                                                                          | CUSIP: 31402RFT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    105207 | PA      | $107374.64    | 0.00%             | 2035-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                          | FNMA 5.00% 6/35 #735580                                                                          | CUSIP: 31402RFV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16168 | PA      | $16484.77     | 0.00%             | 2035-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                          | FNMA 5.00% 7/35 #735676                                                                          | CUSIP: 31402RJV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     46004 | PA      | $46912.09     | 0.00%             | 2035-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                          | FNMA 30YR 5.5% 10/01/2035#735912                                                                 | CUSIP: 31402RR92<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15085 | PA      | $15668.19     | 0.00%             | 2035-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                          | FNMA 5.00% 2/36 #745275                                                                          | CUSIP: 31403C6L0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8448 | PA      | $8629.87      | 0.00%             | 2036-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                          | FNMA 5.50% 3/36 #745354                                                                          | CUSIP: 31403DBX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3627 | PA      | $3769.71      | 0.00%             | 2036-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                          | FNMA 5.50% 4/36 #745418                                                                          | CUSIP: 31403DDX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6579 | PA      | $6838.00      | 0.00%             | 2036-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                          | FNMA 5.50% 5/36 #745516                                                                          | CUSIP: 31403DGZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4558 | PA      | $4738.42      | 0.00%             | 2036-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                          | FNMA ARM 3.826% 10/33 #763199                                                                    | CUSIP: 31404A3G7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11661 | PA      | $11803.76     | 0.00%             | 2033-10-01      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                          | FNMA ARM 4.58% 7/35 #826362                                                                      | CUSIP: 31407CB71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1343 | PA      | $1376.83      | 0.00%             | 2035-07-01      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                          | FNMA ARM 5.52% 12/35 #848476                                                                     | CUSIP: 31408DT95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3265 | PA      | $3368.68      | 0.00%             | 2035-12-01      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                          | FNMA 6.00% 5/37 #888608                                                                          | CUSIP: 31410GGR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3894 | PA      | $4110.90      | 0.00%             | 2037-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                          | FNMA 5.50% 1/37 #888688                                                                          | CUSIP: 31410GJ95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       998 | PA      | $1037.75      | 0.00%             | 2037-01-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                          | FNMA 6.00% 3/37 #889506                                                                          | CUSIP: 31410KGP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3430 | PA      | $3616.78      | 0.00%             | 2037-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                          | FNMA 6.00% 5/38 #889579                                                                          | CUSIP: 31410KJY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2317 | PA      | $2454.04      | 0.00%             | 2038-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                          | FNMA 30YR 5.5% 08/01/2037#889633                                                                 | CUSIP: 31410KLN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     24316 | PA      | $25250.78     | 0.00%             | 2037-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                          | FNMA ARM 5.92% 12/36 #905196                                                                     | CUSIP: 31411DUV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       826 | PA      | $857.73       | 0.00%             | 2036-12-01      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                          | FNMA 6.00% 1/37 #906064                                                                          | CUSIP: 31411ETV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1016 | PA      | $1076.27      | 0.00%             | 2037-01-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                          | FNMA ARM RFT1Y+178.8 7 5/38 #908482                                                              | CUSIP: 31411HJ35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2074 | PA      | $2149.94      | 0.00%             | 2038-05-01      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                          | FNMA ARM 5.77% 8/37 #949782                                                                      | CUSIP: 31413MUF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       603 | PA      | $621.98       | 0.00%             | 2037-08-01      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                          | FNMA ARM RFT1Y+183 8 4/38 #956679                                                                | CUSIP: 31413VJY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4640 | PA      | $4819.03      | 0.00%             | 2038-04-01      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                          | FNMA 5.50% 1/38 #961181                                                                          | CUSIP: 31414BJ27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1653 | PA      | $1721.20      | 0.00%             | 2038-01-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                          | FNMA ARM RFT1Y+188.1 84 5/38#963117                                                              | CUSIP: 31414DPA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5125 | PA      | $5330.00      | 0.00%             | 2038-05-01      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                          | FNMA 5.00% 4/38 #974532                                                                          | CUSIP: 31414SED1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4006 | PA      | $4097.78      | 0.00%             | 2038-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                          | FNMA ARM 4.92% 8/38 #983349                                                                      | CUSIP: 31415LL62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3828 | PA      | $3981.78      | 0.00%             | 2038-08-01      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                          | FNMA 5.50% 8/37 #995024                                                                          | CUSIP: 31416BLD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     30826 | PA      | $31982.53     | 0.00%             | 2037-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                          | FNMA 30YR 6.5% 12/01/2032#995629                                                                 | CUSIP: 31416CA63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12163 | PA      | $12703.63     | 0.00%             | 2032-12-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                          | FNMA 5.50% 5/39 #995838                                                                          | CUSIP: 31416CHP4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13062 | PA      | $13599.12     | 0.00%             | 2039-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                          | FNMA 30YR 6.0% 02/37#AB0299                                                                      | CUSIP: 31416VKM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3412 | PA      | $3596.96      | 0.00%             | 2037-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                          | FNMA 5.50% 6/39 #AD0527                                                                          | CUSIP: 31418MSR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13066 | PA      | $13612.14     | 0.00%             | 2039-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                          | FNMA 30YR 5.5% 08/01/2037#AD0762                                                                 | CUSIP: 31418MZ47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     34834 | PA      | $36143.26     | 0.00%             | 2037-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                          | FNMA 5.00% 6/40 #AD6438                                                                          | CUSIP: 31418UEL4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     56725 | PA      | $58087.27     | 0.00%             | 2040-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                          | FNMA 6.00% #AE0801                                                                               | CUSIP: 31419A3K1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     53406 | PA      | $56631.31     | 0.00%             | 2039-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                          | FNMA 5.50% 8/37 #AE0188                                                                          | CUSIP: 31419AF69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10483 | PA      | $10874.22     | 0.00%             | 2037-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                          | FNMA 6.00% 4/40 #AE0349                                                                          | CUSIP: 31419AL70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     34048 | PA      | $36101.35     | 0.00%             | 2040-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                          | FNMA 5.50% 12/39 #AE0392                                                                         | CUSIP: 31419ANJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14040 | PA      | $14625.23     | 0.00%             | 2039-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| Fidelity Colchester Street Trust                                                    | FIMM MM Government Portfolio - Instl Cl                                                          | CUSIP: 31607A703<br>LEI: 549300SHPEJB1OPRCV46 | Long             | EC               | RF                | US        |   3706978 | NS      | $3706978.41   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity Revere Street Trust                                                        | Fidelity Cash Central Fund                                                                       | CUSIP: 31635A105<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        |  30752311 | NS      | $30758461.14  | 0.95%             |  |  |  | No            |                  1 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                           | GNII II 5% 12/34 #003651                                                                         | CUSIP: 36202EBU2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      7826 | PA      | $7963.51      | 0.00%             | 2034-12-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                           | GNII II 5.00% 12/35 #003795                                                                      | CUSIP: 36202EGC7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      5173 | PA      | $5268.42      | 0.00%             | 2035-12-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                           | GNII II 5% 1/36 #003805                                                                          | CUSIP: 36202EGN3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4059 | PA      | $4134.76      | 0.00%             | 2036-01-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                           | GNII II 5% 5/36 #003850                                                                          | CUSIP: 36202EH36<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      5272 | PA      | $5371.73      | 0.00%             | 2036-05-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                           | GNII II 5.00% 11/39 #004578                                                                      | CUSIP: 36202FCP9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    118650 | PA      | $121182.52    | 0.00%             | 2039-11-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                           | GNII II 5.00% 2/40 #004637                                                                       | CUSIP: 36202FEJ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      8249 | PA      | $8426.58      | 0.00%             | 2040-02-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                           | GNII II 4.50% 9/40 #004801                                                                       | CUSIP: 36202FKN5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     40466 | PA      | $40594.00     | 0.00%             | 2040-09-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                           | GNII II 5.00% 3/41 #004979                                                                       | CUSIP: 36202FQ82<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4562 | PA      | $4662.66      | 0.00%             | 2041-03-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                           | GNII II 4.50% 7/41 #005115                                                                       | CUSIP: 36202FVG8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    195428 | PA      | $196013.49    | 0.01%             | 2041-07-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                      | GNMA 30YR 6.0% 7/15/36 #783564                                                                   | CUSIP: 36241L5Z5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     74660 | PA      | $77792.55     | 0.00%             | 2036-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GS MTG-BACKED SECS TR 2014-EB1                                                      | GS MTG-BACKED SECS TR 2014-EB1A 2A1 CSTR 07/25/2044 144A                                         | CUSIP: 36250BAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3373 | PA      | $3370.44      | 0.00%             | 2044-07-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                                 | GILEAD SCIENCES INC 3.65% 03/01/2026                                                             | CUSIP: 375558BF9<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2996274.45   | 0.09%             | 2026-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Old Name : iShares Ultra Short-Term Bond Active ETF                                 | iShares 1-3 Year Treasury Bond ETF                                                               | CUSIP: 464287457<br>LEI: 549300G3FWQPUM47D181 | Long             | EC               | RF                | US        |   1157075 | NS      | $96129791.00  | 2.98%             |  |  |  | No            |                  1 | On Loan: No      |
| NELNET STUDENT LOAN TRUST                                                           | NELNET STUDENT LOAN TRUST SOFR90A+44.161 03/22/2032                                              | CUSIP: 64031QCJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    190121 | PA      | $187499.93    | 0.01%             | 2032-03-22      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                                                         | OVINTIV INC 5.375% 01/01/2026                                                                    | CUSIP: 651290AR9<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |    461000 | PA      | $461225.28    | 0.01%             | 2026-01-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PIMCO FDS PAC INVT MGMT SER                                                         | PIMCO Short-Term Instl                                                                           | CUSIP: 693390601<br>LEI: 549300F3V4IM7FBY9U59 | Long             | EC               | RF                | US        |  43437905 | NS      | $420478925.23 | 13.02%            |  |  |  | No            |                  1 | On Loan: No      |
| ROWE T PRICE SHORT TERM BD FD INC                                                   | T. Rowe Price Ultra Short-Term Bond                                                              | CUSIP: 77957P303<br>LEI: O3EF15Z749ITOPZMGX97 | Long             | EC               | RF                | US        |  39306744 | NS      | $199678258.93 | 6.18%             |  |  |  | No            |                  1 | On Loan: No      |
| STATE STR INVT TR                                                                   | State Street Instl US Govt MMkt Premier                                                          | CUSIP: 857492706<br>LEI: 549300CCOK7OZZUAS108 | Long             | EC               | RF                | US        |   3659506 | NS      | $3659506.07   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| RTX CORP                                                                            | RTX CORP 6.7% 08/01/2028                                                                         | CUSIP: 913017AT6<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    678000 | PA      | $723173.55    | 0.02%             | 2028-08-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                    | CROWN CASTLE INC 4.45% 02/15/2026                                                                | CUSIP: 22822VAB7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    905000 | PA      | $904832.79    | 0.03%             | 2026-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GENERAL MTRS FINL CO INC                                                            | GENERAL MTRS FINL CO INC 5.25% 03/01/2026                                                        | CUSIP: 37045XBG0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1800808.09   | 0.06%             | 2026-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TRINITY ACQ PLC                                                                     | TRINITY ACQ PLC 4.4% 03/15/2026                                                                  | CUSIP: 89641UAC5<br>LEI: 549300FJZWZN6MJNGB63 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $249988.14    | 0.01%             | 2026-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| OMNICOM GROUP INC / OMNICOM CAPITAL INC                                             | OMNICOM GROUP INC / OMNICOM CAPITAL INC 3.6% 04/15/2026                                          | CUSIP: 68217FAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    370000 | PA      | $369170.37    | 0.01%             | 2026-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                                         | EXELON CORP 3.4% 04/15/2026                                                                      | CUSIP: 30161NAU5<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |   1136000 | PA      | $1132750.09   | 0.04%             | 2026-04-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ESSEX PORTFOLIO LP                                                                  | ESSEX PORTFOLIO LP 3.375% 04/15/2026                                                             | CUSIP: 29717PAQ0<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |    794000 | PA      | $791105.42    | 0.02%             | 2026-04-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                                  | WELLS FARGO and CO NEW 3% 04/22/2026                                                             | CUSIP: 949746RW3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $995485.46    | 0.03%             | 2026-04-22      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SYDNEY AIRPORT FINANCE CO PTY LTD                                                   | SYDNEY ARPT FIN CO PTY LTD 3.625% 04/28/2026 144A                                                | CUSIP: 87124VAF6<br>LEI: 549300MJAANHLHOVTO40 | Long             | DBT              | CORP              | AU        |    242000 | PA      | $241323.87    | 0.01%             | 2026-04-28      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK OF NEW YORK MELLON EMPLOYEE BENEFIT COLLECTIVE INVT FD PLAN.                   | Morgan Stanley Instl Ultr-Shrt Inc IR                                                            | CUSIP: 617455696<br>LEI: 2549005VKCXTBZYHYR39 | Long             | EC               | RF                | US        |  21949421 | NS      | $219274711.55 | 6.79%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS HEALTH CORP                                                                     | CVS HEALTH CORP 2.875% 06/01/2026                                                                | CUSIP: 126650CU2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    733000 | PA      | $728225.15    | 0.02%             | 2026-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL INC/MD                                                       | MARRIOTT INTERNATIONAL INC/MD 3.125% 06/15/2026                                                  | CUSIP: 571903AS2<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |   1628000 | PA      | $1620266.20   | 0.05%             | 2026-06-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WESTERN GAS PARTNERS LP                                                             | WESTERN GAS PARTNERS LP 4.65% 07/01/2026                                                         | CUSIP: 958254AF1<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2002161.94   | 0.06%             | 2026-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                           | ONEOK INC 4.85% 07/15/2026                                                                       | CUSIP: 682680CL5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   1899000 | PA      | $1902725.95   | 0.06%             | 2026-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TENGIZCHEVROIL FINANCE CO INTERNATIONAL LTD                                         | TENGIZCHEVROIL FIN CO IN 4% 08/15/2026 REGS                                                      | CUSIP: N/A<br>LEI: 5493001VEV2XTJIBZH31       | Long             | DBT              | CORP              | BM        |   1680000 | PA      | $1669500.00   | 0.05%             | 2026-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| OWENS CORNING NEW                                                                   | OWENS CORNING NEW 3.4% 08/15/2026                                                                | CUSIP: 690742AF8<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |    517000 | PA      | $514078.91    | 0.02%             | 2026-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                                              | STANDARD CHARTERED PLC 4.3% 02/19/2027 144A                                                      | CUSIP: 853254BF6<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    327000 | PA      | $326528.67    | 0.01%             | 2027-02-19      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| COX COMMUNICATIONS INC                                                              | COX COMMUNICATIONS INC 3.35% 09/15/2026 144A                                                     | CUSIP: 224044CG0<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |    460000 | PA      | $456987.08    | 0.01%             | 2026-09-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WOODSIDE FIN LTD                                                                    | WOODSIDE FIN LTD 3.7% 09/15/2026 144A                                                            | CUSIP: 980236AN3<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |    487000 | PA      | $484874.05    | 0.02%             | 2026-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GATX CORP                                                                           | GATX CORP 3.25% 09/15/2026                                                                       | CUSIP: 361448AY9<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    455000 | PA      | $451927.99    | 0.01%             | 2026-09-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                          | FNMA 30YR 4.5% 09/46#AL9107                                                                      | CUSIP: 3138ERDM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    263591 | PA      | $264944.26    | 0.01%             | 2046-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EQUATE PETROCHEMICAL CO KSC                                                         | EQUATE PETROCHEMICAL CO KSC 4.25% 11/03/2026 REGS                                                | CUSIP: N/A<br>LEI: 635400J73BDO4TTGXD45       | Long             | DBT              | CORP              | KW        |   1850000 | PA      | $1844796.88   | 0.06%             | 2026-11-03      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING CO L P / PTL FIN CORP                                          | PENSKE TRUCK LEASING CO LP /CORP 3.4% 11/15/2026 144A                                            | CUSIP: 709599AW4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $89311.20     | 0.00%             | 2026-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CHEVRON PHIL CHEM LLC /CHEV LP                                                      | CHEVRON PHIL CHEM LLC /CHEV LP 3.4% 12/01/2026 144A                                              | CUSIP: 166754AP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2600000 | PA      | $2579999.84   | 0.08%             | 2026-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                                                              | BP CAPITAL MARKETS PLC 3.723% 11/28/2028                                                         | CUSIP: 05565QDH8<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |    855000 | PA      | $850178.38    | 0.03%             | 2028-11-28      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                           | GNII II 3.5% 11/20/2046#MA4069                                                                   | CUSIP: 36179SQW0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     56330 | PA      | $52942.37     | 0.00%             | 2046-11-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TRANSCONTINENTAL GAS PIPE LINE CO LLC                                               | TRANSCONTINENTAL GAS LINE LLC 7.85% 02/01/2026                                                   | CUSIP: 893574AH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3001095.96   | 0.09%             | 2026-02-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                           | GNII II 3.5% 10/20/2046#MA4004                                                                   | CUSIP: 36179SNV5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       941 | PA      | $884.12       | 0.00%             | 2046-10-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                           | GNII II 3.5% 01/20/2047#MA4196                                                                   | CUSIP: 36179SUV7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     59955 | PA      | $56348.73     | 0.00%             | 2047-01-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UTAH ACQUISITION SUB INC                                                            | UTAH ACQUISITION SUB INC 3.95% 06/15/2026                                                        | CUSIP: 62854AAN4<br>LEI: 254900JOFV74IJ7H9933 | Long             | DBT              | CORP              | US        |   1230000 | PA      | $1225706.80   | 0.04%             | 2026-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GATX CORP                                                                           | GATX CORP 3.85% 03/30/2027                                                                       | CUSIP: 361448AZ6<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    284000 | PA      | $282662.53    | 0.01%             | 2027-03-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS and ELECTRIC CO                                                         | PACIFIC GAS and ELECTRIC CO 3.3% 03/15/2027                                                      | CUSIP: 694308HS9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    266000 | PA      | $262768.13    | 0.01%             | 2027-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HEINEKEN NV                                                                         | HEINEKEN NV 3.5% 01/29/2028 144A                                                                 | CUSIP: 423012AF0<br>LEI: 724500K5PTPSST86UQ23 | Long             | DBT              | CORP              | NL        |   3653000 | PA      | $3621870.89   | 0.11%             | 2028-01-29      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FOCUS BRANDS FUNDING LLC                                                            | FOCUS BRANDS FUNDING LLC 5.093% 04/30/2047 144A                                                  | CUSIP: 34417MAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1926075 | PA      | $1916326.94   | 0.06%             | 2047-04-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| APPALACHIAN POWER CO                                                                | APPALACHIAN POWER CO 3.3% 06/01/2027                                                             | CUSIP: 037735CW5<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |   1723000 | PA      | $1703804.52   | 0.05%             | 2027-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                          | INTEL CORP 3.15% 05/11/2027                                                                      | CUSIP: 458140AX8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    376000 | PA      | $370967.11    | 0.01%             | 2027-05-11      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION LLC                                                        | SABINE PASS LIQUEFACTION LLC 5.875% 06/30/2026                                                   | CUSIP: 785592AV8<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    657000 | PA      | $657772.05    | 0.02%             | 2026-06-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATURAL RESOURCES LTD                                                      | CANADIAN NATL RESOURCES LTD 3.85% 06/01/2027                                                     | CUSIP: 136385AX9<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |   1928000 | PA      | $1919867.04   | 0.06%             | 2027-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FORTIVE CORP                                                                        | FORTIVE CORP 3.15% 06/15/2026                                                                    | CUSIP: 34959JAG3<br>LEI: 549300MU9YQJYHDQEF63 | Long             | DBT              | CORP              | US        |   1133000 | PA      | $1126352.43   | 0.03%             | 2026-06-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                                                                    | FIRSTENERGY CORP STEP 07/15/2027                                                                 | CUSIP: 337932AH0<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |   1257000 | PA      | $1250424.58   | 0.04%             | 2027-07-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                                 | AMERICAN TOWER CORP 3.55% 07/15/2027                                                             | CUSIP: 03027XAP5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    645000 | PA      | $638872.36    | 0.02%             | 2027-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION LLC                                                        | SABINE PASS LIQUEFACTION LLC 4.2% 03/15/2028                                                     | CUSIP: 785592AU0<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    308000 | PA      | $308512.22    | 0.01%             | 2028-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC WHOLE LOAN SEC TR                                                       | FREDDIE MAC WHOLE LOAN SEC TR 17-SC02 M1 CSTR 05/25/2047 144A                                    | CUSIP: 3137G1BY2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |      3033 | PA      | $3018.70      | 0.00%             | 2047-05-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| COX COMMUNICATIONS INC                                                              | COX COMMUNICATIONS INC 3.5% 08/15/2027 144A                                                      | CUSIP: 224044CJ4<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |    350000 | PA      | $345764.93    | 0.01%             | 2027-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CORPORACION NACIONAL DEL COBRE DE CHILE                                             | CORPORACION NACIONAL DEL COBRE DE CHILE 3.625% 08/01/2027 REGS                                   | CUSIP: N/A<br>LEI: 549300UVMBCBCIPSUI70       | Long             | DBT              | CORP              | CL        |    404000 | PA      | $398869.20    | 0.01%             | 2027-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                      | FEDERAL NATL MTG AS GTD RE PTT 2017-90 KA 3% 11/25/2047                                          | CUSIP: 3136AYQK2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    307232 | PA      | $294102.88    | 0.01%             | 2047-11-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                           | GNII II 3% 09/20/2047#MA4718                                                                     | CUSIP: 36179TG33<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    773290 | PA      | $706468.37    | 0.02%             | 2047-09-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CENCORA INC                                                                         | CENCORA INC 3.45% 12/15/2027                                                                     | CUSIP: 03073EAP0<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    190000 | PA      | $187852.98    | 0.01%             | 2027-12-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                       | FHLG 30YR 3.5% 12/01/2047#G08792                                                                 | CUSIP: 3128MJ3A6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    487076 | PA      | $457840.53    | 0.01%             | 2047-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CHENIERE CORPUS CHRISTI HOLDINGS LLC                                                | CHENIERE CORPUS CHRISTI HOLDINGS LLC 5.125% 06/30/2027                                           | CUSIP: 16412XAG0<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |   1005000 | PA      | $1015088.80   | 0.03%             | 2027-06-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                          | FNMA 30YR 3.5% 01/01/2048#MA3276                                                                 | CUSIP: 31418CUA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    418852 | PA      | $393252.20    | 0.01%             | 2048-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| J P MORGAN EXCHANGE-TRADED FD TR                                                    | JPMorgan Ultra-Short Income ETF                                                                  | CUSIP: 46641Q837<br>LEI: 549300IQ1GP3T78IEG61 | Long             | EC               | RF                | US        |   7174270 | NS      | $364094202.50 | 11.27%            |  |  |  | No            |                  1 | On Loan: No      |
| GALTON FDG MTG TR 2018-1                                                            | GALTON FUNDING MORTGAGE TRUST 2017-1 3.5% 11/25/2057 144A                                        | CUSIP: 36417JAS8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     37563 | PA      | $34846.97     | 0.00%             | 2057-11-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                           | GNII II 5% 01/20/2048#MA4965                                                                     | CUSIP: 36179TQS7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     41261 | PA      | $42168.09     | 0.00%             | 2048-01-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                     | CVS HEALTH CORP 4.3% 03/25/2028                                                                  | CUSIP: 126650CX6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    730000 | PA      | $732024.06    | 0.02%             | 2028-03-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DOLLAR GEN CORP NEW                                                                 | DOLLAR GEN CORP NEW 4.125% 05/01/2028                                                            | CUSIP: 256677AF2<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |   1279000 | PA      | $1279375.50   | 0.04%             | 2028-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                           | GNII II 5% 05/01/2048#MA5194                                                                     | CUSIP: 36179TXX8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     14675 | PA      | $14979.20     | 0.00%             | 2048-05-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BACARDI LTD                                                                         | BACARDI LTD 4.7% 05/15/2028 144A                                                                 | CUSIP: 067316AF6<br>LEI: 549300R32WTQNHNN5055 | Long             | DBT              | CORP              | BM        |   1751000 | PA      | $1765396.90   | 0.05%             | 2028-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| OREILLY AUTOMOTIVE INC                                                              | OREILLY AUTOMOTIVE INC 4.35% 06/01/2028                                                          | CUSIP: 67103HAG2<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |    723000 | PA      | $728950.18    | 0.02%             | 2028-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                          | FNMA 30YR 3.5% 02/01/2048#BH9277                                                                 | CUSIP: 3140GYJX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     55548 | PA      | $52153.39     | 0.00%             | 2048-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SEQUOIA MTG TR 2018-CH2                                                             | SEQUOIA MTG TR 2018-CH2 A21 4% 06/25/2048 144A                                                   | CUSIP: 81747EAW7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     30500 | PA      | $28561.17     | 0.00%             | 2048-06-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SEQUOIA MTG TR 2018-CH2                                                             | SEQUOIA MTG TR 2018-CH2 A3 4% 06/25/2048 144A                                                    | CUSIP: 81747EAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     68348 | PA      | $64004.59     | 0.00%             | 2048-06-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS and ELECTRIC CO                                                         | PACIFIC GAS and ELECTRIC CO 3.3% 12/01/2027                                                      | CUSIP: 694308HW0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    320000 | PA      | $314500.05    | 0.01%             | 2027-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                           | GNII II 5% 02/20/2048#MA5022                                                                     | CUSIP: 36179TSK2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    157889 | PA      | $161361.29    | 0.00%             | 2048-02-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST 2018-B                                             | SMB PRIVATE EDUCATION LOAN TRUST 2018-B TSFR1M+83.448 01/15/2037 144A                            | CUSIP: 78449LAC2<br>LEI: 549300INMCHM7L5O6M41 | Long             | ABS-CBDO         | CORP              | US        |    206986 | PA      | $206795.84    | 0.01%             | 2037-01-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| HARDEES FDG LLC / CARLS JR FDG LLC                                                  | HARDEES FDG LLC / CARLS JR FDG LLC 5.71% 06/20/2048 144A                                         | CUSIP: 411707AF9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    669600 | PA      | $664267.17    | 0.02%             | 2048-06-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE TOWERS LLC                                                             | CROWN CASTLE TOWERS LLC 4.241% 07/15/2048 144A                                                   | CUSIP: 22822RBH2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    290000 | PA      | $289198.50    | 0.01%             | 2048-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SEQUOIA MTG TR 2018-CH3                                                             | SEQUOIA MTG TR 2018-CH3 4.5% 08/25/2048 144A                                                     | CUSIP: 81746WAU2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2133 | PA      | $2119.63      | 0.00%             | 2048-08-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                                                      | STARBUCKS CORP 4% 11/15/2028                                                                     | CUSIP: 855244AR0<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    755000 | PA      | $754760.63    | 0.02%             | 2028-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                             | HCA INC 5.625% 09/01/2028                                                                        | CUSIP: 404121AJ4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1652346.80   | 0.05%             | 2028-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAP I TR 2018-BOP                                                    | MORGAN STANLEY CAP I TR 2018-BOP A TSFR1M+89.7 06/15/2035 144A                                   | CUSIP: 61768FAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3654512 | PA      | $2978427.35   | 0.09%             | 2033-08-15      | Variable      | 0.05%                 | No            |                  3 | On Loan: No      |
| FISERV INC                                                                          | FISERV INC 4.2% 10/01/2028                                                                       | CUSIP: 337738AR9<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    686000 | PA      | $683435.05    | 0.02%             | 2028-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                        | COMCAST CORP 4.15% 10/15/2028                                                                    | CUSIP: 20030NCT6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    440000 | PA      | $442331.38    | 0.01%             | 2028-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA INC                                                          | BP CAP MARKETS AMERICA INC 4.234% 11/06/2028                                                     | CUSIP: 10373QAE0<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    585000 | PA      | $589628.92    | 0.02%             | 2028-11-06      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                          | FNMA 30YR 4.5% 09/01/2048#MA3468                                                                 | CUSIP: 31418C2A1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     34586 | PA      | $34444.62     | 0.00%             | 2048-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                          | FNMA 30YR 4.5% 10/01/2048#MA3496                                                                 | CUSIP: 31418C3E2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5709 | PA      | $5685.57      | 0.00%             | 2048-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                           | GNII II 5.5% 03/20/2048#MA5081                                                                   | CUSIP: 36179TUE3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     35489 | PA      | $36990.88     | 0.00%             | 2048-03-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                          | FNMA 30YR 4.5% 11/01/2048#MA3522                                                                 | CUSIP: 31418C4G6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     52733 | PA      | $52468.12     | 0.00%             | 2048-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TOWD PT MTG TR 2019-1                                                               | TOWD PT MTG TR 2019-1 3.75% 03/25/2058 144A                                                      | CUSIP: 89177BAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    315238 | PA      | $308152.60    | 0.01%             | 2058-03-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                          | FNMA 15YR 3.5% 06/01/2032#BE3725                                                                 | CUSIP: 3140FPD71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10212 | PA      | $10101.78     | 0.00%             | 2032-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                    | CROWN CASTLE INC 4.3% 02/15/2029                                                                 | CUSIP: 22822VAL5<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    335000 | PA      | $334237.95    | 0.01%             | 2029-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                      | GINNIE MAE I POOL 30YR 5.5% 09/45#784653                                                         | CUSIP: 3622AABW3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    176887 | PA      | $182354.57    | 0.01%             | 2045-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVNAVIENT PRIVATE ED REFI LN TR 2019-ATE EDUCATION REFI LOAN TRUST 2019-A | NAVIENT PRIVATE ED REFI LN TR 2019-A A2A 3.42% 01/15/2043 144A                                   | CUSIP: 63941BAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    132172 | PA      | $131773.42    | 0.00%             | 2043-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                           | BOEING CO 3.2% 03/01/2029                                                                        | CUSIP: 097023CD5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    845000 | PA      | $817299.50    | 0.03%             | 2029-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GALTON FDG MTG TR 2019-1                                                            | GALTON FUNDING MORTGAGE TRUST 2019-1 A32 4% 02/25/2059 144A                                      | CUSIP: 36418WAQ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     16597 | PA      | $16031.13     | 0.00%             | 2059-02-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TRANE TECHNOLOGIES FINANCING LTD                                                    | TRANE TECHNOLOGIES FINANCING LTD 3.5% 03/21/2026                                                 | CUSIP: 456873AE8<br>LEI: 549300A5OEF3CJI2CO89 | Long             | DBT              | CORP              | IE        |   1842000 | PA      | $1837474.22   | 0.06%             | 2026-03-21      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SCHLUMBERGER HOLDINGS CORPORATION                                                   | SCHLUMBERGER HOLDINGS CORPORATION 3.9% 05/17/2028 144A                                           | CUSIP: 806851AK7<br>LEI: 529900IKZG65COT1D505 | Long             | DBT              | CORP              | US        |   1363000 | PA      | $1361292.43   | 0.04%             | 2028-05-17      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BRE GRAND ISLANDER TIMESHARE ISSUER 2019-A LLC                                      | BRE GRAND ISLANDER TIMESHARE ISSUER 2019-A LLC 3.28% 09/26/2033 144A                             | CUSIP: 05588UAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    427081 | PA      | $423703.10    | 0.01%             | 2033-09-26      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                  | ENERGY TRANSFER LP 5.625% 05/01/2027 144A                                                        | CUSIP: 226373AQ1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2000056.86   | 0.06%             | 2027-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                         | BANK OF AMERICA CORPORATION 3.559%/VAR 04/23/2027                                                | CUSIP: 06051GHT9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2700000 | PA      | $2693782.74   | 0.08%             | 2027-04-23      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                          | FISERV INC 3.5% 07/01/2029                                                                       | CUSIP: 337738AU2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    400000 | PA      | $387016.14    | 0.01%             | 2029-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                                  | WELLS FARGO and CO NEW 3.196%/VAR 06/17/2027                                                     | CUSIP: 95000U2F9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   3200000 | PA      | $3184172.48   | 0.10%             | 2027-06-17      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE ED LN TR 2019-D                                                     | NAVIENT PRIVATE ED LN TR 2019-D 3.01% 12/15/2059 144A                                            | CUSIP: 63941CAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    163707 | PA      | $159836.45    | 0.00%             | 2059-12-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| OBX 2019-EXP2 TR                                                                    | OBX 2019-EXP2 TR TSFR1M+131.448 07/25/2059 144A                                                  | CUSIP: 67113KAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     49471 | PA      | $49524.93     | 0.00%             | 2059-06-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                           | GNII II 5.5% 02/20/2049#MA5766                                                                   | CUSIP: 36179UMP4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     64466 | PA      | $66748.86     | 0.00%             | 2049-02-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FINANCE PLC                                                         | IMPERIAL BRANDS FINANCE PLC 3.5% 07/26/2026 144A                                                 | CUSIP: 45262BAB9<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |    305000 | PA      | $303557.78    | 0.01%             | 2026-07-26      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                          | FNMA 30YR 6% 02/01/2049#FM1095                                                                   | CUSIP: 3140X4GD2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    479242 | PA      | $505986.67    | 0.02%             | 2049-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE ED REFI LN TR 2019-E                                                | NAVIENT PRIVATE ED REFI LN TR 2019-E 2.64% 05/15/2068 144A                                       | CUSIP: 63941MAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    215306 | PA      | $212148.52    | 0.01%             | 2068-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| THE BANK OF NOVA SCOTIA                                                             | BANK OF NOVA SCOTIA 2.7% 08/03/2026                                                              | CUSIP: 064159QE9<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   2700000 | PA      | $2676978.42   | 0.08%             | 2026-08-03      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                                                                | FREEPORT-MCMORAN INC 5.25% 09/01/2029                                                            | CUSIP: 35671DCD5<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    323000 | PA      | $328289.41    | 0.01%             | 2029-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                     | CVS HEALTH CORP 3% 08/15/2026                                                                    | CUSIP: 126650DF4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    415000 | PA      | $411653.35    | 0.01%             | 2026-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                       | FHLG 30YR 7% 03/39#G62030                                                                        | CUSIP: 31335CHF4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     47836 | PA      | $50778.51     | 0.00%             | 2039-03-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                       | FHLG 30YR 7.5% 06/38#G62031                                                                      | CUSIP: 31335CHG2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     42185 | PA      | $44801.07     | 0.00%             | 2038-06-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                          | FNMA 30YR 4% 01/01/2047#AL9717                                                                   | CUSIP: 3138ERYP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    135898 | PA      | $132105.41    | 0.00%             | 2047-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                          | FNMA 30YR 4.5% 10/01/2048#CA2483                                                                 | CUSIP: 3140Q9XM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    371244 | PA      | $370536.92    | 0.01%             | 2048-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| J P MORGAN CHASE COML MTG SECS TR 2019-BROOK                                        | J P MORGAN CHASE COML MTG SECS TR 2019-BROOK TSFR1M+136.448 09/15/2029 144A                      | CUSIP: 46591JAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    738093 | PA      | $716112.19    | 0.02%             | 2029-09-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CORPORACION NACIONAL DEL COBRE DE CHILE                                             | CORPORACION NACIONAL DEL COBRE DE CHILE 3% 09/30/2029 REGS                                       | CUSIP: N/A<br>LEI: 549300UVMBCBCIPSUI70       | Long             | DBT              | CORP              | CL        |   1400000 | PA      | $1326640.00   | 0.04%             | 2029-09-30      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| STARWOOD MTG RESIDENTIAL TR 2019-INV1                                               | STARWOOD MTG RESIDENTIAL TR 2019-INV1 2.916% 09/27/2049 144A                                     | CUSIP: 85572JAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    140487 | PA      | $139282.57    | 0.00%             | 2049-09-27      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                               | ATHENE GLOBAL FUNDING 2.95% 11/12/2026 144A                                                      | CUSIP: 04685A2K6<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   2700000 | PA      | $2669162.00   | 0.08%             | 2026-11-12      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                                                    | LPL HOLDINGS INC 4.625% 11/15/2027 144A                                                          | CUSIP: 50212YAC8<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    220000 | PA      | $219952.95    | 0.01%             | 2027-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP / VICI NOTE CO INC                                               | VICI PROPERTIES LP / VICI NOTE CO INC 4.25% 12/01/2026 144A                                      | CUSIP: 92564RAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2550000 | PA      | $2548653.42   | 0.08%             | 2026-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GALTON FDG MTG TR 2019-H1                                                           | GALTON FUNDING MORTGAGE TRUST 2019-H1 3.455% 10/25/2059 144A                                     | CUSIP: 36418XAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    600000 | PA      | $570062.28    | 0.02%             | 2059-10-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                          | FNMA 30YR 4% 11/49#CA4571                                                                        | CUSIP: 3140QCCH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     56344 | PA      | $54384.48     | 0.00%             | 2049-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE ED REFI LN TR 2019-G                                                | NAVIENT PRIVATE ED REFI LN TR 2019-GA A 2.4% 10/15/2068 144A                                     | CUSIP: 63941JAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    102854 | PA      | $100253.89    | 0.00%             | 2068-10-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                          | FNMA 30YR 4.5% 07/01/2049#MA3694                                                                 | CUSIP: 31418DC83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3521 | PA      | $3496.37      | 0.00%             | 2049-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| OBX 2020-INV1 TRUST                                                                 | OBX 2020-INV1 TRUST 3.5% 12/25/2049 144A                                                         | CUSIP: 67113CAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     69927 | PA      | $63395.25     | 0.00%             | 2049-12-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                          | FNMA 30YR 4% 12/01/2049#CA4823                                                                   | CUSIP: 3140QCLD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16627 | PA      | $16038.42     | 0.00%             | 2049-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                          | FNMA 30YR 3% 03/01/2050#                                                                         | CUSIP: 31418DMJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    187807 | PA      | $168799.31    | 0.01%             | 2050-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                          | FNMA 30YR 4.5% 01/01/2050#CA5186                                                                 | CUSIP: 3140QCXQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     32709 | PA      | $32452.48     | 0.00%             | 2050-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                          | FNMA 15YR 3% 12/01/2034#CA4885                                                                   | CUSIP: 3140QCNB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    348190 | PA      | $338893.19    | 0.01%             | 2034-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                       | FHLG 15YR 3% 11/01/2034#SB0222                                                                   | CUSIP: 3132CWG73<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    134403 | PA      | $131024.18    | 0.00%             | 2034-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NELNET STUDENT LN TR 2019-5                                                         | NELNET STUDENT LN TR 2020-1A A TSFR1M+85.448 74 03/26/2068 144A                                  | CUSIP: 64034GAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    135255 | PA      | $134980.79    | 0.00%             | 2068-03-26      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| STARWOOD MTG RESIDENTIAL TR 2020-1                                                  | STARWOOD MTG RESIDENTIAL TR 2020-1 2.408% 02/25/2050 144A                                        | CUSIP: 85573AAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    273920 | PA      | $263316.50    | 0.01%             | 2050-02-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FLAGSTAR MTG TR 2020-1INV                                                           | FLAGSTAR MTG TR 2020-1INV TSFR1M+96.448 03/25/2050 144A                                          | CUSIP: 33851YAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    181194 | PA      | $174461.76    | 0.01%             | 2050-03-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| OBX 2020-EXP1 TR                                                                    | OBX 2020-EXP1 TR TSFR1M+106.448 02/25/2060 144A                                                  | CUSIP: 67448TBF1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     96455 | PA      | $95542.38     | 0.00%             | 2060-02-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                                                                | FREEPORT-MCMORAN INC 4.125% 03/01/2028                                                           | CUSIP: 35671DCE3<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    276000 | PA      | $275175.25    | 0.01%             | 2028-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GALTON FDG MTG TR 2020-H1                                                           | GALTON FDG MTG TR 2020-H1 3.092% 01/25/2060 144A                                                 | CUSIP: 36418HAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    625000 | PA      | $540671.88    | 0.02%             | 2060-01-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| J P MORGAN MTG TR 2020-INV1                                                         | J P MORGAN MTG TR 2020-INV1 3.5% 08/25/2050 144A                                                 | CUSIP: 46591VBH1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    121399 | PA      | $109213.54    | 0.00%             | 2050-08-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                          | FNMA 15YR 3% 09/01/2028#AU6682                                                                   | CUSIP: 3138X6M85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    126232 | PA      | $124700.57    | 0.00%             | 2028-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE ED LN TR 2020-C                                                     | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-C 2.15% 11/15/2068 144A                           | CUSIP: 63941KAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1028067 | PA      | $991595.27    | 0.03%             | 2068-11-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                                                      | STARBUCKS CORP 2% 03/12/2027                                                                     | CUSIP: 855244AV1<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    300000 | PA      | $292437.58    | 0.01%             | 2027-03-12      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                          | FNMA 30YR 5% 07/01/2045#FM2792                                                                   | CUSIP: 3140X6C66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     33613 | PA      | $34419.03     | 0.00%             | 2045-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                       | FHLG 30YR 5% 12/01/2041#ZS3941                                                                   | CUSIP: 3132A4LW6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    184256 | PA      | $188701.50    | 0.01%             | 2041-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                       | FHLG 30YR 4% 12/49#RA1906                                                                        | CUSIP: 3133KHDK9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    105768 | PA      | $102320.57    | 0.00%             | 2049-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECHNOLOGIES INC                                                           | L3HARRIS TECHNOLOGIES INC 3.85% 12/15/2026                                                       | CUSIP: 502431AL3<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1697004.99   | 0.05%             | 2026-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP DEL                                                                    | CENTENE CORP 4.625% 12/15/2029                                                                   | CUSIP: 15135BAT8<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   1830000 | PA      | $1769089.00   | 0.05%             | 2029-12-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                           | GNII II 4% 04/20/2050#BS9717                                                                     | CUSIP: 3617MLYN1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     46800 | PA      | $44768.99     | 0.00%             | 2050-04-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                           | GNII II 4% 04/20/2050#BS6833                                                                     | CUSIP: 3617MHSW7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4400 | PA      | $4207.25      | 0.00%             | 2050-04-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                           | GNII II 4% 04/20/2050#BS9707                                                                     | CUSIP: 3617MLYC5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     10319 | PA      | $9868.26      | 0.00%             | 2050-04-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                      | GNMA II 4% 03/48#BE6823                                                                          | CUSIP: 3617G1SL3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     51067 | PA      | $49042.66     | 0.00%             | 2048-03-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                      | GNMA II 4% 04/20/2050#BT2983                                                                     | CUSIP: 3617MRJ47<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     20808 | PA      | $19905.40     | 0.00%             | 2050-04-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                      | GNMA II 4% 04/20/2050#BU2156                                                                     | CUSIP: 3617N3MD5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     41626 | PA      | $39819.90     | 0.00%             | 2050-04-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                      | GNMA II 4% 04/20/2050#BU2157                                                                     | CUSIP: 3617N3ME3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     31509 | PA      | $30131.90     | 0.00%             | 2050-04-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                           | GNII II 4% 04/20/2050#BS6832                                                                     | CUSIP: 3617MHSV9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     18377 | PA      | $17579.64     | 0.00%             | 2050-04-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                      | GNMA II 4% 04/20/2050#BT2982                                                                     | CUSIP: 3617MRJ39<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     17484 | PA      | $16720.29     | 0.00%             | 2050-04-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                           | GNII II 4% 04/20/2050#BS6831                                                                     | CUSIP: 3617MHSU1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     12631 | PA      | $12082.70     | 0.00%             | 2050-04-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                       | FHLG 30YR 4.5% 05/50#RA2607                                                                      | CUSIP: 3133KH3Q7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     97412 | PA      | $96587.48     | 0.00%             | 2050-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                          | FNMA 30YR 3% 07/01/2050#                                                                         | CUSIP: 31418DQ96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    111951 | PA      | $100609.89    | 0.00%             | 2050-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VACATIONS TRUST 2020-A                                                 | HILTON GRAND VACATIONS TRUST 2020-AA A 2.74% 02/25/2039 144A                                     | CUSIP: 43285HAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    137763 | PA      | $135753.26    | 0.00%             | 2039-02-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE ED REFI LN TR 2020-D                                                | NAVIENT STUDENT LOAN TRUST 1.69% 05/15/2069 144A                                                 | CUSIP: 63941HAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    184144 | PA      | $175658.79    | 0.01%             | 2069-05-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GARTNER INC                                                                         | GARTNER INC 4.5% 07/01/2028 144A                                                                 | CUSIP: 366651AC1<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |    785000 | PA      | $782209.07    | 0.02%             | 2028-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VACATIONS TRUST 2020-A                                                 | HILTON GRAND VACATIONS TRUST 2020-A 4.22% 02/25/2039 144A                                        | CUSIP: 43285HAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    212251 | PA      | $211583.64    | 0.01%             | 2039-02-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SBA TOWER TR                                                                        | SBA TOWER TR 1.884% 07/15/2050 144A                                                              | CUSIP: 78403DAP5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    565000 | PA      | $562829.67    | 0.02%             | 2050-07-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SBA TOWER TR                                                                        | SBA TOWER TR 2.328% 07/15/2052 144A                                                              | CUSIP: 78403DAR1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    440000 | PA      | $422175.03    | 0.01%             | 2052-07-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS and ELECTRIC CO                                                         | PACIFIC GAS and ELECTRIC CO 3.15% 01/01/2026                                                     | CUSIP: 694308JP3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    895000 | PA      | $893805.74    | 0.03%             | 2026-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                                                                | FREEPORT-MCMORAN INC 4.375% 08/01/2028                                                           | CUSIP: 35671DCG8<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    160000 | PA      | $159740.23    | 0.00%             | 2028-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| OBX 2020-EXP2 TR                                                                    | OBX 2020-EXP2 TR 3% 05/25/2060 144A                                                              | CUSIP: 67448VAG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     74874 | PA      | $66451.62     | 0.00%             | 2060-05-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ARBYS FUNDING 2015-1A LLC                                                           | ARBYS FUNDING 2015-1A LLC 3.237% 07/30/2050 144A                                                 | CUSIP: 038779AB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2127138 | PA      | $2062479.54   | 0.06%             | 2050-07-30      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| VISTA PT SECURITIZATION TR 2020-2                                                   | VISTA POINT SECURITIZATION TRUST 2.496% 04/25/2065 144A                                          | CUSIP: 92838TAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    381890 | PA      | $370149.08    | 0.01%             | 2065-04-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST 2020-B                                             | SMB PRIVATE EDUCATION LOAN TRUST 2020-B 1.29% 07/15/2053 144A                                    | CUSIP: 78449XAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    126266 | PA      | $120499.46    | 0.00%             | 2053-07-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                          | FNMA 30YR 3.5% 07/50#FM3972                                                                      | CUSIP: 3140X7MW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16578 | PA      | $15486.73     | 0.00%             | 2050-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                          | FNMA 30YR 2% 10/01/2050#MA4158                                                                   | CUSIP: 31418DTQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    199990 | PA      | $164296.75    | 0.01%             | 2050-10-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BOOZ ALLEN AND HAMILTON INC                                                         | BOOZ ALLEN AND HAMILTON INC 3.875% 09/01/2028 144A                                               | CUSIP: 09951LAA1<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |   1915000 | PA      | $1884279.95   | 0.06%             | 2028-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                     | CVS HEALTH CORP 1.3% 08/21/2027                                                                  | CUSIP: 126650DM9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   2175000 | PA      | $2073922.46   | 0.06%             | 2027-08-21      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| MVW 2020-1 LLC                                                                      | MVW 2020-1 LLC 1.74% 10/20/2037 144A                                                             | CUSIP: 55400EAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    140692 | PA      | $138026.73    | 0.00%             | 2037-10-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MVW 2020-1 LLC                                                                      | MVW 2020-1 LLC 2.73% 10/20/2037 144A                                                             | CUSIP: 55400EAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     99274 | PA      | $97841.64     | 0.00%             | 2037-10-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| COPT DEFENSE PROPERTIES LP                                                          | COPT DEFENSE PROPERTIES LP 2.25% 03/15/2026                                                      | CUSIP: 22003BAL0<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |   2700000 | PA      | $2682883.81   | 0.08%             | 2026-03-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BAT INTERNATIONAL FINANCE PLC                                                       | BAT INTL FINANCE PLC 1.668% 03/25/2026                                                           | CUSIP: 05530QAN0<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |   2985000 | PA      | $2961254.98   | 0.09%             | 2026-03-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ROLLS-ROYCE PLC                                                                     | ROLLS-ROYCE PLC 5.75% 10/15/2027 144A                                                            | CUSIP: 77578JAC2<br>LEI: X57JK1U580XATGR67572 | Long             | DBT              | CORP              | GB        |    995000 | PA      | $1020129.42   | 0.03%             | 2027-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE ED LN TR 2020-PT-B                                                      | SMB PRIVATE EDUCATION LOAN TRUST 2020-PTB 1.6% 09/15/2054 144A                                   | CUSIP: 78449DAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    814142 | PA      | $773309.19    | 0.02%             | 2054-09-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MTG LN TR 2020-EXP2                                                       | CITIGROUP MORTGAGE LOAN TRUST INC 2.5% 08/25/2050 144A                                           | CUSIP: 17328PAQ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    148157 | PA      | $126094.58    | 0.00%             | 2050-08-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LTD                                                         | AVOLON HOLDINGS FUNDING LTD 4.25% 04/15/2026 144A                                                | CUSIP: 05401AAL5<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   2600000 | PA      | $2597804.01   | 0.08%             | 2026-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                           | GNII II 3.5% 11/20/2050#MA6997                                                                   | CUSIP: 36179VX21<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    719041 | PA      | $669951.02    | 0.02%             | 2050-11-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                      | NRG ENERGY INC 2% 12/02/2025 144A                                                                | CUSIP: 629377CN0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    560000 | PA      | $559962.50    | 0.02%             | 2025-12-02      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| HARDEES FDG LLC / CARLS JR FDG LLC                                                  | HARDEES FDG LLC / CARLS JR FDG LLC 3.981% 12/20/2050 144A                                        | CUSIP: 411707AH5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2532470 | PA      | $2444779.04   | 0.08%             | 2050-12-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                       | GOLDMAN SACHS GROUP INC (THE) 1.093%/VAR 12/09/2026                                              | CUSIP: 38141GXM1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   3100000 | PA      | $3097667.41   | 0.10%             | 2026-12-09      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                            | RTX CORP 7% 11/01/2028                                                                           | CUSIP: 75513EBZ3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    644000 | PA      | $690276.42    | 0.02%             | 2028-11-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                           | ONEOK INC 5.625% 01/15/2028 144A                                                                 | CUSIP: 682680CM3<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    385000 | PA      | $393246.23    | 0.01%             | 2028-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| STATE BANK OF INDIA LONDON BRANCH                                                   | STATE BANK INDIA LONDON BRH 1.8% 07/13/2026 REGS                                                 | CUSIP: N/A<br>LEI: 5493001JZ37UBBZF6L49       | Long             | DBT              | CORP              | GB        |   1850000 | PA      | $1822220.49   | 0.06%             | 2026-07-13      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST                           | AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST 1.75% 01/30/2026                       | CUSIP: 00774MAS4<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   3200000 | PA      | $3187149.57   | 0.10%             | 2026-01-30      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LTD                                                         | AVOLON HOLDINGS FUNDING LTD 2.125% 02/21/2026 144A                                               | CUSIP: 05401AAM3<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    805000 | PA      | $800034.15    | 0.02%             | 2026-02-21      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TR 2021-R1                                                     | VERUS SECURITIZATION TR 2021-R1 1.057% 10/25/2063 144A                                           | CUSIP: 92538BAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     28357 | PA      | $27631.06     | 0.00%             | 2063-10-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ELLINGTON FINL MTG TR 2019-2                                                        | ELLINGTON FINL MTG TR 2019-2 3.046% 11/25/2059 144A                                              | CUSIP: 31573TAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     39013 | PA      | $38367.74     | 0.00%             | 2059-11-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                                                                     | SANDS CHINA LTD 3.8% 01/08/2026                                                                  | CUSIP: 80007RAK1<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |   1300000 | PA      | $1298451.18   | 0.04%             | 2026-01-08      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL QUE                                                                | BANK OF MONTREAL QUE 0.949%/VAR 01/22/2027                                                       | CUSIP: 06368EDC3<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   3200000 | PA      | $3184619.23   | 0.10%             | 2027-01-22      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| MTG PASS THRU CTF CL A-1                                                            | MTG PASS THRU CTF CL A-1 VAR 01/25/2056 144A                                                     | CUSIP: 552747AA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     52345 | PA      | $51016.25     | 0.00%             | 2056-01-25      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                               | JPMORGAN CHASE and CO 1.04%/VAR 02/04/2027                                                       | CUSIP: 46647PBW5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   3025000 | PA      | $3009159.32   | 0.09%             | 2027-02-04      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                           | BOEING CO 2.196% 02/04/2026                                                                      | CUSIP: 097023DG7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   2795000 | PA      | $2783759.85   | 0.09%             | 2026-02-04      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| DEEPHAVEN RESIDENTIAL MTG TR 2021-1                                                 | DEEPHAVEN RESIDENTIAL MTG TR 2021-1 0.973% 05/25/2065 144A                                       | CUSIP: 24380VAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     39610 | PA      | $38208.43     | 0.00%             | 2065-05-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SYMPHONY CLO XXVI LTD / SYMPHONY CLO XXVI LLC                                       | SYMPHONY CLO XXVI LTD / SYMPHONY CLO XXVI LLC AR TSFR3M+134.161 04/20/2033 144A                  | CUSIP: 87190GAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    275449 | PA      | $275508.47    | 0.01%             | 2033-04-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MCCORMICK and CO INC                                                                | MCCORMICK and CO INC 0.9% 02/15/2026                                                             | CUSIP: 579780AR8<br>LEI: 549300JQQA6MQ4OJP259 | Long             | DBT              | CORP              | US        |   3450000 | PA      | $3426043.23   | 0.11%             | 2026-02-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                    | CROWN CASTLE INC 1.05% 07/15/2026                                                                | CUSIP: 22822VAV3<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   1005000 | PA      | $985499.67    | 0.03%             | 2026-07-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST                                                          | VERUS SECURITIZATION TRUST 1.155% 01/25/2066 144A                                                | CUSIP: 92537QAF8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     71947 | PA      | $66203.14     | 0.00%             | 2066-01-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST                                                          | VERUS SECURITIZATION TRUST A2 1.052% 01/25/2066 144A                                             | CUSIP: 92537QAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    121756 | PA      | $111891.10    | 0.00%             | 2066-01-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST LLC                                                        | ANGEL OAK MORTGAGE TRUST LLC 2020-3 A3 2.872% 04/25/2065 144A                                    | CUSIP: 03465LAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    251742 | PA      | $243641.21    | 0.01%             | 2065-04-25      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| FORTINET INC                                                                        | FORTINET INC 1% 03/15/2026                                                                       | CUSIP: 34959EAA7<br>LEI: 549300O0QJWDBAS0QX03 | Long             | DBT              | CORP              | US        |   1485000 | PA      | $1469343.84   | 0.05%             | 2026-03-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| WESTERN UNION CO/THE                                                                | WESTERN UN CO 1.35% 03/15/2026                                                                   | CUSIP: 959802AZ2<br>LEI: 28ID94QU1140NC23S047 | Long             | DBT              | CORP              | US        |   2954000 | PA      | $2927561.64   | 0.09%             | 2026-03-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                               | TRUIST FINANCIAL CORP 1.267%/VAR 03/02/2027                                                      | CUSIP: 89788MAD4<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   3200000 | PA      | $3175398.62   | 0.10%             | 2027-03-02      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                       | GOLDMAN SACHS GROUP INC (THE) 1.431%/VAR 03/09/2027                                              | CUSIP: 38141GYA6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2650000 | PA      | $2629972.17   | 0.08%             | 2027-03-09      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| GALTON FDG MTG TR 2019-1                                                            | GALTON FDG MTG TR 2019-1 4.5% 02/25/2059 144A                                                    | CUSIP: 36418WAG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     32833 | PA      | $32421.21     | 0.00%             | 2059-02-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                            | LLOYDS BANKING GROUP PLC 1.627%/VAR 05/11/2027                                                   | CUSIP: 53944YAP8<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   3200000 | PA      | $3163474.05   | 0.10%             | 2027-05-11      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                         | BANK OF AMERICA CORPORATION 1.658%/VAR 03/11/2027                                                | CUSIP: 06051GJQ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3100000 | PA      | $3077714.44   | 0.10%             | 2027-03-11      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST 2021-1                                                     | ANGEL OAK MORTGAGE TRUST 2021-1 0.909% 01/25/2066 144A                                           | CUSIP: 03465CAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    353279 | PA      | $310287.33    | 0.01%             | 2066-01-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SIERRA TIMESHARE 2021-1 RECEIVABLES FUNDING LLC                                     | SIERRA TIMESHARE 2021-1 RECEIVABLES FUNDING LLC 1.34% 11/20/2037 144A                            | CUSIP: 82652QAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     46433 | PA      | $46327.94     | 0.00%             | 2037-11-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                          | VERIZON COMMUNICATIONS INC 2.1% 03/22/2028                                                       | CUSIP: 92343VGH1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1583000 | PA      | $1517896.53   | 0.05%             | 2028-03-22      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TR 2021-R2                                                     | VERUS SECURITIZATION TRUST 0.918% 02/25/2064 144A                                                | CUSIP: 92538DAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    201908 | PA      | $190922.64    | 0.01%             | 2064-02-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                    | T-MOBILE USA INC 2.625% 04/15/2026                                                               | CUSIP: 87264ABU8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   3200000 | PA      | $3183478.62   | 0.10%             | 2026-04-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| OBX 2021-NQM1 TR                                                                    | OBX 2021-NQM1 TR A2 1.175% 02/25/2066 144A                                                       | CUSIP: 67114BAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    214288 | PA      | $187478.17    | 0.01%             | 2066-02-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                                 | DOMINION ENERGY INC 1.45% 04/15/2026                                                             | CUSIP: 25746UDJ5<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3959727.56   | 0.12%             | 2026-04-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                                 | AMERICAN TOWER CORP 1.6% 04/15/2026                                                              | CUSIP: 03027XBL3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   2043000 | PA      | $2024186.89   | 0.06%             | 2026-04-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MHC COML MTG TR 2021-MHC                                                            | MHC COML MTG TR 2021-MHC B TSFR1M+121.544 1 04/15/2026 144A                                      | CUSIP: 55316VAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    568000 | PA      | $567823.25    | 0.02%             | 2038-04-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING CO L P / PTL FIN CORP                                          | PENSKE TRUCK LEASING CO LP /CORP 1.7% 06/15/2026 144A                                            | CUSIP: 709599BM5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    364000 | PA      | $359183.27    | 0.01%             | 2026-06-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                      | GNMA II 3.5% 08/20/2044#784101                                                                   | CUSIP: 3622A2RW4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    134084 | PA      | $127012.79    | 0.00%             | 2044-08-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 2021-2                                                   | VERUS SECURITIZATION TRUST 2021-2 A1 1.031% 02/25/2066 144A                                      | CUSIP: 92538FAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    185267 | PA      | $168752.95    | 0.01%             | 2066-02-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                               | JPMORGAN CHASE and CO 1.578%/VAR 04/22/2027                                                      | CUSIP: 46647PCB0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   3200000 | PA      | $3167744.45   | 0.10%             | 2027-04-22      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                               | JPMORGAN CHASE and CO FRN SOFR+88.5 04/22/2027                                                   | CUSIP: 46647PCF1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    747000 | PA      | $748658.62    | 0.02%             | 2027-04-22      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                         | BANK OF AMERICA CORPORATION 1.734%/VAR 07/22/2027                                                | CUSIP: 06051GJS9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3465000 | PA      | $3411084.32   | 0.11%             | 2027-07-22      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                           | GNII II 4% 08/20/2050#MA6822                                                                     | CUSIP: 36179VSK7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     24479 | PA      | $23623.79     | 0.00%             | 2050-08-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| COCA-COLA EUROPACIFIC PARTNERS PLC                                                  | COCA-COLA EUROPACIFIC PARTNERS PLC 1.5% 01/15/2027 144A                                          | CUSIP: 19123MAF0<br>LEI: 549300LTH67W4GWMRF57 | Long             | DBT              | CORP              | GB        |    475000 | PA      | $461667.66    | 0.01%             | 2027-01-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GLENCORE FDG LLC                                                                    | GLENCORE FDG LLC 1.625% 04/27/2026 144A                                                          | CUSIP: 378272BD9<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1583383.50   | 0.05%             | 2026-04-27      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| KOREA HYDRO and NUCLE PWR CO LTD                                                    | KOREA HYDRO and NUCLE PWR CO LTD 1.25% 04/27/2026 144A                                           | CUSIP: 50064YAP8<br>LEI: 9884008CRY5MLCN8OQ43 | Long             | DBT              | CORP              | KR        |   1421000 | PA      | $1404882.56   | 0.04%             | 2026-04-27      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| NBN CO LTD                                                                          | NBN CO LTD 1.45% 05/05/2026 144A                                                                 | CUSIP: 62878U2A9<br>LEI: 2549007CRZ2NT7S96A24 | Long             | DBT              | CORP              | AU        |   1765000 | PA      | $1744910.17   | 0.05%             | 2026-05-05      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SBA TOWER TR                                                                        | SBA TOWER TR 1.631% 05/15/2051 144A                                                              | CUSIP: 78403DAT7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1149000 | PA      | $1119896.17   | 0.03%             | 2051-05-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| HIGHMARK INC                                                                        | HIGHMARK INC 1.45% 05/10/2026 144A                                                               | CUSIP: 431116AD4<br>LEI: 549300B6868ZXXEB2Y57 | Long             | DBT              | CORP              | US        |    435000 | PA      | $429270.07    | 0.01%             | 2026-05-10      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                                            | EQT CORP 3.125% 05/15/2026 144A                                                                  | CUSIP: 26884LAM1<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   1715000 | PA      | $1703505.33   | 0.05%             | 2026-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MVW 2021-1W LLC                                                                     | MVW 2021-1W LLC 1.94% 01/22/2041 144A                                                            | CUSIP: 55389TAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     57412 | PA      | $55168.75     | 0.00%             | 2041-01-22      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| STARWOOD MTG RESIDENTIAL TR 2021-2                                                  | STARWOOD MTG RESIDENTIAL TR 2021-2 0.943% 05/25/2065 144A                                        | CUSIP: 85573HAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    174730 | PA      | $167726.31    | 0.01%             | 2065-05-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BRIGHTHOUSE FINANCIAL GLOBAL FUNDING                                                | BRIGHTHOUSE FINANCIAL GLOBAL FUNDING 1.55% 05/24/2026 144A                                       | CUSIP: 10921U2C1<br>LEI: 549300BLFX3KJ2IFOA78 | Long             | DBT              | CORP              | US        |    250000 | PA      | $246479.93    | 0.01%             | 2026-05-24      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| DNB BANK ASA                                                                        | DNB BANK ASA 1.535%/VAR 05/25/2027 144A                                                          | CUSIP: 23329PAG5<br>LEI: 549300GKFG0RYRRQ1414 | Long             | DBT              | CORP              | NO        |   2000000 | PA      | $1974806.46   | 0.06%             | 2027-05-25      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAPITAL LLC                                                          | CNH INDUSTRIAL CAPITAL LLC 1.45% 07/15/2026                                                      | CUSIP: 12592BAM6<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |   2200000 | PA      | $2162867.06   | 0.07%             | 2026-07-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ZAXBY'S FUNDING LLC                                                                 | ZAXBY'S FUNDING LLC 21-1A A2 3.238% 07/30/2051 144A                                              | CUSIP: 98920MAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    737275 | PA      | $694389.78    | 0.02%             | 2051-07-30      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MMAF 2021-A                                                                         | MMAF 2021-A 1.19% 11/13/2043 144A                                                                | CUSIP: 55317JAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    215000 | PA      | $213004.95    | 0.01%             | 2043-11-13      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                                    | SOCIETE GENERALE FRANCE 1.792%/VAR 06/09/2027 144A                                               | CUSIP: 83368RBC5<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   2200000 | PA      | $2169873.86   | 0.07%             | 2027-06-09      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| SVENSKA HANDELSBANKEN AB                                                            | SVENSKA HANDELSBANKEN AB 1.418%/VAR 06/11/2027 144A                                              | CUSIP: 86959LAH6<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |   3200000 | PA      | $3155585.41   | 0.10%             | 2027-06-11      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| BOOZ ALLEN AND HAMILTON INC                                                         | BOOZ ALLEN AND HAMILTON INC 4% 07/01/2029 144A                                                   | CUSIP: 09951LAB9<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |    210000 | PA      | $205120.71    | 0.01%             | 2029-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HOLDINGS PLC                                                     | SANTANDER UK GROUP HOLDINGS PLC 1.673%/VAR 06/14/2027                                            | CUSIP: 80281LAQ8<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    420000 | PA      | $414109.89    | 0.01%             | 2027-06-14      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                       | GOLDMAN SACHS GROUP INC (THE) 1.542%/VAR 09/10/2027                                              | CUSIP: 38141GYG3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2800000 | PA      | $2744094.50   | 0.08%             | 2027-09-10      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2021                                       | AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2021-2 D 1.29% 06/18/2027                               | CUSIP: 03066RAF2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    995000 | PA      | $990799.91    | 0.03%             | 2027-06-18      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| DEEPHAVEN RESIDENTIAL MORTGAGE TRUST 2021-2                                         | DEEPHAVEN RESIDENTIAL MORTGAGE TRUST 2021-2 A3 1.26% 04/25/2066 144A                             | CUSIP: 24381WAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    141918 | PA      | $127842.50    | 0.00%             | 2066-04-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                                   | NATWEST GROUP PLC 1.642%/VAR 06/14/2027                                                          | CUSIP: 639057AC2<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   2000000 | PA      | $1972780.80   | 0.06%             | 2027-06-14      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| COLT FUNDING LLC                                                                    | COLT FUNDING LLC 21-1 A2 1.167% 06/25/2066 144A                                                  | CUSIP: 19688EAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    307001 | PA      | $275120.17    | 0.01%             | 2066-06-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| HARDEES FDG LLC / CARLS JR FDG LLC                                                  | HARDEES FDG LLC / CARLS JR FDG LLC 2.865% 06/20/2051 144A                                        | CUSIP: 411707AK8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    270015 | PA      | $251847.85    | 0.01%             | 2051-06-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DELL INTERNATIONAL LLC / EMC CORP                                                   | DELL INTL/EMC CORP 6.02% 06/15/2026                                                              | CUSIP: 24703TAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    600000 | PA      | $603622.04    | 0.02%             | 2026-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DELL INTERNATIONAL LLC / EMC CORP                                                   | DELL INTL/EMC CORP 4.9% 10/01/2026                                                               | CUSIP: 24703TAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1759378.23   | 0.05%             | 2026-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                               | ATHENE GLOBAL FUNDING 1.608% 06/29/2026 144A                                                     | CUSIP: 04685A2Z3<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   2700000 | PA      | $2659924.58   | 0.08%             | 2026-06-29      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MVW 2021-1W LLC                                                                     | MVW 2021-1W LLC 1.44% 01/22/2041 144A                                                            | CUSIP: 55389TAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     35990 | PA      | $34610.74     | 0.00%             | 2041-01-22      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                                                | ENEL FINANCE INTL NV STEP 07/12/2026 144A                                                        | CUSIP: 29278GAM0<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |   4805000 | PA      | $4731038.94   | 0.15%             | 2026-07-12      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY INC                                                                 | CHENIERE ENERGY INC 4.625% 10/15/2028                                                            | CUSIP: 16411RAK5<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |    170000 | PA      | $170000.39    | 0.01%             | 2028-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MHP COML MTG TR 2021-STOR                                                           | MERIT 2021-STOR A TSFR1M+81.448 07/15/2038 144A                                                  | CUSIP: 55293BAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    907000 | PA      | $905024.83    | 0.03%             | 2038-07-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                      | MORGAN STANLEY 1.512%/VAR 07/20/2027                                                             | CUSIP: 61747YEC5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2700000 | PA      | $2655167.34   | 0.08%             | 2027-07-20      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST 2021-DNA1                                             | FREDDIE MAC STACR REMIC TRUST 2021-DNA1 SOFR30A+165 01/25/2034 144A                              | CUSIP: 35564KHE2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    109183 | PA      | $109416.60    | 0.00%             | 2034-01-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| VMWARE LLC                                                                          | VMWARE LLC 1.4% 08/15/2026                                                                       | CUSIP: 928563AJ4<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |   3100000 | PA      | $3045443.84   | 0.09%             | 2026-08-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| TOORAK MORTGAGE CORP 2018-1 LTD                                                     | TOORAK MORTGAGE CORP 2018-1 LTD 1.409% 07/25/2056 144A                                           | CUSIP: 89688WAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    118797 | PA      | $107753.21    | 0.00%             | 2056-07-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CELANESE US HLDGS LLC                                                               | CELANESE US HLDGS LLC 1.4% 08/05/2026                                                            | CUSIP: 15089QAK0<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    930000 | PA      | $908304.59    | 0.03%             | 2026-08-05      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                        | UBS GROUP AG 1.494%/VAR 08/10/2027 144A                                                          | CUSIP: 902613AH1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   3000000 | PA      | $2944019.52   | 0.09%             | 2027-08-10      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                                               | UBER TECHNOLOGIES INC 4.5% 08/15/2029 144A                                                       | CUSIP: 90353TAK6<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |   1842000 | PA      | $1840516.27   | 0.06%             | 2029-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NELNET STUDENT LN TR 2021-C                                                         | NELNET STUDENT LN TR 2021-C 1.32% 04/20/2062 144A                                                | CUSIP: 64035GAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    589283 | PA      | $552455.25    | 0.02%             | 2062-04-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| MFA 2021-NQM2 TR                                                                    | MFA 2021-NQM2 TR 1.317% 11/25/2064 144A                                                          | CUSIP: 55283WAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    141174 | PA      | $128341.83    | 0.00%             | 2064-11-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BLOX 2021-BLOX                                                                      | BLOX 2021-BLOX A TSFR1M+86.448 09/15/2026 144A                                                   | CUSIP: 055522AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2040000 | PA      | $2023471.51   | 0.06%             | 2026-09-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| AES CORP                                                                            | AES CORP 1.375% 01/15/2026                                                                       | CUSIP: 00130HCE3<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |   1724000 | PA      | $1714988.39   | 0.05%             | 2026-01-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| IMPERIAL FUND MORTGAGE TRUST 2021-NQM2                                              | IMPERIAL FUND MORTGAGE TRUST 1.516% 09/25/2056 144A                                              | CUSIP: 452761AC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    320404 | PA      | $275839.12    | 0.01%             | 2056-09-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| REVVITY INC                                                                         | REVVITY INC 1.9% 09/15/2028                                                                      | CUSIP: 714046AM1<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |    904000 | PA      | $850321.13    | 0.03%             | 2028-09-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BPR TRUST 2021-TY                                                                   | BPR TRUST 2021-TY TSFR1M+126.448 09/23/2023 144A                                                 | CUSIP: 05592AAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    780000 | PA      | $778062.79    | 0.02%             | 2038-09-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINANCIAL GROUP INC                                                 | SUMITOMO MITSUI FINL GRP INC 1.402% 09/17/2026                                                   | CUSIP: 86562MCH1<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   2800000 | PA      | $2742716.79   | 0.08%             | 2026-09-17      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| HPHT FINANCE 21 II LTD                                                              | HPHT FINANCE 21 II LTD 1.5% 09/17/2026 REGS                                                      | CUSIP: N/A<br>LEI: 254900SLH6EYTB8QK559       | Long             | DBT              | CORP              | KY        |    650000 | PA      | $635556.79    | 0.02%             | 2026-09-17      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BANK OF IRELAND GROUP PLC                                                           | BANK IRELAND GROUP PLC 2.029%/VAR 09/30/2027 144A                                                | CUSIP: 06279JAB5<br>LEI: 635400C8EK6DRI12LJ39 | Long             | DBT              | CORP              | IE        |   2200000 | PA      | $2161274.70   | 0.07%             | 2027-09-30      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| STARWOOD MORTGAGE RESIDENTIAL TRUST 2021-4                                          | STARWOOD MORTGAGE RESIDENTIAL TRUST 2021-4 1.162% 08/25/2056 144A                                | CUSIP: 85573PAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    729111 | PA      | $654916.33    | 0.02%             | 2056-08-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CNO GLOBAL FUNDING                                                                  | CNO GLOBAL FUNDING 1.75% 10/07/2026 144A                                                         | CUSIP: 18977W2A7<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |   1810000 | PA      | $1774837.49   | 0.05%             | 2026-10-07      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ELLINGTON FINANCIAL MORTGAGE TRUST 2021-3                                           | ELLINGTON FINANCIAL MORTGAGE TRUST 2021-3 A3 1.55% 09/25/2066 144A                               | CUSIP: 31573JAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    208228 | PA      | $176663.68    | 0.01%             | 2066-09-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                                                              | MARVELL TECHNOLOGY INC 1.65% 04/15/2026                                                          | CUSIP: 573874AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1810000 | PA      | $1792941.85   | 0.06%             | 2026-04-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                       | GOLDMAN SACHS GROUP INC (THE) 1.948%/VAR 10/21/2027                                              | CUSIP: 38141GYM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2600000 | PA      | $2548900.93   | 0.08%             | 2027-10-21      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2021-PAC                                               | BX COMMERCIAL MORTGAGE TRUST 2021-PAC TSFR1M+80.358 21 10/15/2036 144A                           | CUSIP: 05609PAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1872000 | PA      | $1868521.82   | 0.06%             | 2036-10-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TR 2021-4                                          | SANTANDER DRIVE AUTO RECEIVABLES TR 2021-4 1.67% 10/15/2027                                      | CUSIP: 80285VAF6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    247005 | PA      | $246283.25    | 0.01%             | 2027-10-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| NELNET STUDENT LN TR 2021-D                                                         | NELNET STUDENT LOAN TRUST 2021-D 1.63% 04/20/2062 144A                                           | CUSIP: 64034YAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    206305 | PA      | $196506.38    | 0.01%             | 2062-04-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BX 2021-BXMF                                                                        | BX 2021-BXMF TSFR1M+75.041 10/15/2026 144A                                                       | CUSIP: 05609RAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1228327 | PA      | $1225283.48   | 0.04%             | 2026-10-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                                                                         | VIATRIS INC 2.3% 06/22/2027                                                                      | CUSIP: 92556VAC0<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |    736000 | PA      | $710757.35    | 0.02%             | 2027-06-22      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BX TR 2021-ACNT                                                                     | BX TR 2021-ACNT TSFR1M+96.448 11/15/2026 144A                                                    | CUSIP: 05609QAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1433938 | PA      | $1432159.44   | 0.04%             | 2038-11-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST 2021-DNA1                                             | FREDDIE MAC STACR REMIC TRUST 2021-DNA1 M2 SOFR30A+180 11/25/2041 144A                           | CUSIP: 35564KMH9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    555000 | PA      | $558570.81    | 0.02%             | 2041-11-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                          | FNMA 30YR 3% 11/01/2051#MA4467                                                                   | CUSIP: 31418D6D9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1554948 | PA      | $1391594.13   | 0.04%             | 2051-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG NEW YORK BNCH                                                      | DEUTSCHE BANK AG NEW YORK BNCH 2.311%/VAR 11/16/2027                                             | CUSIP: 251526CP2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | US        |   2600000 | PA      | $2552242.47   | 0.08%             | 2027-11-16      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| SREIT TR 2021-MFP                                                                   | SREIT TR 2021-MFP TSFR1M+84.528 08 11/15/2038 144A                                               | CUSIP: 78472UAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1470489 | PA      | $1469115.13   | 0.05%             | 2038-11-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| AMEREN CORP                                                                         | AMEREN CORP 1.95% 03/15/2027                                                                     | CUSIP: 023608AL6<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |    578000 | PA      | $562684.40    | 0.02%             | 2027-03-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SIERRA TIMESHARE 2021-2 RECEIVABLES FUNDING LLC                                     | SIERRA TIMESHARE 2021-2 RECEIVABLES FUNDING LLC 1.8% 09/20/2038 144A                             | CUSIP: 82652RAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     78086 | PA      | $77545.11     | 0.00%             | 2038-09-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SIERRA TIMESHARE 2021-2 RECEIVABLES FUNDING LLC                                     | SIERRA TIMESHARE 2021-2 RECEIVABLES FUNDING LLC 1.95% 09/20/2038 144A                            | CUSIP: 82652RAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    163364 | PA      | $162080.06    | 0.01%             | 2038-09-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BINOM SECURITIZATION TRUST 2021-INV1                                                | BINOM SECURITIZATION TRUST 2021-INV1 A3 2.625% 06/25/2056 144A                                   | CUSIP: 05552UAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    222422 | PA      | $206280.43    | 0.01%             | 2056-06-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BINOM SECURITIZATION TRUST 2021-INV1                                                | BINOM SECURITIZATION TRUST 2021-INV1 A2 2.37% 06/25/2056 144A                                    | CUSIP: 05552UAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    708970 | PA      | $656147.14    | 0.02%             | 2056-06-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAP HLDGS INC                                                        | NEXTERA ENERGY CAP HLDGS INC 1.875% 01/15/2027                                                   | CUSIP: 65339KBY5<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   1255000 | PA      | $1224955.31   | 0.04%             | 2027-01-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                                                              | MARVELL TECHNOLOGY INC 4.875% 06/22/2028                                                         | CUSIP: 573874AN4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1520000 | PA      | $1546623.86   | 0.05%             | 2028-06-22      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TR 2021-P4                                                 | CARVANA AUTO RECEIVABLES TR 2021-P4 1.98% 02/10/2028                                             | CUSIP: 14687KAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    445000 | PA      | $435181.52    | 0.01%             | 2028-02-10      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SANTANDER HLDGS USA INC                                                             | SANTANDER HLDGS USA INC 2.49%/VAR 01/06/2028                                                     | CUSIP: 80282KBC9<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    760000 | PA      | $744506.23    | 0.02%             | 2028-01-06      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG NEW YORK BNCH                                                      | DEUTSCHE BANK AG NEW YORK BNCH 2.552%/VAR 01/07/2028                                             | CUSIP: 25160PAH0<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | US        |   2600000 | PA      | $2551008.41   | 0.08%             | 2028-01-07      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                       | FHLG 30YR 2.5% 01/01/2052#RA6623                                                                 | CUSIP: 3133KNLC5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    760373 | PA      | $658306.94    | 0.02%             | 2052-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                         | BNP PARIBAS 2.591%/VAR 01/20/2028 144A                                                           | CUSIP: 09659W2T0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   2700000 | PA      | $2650662.52   | 0.08%             | 2028-01-20      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| MADISON PARK FUNDING XXXIII LTD                                                     | MADISON PARK FUNDING XXXIII LTD AR TSFR3M+129 10/15/2032 144A                                    | CUSIP: 55819JAN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1876855 | PA      | $1878476.21   | 0.06%             | 2032-10-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2021-VINO                                              | BX COMMERCIAL MORTGAGE TRUST 22-LP2 A TSFR1M+96.27 02/15/2039 144A                               | CUSIP: 05610HAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    527044 | PA      | $526058.10    | 0.02%             | 2039-02-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI AUTO RECEIVABLES TRUST 2022-A                                            | WORLD OMNI AUTO RECEIVABLES TRUST 2022-A 2.55% 09/15/2028                                        | CUSIP: 98164GAF7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    600000 | PA      | $596663.94    | 0.02%             | 2028-09-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JERSEY MIKES FDG LLC                                                                | JERSEY MIKES FDG LLC 2.891% 02/15/2052 144A                                                      | CUSIP: 476681AB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     49250 | PA      | $48246.63     | 0.00%             | 2052-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AMUR EQUIPMENT FINANCE RECEIVABLES X LLC                                            | AMUR EQUIPMENT FINANCE RECEIVABLES X LLC 2.37% 04/20/2028 144A                                   | CUSIP: 03236VAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    255881 | PA      | $255227.82    | 0.01%             | 2028-04-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                    | CROWN CASTLE INC 2.9% 03/15/2027                                                                 | CUSIP: 22822VAZ4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   1115000 | PA      | $1095870.21   | 0.03%             | 2027-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                           | GNII II 3.5% 02/20/2052#                                                                         | CUSIP: 36179WXL7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    836400 | PA      | $777076.02    | 0.02%             | 2052-02-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST LLC                                                        | ANGEL OAK MORTGAGE TRUST LLC VAR 01/25/2067 144A                                                 | CUSIP: 03464PAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1337547 | PA      | $1295802.98   | 0.04%             | 2067-01-25      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TR 2022-N1                                                 | CARVANA AUTO RECEIVABLES TR 2022-N1 3.32% 12/11/2028 144A                                        | CUSIP: 14686GAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     57433 | PA      | $56729.63     | 0.00%             | 2028-12-11      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BAT INTERNATIONAL FINANCE PLC                                                       | BAT INTL FINANCE PLC 4.448% 03/16/2028                                                           | CUSIP: 05530QAP5<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |   1985000 | PA      | $2000206.41   | 0.06%             | 2028-03-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                                  | WELLS FARGO and CO NEW 3.526%/VAR 03/24/2028                                                     | CUSIP: 95000U2V4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   3130000 | PA      | $3107289.82   | 0.10%             | 2028-03-24      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                                        | ING GROEP NV 4.017%/VAR 03/28/2028                                                               | CUSIP: 456837BB8<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   2100000 | PA      | $2096889.27   | 0.06%             | 2028-03-28      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                          | FNMA 30YR 2.5% 01/01/2052#                                                                       | CUSIP: 3140QM4V3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    691488 | PA      | $595427.30    | 0.02%             | 2052-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HOME PARTNERS AMER 2022-1 TR                                                        | HOME PARTNERS AMER 2022-1 TR 3.93% 04/17/2039 144A                                               | CUSIP: 43730NAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    389101 | PA      | $386906.87    | 0.01%             | 2039-04-17      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WORKDAY INC                                                                         | WORKDAY INC 3.5% 04/01/2027                                                                      | CUSIP: 98138HAG6<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |    525000 | PA      | $521261.24    | 0.02%             | 2027-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JACK IN THE BOX FUNDING LLC                                                         | JACK IN THE BOX FUNDING LLC 3.445% 02/26/2052 144A                                               | CUSIP: 466365AD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    749250 | PA      | $729508.39    | 0.02%             | 2052-02-26      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                                | KEURIG DR PEPPER INC 3.95% 04/15/2029                                                            | CUSIP: 49271VAP5<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    198000 | PA      | $195633.99    | 0.01%             | 2029-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CSL FINANCE PLC                                                                     | CSL FINANCE PLC 3.85% 04/27/2027 144A                                                            | CUSIP: 12661PAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    395000 | PA      | $394241.00    | 0.01%             | 2027-04-27      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SABEY DATA CTR ISSUER LLC                                                           | SABEY DATA CTR ISSUER LLC 1.881% 06/20/2046 144A                                                 | CUSIP: 78520EAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    733000 | PA      | $718455.08    | 0.02%             | 2046-06-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| OCTANE RECEIVABLES TRUST 2022-1                                                     | OCTANE RECEIVABLES TRUST 2022-1A B 4.9% 05/22/2028 144A                                          | CUSIP: 67571EAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     36529 | PA      | $36539.74     | 0.00%             | 2028-05-22      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LIFE FINANCIAL SERVICES TRUST 2022                                                  | LIFE FINANCIAL SERVICES TRUST 2022 TSFR1M+129.524 05/15/2039 144A                                | CUSIP: 53218DAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2874000 | PA      | $2770348.04   | 0.09%             | 2039-05-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COMPANY                                                                    | SOUTHERN COMPANY STEP 08/01/2027                                                                 | CUSIP: 842587DD6<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    705000 | PA      | $715922.59    | 0.02%             | 2027-08-01      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| NXP B V/NXP FDG LLC/NXP USA INC                                                     | NXP B V/NXP FDG LLC/NXP USA INC 4.4% 06/01/2027                                                  | CUSIP: 62954HBE7<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    155000 | PA      | $155615.22    | 0.00%             | 2027-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VAR ENERGI ASA                                                                      | VAR ENERGI ASA 5% 05/18/2027 144A                                                                | CUSIP: 92212WAA8<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |    790000 | PA      | $797050.54    | 0.02%             | 2027-05-18      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NXP B V/NXP FDG LLC/NXP USA INC                                                     | NXP B V/NXP FDG LLC/NXP USA INC 3.875% 06/18/2026                                                | CUSIP: 62954HAZ1<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   2695000 | PA      | $2690864.98   | 0.08%             | 2026-06-18      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NXP B V/NXP FDG LLC/NXP USA INC                                                     | NXP B V/NXP FDG LLC/NXP USA INC 3.15% 05/01/2027                                                 | CUSIP: 62954HAX6<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    195000 | PA      | $192233.75    | 0.01%             | 2027-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NXP B V/NXP FDG LLC/NXP USA INC                                                     | NXP B V/NXP FDG LLC/NXP USA INC 4.3% 06/18/2029                                                  | CUSIP: 62954HAV0<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    873000 | PA      | $874232.45    | 0.03%             | 2029-06-18      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG LLC                                                                  | NXP BV/NXP FDG LLC 5.35% 03/01/2026                                                              | CUSIP: 62947QBB3<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   2600000 | PA      | $2601214.82   | 0.08%             | 2026-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VACATIONS TRUST 2022-1D                                                | HILTON GRAND VACATIONS TRUST 2022-1D 3.61% 06/20/2034 144A                                       | CUSIP: 43283BAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     98073 | PA      | $97535.31     | 0.00%             | 2034-06-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                          | FNMA 30YR 4% 05/01/2052#CB3627                                                                   | CUSIP: 3140QPA56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    725411 | PA      | $696327.15    | 0.02%             | 2052-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| IMPERIAL FUND MORTGAGE TRUST 2022-NQM4                                              | IMPERIAL FUND MORTGAGE TRUST 2022-NQM4 A1 4.767% 06/25/2067 144A                                 | CUSIP: 45276NAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1112718 | PA      | $1112599.17   | 0.03%             | 2067-06-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS and ELECTRIC CO                                                         | PACIFIC GAS and ELECTRIC CO 5.45% 06/15/2027                                                     | CUSIP: 694308KF3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    135000 | PA      | $136989.80    | 0.00%             | 2027-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST 2021-DNA1                                             | FREDDIE MAC STACR REMIC TRUST 2021-DNA1 SOFR30A+295 06/25/2042 144A                              | CUSIP: 35564KYN3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    483607 | PA      | $493115.78    | 0.02%             | 2042-06-25      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                          | FNMA 30YR 2% 02/01/2052#FS2040                                                                   | CUSIP: 3140XHHS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    199018 | PA      | $162922.86    | 0.01%             | 2052-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| TARGA RES CORP                                                                      | TARGA RES CORP 5.2% 07/01/2027                                                                   | CUSIP: 87612KAA0<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    345000 | PA      | $350480.65    | 0.01%             | 2027-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CELANESE US HLDGS LLC                                                               | CELANESE US HLDGS LLC VAR 07/15/2027                                                             | CUSIP: 15089QAM6<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    579000 | PA      | $595873.22    | 0.02%             | 2027-07-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                          | FNMA 30YR 4% 08/01/2052#MA4700                                                                   | CUSIP: 31418EGJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    772976 | PA      | $741018.69    | 0.02%             | 2052-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| US BANCORP DEL                                                                      | US BANCORP DEL 4.548%/VAR 07/22/2028                                                             | CUSIP: 91159HJF8<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   1070000 | PA      | $1078244.16   | 0.03%             | 2028-07-22      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                      | GNMA II 3.5% 07/20/2052#MA8149                                                                   | CUSIP: 36179XBS4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    668189 | PA      | $620586.82    | 0.02%             | 2052-07-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FINANCE PLC                                                         | IMPERIAL BRANDS FINANCE PLC 6.125% 07/27/2027 144A                                               | CUSIP: 45262BAF0<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |   1050000 | PA      | $1080505.46   | 0.03%             | 2027-07-27      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                          | INTEL CORP 3.75% 08/05/2027                                                                      | CUSIP: 458140BY5<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    655000 | PA      | $650446.54    | 0.02%             | 2027-08-05      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                          | INTEL CORP 4% 08/05/2029                                                                         | CUSIP: 458140BZ2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    715000 | PA      | $708445.47    | 0.02%             | 2029-08-05      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP NEW                                                                | DUKE ENERGY CORP NEW 4.3% 03/15/2028                                                             | CUSIP: 26441CBS3<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    515000 | PA      | $517558.36    | 0.02%             | 2028-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                          | FNMA 30YR 4% 09/01/2052#MA4732                                                                   | CUSIP: 31418EHJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1616162 | PA      | $1548333.98   | 0.05%             | 2052-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                       | FHLG 30YR 4.5% 09/01/2052#SD8245                                                                 | CUSIP: 3132DWES8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3286313 | PA      | $3235897.20   | 0.10%             | 2052-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FING 2022-3 LLC                                                    | ENTERPRISE FLEET FING 2022-3 LLC 4.38% 07/20/2029 144A                                           | CUSIP: 29374FAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     30022 | PA      | $30030.04     | 0.00%             | 2029-07-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                       | GOLDMAN SACHS GROUP INC (THE) 4.482%/VAR 08/23/2028                                              | CUSIP: 38141GZU1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    735000 | PA      | $739792.52    | 0.02%             | 2028-08-23      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| DOLLAR GEN CORP NEW                                                                 | DOLLAR GEN CORP NEW 4.625% 11/01/2027                                                            | CUSIP: 256677AK1<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |    620000 | PA      | $624874.43    | 0.02%             | 2027-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| KOREA ELEC POWER CORP                                                               | KOREA ELEC POWER CORP 5.375% 04/06/2026 144A                                                     | CUSIP: 500631AX4<br>LEI: 988400QG33WS7JEIV602 | Long             | DBT              | CORP              | KR        |   1750000 | PA      | $1757667.05   | 0.05%             | 2026-04-06      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                          | FNMA 30YR 4.5% 11/52#MA4805                                                                      | CUSIP: 31418EKT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1964512 | PA      | $1934374.50   | 0.06%             | 2052-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                      | GNMA II 4% 10/20/2052#MA8346                                                                     | CUSIP: 36179XHX7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    790357 | PA      | $756866.07    | 0.02%             | 2052-10-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                          | HUMANA INC 5.75% 03/01/2028                                                                      | CUSIP: 444859BU5<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    300000 | PA      | $310017.68    | 0.01%             | 2028-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                     | PHILIP MORRIS INTL INC 5.125% 11/17/2027                                                         | CUSIP: 718172CV9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    307000 | PA      | $313428.68    | 0.01%             | 2027-11-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SBA TOWER TR                                                                        | SBA TOWER TR 6.599% 11/15/2052 144A                                                              | CUSIP: 78403DAZ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1160000 | PA      | $1187553.94   | 0.04%             | 2052-11-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                                  | REALTY INCOME CORP 5.05% 01/13/2026                                                              | CUSIP: 756109BQ6<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    230000 | PA      | $230020.69    | 0.01%             | 2026-01-13      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                    | CROWN CASTLE INC 5% 01/11/2028                                                                   | CUSIP: 22822VBA8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    600000 | PA      | $609052.77    | 0.02%             | 2028-01-11      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                         | BANK OF AMERICA CORPORATION 5.08%/VAR 01/20/2027                                                 | CUSIP: 06051GLE7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    645000 | PA      | $645630.62    | 0.02%             | 2027-01-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GRP INC                                                      | PNC FINANCIAL SERVICES GRP INC 4.758%/VAR 01/26/2027                                             | CUSIP: 693475BL8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   3100000 | PA      | $3101545.35   | 0.10%             | 2027-01-26      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAP HLDGS INC                                                        | NEXTERA ENERGY CAP HLDGS INC 4.6% 09/01/2027                                                     | CUSIP: N/A<br>LEI: UMI46YPGBLUE4VGNNT48       | Long             | DBT              | CORP              | US        |    255000 | PA      | $257698.95    | 0.01%             | 2027-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON and CO                                                             | BECTON DICKINSON and CO 4.693% 02/13/2028                                                        | CUSIP: 075887CQ0<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |   1325000 | PA      | $1342063.97   | 0.04%             | 2028-02-13      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                          | INTEL CORP 4.875% 02/10/2028                                                                     | CUSIP: 458140CE8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    222000 | PA      | $225399.89    | 0.01%             | 2028-02-10      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| KOREA HOUSING FINANCE CORP                                                          | KOREA HSG FIN CORP 4.625% 02/24/2028 144A                                                        | CUSIP: 50065RAK3<br>LEI: 9884002AAOBT56QW9B80 | Long             | DBT              | CORP              | KR        |   1600000 | PA      | $1625322.16   | 0.05%             | 2028-02-24      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST                                                 | EXETER AUTOMOBILE RECEIVABLES TRUST 6.69% 06/15/2029                                             | CUSIP: 30168BAF7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     80000 | PA      | $81329.95     | 0.00%             | 2029-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION ENERGY GENERATION LLC                                                 | CONSTELLATION ENERGY GENERATION LLC 5.6% 03/01/2028                                              | CUSIP: 210385AB6<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    269000 | PA      | $278038.29    | 0.01%             | 2028-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HDFC BANK LTD                                                                       | HDFC BANK LTD 5.686% 03/02/2026 REGS                                                             | CUSIP: N/A<br>LEI: 335800ZQ6I4E2JXENC50       | Long             | DBT              | CORP              | IN        |    800000 | PA      | $802552.00    | 0.02%             | 2026-03-02      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COS INC                                                                    | WILLIAMS COS INC 5.4% 03/02/2026                                                                 | CUSIP: 969457CH1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   2140000 | PA      | $2147454.86   | 0.07%             | 2026-03-02      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                                   | NATWEST GROUP PLC 5.847%/VAR 03/02/2027                                                          | CUSIP: 639057AJ7<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   3300000 | PA      | $3312520.27   | 0.10%             | 2027-03-02      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2023-1                                     | AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2023-1 5.8% 12/18/2028                                  | CUSIP: 03067BAF6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    625000 | PA      | $634885.44    | 0.02%             | 2028-12-18      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI SELECT AUTO TR 2023-A                                                    | WORLD OMNI SELECT AUTO TR 2023-A 5.87% 08/15/2028                                                | CUSIP: 98163UAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    280000 | PA      | $281765.34    | 0.01%             | 2028-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                       | FHLG 30YR 4.5% 02/01/2053#SD8298                                                                 | CUSIP: 3132DWGF4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    454248 | PA      | $446853.70    | 0.01%             | 2053-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                        | NISOURCE INC 5.25% 03/30/2028                                                                    | CUSIP: 65473PAN5<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    210000 | PA      | $215445.48    | 0.01%             | 2028-03-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                                                         | NUTRIEN LTD 4.9% 03/27/2028                                                                      | CUSIP: 67077MBA5<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    400000 | PA      | $407197.24    | 0.01%             | 2028-03-27      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FINANCE NORTH AMERICA LLC                                             | MERCEDES-BENZ FINANCE NORTH AMERICA LLC 4.8% 03/30/2026 144A                                     | CUSIP: 58769JAF4<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    365000 | PA      | $365724.42    | 0.01%             | 2026-03-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORPORATION NEW                                                            | AMPHENOL CORPORATION NEW 4.75% 03/30/2026                                                        | CUSIP: 032095AM3<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    340000 | PA      | $340706.25    | 0.01%             | 2026-03-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK MANDIRI PERSERO TBK PT                                                         | BANK MANDIRI PERSERO TBK PT 5.5% 04/04/2026 REGS                                                 | CUSIP: N/A<br>LEI: 549300RSKQN4Z5ZSGH94       | Long             | DBT              | CORP              | ID        |   1900000 | PA      | $1908113.00   | 0.06%             | 2026-04-04      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                             | HYUNDAI CAP AMER 5.5% 03/30/2026 144A                                                            | CUSIP: 44891ACB1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    935000 | PA      | $938872.95    | 0.03%             | 2026-03-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                             | HYUNDAI CAP AMER 5.6% 03/30/2028 144A                                                            | CUSIP: 44891ACD7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    580000 | PA      | $596411.31    | 0.02%             | 2028-03-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST 2023-A                                                 | FORD CREDIT AUTO OWNER TRUST 2023-A 5.07% 01/15/2029                                             | CUSIP: 344928AF3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1495000 | PA      | $1510090.08   | 0.05%             | 2029-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HPEFS EQUIPTMENT TRUST                                                              | HPEFS EQUIPTMENT TRUST 23-1A C 5.91% 04/20/2028 144A                                             | CUSIP: 40443DAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    236889 | PA      | $237201.85    | 0.01%             | 2028-04-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GENERAL MTRS FINL CO INC                                                            | GENERAL MTRS FINL CO INC 5.4% 04/06/2026                                                         | CUSIP: 37045XEF9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   2495000 | PA      | $2505450.61   | 0.08%             | 2026-04-06      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MVW 2023-1 LLC                                                                      | MVW 2023-1 LLC 4.93% 10/20/2040 144A                                                             | CUSIP: 62848PAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    464488 | PA      | $469998.26    | 0.01%             | 2040-10-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TAKE-TWO INTERACTV SOFTWR INC                                                       | TAKE-TWO INTERACTV SOFTWR INC 5% 03/28/2026                                                      | CUSIP: 874054AJ8<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |   1375000 | PA      | $1377978.14   | 0.04%             | 2026-03-28      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CHESAPEAKE FUNDING II LLC                                                           | CHESAPEAKE FUNDING II LLC 5.65% 05/15/2035 144A                                                  | CUSIP: 165183CU6<br>LEI: 5493000HT7H4OFOD6Z12 | Long             | ABS-CBDO         | CORP              | US        |    574365 | PA      | $577630.48    | 0.02%             | 2035-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                                            | MARS INC 4.55% 04/20/2028 144A                                                                   | CUSIP: 571676AT2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   1660000 | PA      | $1680693.41   | 0.05%             | 2028-04-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                       | FHLG 30YR 2.5% 04/01/2052#SD0998                                                                 | CUSIP: 3132DNDB6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    410308 | PA      | $354974.85    | 0.01%             | 2052-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                      | GNMA II 5.5% 04/20/2053#MA8801                                                                   | CUSIP: 36179XX68<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1194779 | PA      | $1213476.23   | 0.04%             | 2053-04-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TR 2023-2                                                         | CARMAX AUTO OWNER TR 2023-2 C 5.57% 11/15/2028                                                   | CUSIP: 142921AG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    955000 | PA      | $968013.88    | 0.03%             | 2028-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TR 2023-2                                                         | CARMAX AUTO OWNER TR 2023-2 D 6.55% 10/15/2029                                                   | CUSIP: 142921AH8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    635000 | PA      | $648814.74    | 0.02%             | 2029-10-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BANK NEW YORK MELLON CORP                                                           | BANK NEW YORK MELLON CORP 4.947%/VAR 04/26/2027                                                  | CUSIP: 06406RBQ9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   2600000 | PA      | $2609830.29   | 0.08%             | 2027-04-26      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                    | CROWN CASTLE INC 4.8% 09/01/2028                                                                 | CUSIP: 22822VBB6<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    835000 | PA      | $846000.80    | 0.03%             | 2028-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ERAC USA FIN LLC                                                                    | ERAC USA FIN LLC 4.6% 05/01/2028 144A                                                            | CUSIP: 26884TAV4<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |   1205000 | PA      | $1222461.38   | 0.04%             | 2028-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LTD                                                         | AVOLON HOLDINGS FUNDING LTD 6.375% 05/04/2028 144A                                               | CUSIP: 05401AAS0<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    300000 | PA      | $312822.08    | 0.01%             | 2028-05-04      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                        | BARCLAYS PLC 5.829%/VAR 05/09/2027                                                               | CUSIP: 06738ECF0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   2600000 | PA      | $2617701.09   | 0.08%             | 2027-05-09      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| SCHLUMBERGER INVT SA                                                                | SCHLUMBERGER INVT SA 4.5% 05/15/2028                                                             | CUSIP: 806854AK1<br>LEI: 529900EZ29I5KXPV2J32 | Long             | DBT              | CORP              | LU        |    749000 | PA      | $755942.71    | 0.02%             | 2028-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                                   | EVERSOURCE ENERGY 4.75% 05/15/2026                                                               | CUSIP: 30040WAV0<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2005728.50   | 0.06%             | 2026-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                                                       | DTE ENERGY CO 4.875% 06/01/2028                                                                  | CUSIP: 233331BJ5<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    830000 | PA      | $845070.55    | 0.03%             | 2028-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FORD CR FLOORPLN MAST OWN TR A                                                      | FORD CR FLOORPLN MAST OWN TR 2023-1 C 5.75% 05/15/2028 144A                                      | CUSIP: 34528QHY3<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-CBDO         | CORP              | US        |    405000 | PA      | $407090.73    | 0.01%             | 2028-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FORD CR FLOORPLN MAST OWN TR A                                                      | FORD CR FLOORPLN MAST OWN TR 2023-1 D 6.62% 05/15/2028 144A                                      | CUSIP: 34528QHZ0<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-CBDO         | CORP              | US        |    750000 | PA      | $756133.65    | 0.02%             | 2028-05-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING CO L P / PTL FIN CORP                                          | PENSKE TRUCK LEASING CO LP /CORP 5.75% 05/24/2026 144A                                           | CUSIP: 709599BU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2170000 | PA      | $2182986.28   | 0.07%             | 2026-05-24      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                               | TRUIST FINANCIAL CORP 6.047%/VAR 06/08/2027                                                      | CUSIP: 89788MAN2<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3027256.08   | 0.09%             | 2027-06-08      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                                                          | CAPITAL ONE FIN CORP 6.312%/VAR 06/08/2029                                                       | CUSIP: 14040HCZ6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    415000 | PA      | $435767.29    | 0.01%             | 2029-06-08      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| DOLLAR GEN CORP NEW                                                                 | DOLLAR GEN CORP NEW 5.2% 07/05/2028                                                              | CUSIP: 256677AN5<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |    584000 | PA      | $598813.94    | 0.02%             | 2028-07-05      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| OCWEN LN INVT TR 2023-HB1                                                           | OCWEN LN INVT TR 2023-HB1 A 3% 06/25/2036 144A                                                   | CUSIP: 67578KAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     20035 | PA      | $19952.77     | 0.00%             | 2036-06-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SANTANDER BANK NA - SBCLN                                                           | SANTANDER BANK NA - SBCLN 6.493% 06/15/2033 144A                                                 | CUSIP: 80290CBU7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     17758 | PA      | $17780.79     | 0.00%             | 2033-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                                              | SEMPRA 5.4% 08/01/2026                                                                           | CUSIP: 816851BQ1<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    330000 | PA      | $332211.61    | 0.01%             | 2026-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NASDAQ INC                                                                          | NASDAQ INC 5.35% 06/28/2028                                                                      | CUSIP: 63111XAH4<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |    380000 | PA      | $391970.54    | 0.01%             | 2028-06-28      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GMF FLOORPLAN OWNER REVOLVING TR                                                    | GMF FLOORPLAN OWNER REVOLVING TR 2023-1 A2 SOFR30A+115 06/15/2028 144A                           | CUSIP: 361886CS1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $1003858.90   | 0.03%             | 2028-06-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                                                  | CREDIT AGRICOLE SA 5.589% 07/05/2026 144A                                                        | CUSIP: 22534PAE3<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   2600000 | PA      | $2624109.10   | 0.08%             | 2026-07-05      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG NEW YORK BNCH                                                      | DEUTSCHE BANK AG NEW YORK BNCH 7.146%/VAR 07/13/2027                                             | CUSIP: 25160PAN7<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3051554.28   | 0.09%             | 2027-07-13      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| MMAF EQUIPMENT FINANCE LLC 2023-A                                                   | MMAF EQUIPMENT FINANCE LLC 2023-A 5.79% 11/13/2026 144A                                          | CUSIP: 55317WAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     65982 | PA      | $66021.75     | 0.00%             | 2026-11-13      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                          | FNMA 30YR 5% 03/01/2050#FS5079                                                                   | CUSIP: 3140XLUD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    961756 | PA      | $980752.01    | 0.03%             | 2050-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CARMX 2023-3 A3                                                                     | CARMX 2023-3 A3 5.61% 02/15/2029                                                                 | CUSIP: 14319BAF9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    975000 | PA      | $990750.44    | 0.03%             | 2029-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CARMX 2023-3 A3                                                                     | CARMX 2023-3 A3 6.44% 12/16/2030                                                                 | CUSIP: 14319BAG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    350000 | PA      | $358069.18    | 0.01%             | 2030-12-16      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DLLAA 2023-1A                                                                       | DLLAA 2023-1A 5.64% 02/22/2028 144A                                                              | CUSIP: 23292HAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    553241 | PA      | $559089.16    | 0.02%             | 2028-02-22      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                                              | EXTRA SPACE STORAGE LP 3.875% 12/15/2027                                                         | CUSIP: 30225VAM9<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |   1065000 | PA      | $1059964.84   | 0.03%             | 2027-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                                 | AMERICAN EXPRESS CO 5.389%/VAR 07/28/2027                                                        | CUSIP: 025816DG1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   2600000 | PA      | $2623054.59   | 0.08%             | 2027-07-28      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS INC                                                           | ROGERS COMMUNICATIONS INC 3.2% 03/15/2027                                                        | CUSIP: 775109CG4<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |   1415000 | PA      | $1396324.22   | 0.04%             | 2027-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                            | LLOYDS BANKING GROUP PLC 5.985%/VAR 08/07/2027                                                   | CUSIP: 539439AY5<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   2000000 | PA      | $2024105.70   | 0.06%             | 2027-08-07      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VACATIONS TRUST 2023-1A                                                | HILTON GRAND VACATIONS TRUST 2023-1A 6.11% 01/25/2038 144A                                       | CUSIP: 432917AB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    504143 | PA      | $517606.09    | 0.02%             | 2038-01-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VACATIONS TRUST 2023-1A                                                | HILTON GRAND VACATIONS TRUST 2023-1A C 6.94% 01/25/2038 144A                                     | CUSIP: 432917AC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     93496 | PA      | $96620.24     | 0.00%             | 2038-01-25      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINES HOLDING CO LLC                                                   | COLUMBIA PIPELINES HOLDING CO LLC 6.055% 08/15/2026 144A                                         | CUSIP: 19828AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $151465.66    | 0.00%             | 2026-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                   | HSBC HOLDINGS PLC 5.887%/VAR 08/14/2027                                                          | CUSIP: 404280DZ9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   2600000 | PA      | $2630430.43   | 0.08%             | 2027-08-14      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                             | HCA INC 3.125% 03/15/2027                                                                        | CUSIP: 404119CH0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1140000 | PA      | $1125030.72   | 0.03%             | 2027-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                           | ONEOK INC 5.55% 11/01/2026                                                                       | CUSIP: 682680BH5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    990000 | PA      | $1001334.05   | 0.03%             | 2026-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| VERDANT RECEIVABLES 2023-1 LLC                                                      | VERDANT RECEIVABLES 2023-1 LLC 6.24% 01/13/2031 144A                                             | CUSIP: 92339GAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    445337 | PA      | $453083.19    | 0.01%             | 2031-01-13      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                          | FISERV INC 5.375% 08/21/2028                                                                     | CUSIP: 337738BG2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    590000 | PA      | $604938.40    | 0.02%             | 2028-08-21      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMER FIN LLC                                                       | VOLKSWAGEN GROUP AMER FIN LLC 5.7% 09/12/2026 144A                                               | CUSIP: 928668BV3<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   1425000 | PA      | $1441628.94   | 0.04%             | 2026-09-12      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SWEDBANK AB                                                                         | SWEDBANK AB 6.136% 09/12/2026 144A                                                               | CUSIP: 87020PAX5<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |   2400000 | PA      | $2438640.74   | 0.08%             | 2026-09-12      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                                        | ING GROEP NV 6.083%/VAR 09/11/2027                                                               | CUSIP: 456837BF9<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   2500000 | PA      | $2535648.43   | 0.08%             | 2027-09-11      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                                                        | CAIXABANK SA 6.684%/VAR 09/13/2027 144A                                                          | CUSIP: 12803RAB0<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |   1530000 | PA      | $1559129.24   | 0.05%             | 2027-09-13      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                        | BARCLAYS PLC 6.496%/VAR 09/13/2027                                                               | CUSIP: 06738ECJ2<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   2600000 | PA      | $2644437.93   | 0.08%             | 2027-09-13      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO LEASE SECURITIZATION TRUST 2023-C                                      | HYUNDAI AUTO LEASE SECURITIZATION TRUST 2023-C 5.8% 12/15/2026 144A                              | CUSIP: 44935VAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    872360 | PA      | $873528.63    | 0.03%             | 2026-12-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 23-6                                                     | VERUS SECURITIZATION TRUST 23-6 6.939% 09/25/2068 144A                                           | CUSIP: 92539XAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    263367 | PA      | $265952.75    | 0.01%             | 2068-09-25      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                         | BANK OF AMERICA CORPORATION 5.933%/VAR 09/15/2027                                                | CUSIP: 06051GLV9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2200000 | PA      | $2230688.72   | 0.07%             | 2027-09-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CHESAPEAKE FUNDING II LLC                                                           | CHESAPEAKE FUNDING II LLC 6.16% 10/15/2035 144A                                                  | CUSIP: 165183CZ5<br>LEI: 5493000HT7H4OFOD6Z12 | Long             | ABS-CBDO         | CORP              | US        |    130485 | PA      | $132185.86    | 0.00%             | 2035-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO LEASE TRUST 2023-B                                                 | FORD CREDIT AUTO LEASE TRUST 2023-B C 6.43% 04/15/2027                                           | CUSIP: 34529NAG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    575000 | PA      | $578642.05    | 0.02%             | 2027-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST                           | AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST 6.1% 01/15/2027                        | CUSIP: 00774MBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    495000 | PA      | $504488.69    | 0.02%             | 2027-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HPEFS EQUIPMENT TRUST 2023-2                                                        | HPEFS EQUIPMENT TRUST 2023-2 6.48% 01/21/2031 144A                                               | CUSIP: 44328UAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    210000 | PA      | $210765.49    | 0.01%             | 2031-01-21      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HPEFS EQUIPMENT TRUST 2023-2                                                        | HPEFS EQUIPMENT TRUST 2023-2 6.97% 07/21/2031 144A                                               | CUSIP: 44328UAF3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    215000 | PA      | $217486.07    | 0.01%             | 2031-07-21      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| OCTANE RECEIVABLES TRUST 2023-3                                                     | OCTANE RECEIVABLES TRUST 2023-3 B 6.48% 07/20/2029 144A                                          | CUSIP: 67571CAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    230000 | PA      | $233369.48    | 0.01%             | 2029-07-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| OCTANE RECEIVABLES TRUST 2023-3                                                     | OCTANE RECEIVABLES TRUST 2023-3A C 6.74% 08/20/2029 144A                                         | CUSIP: 67571CAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    100000 | PA      | $102556.46    | 0.00%             | 2029-08-20      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ELARA HGV TIMESHARE ISSUER 2023-A LLC                                               | ELARA HGV TIMESHARE ISSUER 2023-A C LLC 7.3% 02/25/2038 144A                                     | CUSIP: 28415AAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    222064 | PA      | $229900.48    | 0.01%             | 2038-02-25      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ELARA HGV TIMESHARE ISSUER 2023-A LLC                                               | ELARA HGV TIMESHARE ISSUER 2023-A A LLC 6.16% 02/25/2038 144A                                    | CUSIP: 28415AAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    162182 | PA      | $167944.32    | 0.01%             | 2038-02-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TR 2023-7                                                      | VERUS SECURITIZATION TR 2023-7 A2 7.272% 10/25/2068 144A                                         | CUSIP: 92539YAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    102157 | PA      | $103532.09    | 0.00%             | 2068-10-25      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                  | ENERGY TRANSFER LP 6.05% 12/01/2026                                                              | CUSIP: 29273VAR1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1885000 | PA      | $1917785.60   | 0.06%             | 2026-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                          | FNMA 30YR 5.5% 10/01/2053#CB7333                                                                 | CUSIP: 3140QTEF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1577173 | PA      | $1613946.69   | 0.05%             | 2053-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                          | FNMA 30YR 5% 09/01/2053#CB7095                                                                   | CUSIP: 3140QS3D1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    718091 | PA      | $724420.65    | 0.02%             | 2053-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DELL EQUIPMENT FINANCE TRUST 2023-3                                                 | DELL EQUIPMENT FINANCE TRUST 2023-3 6.75% 10/22/2029 144A                                        | CUSIP: 24702EAF7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    100000 | PA      | $100916.64    | 0.00%             | 2029-10-22      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                               | JPMORGAN CHASE and CO 6.07%/VAR 10/22/2027                                                       | CUSIP: 46647PDW3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2542592.23   | 0.08%             | 2027-10-22      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FING 2023-3 LLC                                                    | ENTERPRISE FLEET FING 2023-3 LLC 6.4% 03/20/2030 144A                                            | CUSIP: 29374LAB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    360192 | PA      | $364997.29    | 0.01%             | 2030-03-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                                                          | CAPITAL ONE FIN CORP 7.149%/VAR 10/29/2027                                                       | CUSIP: 14040HDB8<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    410000 | PA      | $420362.47    | 0.01%             | 2027-10-29      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| ALLY AUTO RECEIVABLES TR 2023-A                                                     | ALLY AUTO RECEIVABLES TR 2023-A C 6.08% 01/17/2034 144A                                          | CUSIP: 02008NAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    281270 | PA      | $284058.88    | 0.01%             | 2034-01-17      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ALLY AUTO RECEIVABLES TR 2023-A                                                     | ALLY AUTO RECEIVABLES TR 2023-A B 6.01% 01/17/2034 144A                                          | CUSIP: 02008NAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     14699 | PA      | $14717.62     | 0.00%             | 2034-01-17      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                               | FEDERAL HOME LN MTG MLT CTF GT 4.6% 06/25/2030                                                   | CUSIP: 3137HAZH2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    540162 | PA      | $550042.80    | 0.02%             | 2030-06-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                          | HUMANA INC 5.75% 12/01/2028                                                                      | CUSIP: 444859BZ4<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    912000 | PA      | $949032.45    | 0.03%             | 2028-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                        | ENBRIDGE INC 5.9% 11/15/2026                                                                     | CUSIP: 29250NBW4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    400000 | PA      | $406301.44    | 0.01%             | 2026-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                        | ENBRIDGE INC 6% 11/15/2028                                                                       | CUSIP: 29250NBX2<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    325000 | PA      | $341675.85    | 0.01%             | 2028-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMER FIN LLC                                                       | VOLKSWAGEN GROUP AMER FIN LLC 6% 11/16/2026 144A                                                 | CUSIP: 928668CA8<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    650000 | PA      | $660801.05    | 0.02%             | 2026-11-16      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SCF EQUIPMENT LEASING 2023-1 LLC                                                    | SCF EQUIPMENT LEASING 2023-1A A3 LLC 6.17% 05/20/2032 144A                                       | CUSIP: 784024AC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    220852 | PA      | $223714.50    | 0.01%             | 2032-05-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MVWOT 2023-2A                                                                       | MVWOT 2023-2A A 6.18% 11/20/2040 144A                                                            | CUSIP: 55400WAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    142113 | PA      | $146014.99    | 0.00%             | 2040-11-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MVWOT 2023-2A                                                                       | MVWOT 2023-2A B 6.33% 11/20/2040 144A                                                            | CUSIP: 55400WAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     91221 | PA      | $93364.22     | 0.00%             | 2040-11-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST 2021-DNA1                                             | FREDDIE MAC STACR REMIC TRUST 2021-DNA1 SOFR30A+185 11/25/2043 144A                              | CUSIP: 35564K3F4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    253670 | PA      | $256192.80    | 0.01%             | 2043-11-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                                                    | LPL HOLDINGS INC 6.75% 11/17/2028                                                                | CUSIP: 50212YAH7<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    325000 | PA      | $346631.66    | 0.01%             | 2028-11-17      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| OREILLY AUTOMOTIVE INC                                                              | OREILLY AUTOMOTIVE INC 5.75% 11/20/2026                                                          | CUSIP: 67103HAM9<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |   4798000 | PA      | $4871984.82   | 0.15%             | 2026-11-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORP                                                         | AMERICAN HONDA FINANCE CORP 5.65% 11/15/2028                                                     | CUSIP: 02665WEV9<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   1245000 | PA      | $1299744.42   | 0.04%             | 2028-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| THE BANK OF NOVA SCOTIA                                                             | BANK OF NOVA SCOTIA 5.35% 12/07/2026                                                             | CUSIP: 06418JAA9<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   2600000 | PA      | $2634872.71   | 0.08%             | 2026-12-07      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                    | CROWN CASTLE INC 5.6% 06/01/2029                                                                 | CUSIP: 22822VBD2<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    515000 | PA      | $535160.75    | 0.02%             | 2029-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| USCLN 2023-1                                                                        | USCLN 2023-1 6.789% 08/25/2032 144A                                                              | CUSIP: 90357PAV6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    117388 | PA      | $118638.24    | 0.00%             | 2032-08-25      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 2023-8                                                   | VERUS SECURITIZATION TRUST 2023-8 6.6642% 12/25/2068 144A                                        | CUSIP: 92540DAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    198014 | PA      | $200172.40    | 0.01%             | 2068-12-25      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER CO INC                                                      | AMERICAN ELECTRIC POWER INC 5.2% 01/15/2029                                                      | CUSIP: 025537AY7<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |   1165000 | PA      | $1203486.45   | 0.04%             | 2029-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AMUR EQUIPMENT FINANCE RECEIVABLES X LLC                                            | AMUR EQUIPMENT FINANCE RECEIVABLES X LLC 22-1A E 5.02% 12/20/2028 144A                           | CUSIP: 03236VAF8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    830000 | PA      | $829634.22    | 0.03%             | 2028-12-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AUXILIOR TERM FDG 2023-1 LLC                                                        | AUXILIOR TERM FDG 2023-1A D 7.27% 12/16/2030 144A                                                | CUSIP: 05335JAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1055000 | PA      | $1093941.63   | 0.03%             | 2030-12-16      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SANTANDER BANK NA - SBCLN                                                           | SANTANDER BANK NA - SBCLN 5.644% 12/15/2033 144A                                                 | CUSIP: 80290CCA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    111498 | PA      | $113388.77    | 0.00%             | 2033-12-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SANTANDER BANK NA - SBCLN                                                           | SANTANDER BANK NA - SBCLN 6.663% 12/15/2033 144A                                                 | CUSIP: 80290CCD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    306330 | PA      | $311062.17    | 0.01%             | 2033-12-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                            | FORD MOTOR CREDIT CO LLC 5.8% 03/05/2027                                                         | CUSIP: 345397D83<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    835000 | PA      | $845028.12    | 0.03%             | 2027-03-05      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                            | LLOYDS BANKING GROUP PLC 5.462%/VAR 01/05/2028                                                   | CUSIP: 53944YAZ6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    800000 | PA      | $811158.06    | 0.03%             | 2028-01-05      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                             | HYUNDAI CAP AMER 5.25% 01/08/2027 144A                                                           | CUSIP: 44891ACT2<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    675000 | PA      | $682614.38    | 0.02%             | 2027-01-08      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORP                                                         | AMERICAN HONDA FINANCE CORP 4.95% 01/09/2026                                                     | CUSIP: 02665WEY3<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   2308000 | PA      | $2309367.97   | 0.07%             | 2026-01-09      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SFS AUTO RECEIVABLES SECURITIZATION TR 2024-1                                       | SFS AUTO RECEIVABLES SECURITIZATION TR 2024-1 4.95% 05/21/2029 144A                              | CUSIP: 78435VAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    223488 | PA      | $224633.90    | 0.01%             | 2029-05-21      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE GLOBAL FUNDING                                                           | COREBRIDGE GBL FUNDING 5.2% 01/12/2029 144A                                                      | CUSIP: 00138CAX6<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |    325000 | PA      | $333497.56    | 0.01%             | 2029-01-12      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING CO L P / PTL FIN CORP                                          | PENSKE TRUCK LEASING CO LP /CORP 5.35% 01/12/2027 144A                                           | CUSIP: 709599BY9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    515000 | PA      | $520883.67    | 0.02%             | 2027-01-12      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SFS AUTO RECEIVABLES SECURITIZATION TR 2024-1                                       | SFS AUTO RECEIVABLES SECURITIZATION TR 2024-1 5.51% 01/20/2032 144A                              | CUSIP: 78435VAF9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     95000 | PA      | $97101.63     | 0.00%             | 2032-01-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCKS FINANCE NORTH AMERICA LLC                                            | DAIMLER TRUCKS FINANCE NORTH AMERICA LLC 5% 01/15/2027 144A                                      | CUSIP: 233853AV2<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    325000 | PA      | $328089.02    | 0.01%             | 2027-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                                    | SOCIETE GENERALE FRANCE 5.519%/VAR 01/19/2028 144A                                               | CUSIP: 83368RBV3<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    770000 | PA      | $779456.96    | 0.02%             | 2028-01-19      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| DLLST 2024-1 LLC                                                                    | DLLST 2024-1 LLC 5.05% 08/20/2027 144A                                                           | CUSIP: 23346HAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    189336 | PA      | $190108.59    | 0.01%             | 2027-08-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LTD                                                         | AVOLON HOLDINGS FUNDING LTD 5.75% 03/01/2029 144A                                                | CUSIP: 05401AAU5<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    685000 | PA      | $709809.78    | 0.02%             | 2029-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                               | JPMORGAN CHASE and CO 5.04%/VAR 01/23/2028                                                       | CUSIP: 46647PEA0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   3310000 | PA      | $3343946.14   | 0.10%             | 2028-01-23      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| DLLST 2024-1 LLC                                                                    | DLLST 2024-1 LLC 4.93% 04/22/2030 144A                                                           | CUSIP: 23346HAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     65000 | PA      | $65589.13     | 0.00%             | 2030-04-22      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BX COML MTG TR 2024-XL4                                                             | BX COML MTG TR 2024-XL4 A TSFR1M+144.203 02/15/2039 144A                                         | CUSIP: 05611VAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    966085 | PA      | $966386.54    | 0.03%             | 2039-02-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST 2024-1                                                      | CARMAX AUTO OWNER TRUST 2024-1 5.47% 08/15/2029                                                  | CUSIP: 14318WAG2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    505000 | PA      | $514328.81    | 0.02%             | 2029-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING LLC 2024-1                                               | ENTERPRISE FLEET FINANCING LLC 2024-1 5.23% 03/20/2030 144A                                      | CUSIP: 29375PAB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1464544 | PA      | $1475532.39   | 0.05%             | 2030-03-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HPEFS EQIPMENT TR 2024-1                                                            | HPEFS EQIPMENT TR 2024-1 5.33% 05/20/2031 144A                                                   | CUSIP: 403963AE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1220000 | PA      | $1226724.40   | 0.04%             | 2031-05-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET RENT CAR FDG AESOP LLC                                                  | AVIS BUDGET RENTCAR FDG AE LLC 6.24% 04/20/2027 144A                                             | CUSIP: 05377RFX7<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-CBDO         | CORP              | US        |    250000 | PA      | $250815.18    | 0.01%             | 2027-04-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET RENT CAR FDG AESOP LLC                                                  | AVIS BUDGET RENTCAR FDG AE LLC 6.18% 10/20/2027 144A                                             | CUSIP: 05377RGN8<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-CBDO         | CORP              | US        |    210000 | PA      | $211801.46    | 0.01%             | 2027-10-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                                                           | IQVIA INC 6.25% 02/01/2029                                                                       | CUSIP: 46266TAF5<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    440000 | PA      | $463842.72    | 0.01%             | 2029-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GENERAL MTRS FINL CO INC                                                            | GENERAL MTRS FINL CO INC 5.4% 05/08/2027                                                         | CUSIP: 37045XEQ5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    711000 | PA      | $722694.46    | 0.02%             | 2027-05-08      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ERAC USA FIN LLC                                                                    | ERAC USA FIN LLC 5% 02/15/2029 144A                                                              | CUSIP: 26884TAY8<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |    505000 | PA      | $519153.93    | 0.02%             | 2029-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                       | CITIGROUP INC 5.174%/VAR 02/13/2030                                                              | CUSIP: 172967PF2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    710000 | PA      | $730388.40    | 0.02%             | 2030-02-13      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| POST RD EQUIP FIN 2024-1                                                            | POST RD EQUIP FIN 2024-1 5.59% 11/15/2029 144A                                                   | CUSIP: 737473AB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     33420 | PA      | $33564.82     | 0.00%             | 2029-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS INC                                                           | ROGERS COMMUNICATIONS INC 5% 02/15/2029                                                          | CUSIP: 775109DE8<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |   1835000 | PA      | $1871413.02   | 0.06%             | 2029-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| OZLM XXI LTD                                                                        | OZLM XXI LTD A1R TSFR3M+115 01/20/2031 144A                                                      | CUSIP: 67112AAJ0<br>LEI: 5493002HF6D1C4B1AK86 | Long             | ABS-CBDO         | CORP              | KY        |    169168 | PA      | $169156.55    | 0.01%             | 2031-01-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                          | FNMA 30YR 2.5% 01/01/2054#FS7058                                                                 | CUSIP: 3140XNZY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    732126 | PA      | $627445.45    | 0.02%             | 2054-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                                 | AMERICAN EXPRESS CO 5.098%/VAR 02/16/2028                                                        | CUSIP: 025816DP1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    380000 | PA      | $384862.44    | 0.01%             | 2028-02-16      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BLP COML MTG 2024-INDS                                                              | BLP COML MTG 2024-IND2 A TSFR1M+139.208 03/15/2041 144A                                          | CUSIP: 05625AAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    411791 | PA      | $411791.08    | 0.01%             | 2041-03-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| OCTANE RECEIVABLE TRUST                                                             | OCTANE RECEIVABLE TRUST 5.68% 05/20/2030 144A                                                    | CUSIP: 67571FAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    158233 | PA      | $159409.81    | 0.00%             | 2030-05-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                               | ATHENE GLOBAL FUNDING 5.684% 02/23/2026 144A                                                     | CUSIP: 04685A3S8<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   1320000 | PA      | $1324060.98   | 0.04%             | 2026-02-23      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                                         | EXELON CORP 5.15% 03/15/2029                                                                     | CUSIP: 30161NBM2<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    380000 | PA      | $391313.76    | 0.01%             | 2029-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                                                     | DANSKE BANK AS (UNGTD) 5.427%/VAR 03/01/2028 144A                                                | CUSIP: 23636ABG5<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    730000 | PA      | $741708.59    | 0.02%             | 2028-03-01      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                                   | NATWEST GROUP PLC 5.583%/VAR 03/01/2028                                                          | CUSIP: 639057AL2<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    700000 | PA      | $712254.72    | 0.02%             | 2028-03-01      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                          | FISERV INC 5.15% 03/15/2027                                                                      | CUSIP: 337738BJ6<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   1805000 | PA      | $1821487.30   | 0.06%             | 2027-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GATX CORP                                                                           | GATX CORP 5.4% 03/15/2027                                                                        | CUSIP: 361448BP7<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    820000 | PA      | $831811.26    | 0.03%             | 2027-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ELEMENT FLEET MANAGEMENT CORP                                                       | ELEMENT FLEET MANAGEMENT CORP 5.643% 03/13/2027 144A                                             | CUSIP: 286181AM4<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |    660000 | PA      | $671616.70    | 0.02%             | 2027-03-13      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                                | KEURIG DR PEPPER INC 5.05% 03/15/2029                                                            | CUSIP: 49271VAT7<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |   1190000 | PA      | $1214672.82   | 0.04%             | 2029-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| OCTAGON INVESTMENT PARTNERS 39 LTD                                                  | OCTAGON INVESTMENT PARTNERS 39 LTD AR TSFR3M+115 10/20/2030 144A                                 | CUSIP: 67592CAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    288738 | PA      | $288732.60    | 0.01%             | 2030-10-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE OWNER TRUST 2024                                                         | JOHN DEERE OWNER TRUST 2024 5.19% 02/16/2027                                                     | CUSIP: 47800RAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    159386 | PA      | $159455.44    | 0.00%             | 2027-02-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO RECEIVABLES TR 2024-A                                                  | HYUNDAI AUTO RECEIVABLES TR 2024-A 5.29% 04/15/2027                                              | CUSIP: 448973AB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    128745 | PA      | $128820.71    | 0.00%             | 2027-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                                  | BANCO SANTANDER SA 5.552%/VAR 03/14/2028                                                         | CUSIP: 05964HBA2<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    800000 | PA      | $814008.13    | 0.03%             | 2028-03-14      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| NISSAN MASTER OWNER TR RECEIVABLE                                                   | NISSAN MASTER OWNER TR RECEIVABLES SOFR30A+190 02/15/2028 144A                                   | CUSIP: 65479VAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3000000 | PA      | $3000525.90   | 0.09%             | 2028-02-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                                              | GOLDMAN SACHS BANK USA 5.283%/VAR 03/18/2027                                                     | CUSIP: 38151LAF7<br>LEI: KD3XUN7C6T14HNAYLU02 | Long             | DBT              | CORP              | US        |   3100000 | PA      | $3109863.58   | 0.10%             | 2027-03-18      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GMF FLOORPLAN OWNER REVOLVING TR                                                    | GMF FLOORPLAN OWNER REVOLVING TR 5.13% 03/15/2029 144A                                           | CUSIP: 361886DA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3000000 | PA      | $3041679.60   | 0.09%             | 2029-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BMO 2024-C8 A1                                                                      | BMO 2024-C8 A1 5.54224% 03/15/2057                                                               | CUSIP: 05593HAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    374230 | PA      | $377647.43    | 0.01%             | 2057-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2024-V6 MTG TR                                                            | BENCHMARK 2024-V6 MTG TR 5.56775% 03/15/2057                                                     | CUSIP: 081927AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    164663 | PA      | $165834.61    | 0.01%             | 2057-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMER FIN LLC                                                       | VOLKSWAGEN GROUP AMER FIN LLC 5.4% 03/20/2026 144A                                               | CUSIP: 928668CE0<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2007117.10   | 0.06%             | 2026-03-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BLUEMOUNTAIN CLO 2016-3 LTD                                                         | BLUEMOUNTAIN CLO 2016-3 LTD A1R2 TSFR3M+120 11/15/2030 144A                                      | CUSIP: 09628VAW4<br>LEI: 549300EYIDIF4X8MHI21 | Long             | ABS-CBDO         | CORP              | KY        |    382456 | PA      | $382557.22    | 0.01%             | 2030-11-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BAE SYSTEMS PLC                                                                     | BAE SYSTEMS PLC 5% 03/26/2027 144A                                                               | CUSIP: 05523RAH0<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |    840000 | PA      | $849787.50    | 0.03%             | 2027-03-26      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| THE CAMPBELL'S COMPANY                                                              | THE CAMPBELL'S COMPANY 5.3% 03/20/2026                                                           | CUSIP: 134429BL2<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |    579000 | PA      | $580869.40    | 0.02%             | 2026-03-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SEB FUNDING LLC                                                                     | SEB FUNDING LLC 1A A2 7.386% 04/30/2054 144A                                                     | CUSIP: 78433DAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    925000 | PA      | $946207.57    | 0.03%             | 2054-04-30      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| VOYA CLO 2019-2 LLC                                                                 | VOYA CLO 2019-2 LLC AR TSFR3M+120 07/20/2032 144A                                                | CUSIP: 92917RAL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2766834 | PA      | $2769092.00   | 0.09%             | 2032-07-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BAYVIEW OPPORTUNITY MASTER FUND VII 2024-CAR1 LLC                                   | BAYVIEW OPPORTUNITY MASTER FUND VII 2024-CAR1 LLC SOFR30A+110 12/26/2031 144A                    | CUSIP: 07336QAA0<br>LEI: 254900S53K9VTUR1UX42 | Long             | ABS-CBDO         | CORP              | US        |    202871 | PA      | $203468.78    | 0.01%             | 2031-12-26      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BLUEMOUNTAIN CLO 2018-3 LTD / BLUEMOUNTAIN CLO 2018-3 LLC                           | BLUEMOUNTAIN CLO 2018-3 LTD / BLUEMOUNTAIN CLO 2018-3 LLC A1R TSFR3M+119 10/25/2030 144A         | CUSIP: 09630AAN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    343350 | PA      | $343970.45    | 0.01%             | 2030-10-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CHESAPEAKE FUNDING II LLC                                                           | CHESAPEAKE FUNDING II LLC 5.52% 05/15/2036 144A                                                  | CUSIP: 165183DE1<br>LEI: 5493000HT7H4OFOD6Z12 | Long             | ABS-CBDO         | CORP              | US        |    292316 | PA      | $295436.18    | 0.01%             | 2036-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WHEELS FLEET LEASE FUNDING 1 LLC                                                    | WHEELS FLEET LEASE FUNDING 1 LLC 24-1A A1 5.49% 02/18/2039 144A                                  | CUSIP: 96328GBM8<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-CBDO         | CORP              | US        |    824684 | PA      | $833956.34    | 0.03%             | 2039-02-18      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                          | FNMA 30YR 5.5% 03/01/2054#FS7426                                                                 | CUSIP: 3140XPHC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    764479 | PA      | $782781.16    | 0.02%             | 2054-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI AUTOMOBILE LEASE SECURITIZATION TR 2024-A                                | WORLD OMNI AUTOMOBILE LEASE SECURITIZATION TR 2024-A 5.32% 02/16/2027                            | CUSIP: 981946AB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    291438 | PA      | $291852.09    | 0.01%             | 2027-02-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                              | DIAMONDBACK ENERGY INC 5.2% 04/18/2027                                                           | CUSIP: 25278XAX7<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    875000 | PA      | $887140.04    | 0.03%             | 2027-04-18      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DELL EQUIPMENT FINANCE TRUST 24-1                                                   | DELL EQUIPMENT FINANCE TRUST 24-1 D 6.12% 09/23/2030 144A                                        | CUSIP: 24702GAL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    195000 | PA      | $198253.26    | 0.01%             | 2030-09-23      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| JACKSON NATL LIFE GLOBAL FDG                                                        | JACKSON NATL LIFE GLOBAL FDG 5.6% 04/10/2026 144A                                                | CUSIP: 46849LUZ2<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |   1220000 | PA      | $1227072.90   | 0.04%             | 2026-04-10      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TR 2024-2                                                         | CARMAX AUTO OWNER TR 2024-2 5.65% 05/17/2027                                                     | CUSIP: 14319EAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    164829 | PA      | $164960.47    | 0.01%             | 2027-05-17      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                                  | WELLS FARGO and CO NEW 5.707%/VAR 04/22/2028                                                     | CUSIP: 95000U3L5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2553219.95   | 0.08%             | 2028-04-22      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST                           | AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST 6.45% 04/15/2027                       | CUSIP: 00774MBG9<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   1551000 | PA      | $1595345.00   | 0.05%             | 2027-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SDR COML MTG TR 2024-DSNY                                                           | SDR COMMERCIAL MORTGAGE TRUST 2024-DSNY TSFR1M+174.115 05/15/2039 144A                           | CUSIP: 811304AE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    790000 | PA      | $788027.53    | 0.02%             | 2039-05-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TR 2024-2                                                         | CARMAX AUTO OWNER TR 2024-2 6.42% 10/15/2030                                                     | CUSIP: 14319EAJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     70000 | PA      | $72165.61     | 0.00%             | 2030-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING 2024-2                                                   | ENTERPRISE FLEET FINANCING 2024-2 5.74% 12/20/2026 144A                                          | CUSIP: 29375RAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    181718 | PA      | $182473.44    | 0.01%             | 2026-12-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                                 | AMERICAN EXPRESS CO 5.532%/VAR 04/25/2030                                                        | CUSIP: 025816DU0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    845000 | PA      | $884345.79    | 0.03%             | 2030-04-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                                                      | CITIBANK NA 5.438% 04/30/2026                                                                    | CUSIP: 17325FBF4<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5023239.60   | 0.16%             | 2026-04-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                                 | AMERICAN EXPRESS CO 5.645%/VAR 04/23/2027                                                        | CUSIP: 025816DT3<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   2600000 | PA      | $2616090.02   | 0.08%             | 2027-04-23      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BMO 2024-5C4 MTG TR                                                                 | BMO 2024-5C4 MTG TR VAR 05/15/2057                                                               | CUSIP: 09660SAU4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1065146.70   | 0.03%             | 2057-05-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| ICON INVESTMENTS SIX DESIGNATED ACTIVITY CO                                         | ICON INVESTMENTS SIX DESIGNATED ACTIVITY CO 5.809% 05/08/2027                                    | CUSIP: 45115AAA2<br>LEI: 635400FQ1M7J2CHLAS59 | Long             | DBT              | CORP              | IE        |   1690000 | PA      | $1723483.23   | 0.05%             | 2027-05-08      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MED COML MTG TR 2024-MOB                                                            | MED COML MTG TR 2024-MOB A TSFR1M+159.151 05/15/2041                                             | CUSIP: 55287BAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    995000 | PA      | $991521.38    | 0.03%             | 2041-05-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BX COML MTG TR 2024-MDHS                                                            | BX COML MTG TR 2024-MDHS 6.8415% 05/15/2041 144A                                                 | CUSIP: 12433BAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    747361 | PA      | $747827.45    | 0.02%             | 2041-05-15      | Floating      | 0.06%                 | No            |                  2 | On Loan: No      |
| REGAL REXNORD CORP                                                                  | REGAL REXNORD CORP 6.05% 04/15/2028                                                              | CUSIP: 758750AM5<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |   1045000 | PA      | $1081567.94   | 0.03%             | 2028-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| REGAL REXNORD CORP                                                                  | REGAL REXNORD CORP 6.05% 02/15/2026                                                              | CUSIP: 758750AL7<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |   2340000 | PA      | $2345409.82   | 0.07%             | 2026-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                                               | FOUNDRY JV HOLDCO LLC 5.9% 01/25/2030 144A                                                       | CUSIP: 350930AB9<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    330000 | PA      | $347003.92    | 0.01%             | 2030-01-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CYRUSONE DATA CENTERS ISSUER I LLC                                                  | CYRUSONE DATA CENTERS ISSUER I LLC2A A2 4.5% 05/20/2049 144A                                     | CUSIP: 23284BAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1500000 | PA      | $1470238.05   | 0.05%             | 2049-05-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BX COML MTG TR 2024-MDHS                                                            | BX COML MTG TR 2024-MDHS TSFR1M+184.1 05/15/2041 144A                                            | CUSIP: 12433BAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    729044 | PA      | $729498.04    | 0.02%             | 2041-05-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE LOAN FUNDING 2024-3 LTD                                               | PALMER SQUARE LOAN FUNDING 2024-3 LTD A1 TSFR3M+108 08/08/2032 144A                              | CUSIP: 69690EAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    931861 | PA      | $932271.00    | 0.03%             | 2032-08-08      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| DLLAD 2024-1 LLC                                                                    | DLLAD 2024-1 LLC 5.5% 08/20/2027 144A                                                            | CUSIP: 23346MAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    426236 | PA      | $428211.09    | 0.01%             | 2027-08-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FORD CR FLOORPLN MAST OWN TR A                                                      | FORD CR FLOORPLN MAST OWN TR A 5.48% 04/15/2029 144A                                             | CUSIP: 34528QJC9<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-CBDO         | CORP              | US        |    550000 | PA      | $558975.84    | 0.02%             | 2029-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                               | ATHENE GLOBAL FUNDING 5.62% 05/08/2026 144A                                                      | CUSIP: 04685A3V1<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   3100000 | PA      | $3117738.91   | 0.10%             | 2026-05-08      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NORTHWOODS CAPITAL XIV-B LTD                                                        | NORTHWOODS CAPITAL XIV-B LTD AR TSFR3M+125 11/13/2031 144A                                       | CUSIP: 66860CAL7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1459602 | PA      | $1462363.59   | 0.05%             | 2031-11-13      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ATLASSIAN CORP PLC                                                                  | ATLASSIAN CORP PLC 5.25% 05/15/2029                                                              | CUSIP: 049468AA9<br>LEI: 549300V7ZY5P02D2MY38 | Long             | DBT              | CORP              | US        |    425000 | PA      | $436215.67    | 0.01%             | 2029-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                   | HSBC HOLDINGS PLC 5.597%/VAR 05/17/2028                                                          | CUSIP: 404280EF2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    845000 | PA      | $861739.11    | 0.03%             | 2028-05-17      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                                              | STANDARD CHARTERED PLC 5.688%/VAR 05/14/2028 144A                                                | CUSIP: 853254DB3<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    780000 | PA      | $795713.72    | 0.02%             | 2028-05-14      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| HILT COMMERCIAL MORTGAGE TRUST 2024-ORL                                             | HILT COMMERCIAL MORTGAGE TRUST 2024-ORL B TSFR1M+194.067 05/15/2037 144A                         | CUSIP: 403956AC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    965000 | PA      | $965300.50    | 0.03%             | 2037-05-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| HONDA AUTO RECEIVABLES 2024-2 OWNER TR                                              | HONDA AUTO RECEIVABLES 2024-2 OWNER TR 5.48% 11/18/2026                                          | CUSIP: 437930AB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     75357 | PA      | $75417.03     | 0.00%             | 2026-11-18      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO LEASE SECURITIZATION TRUST 2024-B                                      | HYUNDAI AUTO LEASE SECURITIZATION TRUST 2024-B 5.51% 10/15/2026 144A                             | CUSIP: 44934FAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     16837 | PA      | $16847.62     | 0.00%             | 2026-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NAVISTAR FINL DEALER NT MASTER OWNER TR II                                          | NAVISTAR FINL DEALER NT MASTER OWNER TR II 24-1 B 5.79% 04/25/2029 144A                          | CUSIP: 63938PBX6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    100000 | PA      | $100466.50    | 0.00%             | 2029-04-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NAVISTAR FINL DEALER NT MASTER OWNER TR II                                          | NAVISTAR FINL DEALER NT MASTER OWNER TR II 24-1 C 6.13% 04/25/2029 144A                          | CUSIP: 63938PBY4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    155000 | PA      | $155622.33    | 0.00%             | 2029-04-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI AUTO RECEIVABLES TR 2024-B                                               | WORLD OMNI AUTO RECEIVABLES TR 2024-B 5.48% 09/15/2027                                           | CUSIP: 98164HAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     20199 | PA      | $20211.73     | 0.00%             | 2027-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                                                    | LPL HOLDINGS INC 5.7% 05/20/2027                                                                 | CUSIP: 50212YAJ3<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |   1298000 | PA      | $1322321.05   | 0.04%             | 2027-05-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ AUTO LEASE TRUST 2024-A                                               | MERCEDES-BENZ AUTO LEASE TRUST 2024-A 5.44% 02/16/2027                                           | CUSIP: 58770JAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    613145 | PA      | $614170.32    | 0.02%             | 2027-02-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MADISON PARK FUNDING XXIV LTD                                                       | MADISON PARK FUNDING XXIV LTD CR2 TSFR3M+205 10/20/2029 144A                                     | CUSIP: 55820NBA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    855000 | PA      | $855488.21    | 0.03%             | 2029-10-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| VERDANT RECEIVABLES 2024-1 LLC                                                      | VERDANT RECEIVABLES 2024-1 LLC 5.68% 12/12/2031 144A                                             | CUSIP: 92339MAB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    181326 | PA      | $184721.28    | 0.01%             | 2031-12-12      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TRICON RESIDENTIAL 2024-SFR2 TR                                                     | TRICON RESIDENTIAL 2024-SFR2 A 4.75% 06/17/2040 144A                                             | CUSIP: 89616VAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    558232 | PA      | $560879.23    | 0.02%             | 2040-06-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TRICON RESIDENTIAL 2024-SFR2 TR                                                     | TRICON RESIDENTIAL 2024-SFR2 TR 6% 06/17/2040 144A                                               | CUSIP: 89616VAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1020000 | PA      | $1031577.00   | 0.03%             | 2040-06-17      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CFMT 2024-HB13 LLC                                                                  | CFMT 2024-HB13 LLC VAR 05/25/2034 144A                                                           | CUSIP: 12530VAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    218471 | PA      | $215729.00    | 0.01%             | 2034-05-25      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| KKR CLO 40 LTD                                                                      | KKR CLO 40 LTD AR TSFR3M+130 10/20/2034 144A                                                     | CUSIP: 48254UAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   1980000 | PA      | $1980388.08   | 0.06%             | 2034-10-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SANTANDER HLDGS USA INC                                                             | SANTANDER HLDGS USA INC 6.124%/VAR 05/31/2027                                                    | CUSIP: 80282KBK1<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    160000 | PA      | $161277.06    | 0.00%             | 2027-05-31      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| OWENS CORNING NEW                                                                   | OWENS CORNING NEW 5.5% 06/15/2027                                                                | CUSIP: 690742AN1<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |    690000 | PA      | $703849.07    | 0.02%             | 2027-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ROMARK CLO II LTD                                                                   | ROMARK CLO II LTD A2R TSFR3M+165 07/25/2031 144A                                                 | CUSIP: 77587EAN8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2150000 | PA      | $2150432.15   | 0.07%             | 2031-07-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| TX TR 2024-HOU                                                                      | TX TR 2024-HOU B TSFR1M+209.066 06/15/2029 144A                                                  | CUSIP: 90216DAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1070000 | PA      | $1069611.70   | 0.03%             | 2039-06-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ARI FLEET LEASE TRUST 2024-B                                                        | ARI FLEET LEASE TRUST 2024-B 5.54% 04/15/2033 144A                                               | CUSIP: 04033HAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    597810 | PA      | $602062.47    | 0.02%             | 2033-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HEALTH CARE SVCS CORP                                                               | HEALTH CARE SVCS CORP 5.2% 06/15/2029 144A                                                       | CUSIP: 42218SAK4<br>LEI: 549300TMJ1FKCKECR148 | Long             | DBT              | CORP              | US        |    585000 | PA      | $602362.89    | 0.02%             | 2029-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                  | ENERGY TRANSFER LP 5.25% 07/01/2029                                                              | CUSIP: 29273VAZ3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    645000 | PA      | $665673.99    | 0.02%             | 2029-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FRONTIER ISSUER LLC                                                                 | FRONTIER ISSUER LLC 6.19% 06/20/2054 144A                                                        | CUSIP: 35910EAK0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    220000 | PA      | $227007.07    | 0.01%             | 2054-06-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FORTRESS CREDIT BSL XV LTD                                                          | FORTRESS CREDIT BSL XV LTD AR TSFR3M+140 10/18/2033 144A                                         | CUSIP: 34964WAN2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   2310000 | PA      | $2310235.62   | 0.07%             | 2033-10-18      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK 2024-BNK47                                                                     | BANK 2024-BNK47 A1 5.523% 06/15/2057                                                             | CUSIP: 06540GAQ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    157355 | PA      | $160772.29    | 0.00%             | 2057-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST 2024-N2                                              | CARVANA AUTO RECEIVABLES TRUST 2024-N2 B 5.67% 09/10/2030 144A                                   | CUSIP: 14687VAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    815000 | PA      | $825253.43    | 0.03%             | 2030-09-10      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST 2024-N2                                              | CARVANA AUTO RECEIVABLES TRUST 2024-N2 C 5.82% 09/10/2030 144A                                   | CUSIP: 14687VAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1620000 | PA      | $1654567.56   | 0.05%             | 2030-09-10      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FORDO 2024-B                                                                        | FORDO 2024-B 5.4% 04/15/2027                                                                     | CUSIP: 34531QAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    430585 | PA      | $431326.46    | 0.01%             | 2027-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CHASE AUTO OWNER TRUST 24-3                                                         | CHASE AUTO OWNER TRUST 5.53% 09/27/2027 144A                                                     | CUSIP: 16144LAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    119250 | PA      | $119402.72    | 0.00%             | 2027-09-27      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CARMAX SELECT RECEIVABLES TRUST 2024-A                                              | CARMAX SELECT RECEIVABLES TRUST 2024-A 5.78% 09/15/2027                                          | CUSIP: 14319FAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     33113 | PA      | $33187.45     | 0.00%             | 2027-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HPEFS EQUIP TR 2024-2                                                               | HPEFS EQUIP TR 2024-2 5.5% 10/20/2031 144A                                                       | CUSIP: 40444MAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     61179 | PA      | $61221.29     | 0.00%             | 2031-10-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ALLY BK MIDVALE UTAH                                                                | ALLY BK MIDVALE UTAH 24-A C 6.022% 05/17/2032 144A                                               | CUSIP: 02007GZ63<br>LEI: 549300C04BJ0G297NC13 | Long             | ABS-CBDO         | CORP              | US        |    123714 | PA      | $125589.55    | 0.00%             | 2032-05-17      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GENERAL MTRS FINL CO INC                                                            | GENERAL MTRS FINL CO INC 5.35% 07/15/2027                                                        | CUSIP: 37045XEX0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    743000 | PA      | $755688.68    | 0.02%             | 2027-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANK AUTO CREDIT-LINKED NOTES SERIES 2024-1                              | HUNTINGTON BANK AUTO CREDIT-LINKED NOTES SERIES 2024-1 6.153% 05/20/2032 144A                    | CUSIP: 44644NAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    614483 | PA      | $624478.53    | 0.02%             | 2032-05-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                      | HOME DEPOT INC FRN SOFR+33 12/24/2025                                                            | CUSIP: 437076CY6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   2335000 | PA      | $2335341.66   | 0.07%             | 2025-12-24      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCKS FINANCE NORTH AMERICA LLC                                            | DAIMLER TRUCKS FINANCE NORTH AMERICA LLC 5.125% 09/25/2027 144A                                  | CUSIP: 233853AY6<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    690000 | PA      | $700915.88    | 0.02%             | 2027-09-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                             | HYUNDAI CAP AMER 5.45% 06/24/2026 144A                                                           | CUSIP: 44891ADA2<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2013251.78   | 0.06%             | 2026-06-24      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| KUBOTA CREDIT OWNER TRUST 2024-2                                                    | KUBOTA CREDIT OWNER TRUST 2024-2 5.45% 04/15/2027 144A                                           | CUSIP: 50117DAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    383903 | PA      | $385331.60    | 0.01%             | 2027-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SANTANDER BANK NA - SBCLN                                                           | SANTANDER BANK NA - SBCLN 24-A B 5.622% 06/15/2032 144A                                          | CUSIP: 80290CCJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    234481 | PA      | $237796.40    | 0.01%             | 2032-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HPEFS EQUIP TR 2024-2                                                               | HPEFS EQUIP TR 2024-2A B 5.35% 10/20/2031 144A                                                   | CUSIP: 40444MAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    170000 | PA      | $171829.83    | 0.01%             | 2031-10-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CARMAX SELECT RECEIVABLES TRUST 2024-A                                              | CARMAX SELECT RECEIVABLES TRUST 2024-A 5.35% 01/15/2030                                          | CUSIP: 14319FAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    270000 | PA      | $273926.80    | 0.01%             | 2030-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HPEFS EQUIP TR 2024-2                                                               | HPEFS EQUIP TR 2024-2A D 5.82% 04/20/2032 144A                                                   | CUSIP: 40444MAL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    420000 | PA      | $429250.58    | 0.01%             | 2032-04-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SANTANDER BANK NA - SBCLN                                                           | SANTANDER BANK NA - SBCLN 24-A C 5.818% 06/15/2032 144A                                          | CUSIP: 80290CCK8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    285455 | PA      | $289115.17    | 0.01%             | 2032-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CARMAX SELECT RECEIVABLES TRUST 2024-A                                              | CARMAX SELECT RECEIVABLES TRUST 2024-A 5.62% 01/15/2030                                          | CUSIP: 14319FAF0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1150000 | PA      | $1177229.82   | 0.04%             | 2030-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| JACKSON NATL LIFE GLOBAL FDG                                                        | JACKSON NATL LIFE GLOBAL FDG 5.55% 07/02/2027 144A                                               | CUSIP: 46849LVA6<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |    715000 | PA      | $729921.27    | 0.02%             | 2027-07-02      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AUXILIOR TERM FUNDING 2024-1 LLC                                                    | AUXILIOR TERM FUNDING 2024-1 LLC 24-1A A3 5.49% 07/15/2031 144A                                  | CUSIP: 05335FAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    485000 | PA      | $492398.14    | 0.02%             | 2031-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BMARK 2024-V8                                                                       | BMARK 2024-V8 5.514% 07/15/2057                                                                  | CUSIP: 08190AAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    361740 | PA      | $367794.36    | 0.01%             | 2057-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                               | ATHENE GLOBAL FUNDING 5.349% 07/09/2027 144A                                                     | CUSIP: 04685A3X7<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    860000 | PA      | $872771.83    | 0.03%             | 2027-07-09      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI SELECT AUTO TR 2024-A                                                    | WORLD OMNI SELECT AUTO TR 2024-A 5.37% 02/15/2028                                                | CUSIP: 98164LAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    282390 | PA      | $282674.32    | 0.01%             | 2028-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NEUBERGER BERMAN LN ADVISERS NBLA CLO 50 LTD / NEUBERGER BERMAN LN                  | NEUBERGER BERMAN LN ADVISERS NBLA CLO 50 LTD / NEUBERGER BERMAN LN AR TSFR3M+125 07/23/2036 144A | CUSIP: 64134VAQ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   2519000 | PA      | $2519735.55   | 0.08%             | 2036-07-23      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                               | JPMORGAN CHASE and CO 4.979%/VAR 07/22/2028                                                      | CUSIP: 46647PEL6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    800000 | PA      | $811982.96    | 0.03%             | 2028-07-22      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                                | ROYAL BANK OF CANADA 5.069%/VAR 07/23/2027                                                       | CUSIP: 78016HZX1<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   3500000 | PA      | $3522436.23   | 0.11%             | 2027-07-23      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING 2024-3 LLC                                               | ENTERPRISE FLEET FINANCING 2024-3 LLC 5.31% 04/20/2027 144A                                      | CUSIP: 29375QAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    883695 | PA      | $887909.88    | 0.03%             | 2027-04-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING 2024-3 LLC                                               | ENTERPRISE FLEET FINANCING 2024-3 LLC 5.06% 03/20/2031 144A                                      | CUSIP: 29375QAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    205000 | PA      | $209982.26    | 0.01%             | 2031-03-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GRP INC                                                      | PNC FINANCIAL SERVICES GRP INC 5.102%/VAR 07/23/2027                                             | CUSIP: 693475BY0<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3016555.02   | 0.09%             | 2027-07-23      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CHASE AUTO OWNER TRUST                                                              | CHASE AUTO OWNER TRUST 5.25% 09/27/2027 144A                                                     | CUSIP: 16144YAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    331047 | PA      | $331555.49    | 0.01%             | 2027-09-27      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                                 | AMERICAN EXPRESS CO 5.043%/VAR 07/26/2028                                                        | CUSIP: 025816DV8<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    710000 | PA      | $721874.59    | 0.02%             | 2028-07-26      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                           | OCCIDENTAL PETROLEUM CORP 5.2% 08/01/2029                                                        | CUSIP: 674599EJ0<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    465000 | PA      | $476584.08    | 0.01%             | 2029-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                           | OCCIDENTAL PETROLEUM CORP 5% 08/01/2027                                                          | CUSIP: 674599EH4<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    341000 | PA      | $347233.48    | 0.01%             | 2027-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MAGNETITE XXII LTD / MAGNETITE XXII LLC                                             | MAGNETITE XXII LTD / MAGNETITE XXII LLC ARR TSFR3M+125 07/15/2036 144A                           | CUSIP: 55954HAW2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2408000 | PA      | $2408626.08   | 0.07%             | 2036-07-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST 2024-3                                                      | CARMAX AUTO OWNER TRUST 2024-3 5.67% 01/15/2031                                                  | CUSIP: 14319GAH4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    255000 | PA      | $259711.43    | 0.01%             | 2031-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                                                       | DTE ENERGY CO 4.95% 07/01/2027                                                                   | CUSIP: 233331BM8<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    600000 | PA      | $607310.99    | 0.02%             | 2027-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                                                      | CITIBANK NA 4.929% 08/06/2026                                                                    | CUSIP: 17325FBJ6<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3016076.70   | 0.09%             | 2026-08-06      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DLLMT 2024-1 LLC                                                                    | DLLMT 2024-1 LLC 4.84% 08/21/2028 144A                                                           | CUSIP: 23347AAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2670000 | PA      | $2693617.22   | 0.08%             | 2028-08-21      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                            | TOYOTA MOTOR CREDIT CORP FRN SOFR+77 08/07/2026                                                  | CUSIP: 89236TML6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   3031000 | PA      | $3041762.08   | 0.09%             | 2026-08-07      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                                                                  | BMW US CAPITAL LLC 4.6% 08/13/2027 144A                                                          | CUSIP: 05565ECQ6<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |   1965000 | PA      | $1984271.40   | 0.06%             | 2027-08-13      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                                                                  | BMW US CAPITAL LLC FRN SOFRINDX+80 08/13/2026 144A                                               | CUSIP: 05565ECN3<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3008699.04   | 0.09%             | 2026-08-13      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMER FIN LLC                                                       | VOLKSWAGEN GROUP AMER FIN LLC 4.85% 08/15/2027 144A                                              | CUSIP: 928668CL4<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   1375000 | PA      | $1387676.62   | 0.04%             | 2027-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMER FIN LLC                                                       | VOLKSWAGEN GROUP AMER FIN LLC FRN SOFR+106 08/14/2026 144A                                       | CUSIP: 928668CJ9<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   2956000 | PA      | $2964829.42   | 0.09%             | 2026-08-14      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TR 2021-4                                          | SANTANDER DRIVE AUTO RECEIVABLES TR 2021-4 E 4.03% 03/15/2029 144A                               | CUSIP: 80285VAG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3500000 | PA      | $3496342.50   | 0.11%             | 2029-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COS INC                                                                    | WILLIAMS COS INC 4.8% 11/15/2029                                                                 | CUSIP: 969457CL2<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    670000 | PA      | $683265.60    | 0.02%             | 2029-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AMUR EQUIPMENT FINANCE RECEIVABLES XIV LLC                                          | AMUR EQUIPMENT FINANCE RECEIVABLES XIV LLC 5.38% 07/21/2031 144A                                 | CUSIP: 03238BAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1553000 | PA      | $1586065.23   | 0.05%             | 2031-07-21      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WHEELS FLEET LEASE FUNDING 1 LLC                                                    | WHEELS FLEET LEASE FUNDING 1 LLC 4.87% 06/21/2039 144A                                           | CUSIP: 96328GBT3<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-CBDO         | CORP              | US        |    552898 | PA      | $557427.36    | 0.02%             | 2039-06-21      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HYT COMMERCIAL MORTGAGE TRUST 2024-RGCY                                             | HYT COMMERCIAL MORTGAGE TRUST 2024-RGCY TSFR1M+184.146 09/15/2041 144A                           | CUSIP: 449173AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1595000 | PA      | $1597311.95   | 0.05%             | 2041-09-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL TRUST 2021-SFR8                                                | PROGRESS RESIDENTIAL TRUST 2021-SFR8 1.931% 10/17/2038 144A                                      | CUSIP: 74333TAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2225000 | PA      | $2186656.58   | 0.07%             | 2038-10-17      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL TRUST 2021-SFR8                                                | PROGRESS RESIDENTIAL TRUST 2021-SFR8 1.681% 10/17/2038 144A                                      | CUSIP: 74333TAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    496000 | PA      | $486849.49    | 0.02%             | 2038-10-17      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE GLOBAL FUNDING                                                           | COREBRIDGE GBL FUNDING 4.65% 08/20/2027 144A                                                     | CUSIP: 00138CBB3<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |    415000 | PA      | $419052.36    | 0.01%             | 2027-08-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK5 2024-5YR9                                                                     | BANK5 2024-5YR9 4.8894% 08/15/2057                                                               | CUSIP: 06644VBA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    725107 | PA      | $732777.44    | 0.02%             | 2057-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON and CO                                                             | BECTON DICKINSON and CO 6.7% 12/01/2026                                                          | CUSIP: 075887CE7<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    731000 | PA      | $744784.63    | 0.02%             | 2026-12-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| RABOBANK NEDERLAND NEW YORK BRH                                                     | RABOBANK NEDERLAND NY BRH 4.333% 08/28/2026                                                      | CUSIP: 21688ABF8<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | US        |   5100000 | PA      | $5117385.19   | 0.16%             | 2026-08-28      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                               | ATHENE GLOBAL FUNDING 4.86% 08/27/2026 144A                                                      | CUSIP: 04685A4A6<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   2885000 | PA      | $2897430.31   | 0.09%             | 2026-08-27      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VOYA CLO 2022-1 LTD / VOYA CLO 2022-1 LLC                                           | VOYA CLO 2022-1 LTD / VOYA CLO 2022-1 LLC A1R TSFR3M+125 04/20/2035 144A                         | CUSIP: 92918UAL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1888000 | PA      | $1891730.69   | 0.06%             | 2035-04-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL QUE                                                                | BANK OF MONTREAL QUE 4.567%/VAR 09/10/2027                                                       | CUSIP: 06368L8K5<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   2804000 | PA      | $2813914.52   | 0.09%             | 2027-09-10      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                            | FORD MOTOR CREDIT CO LLC 5.125% 11/05/2026                                                       | CUSIP: 345397F81<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    780000 | PA      | $783816.50    | 0.02%             | 2026-11-05      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TRINITAS CLO IX LTD                                                                 | TRINITAS CLO IX LTD BRRR TSFR3M+170 01/20/2032 144A                                              | CUSIP: 89641JAY2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    815000 | PA      | $817198.06    | 0.03%             | 2032-01-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| SBNA AUTO LEASE TRUST 2024-C                                                        | SBNA AUTO LEASE TRUST 2024-C 4.56% 02/22/2028 144A                                               | CUSIP: 78398DAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1967502 | PA      | $1971689.56   | 0.06%             | 2028-02-22      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                           | ONEOK INC 4.25% 09/24/2027                                                                       | CUSIP: 682680CB7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   1570000 | PA      | $1573693.16   | 0.05%             | 2027-09-24      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                          | FNMA 30YR 5.5% 09/01/2054#CB9209                                                                 | CUSIP: 3140QVGT5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3194108 | PA      | $3246621.94   | 0.10%             | 2054-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE OWNER TR 2024-C                                                          | JOHN DEERE OWNER TR 2024-C A2B SOFR30A+43 08/16/2027                                             | CUSIP: 477911AC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    971465 | PA      | $971801.49    | 0.03%             | 2027-08-16      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE INC                                                       | INTERCONTINENTAL EXCHANGE INC 3.625% 09/01/2028                                                  | CUSIP: 45866FBB9<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    754000 | PA      | $746729.56    | 0.02%             | 2028-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SBA TOWER TR                                                                        | SBA TOWER TR 4.831% 10/15/2029 144A                                                              | CUSIP: 78403DBD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2245000 | PA      | $2259045.62   | 0.07%             | 2029-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HEWLETT PACKARD ENTERPRISE CO                                                       | HEWLETT PACKARD ENTERPRISE CO 4.45% 09/25/2026                                                   | CUSIP: 42824CBR9<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |   1481000 | PA      | $1485535.95   | 0.05%             | 2026-09-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                          | FNMA 30YR 5% 09/01/2053#FS8870                                                                   | CUSIP: 3140XQ2C0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3970239 | PA      | $4001512.57   | 0.12%             | 2053-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                          | FNMA 30YR 5% 10/01/2053#CB7235                                                                   | CUSIP: 3140QTBD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1795135 | PA      | $1807592.35   | 0.06%             | 2053-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GA GLOBAL FUNDING TRUST                                                             | GA GLOBAL FUNDING TRUST 4.4% 09/23/2027 144A                                                     | CUSIP: 36143L2N4<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |   1490000 | PA      | $1493731.88   | 0.05%             | 2027-09-23      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| OSS 2024-H6 MTG TR                                                                  | OSS 2024-H6 MTG TR 5.383% 09/25/2069 144A                                                        | CUSIP: 227919AB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1314141 | PA      | $1317820.04   | 0.04%             | 2069-09-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2019-HY3                                                  | TOWD POINT MORTGAGE TRUST 2019-HY3 M1 TSFR1M+161.448 10/25/2059 144A                             | CUSIP: 89177XAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    420000 | PA      | $431366.80    | 0.01%             | 2059-10-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                           | UST NOTES 3.5% 09/30/2026                                                                        | CUSIP: 91282CLP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10500000 | PA      | $10485070.26  | 0.32%             | 2026-09-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                                                     | DANSKE BANK AS (UNGTD) 4.613%/VAR 10/02/2030 144A                                                | CUSIP: 23636ABJ9<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    770000 | PA      | $777134.35    | 0.02%             | 2030-10-02      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| DRYDEN 45 SENIOR LOAN FUND                                                          | DRYDEN 45 SENIOR LOAN FUND BRR TSFR3M+165 10/15/2030 144A                                        | CUSIP: 26244MBA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1290000 | PA      | $1290771.42   | 0.04%             | 2030-10-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| KT CORP                                                                             | KT CORP 4.125% 02/02/2028 144A                                                                   | CUSIP: 48268KAH4<br>LEI: 9884005ACF8449EANY26 | Long             | DBT              | CORP              | KR        |    900000 | PA      | $900676.36    | 0.03%             | 2028-02-02      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EFMT 2024-INV2                                                                      | EFMT 2024-INV2 5.289% 10/25/2069 144A                                                            | CUSIP: 26844LAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    480656 | PA      | $481151.07    | 0.01%             | 2069-10-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DARDEN RESTAURANTS INC                                                              | DARDEN RESTAURANTS INC 4.35% 10/15/2027                                                          | CUSIP: 237194AP0<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | DBT              | CORP              | US        |   1120000 | PA      | $1124843.12   | 0.03%             | 2027-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING 2024-4 LLC                                               | ENTERPRISE FLEET FINANCING 2024-4 LLC 4.69% 07/20/2027 144A                                      | CUSIP: 29374MAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2032438 | PA      | $2038641.06   | 0.06%             | 2027-07-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DELL EQUIP FIN TR 2024-2                                                            | DELL EQUIP FIN TR 2024-2 4.69% 08/22/2030 144A                                                   | CUSIP: 24704EAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1141933 | PA      | $1144012.65   | 0.04%             | 2030-08-22      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VERIZON MASTER TRUST                                                                | VERIZON MASTER TRUST 4.42% 08/20/2030                                                            | CUSIP: 92348KDG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1355000 | PA      | $1360734.77   | 0.04%             | 2030-08-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO RECEIVABLES TRUST 2024-C                                               | HYUNDAI AUTO RECEIVABLES TRUST 2024-C 4.53% 09/15/2027                                           | CUSIP: 448976AB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1054144 | PA      | $1055726.47   | 0.03%             | 2027-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GM FINL CONSUMER AUTOMOBILE RECEIVABLES TR 2024-4                                   | GM FINL CONSUMER AUTOMOBILE RECEIVABLES TR 2024-4 4.53% 10/18/2027                               | CUSIP: 38014AAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    876911 | PA      | $877813.63    | 0.03%             | 2027-10-18      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SFS AUTO RECEIVABLES SECURITIZATION TRUST 2024-3                                    | SFS AUTO RECEIVABLES SECURITIZATION TRUST 2024-3 4.71% 05/22/2028 144A                           | CUSIP: 78436XAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    310085 | PA      | $310383.48    | 0.01%             | 2028-05-22      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COML MTG TR 2024-GRP                                                    | WELLS FARGO COML MTG 2024-GRP A TSFR1M+179.132 10/15/2041 144A                                   | CUSIP: 95003YAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1060000 | PA      | $1060043.88   | 0.03%             | 2041-10-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                            | TOYOTA MOTOR CREDIT CORP FRN SOFRINDX+45 04/10/2026                                              | CUSIP: 89236TMR3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   3100000 | PA      | $3102828.63   | 0.10%             | 2026-04-10      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                                | ROYAL BANK OF CANADA 4.51%/VAR 10/18/2027                                                        | CUSIP: 78017FZQ9<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   2600000 | PA      | $2610425.51   | 0.08%             | 2027-10-18      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                                | ROYAL BANK OF CANADA FRN SOFRINDX+72 10/18/2027                                                  | CUSIP: 78017FZR7<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   3100000 | PA      | $3108208.83   | 0.10%             | 2027-10-18      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| DELL EQUIP FIN TR 2024-2                                                            | DELL EQUIP FIN TR 2024-2 5.29% 02/24/2031 144A                                                   | CUSIP: 24704EAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    865000 | PA      | $872159.61    | 0.03%             | 2031-02-24      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                       | FHLG 30YR 3.5% 02/01/2052#SD1932                                                                 | CUSIP: 3132DPED6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    903460 | PA      | $839772.29    | 0.03%             | 2052-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DELL EQUIP FIN TR 2024-2                                                            | DELL EQUIP FIN TR 2024-2 B 4.82% 08/22/2030 144A                                                 | CUSIP: 24704EAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    105000 | PA      | $105943.24    | 0.00%             | 2030-08-22      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TESLA AUTO LEASE TRUST 2024-B                                                       | TESLA AUTO LEASE TRUST 2024-B 4.79% 01/20/2027 144A                                              | CUSIP: 881934AB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    305038 | PA      | $305269.21    | 0.01%             | 2027-01-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TR 2021-1                                          | SANTANDER DRIVE AUTO RECEIVABLES TR 2021-1 E 2.51% 12/15/2028                                    | CUSIP: 80286NAH9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1851883 | PA      | $1850403.89   | 0.06%             | 2028-12-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| COLT 2024-6 MORTGAGE LOAN TRUST                                                     | COLT 2024-6 MORTGAGE LOAN TRUST 5.644% 11/25/2069 144A                                           | CUSIP: 19688XAB2<br>LEI: 213800U2X2TO1PQH1O75 | Long             | ABS-CBDO         | CORP              | US        |   1069932 | PA      | $1076345.23   | 0.03%             | 2069-11-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BK NA SALT LAKE                                                      | MORGAN STANLEY BK NA SALT LAKE 4.447%/VAR 10/15/2027                                             | CUSIP: 61690U8G8<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1103609.02   | 0.03%             | 2027-10-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BK NA SALT LAKE                                                      | MORGAN STANLEY BK NA SALT LAKE FRN SOFR+68.5 10/15/2027                                          | CUSIP: 61690U8F0<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3006016.86   | 0.09%             | 2027-10-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| RCKT MTG TR 2024-CES-8                                                              | RCKT MTG TR 2024-CES-8 A1A STEP 11/25/2044 144A                                                  | CUSIP: 749421AA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1097378 | PA      | $1105192.51   | 0.03%             | 2044-11-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ROCC 2024-CNTR E                                                                    | ROCC 2024-CNTR A 5.38834% 11/13/2041 144A                                                        | CUSIP: 74970WAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    750000 | PA      | $773535.68    | 0.02%             | 2041-11-13      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FINANCE OF AMER HECM BUYOUT 2024-HB1                                                | FINANCE OF AMERICA HECM BUYOUT 2024-HB1 4% 10/01/2034 144A                                       | CUSIP: 31737DAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     80315 | PA      | $80271.22     | 0.00%             | 2034-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE LOAN FUNDING 2024-2 LTD                                               | PALMER SQUARE LOAN FUNDING 2024-2 LTD A1N TSFR3M+100 01/15/2033 144A                             | CUSIP: 69703RAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    334205 | PA      | $334311.57    | 0.01%             | 2033-01-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ALLY BK MIDVALE UTAH                                                                | ALLY BK MIDVALE UTAH 24-B C 5.215% 09/15/2032 144A                                               | CUSIP: 02007G4D2<br>LEI: 549300C04BJ0G297NC13 | Long             | ABS-CBDO         | CORP              | US        |    184387 | PA      | $185500.35    | 0.01%             | 2032-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANK AUTO CREDIT-LINKED NOTES SERIES 2024-1                              | HUNTINGTON BANK AUTO CREDIT-LINKED NOTES SERIES 2024-2 B1 5.442% 10/20/2032 144A                 | CUSIP: 44644NAG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1332262 | PA      | $1346148.26   | 0.04%             | 2032-10-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ALLY BK MIDVALE UTAH                                                                | ALLY BK MIDVALE UTAH 4.97% 09/15/2032 144A                                                       | CUSIP: 02007G4B6<br>LEI: 549300C04BJ0G297NC13 | Long             | ABS-CBDO         | CORP              | US        |    166250 | PA      | $167788.99    | 0.01%             | 2032-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BLUE OWL ASSET LEASING TRUST 2024-1 LLC                                             | BLUE OWL ASSET LEASING TRUST 2024-1A A2 LLC 5.05% 03/15/2029 144A                                | CUSIP: 095921AB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    497389 | PA      | $499214.40    | 0.02%             | 2029-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BLUE OWL ASSET LEASING TRUST 2024-1 LLC                                             | BLUE OWL ASSET LEASING TRUST 2024-1 LLC 5.41% 03/15/2030 144A                                    | CUSIP: 095921AC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    240000 | PA      | $242767.73    | 0.01%             | 2030-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| OCTANE RECEIVABLES TRUST 2024-3                                                     | OCTANE RECEIVABLES TRUST 2024-3 5.51% 10/20/2031 144A                                            | CUSIP: 67571GAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    300000 | PA      | $306227.16    | 0.01%             | 2031-10-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| OCTANE RECEIVABLES TRUST 2024-3                                                     | OCTANE RECEIVABLES TRUST 2024-3 4.94% 05/20/2030 144A                                            | CUSIP: 67571GAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    259407 | PA      | $260705.60    | 0.01%             | 2030-05-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FORTRESS CREDIT BSL VII LTD                                                         | FORTRESS CREDIT BSL VII LTD A2R TSFR3M+140 07/23/2032 144A                                       | CUSIP: 34956NAN2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    980000 | PA      | $977954.74    | 0.03%             | 2032-07-23      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FORTRESS CREDIT BSL VII LTD                                                         | FORTRESS CREDIT BSL VII LTD BR TSFR3M+165 07/23/2032 144A                                        | CUSIP: 34956NAQ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1250000 | PA      | $1250091.25   | 0.04%             | 2032-07-23      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2024-V11 MTG TR                                                           | BENCHMARK 2024-V11 AM MTG TR 6.201% 11/15/2057                                                   | CUSIP: 081921BC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    585000 | PA      | $613783.93    | 0.02%             | 2057-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BANK5 2024-5YR11                                                                    | BANK5 2024-5YR11 AS 6.139% 11/15/2057                                                            | CUSIP: 06644WBL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    690000 | PA      | $725500.78    | 0.02%             | 2057-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| VALLEY STREAM PK CLO LTD / VY STREAM PK CLO LLC                                     | VALLEY STREAM PK CLO LTD / VY STREAM PK CLO LLC ARR TSFR3M+119 01/20/2037 144A                   | CUSIP: 92013AAT6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   1526000 | PA      | $1525450.64   | 0.05%             | 2037-01-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                   | HSBC HOLDINGS PLC 5.13%/VAR 11/19/2028                                                           | CUSIP: 404280EM7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1220000 | PA      | $1242513.11   | 0.04%             | 2028-11-19      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BUCKHORN PARK CLO LTD                                                               | BUCKHORN PARK CLO LTD ARR TSFR3M+107 07/18/2034 144A                                             | CUSIP: 118382BA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2500652.50   | 0.08%             | 2034-07-18      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON INGALLS INDUSTRIES INC                                                   | HUNTINGTON INGALLS INDUSTRIES INC 5.353% 01/15/2030                                              | CUSIP: 446413BA3<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |    330000 | PA      | $342023.67    | 0.01%             | 2030-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MARBLE POINT CLO XV LTD                                                             | MARBLE POINT CLO XV LTD A1R2 TSFR3M+104 07/23/2032 144A                                          | CUSIP: 56606YAW5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1216118 | PA      | $1216361.44   | 0.04%             | 2032-07-23      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE PRIME AUTO RECEIVABLES TR 2024-1                                        | CAPITAL ONE PRIME AUTO RECEIVABLES TR 2024-1 4.61% 10/15/2027                                    | CUSIP: 14043NAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1024026 | PA      | $1025360.98   | 0.03%             | 2027-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| COLT 2024-INV4 MTG LN TR                                                            | COLT 2024-INV4 A3 MORTGAGE LOAN TRUST VAR 05/25/2069 144A                                        | CUSIP: 19688QAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1061985 | PA      | $1073416.66   | 0.03%             | 2069-05-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                                            | VISTRA OPERATIONS CO LLC 5.05% 12/30/2026 144A                                                   | CUSIP: 92840VAT9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   1344000 | PA      | $1355626.94   | 0.04%             | 2026-12-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUSTRALIA                                                         | COMMONWEALTH BANK AUSTRALIA FRN SOFR+46 11/27/2026 144A                                          | CUSIP: 2027A0KV0<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |   3000000 | PA      | $3006328.41   | 0.09%             | 2026-11-27      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| AFFIRM ASSET SECURITIZATION TRUST 2024-X2                                           | AFFIRM ASSET SECURITIZATION TRUST 2024-X2 5.22% 12/17/2029 144A                                  | CUSIP: 00833QAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    302686 | PA      | $302854.33    | 0.01%             | 2029-12-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                                                 | STATE ST BK and TR CO BOSTON FRN SOFR+46 11/25/2026                                              | CUSIP: 857449AD4<br>LEI: 571474TGEMMWANRLN572 | Long             | DBT              | CORP              | US        |   1935000 | PA      | $1940566.07   | 0.06%             | 2026-11-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                           | BOEING CO 6.259% 05/01/2027                                                                      | CUSIP: 097023DP7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1695000 | PA      | $1741315.72   | 0.05%             | 2027-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BANK5 2024-5YR12                                                                    | BANK5 2024-5YR12 5.902% 12/15/2057                                                               | CUSIP: 06644XBG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1090000 | PA      | $1150335.21   | 0.04%             | 2057-12-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BANK5 2024-5YR12                                                                    | BANK5 2024-5YR12 AS VAR 12/15/2057                                                               | CUSIP: 06644XBP0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    485000 | PA      | $510069.07    | 0.02%             | 2057-12-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| HARTWICK PARK CLO LTD                                                               | HARTWICK PARK CLO LTD AR TSFR3M+116 01/20/2037 144A                                              | CUSIP: 417403AN2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   2049000 | PA      | $2048385.30   | 0.06%             | 2037-01-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| DRYDEN 68 CLO LTD                                                                   | DRYDEN 68 CLO LTD ARR TSFR3M+110 07/15/2035 144A                                                 | CUSIP: 26252QAS1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2331000 | PA      | $2326363.64   | 0.07%             | 2035-07-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SOUND POINT CLO XXII LTD                                                            | SOUND POINT CLO XXII LTD BRR TSFR3M+165 01/20/2032 144A                                          | CUSIP: 83611KAY8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250792.75    | 0.01%             | 2032-01-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| MADISON PK FDG XLV LTD / MADISON PK FDG XLV LLC                                     | MADISON PK FDG XLV LTD / MADISON PK FDG XLV LLC ARR TSFR3M+108 07/15/2034 144A                   | CUSIP: 55820BAS6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2320000 | PA      | $2321224.96   | 0.07%             | 2034-07-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CENCORA INC                                                                         | CENCORA INC 4.625% 12/15/2027                                                                    | CUSIP: 03073EAV7<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    720000 | PA      | $729022.00    | 0.02%             | 2027-12-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PORSCHE FINANCIAL AUTO SECURITIZATION TRUST                                         | PORSCHE FINANCIAL AUTO SECURITIZATION TRUST 4.45% 01/24/2028 144A                                | CUSIP: 73328EAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    450638 | PA      | $450813.29    | 0.01%             | 2028-01-24      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BX COML MTG TR 2024-GPA3                                                            | BX COML MTG TR 2024-GPA3 A TSFR1M+149.25 12/15/2029 144A                                         | CUSIP: 123910AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    223139 | PA      | $221664.34    | 0.01%             | 2039-12-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FORTRESS CREDIT BSL VIII LTD                                                        | FORTRESS CREDIT BSL VIII LTD A2R TSFR3M+140 10/20/2032 144A                                      | CUSIP: 34962DAQ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2455000 | PA      | $2448987.71   | 0.08%             | 2032-10-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FORTRESS CREDIT BSL VIII LTD                                                        | FORTRESS CREDIT BSL VIII LTD A1AR TSFR3M+105 10/20/2032 144A                                     | CUSIP: 34962DAN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    746034 | PA      | $745314.05    | 0.02%             | 2032-10-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| TCO COML MTG TR 2024-DPM                                                            | TAUBMAN CENTERS COMMERCIAL MORTGAGE TRUST 24-DPM A TSFR1M+139.27 12/15/2039 144A                 | CUSIP: 87231EAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    869000 | PA      | $868999.48    | 0.03%             | 2039-12-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST 2024-P4                                              | CARVANA AUTO RECEIVABLES TRUST 2024-P4 4.62% 02/10/2028                                          | CUSIP: 14076LAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    380030 | PA      | $380296.36    | 0.01%             | 2028-02-10      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BX COML MTG TR 2024-GPA3                                                            | BX COML MTG TR 2024-GPA3 TSFR1M+164.233 12/15/2039 144A                                          | CUSIP: 123910AC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    573901 | PA      | $574438.04    | 0.02%             | 2039-12-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| THE TORONTO DOMINION BANK                                                           | TORONTO DOMINION BANK FRN SOFR+62 12/17/2026                                                     | CUSIP: 89115A3B6<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   4100000 | PA      | $4113562.60   | 0.13%             | 2026-12-17      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                          | FNMA 30YR 5.5% 05/01/2054#CB8483                                                                 | CUSIP: 3140QUM94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    151461 | PA      | $154803.38    | 0.00%             | 2054-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                          | FNMA 30YR 5.5% 02/01/2054#CB7985                                                                 | CUSIP: 3140QT2T5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1348536 | PA      | $1379557.50   | 0.04%             | 2054-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                          | FANNIEMAE 30YR 5.5% 09/01/2053#FA0048                                                            | CUSIP: 3140W0BS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     80675 | PA      | $82732.75     | 0.00%             | 2053-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CNO GLOBAL FUNDING                                                                  | CNO GLOBAL FUNDING 4.875% 12/10/2027 144A                                                        | CUSIP: 18977W2G4<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |    410000 | PA      | $414863.40    | 0.01%             | 2027-12-10      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SANTANDER BK AUTO CR LINKED NTS SER 2024-B                                          | SANTANDER BK AUTO CR LINKED NTS SER 2024-B 4.965% 01/18/2033 144A                                | CUSIP: 80280BAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    230680 | PA      | $232124.74    | 0.01%             | 2033-01-18      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SANTANDER BK AUTO CR LINKED NTS SER 2024-B                                          | SANTANDER BK AUTO CR LINKED NTS SER 2024-B 5.141% 01/18/2033 144A                                | CUSIP: 80280BAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    309111 | PA      | $310742.87    | 0.01%             | 2033-01-18      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| OCTANE RECEIVABLES TR 2024-RVM1                                                     | OCTANE RECEIVABLES TR 2024-RVM1 5.01% 01/22/2046 144A                                            | CUSIP: 67579FAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    268402 | PA      | $272228.93    | 0.01%             | 2046-01-22      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| RCKT MORTGAGE TRUST 2024-CES9                                                       | RCKT MORTGAGE TRUST 2024-CES9 STEP 12/25/2044 144A                                               | CUSIP: 749426AA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    215722 | PA      | $217732.40    | 0.01%             | 2044-12-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BX COML MTG TR 2024-SLCT                                                            | BX COMMERCIAL MORTGAGE TRUST 2024-SLCT TSFR1M+ 01/15/2030 144A                                   | CUSIP: 12433JAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    410000 | PA      | $409871.92    | 0.01%             | 2042-01-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BX COML MTG TR 2024-SLCT                                                            | BX COML MTG TR 2024-SLCT TSFR1M+239.195 01/15/2042 144A                                          | CUSIP: 12433JAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1045000 | PA      | $1044066.61   | 0.03%             | 2042-01-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CIFC FUNDING 2016-I LTD                                                             | CIFC FUNDING 2016-I LTD AR3 TSFR3M+100 10/21/2031 144A                                           | CUSIP: 17180TBL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1522489 | PA      | $1522786.96   | 0.05%             | 2031-10-21      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CIFC FUNDING 2016-I LTD                                                             | CIFC FUNDING 2016-I LTD D1R3 TSFR3M+230 10/21/2031 144A                                          | CUSIP: 17180TBS0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    670000 | PA      | $670513.89    | 0.02%             | 2031-10-21      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| SOLVENTUM CORP                                                                      | SOLVENTUM CORP 5.45% 02/25/2027                                                                  | CUSIP: 83444MAN1<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |    617000 | PA      | $625443.24    | 0.02%             | 2027-02-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                                                  | CREDIT AGRICOLE SA 5.23%/VAR 01/09/2029 144A                                                     | CUSIP: 22535WAP2<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    705000 | PA      | $719397.59    | 0.02%             | 2029-01-09      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SAMMONS FINANCIAL GROUP GLOBAL FUNDING                                              | SAMMONS FINANCIAL GROUP GLOBAL FUNDING 5.05% 01/10/2028 144A                                     | CUSIP: 79587J2B8<br>LEI: 635400IPRNPM6HDHRS48 | Long             | DBT              | CORP              | US        |    585000 | PA      | $594233.37    | 0.02%             | 2028-01-10      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                             | HYUNDAI CAP AMER 5% 01/07/2028 144A                                                              | CUSIP: 44891ADL8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    985000 | PA      | $1000521.77   | 0.03%             | 2028-01-07      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JACKSON NATL LIFE GLOBAL FDG                                                        | JACKSON NATL LIFE GLOBAL FDG 4.9% 01/13/2027 144A                                                | CUSIP: 46849LVC2<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |   3335000 | PA      | $3360907.48   | 0.10%             | 2027-01-13      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GA GLOBAL FUNDING TRUST                                                             | GA GLOBAL FUNDING TRUST 5.4% 01/13/2030 144A                                                     | CUSIP: 36143L2R5<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |   1135000 | PA      | $1167042.65   | 0.04%             | 2030-01-13      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DLLAA 2025-1 LLC                                                                    | DLLAA 2025-1 LLC 4.7% 10/20/2027 144A                                                            | CUSIP: 233249AB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    812687 | PA      | $815149.34    | 0.03%             | 2027-10-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JACKSON NATL LIFE GLOBAL FDG                                                        | JACKSON NATL LIFE GLOBAL FDG FRN SOFR+97 01/14/2028 144A                                         | CUSIP: 46849CJN2<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2506452.50   | 0.08%             | 2028-01-14      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| HF SINCLAIR CORP                                                                    | HF SINCLAIR CORP 5.75% 01/15/2031                                                                | CUSIP: 403949AR1<br>LEI: 2549009G116AM01XHN24 | Long             | DBT              | CORP              | US        |    705000 | PA      | $731379.27    | 0.02%             | 2031-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                       | FHLG 30YR 6% 12/01/2054#QX1253                                                                   | CUSIP: 31425VMB6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    996965 | PA      | $1025081.35   | 0.03%             | 2054-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                       | FHLG 30YR 6% 10/01/2054#SD7360                                                                   | CUSIP: 3132DVE92<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    204397 | PA      | $211055.16    | 0.01%             | 2054-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                       | FHLG 30YR 6.5% 09/01/2054#QJ5643                                                                 | CUSIP: 3133CWHU9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    117650 | PA      | $121944.00    | 0.00%             | 2054-09-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                          | FEDERAL NATL 30YR 6.5% 01/01/2055#DC9630                                                         | CUSIP: 3140AXVY0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     75700 | PA      | $78482.25     | 0.00%             | 2055-01-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                          | FNMA 30YR 6.5% 09/01/2054#DC1965                                                                 | CUSIP: 3140APFF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     72624 | PA      | $75262.74     | 0.00%             | 2054-09-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                       | FHLG 30YR 6.5% 12/01/2054#QX0557                                                                 | CUSIP: 31425UTP0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     72780 | PA      | $75454.47     | 0.00%             | 2054-12-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE COR PORATION                                             | FHLM 30YR 6.5% 01/01/2055#QX2526                                                                 | CUSIP: 31425WYY1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    128290 | PA      | $133046.62    | 0.00%             | 2055-01-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE COR PORATION                                             | FHLM 30YR 6.5% 01/01/2055#QX3636                                                                 | CUSIP: 31425YBE6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     41900 | PA      | $43493.29     | 0.00%             | 2055-01-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                                  | WELLS FARGO and CO NEW 4.9%/VAR 01/24/2028                                                       | CUSIP: 95000U3R2<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   3650000 | PA      | $3681235.90   | 0.11%             | 2028-01-24      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST 2024-HQA1                                             | FREDDIE MAC STACR REMIC TRUST 25-DNA1 A1 SOFR30A+95 01/25/2045 144A                              | CUSIP: 35564NFY4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    226188 | PA      | $226489.53    | 0.01%             | 2045-01-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI AUTO RECEIVABLES TRUST 2025-A                                            | WORLD OMNI AUTO RECEIVABLES TRUST 2025-A 4.49% 04/17/2028                                        | CUSIP: 98164YAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1424143 | PA      | $1426178.45   | 0.04%             | 2028-04-17      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO LEASE TRUST 2025-A                                                 | FORD CREDIT AUTO LEASE TRUST 2025-A 4.57% 08/15/2027                                             | CUSIP: 345282AB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1620750 | PA      | $1624292.40   | 0.05%             | 2027-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SECURITIZED TERM AUTO RECEIVABLES TRUST 2025-A                                      | SECURITIZED TERM AUTO RECEIVABLES TRUST 2025-A 5.67% 07/25/2031 144A                             | CUSIP: 81378RAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | CA        |    266189 | PA      | $268527.50    | 0.01%             | 2031-07-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERATION DES CAISSES DESJARD INS DU QUEBEC                                        | FEDERATION DES CAISE DESJARDIN FRN SOFR+63 01/27/2027 144A                                       | CUSIP: 31429KAN3<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |   3000000 | PA      | $3006972.66   | 0.09%             | 2027-01-27      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF CANADA                                                             | NATIONAL BANK OF CANADA 4.95%/VAR 02/01/2028                                                     | CUSIP: 63307A3D5<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |   2522000 | PA      | $2547461.08   | 0.08%             | 2028-02-01      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                           | UST NOTES 4.125% 01/31/2027                                                                      | CUSIP: 91282CMH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 101000000 | PA      | $101579961.19 | 3.14%             | 2027-01-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ALINEA CLO 2018-1 LTD                                                               | ALINEA CLO 2018-1 LTD AR TSFR3M+90 07/20/2031 144A                                               | CUSIP: 016269AE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     11201 | PA      | $11202.99     | 0.00%             | 2031-07-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ALINEA CLO 2018-1 LTD                                                               | ALINEA CLO 2018-1 LTD BR TSFR3M+115 07/20/2031 144A                                              | CUSIP: 016269AG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $249778.75    | 0.01%             | 2031-07-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING 2025-1 LLC                                               | ENTERPRISE FLEET FINANCING 2025-1 LLC 4.65% 10/20/2027 144A                                      | CUSIP: 29390HAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2025181 | PA      | $2032033.85   | 0.06%             | 2027-10-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| POST ROAD EQUIPMENT FINANCE 2025-1 LLC                                              | POST ROAD EQUIPMENT FINANCE 2025-1 LLC 4.9% 05/15/2031 144A                                      | CUSIP: 73747LAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    215939 | PA      | $217437.70    | 0.01%             | 2031-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY TRANSMISSION LLC                                                        | FIRSTENERGY TRANSMISSION LLC 4.55% 01/15/2030                                                    | CUSIP: 33767BAG4<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |    310000 | PA      | $313926.22    | 0.01%             | 2030-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                                                        | STRYKER CORP 4.7% 02/10/2028                                                                     | CUSIP: 863667BK6<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    922000 | PA      | $936643.93    | 0.03%             | 2028-02-10      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SYMPHONY CLO XXIII LTD                                                              | SYMPHONY CLO XXIII LTD AR2 TSFR3M+90 01/15/2034 144A                                             | CUSIP: 87167NDL6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1804764 | PA      | $1803047.95   | 0.06%             | 2034-01-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL AUTOMOBILE LEASING TRUST 2025-1                                        | GM FINANCIAL AUTOMOBILE LEASING TRUST 2025-1 VAR 05/20/2027                                      | CUSIP: 36271VAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2430474 | PA      | $2435812.86   | 0.08%             | 2027-05-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| PEAC SOLUTIONS RECEIVABLES 2025-1 LLC                                               | PEAC SOLUTIONS RECEIVABLES 2025-1 LLC 4.94% 10/20/2028 144A                                      | CUSIP: 69392HAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    625000 | PA      | $628796.13    | 0.02%             | 2028-10-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PEAC SOLUTIONS RECEIVABLES 2025-1 LLC                                               | PEAC SOLUTIONS RECEIVABLES 2025-1 LLC 5.04% 07/20/2032 144A                                      | CUSIP: 69392HAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    510000 | PA      | $520000.49    | 0.02%             | 2032-07-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BATTALION CLO XV LTD / BATTALION CLO XV LLC                                         | BATTALION CLO XV LTD / BATTALION CLO XV LLC A1RR TSFR3M+98 01/17/2033 144A                       | CUSIP: 07131AAM6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2802690 | PA      | $2802132.31   | 0.09%             | 2033-01-17      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BATTALION CLO XV LTD / BATTALION CLO XV LLC                                         | BATTALION CLO XV LTD / BATTALION CLO XV LLC CR TSFR3M+190 01/17/2033 144A                        | CUSIP: 07131AAT1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    715000 | PA      | $711396.40    | 0.02%             | 2033-01-17      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                                               | FOUNDRY JV HOLDCO LLC 5.5% 01/25/2031 144A                                                       | CUSIP: 350930AF0<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    380000 | PA      | $395167.97    | 0.01%             | 2031-01-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY CORP                                                                  | VALERO ENERGY CORP 5.15% 02/15/2030                                                              | CUSIP: 91913YBF6<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |    365000 | PA      | $376513.20    | 0.01%             | 2030-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MA'ADEN SUKUK LTD                                                                   | MA'ADEN SUKUK LTD 5.25% 02/13/2030 144A                                                          | CUSIP: 55407NAA0<br>LEI: 254900QDNU6I6VA8UL14 | Long             | DBT              | CORP              | KY        |   1500000 | PA      | $1536210.00   | 0.05%             | 2030-02-13      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FLATIRON RR CLO 22 LLC                                                              | FLATIRON RR CLO 22 LLC AR TSFR3M+91 10/15/2034 144A                                              | CUSIP: 33883QAQ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1900000 | PA      | $1896496.40   | 0.06%             | 2034-10-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| KUBOTA CREDIT OWNER TRUST 2025-1                                                    | KUBOTA CREDIT OWNER TRUST 2025-1 4.61% 12/15/2027 144A                                           | CUSIP: 50117FAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2441438 | PA      | $2449563.77   | 0.08%             | 2027-12-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SFAST 2025-1A                                                                       | SFAST 2025-1A 4.65% 05/22/2028 144A                                                              | CUSIP: 81885BAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1080611 | PA      | $1082011.84   | 0.03%             | 2028-05-22      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2025-ROIC                                                                  | BX Trust 2025-ROIC VAR 03/15/2030 144A                                                           | CUSIP: 05593VAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1956370 | PA      | $1952701.67   | 0.06%             | 2030-03-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| TOYOTA LEASE OWNER TRUST 2025-A                                                     | TOYOTA LEASE OWNER TRUST 2025-A 4.58% 07/20/2027 144A                                            | CUSIP: 89239NAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1104514 | PA      | $1107603.33   | 0.03%             | 2027-07-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BATTALION CLO XII LTD                                                               | BATTALION CLO XII LTD BRR TSFR3M+120 05/17/2031 144A                                             | CUSIP: 07133RAY1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    945000 | PA      | $940837.28    | 0.03%             | 2031-05-17      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BATTALION CLO XII LTD                                                               | BATTALION CLO XII LTD CRR TSFR3M+155 05/17/2031 144A                                             | CUSIP: 07133RBA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1020000 | PA      | $1017592.80   | 0.03%             | 2031-05-17      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                                                       | DTE ENERGY CO 5.2% 04/01/2030                                                                    | CUSIP: 233331BN6<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    820000 | PA      | $848018.57    | 0.03%             | 2030-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                        | BARCLAYS PLC 5.086%/VAR 02/25/2029                                                               | CUSIP: 06738ECX1<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1085000 | PA      | $1105503.14   | 0.03%             | 2029-02-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON NATIONAL BANK                                                            | HUNTINGTON NATL BK COLUMBUS OH FRN SOFR+72 04/12/2028                                            | CUSIP: 44644MAL5<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | DBT              | CORP              | US        |   2312000 | PA      | $2310671.73   | 0.07%             | 2028-04-12      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CLOVER CLO 2019-1 LTD.                                                              | CLOVER CLO 2019-1 LTD 19-1A ARR TSFR3M+100 04/18/2035 144A                                       | CUSIP: 102875AA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1635000 | PA      | $1635508.49   | 0.05%             | 2035-04-18      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| OCTAGON INVT PARTNERS XXI LTD / OCTAGON INVT PARTNERS XXI LLC                       | OCTAGON INVT PARTNERS XXI LTD / OCTAGON INVT PARTNERS XXI LLC BR4 TSFR3M+135 02/14/2031 144A     | CUSIP: 67590QCC9<br>LEI: 549300XIS9D4AHDX5A35 | Long             | ABS-CBDO         | CORP              | KY        |    760000 | PA      | $759379.84    | 0.02%             | 2031-02-14      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| OCTAGON INVT PARTNERS XXI LTD / OCTAGON INVT PARTNERS XXI LLC                       | OCTAGON INVT PARTNERS XXI LTD / OCTAGON INVT PARTNERS XXI LLC AAR4 TSFR3M+81 02/14/2031 144A     | CUSIP: 67590QBW6<br>LEI: 549300XIS9D4AHDX5A35 | Long             | ABS-CBDO         | CORP              | KY        |    231781 | PA      | $231812.31    | 0.01%             | 2031-02-14      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| OCTAGON INVT PARTNERS XXI LTD / OCTAGON INVT PARTNERS XXI LLC                       | OCTAGON INVT PARTNERS XXI LTD / OCTAGON INVT PARTNERS XXI LLC A2R4 TSFR3M+115 02/14/2031 144A    | CUSIP: 67590QCA3<br>LEI: 549300XIS9D4AHDX5A35 | Long             | ABS-CBDO         | CORP              | KY        |   1925000 | PA      | $1925577.50   | 0.06%             | 2031-02-14      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                                                                     | CHEVRON USA INC FRN SOFRINDX+36 02/26/2027                                                       | CUSIP: 166756BA3<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |   2704000 | PA      | $2709081.63   | 0.08%             | 2027-02-26      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                   | HSBC HOLDINGS PLC 4.899%/VAR 03/03/2029                                                          | CUSIP: 404280EQ8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1005000 | PA      | $1020112.84   | 0.03%             | 2029-03-03      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GENERAL MTRS FINL CO INC                                                            | GENERAL MTRS FINL CO INC 5.05% 04/04/2028                                                        | CUSIP: 37045XFE1<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1575000 | PA      | $1603451.62   | 0.05%             | 2028-04-04      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                                                        | SYNOPSYS INC 4.65% 04/01/2028                                                                    | CUSIP: 871607AB3<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |   2075000 | PA      | $2102743.48   | 0.07%             | 2028-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CANYON CAPITAL CLO 2019-2 LTD                                                       | CANYON CAPITAL CLO 2019-2 LTD AR2 TSFR3M+101 10/15/2034 144A                                     | CUSIP: 13887WAS9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    990000 | PA      | $987728.94    | 0.03%             | 2034-10-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                                            | MARS INC 4.45% 03/01/2027 144A                                                                   | CUSIP: 571676AW5<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   2200000 | PA      | $2214910.57   | 0.07%             | 2027-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                                            | MARS INC 4.6% 03/01/2028 144A                                                                    | CUSIP: 571676AX3<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   1080000 | PA      | $1093928.63   | 0.03%             | 2028-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GLAXOSMITHKLINE CAP PLC                                                             | GLAXOSMITHKLINE CAP PLC FRN SOFR+50 03/12/2027                                                   | CUSIP: 377373AN5<br>LEI: 549300U0LV41VX7LEP38 | Long             | DBT              | CORP              | GB        |   3046000 | PA      | $3056886.40   | 0.09%             | 2027-03-12      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TR 2025-P1                                                 | CARVANA AUTO RECEIVABLES TR 2025-P1 4.5% 06/12/2028                                              | CUSIP: 14689MAB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    339855 | PA      | $340157.19    | 0.01%             | 2028-06-12      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRISE GROUP INC                                                 | PUBLIC SVC ENTERPRISE GRP INC 4.9% 03/15/2030                                                    | CUSIP: 744573BA3<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |   1275000 | PA      | $1305996.09   | 0.04%             | 2030-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WHEELS FLEET LEASE FUNDING 1 LLC                                                    | WHEELS FLEET LEASE FUNDING 1 LLC TSFR1M+0 01/18/2040 144A                                        | CUSIP: 96328GCF2<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-CBDO         | CORP              | US        |   2505000 | PA      | $2506756.76   | 0.08%             | 2040-01-18      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| DEXT ABS 2025-1 LLC                                                                 | DEXT ABS 2025-1 LLC 4.59% 08/16/2027 144A                                                        | CUSIP: 252154AB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    510588 | PA      | $511625.02    | 0.02%             | 2027-08-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON NATIONAL BANK                                                            | HUNTINGTON NATL BK COLUMBUS OH 4.957% 03/21/2033 144A                                            | CUSIP: 446438SX2<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | ABS-CBDO         | CORP              | US        |    863401 | PA      | $870313.72    | 0.03%             | 2033-03-21      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NORDEA BANK ABP                                                                     | NORDEA BANK ABP FRN SOFR+70 03/17/2028 144A                                                      | CUSIP: 65558RAM1<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |   2595000 | PA      | $2605224.30   | 0.08%             | 2028-03-17      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                          | FNMA 30YR 6% 08/01/2054#CB9011                                                                   | CUSIP: 3140QVAM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    345514 | PA      | $356769.53    | 0.01%             | 2054-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST 2025-A                                                 | FORD CREDIT AUTO OWNER TRUST 2025-A 4.47% 12/15/2027                                             | CUSIP: 34535KAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2216299 | PA      | $2221288.17   | 0.07%             | 2027-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST 2025-2                                       | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2025-2 4.71% 06/15/2028                                   | CUSIP: 80287NAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1517868 | PA      | $1520777.36   | 0.05%             | 2028-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GMF FLOORPLAN OWNER REVOLVING TR                                                    | GMF FLOORPLAN OWNER REVOLVING TR SOFR30A+55 03/15/2029 144A                                      | CUSIP: 361886DX9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1650000 | PA      | $1653131.70   | 0.05%             | 2029-03-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ONCOR ELEC DELIVERY CO LLC                                                          | ONCOR ELEC DELIVERY CO LLC 4.5% 03/20/2027 144A                                                  | CUSIP: 68233JCY8<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |   1574000 | PA      | $1585864.15   | 0.05%             | 2027-03-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                                        | ING GROEP NV 4.858%/VAR 03/25/2029                                                               | CUSIP: 456837BQ5<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   1060000 | PA      | $1076388.36   | 0.03%             | 2029-03-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                            | FORD MOTOR CREDIT CO LLC 5.918% 03/20/2028                                                       | CUSIP: 345397G72<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    550000 | PA      | $562309.59    | 0.02%             | 2028-03-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMER FIN LLC                                                       | VOLKSWAGEN GROUP AMER FIN LLC 5.05% 03/27/2028 144A                                              | CUSIP: 928668CP5<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    580000 | PA      | $588860.21    | 0.02%             | 2028-03-27      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ELEMENT FLEET MANAGEMENT CORP                                                       | ELEMENT FLEET MANAGEMENT CORP 5.037% 03/25/2030 144A                                             | CUSIP: 286181AP7<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |    690000 | PA      | $706989.38    | 0.02%             | 2030-03-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                          | FNMA 30YR 6% 06/01/2054#CB8755                                                                   | CUSIP: 3140QUWR3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    429553 | PA      | $443412.18    | 0.01%             | 2054-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                          | FNMA 30YR 6% 07/01/2054#CB8858                                                                   | CUSIP: 3140QUZY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     60007 | PA      | $61942.91     | 0.00%             | 2054-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GLENCORE FDG LLC                                                                    | GLENCORE FDG LLC FRN SOFRINDX+75 10/01/2026 144A                                                 | CUSIP: 378272BX5<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   2600000 | PA      | $2602596.10   | 0.08%             | 2026-10-01      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                             | HYUNDAI CAP AMER 4.85% 03/25/2027 144A                                                           | CUSIP: 44891ADP9<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    615000 | PA      | $619899.77    | 0.02%             | 2027-03-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VERIZON MASTER TRUST                                                                | VERIZON MASTER TRUST 4.51% 03/20/2030                                                            | CUSIP: 92348KDY6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2155000 | PA      | $2171113.58   | 0.07%             | 2030-03-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CHENANGO PARK CLO LTD                                                               | CHENANGO PARK CLO LTD BR TSFR3M+180 04/15/2030 144A                                              | CUSIP: 16409TAS8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1200000 | PA      | $1201254.00   | 0.04%             | 2030-04-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CHENANGO PARK CLO LTD                                                               | CHENANGO PARK CLO LTD A2R TSFR3M+145 04/15/2030 144A                                             | CUSIP: 16409TAQ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    575000 | PA      | $574822.33    | 0.02%             | 2030-04-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| DELL INTERNATIONAL LLC / EMC CORP                                                   | DELL INTL/EMC CORP 4.75% 04/01/2028                                                              | CUSIP: 24703TAL0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1005000 | PA      | $1018742.23   | 0.03%             | 2028-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FINANCE NORTH AMERICA LLC                                             | MERCEDES-BENZ FINANCE NORTH AMERICA LLC FRN SOFR+78 04/01/2027 144A                              | CUSIP: 58769JBD8<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3512799.82   | 0.11%             | 2027-04-01      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FORTITUDE GROUP HOLDINGS LLC                                                        | FORTITUDE GROUP HOLDINGS LLC 6.25% 04/01/2030 144A                                               | CUSIP: 34966XAA6<br>LEI: 2549006R9ZUL08JFIH12 | Long             | DBT              | CORP              | US        |   1230000 | PA      | $1279951.17   | 0.04%             | 2030-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| EQUITABLE FINANCIAL LIFE GLOBAL FUNDING                                             | EQUITABLE FINANCIAL LIFE GLOBAL FUNDING 4.6% 04/01/2027 144A                                     | CUSIP: 29449WAU1<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |   1597000 | PA      | $1606328.75   | 0.05%             | 2027-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                                                    | LPL HOLDINGS INC 4.9% 04/03/2028                                                                 | CUSIP: 50212YAN4<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    465000 | PA      | $471625.55    | 0.01%             | 2028-04-03      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AMRIZE FINANCE US LLC                                                               | AMRIZE FINANCE US LLC 4.7% 04/07/2028 144A                                                       | CUSIP: 43475RAB2<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |   1025000 | PA      | $1037676.43   | 0.03%             | 2028-04-07      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AMRIZE FINANCE US LLC                                                               | AMRIZE FINANCE US LLC 4.95% 04/07/2030 144A                                                      | CUSIP: 43475RAC0<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |    375000 | PA      | $384724.97    | 0.01%             | 2030-04-07      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| OBX 2025-NQM6 TR                                                                    | OBX 2025-NQM6 A1 TR VAR 03/25/2065 144A                                                          | CUSIP: 67448UAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1258672 | PA      | $1271061.69   | 0.04%             | 2065-03-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                                                        | AUTOZONE INC 5.165% 06/15/2030                                                                   | CUSIP: 053332BM3<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    800000 | PA      | $828069.88    | 0.03%             | 2030-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JAPAN TOBACCO INC                                                                   | JAPAN TOBACCO INC 4.85% 05/15/2028 144A                                                          | CUSIP: 471105AC0<br>LEI: 353800Z0ENYBQO0XRJ31 | Long             | DBT              | CORP              | JP        |   1620000 | PA      | $1650759.36   | 0.05%             | 2028-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                           | USTN TII 1.625% 04/15/2030                                                                       | CUSIP: 91282CNB3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3450000 | PA      | $3562347.17   | 0.11%             | 2030-04-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| KEYSIGHT TECHNOLOGIES INC                                                           | KEYSIGHT TECHNOLOGIES 5.35% 07/30/2030                                                           | CUSIP: 49338LAH6<br>LEI: 549300GLKVIO8YRCYN02 | Long             | DBT              | CORP              | US        |    755000 | PA      | $787246.79    | 0.02%             | 2030-07-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| COLT 2025-4 A2                                                                      | COLT 2025-4 A2 A1 VAR 04/25/2070 144A                                                            | CUSIP: 12674HAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    376921 | PA      | $381827.44    | 0.01%             | 2070-04-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                      | MORGAN STANLEY 4.994%/VAR 04/12/2029                                                             | CUSIP: 61747YFY6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1065000 | PA      | $1086256.29   | 0.03%             | 2029-04-12      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK OF NEW YORK MELLON                                                             | BANK OF NEW YORK MELLON 4.729%/VAR 04/20/2029                                                    | CUSIP: 06405LAH4<br>LEI: HPFHU0OQ28E4N0NFVK49 | Long             | DBT              | CORP              | US        |   1040000 | PA      | $1058435.39   | 0.03%             | 2029-04-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK OF NEW YORK MELLON                                                             | BANK OF NEW YORK MELLON FRN SOFRINDX+71 04/20/2027                                               | CUSIP: 06405LAG6<br>LEI: HPFHU0OQ28E4N0NFVK49 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3504811.84   | 0.11%             | 2027-04-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| EXETER SELECT AUTOMOBILE RECEIVABLES TR 2025-1                                      | EXETER SELECT AUTOMOBILE RECEIVABLES TR 2025-1 4.83% 10/16/2028                                  | CUSIP: 30185AAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     62021 | PA      | $62187.47     | 0.00%             | 2028-10-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                                  | WELLS FARGO and CO NEW 4.97%/VAR 04/23/2029                                                      | CUSIP: 95000U3T8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2895000 | PA      | $2951792.14   | 0.09%             | 2029-04-23      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                       | GOLDMAN SACHS GROUP INC (THE) 4.937%/VAR 04/23/2028                                              | CUSIP: 38141GC77<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1970000 | PA      | $1991605.92   | 0.06%             | 2028-04-23      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                       | GOLDMAN SACHS GROUP INC (THE) 5.218%/VAR 04/23/2031                                              | CUSIP: 38141GC93<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1139633.34   | 0.04%             | 2031-04-23      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                       | GOLDMAN SACHS GROUP INC (THE) FRN SOFR+129 04/23/2028                                            | CUSIP: 38141GC85<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1915602.90   | 0.06%             | 2028-04-23      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TR 2025-3                                                      | VERUS SECURITIZATION TR 2025-3 A1 VAR 05/25/2070 144A                                            | CUSIP: 924928AA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    380771 | PA      | $384812.25    | 0.01%             | 2070-05-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST 2025-R03                                        | CONNECTICUT AVENUE SECURITIES TRUST 2025-R03 SOFR30A+145 03/25/2045 144A                         | CUSIP: 20754VAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    318123 | PA      | $320188.06    | 0.01%             | 2045-03-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| EXETER SELECT AUTOMOBILE RECEIVABLES TR 2025-1                                      | EXETER SELECT AUTOMOBILE RECEIVABLES TR 2025-1 4.87% 08/15/2031                                  | CUSIP: 30185AAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    480000 | PA      | $486382.46    | 0.02%             | 2031-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                                 | AMERICAN EXPRESS CO 4.731%/VAR 04/25/2029                                                        | CUSIP: 025816ED7<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    840000 | PA      | $853949.27    | 0.03%             | 2029-04-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO LEASE SECURITIZATION TRUST 2025-B                                      | HYUNDAI AUTO LEASE SECURITIZATION TRUST 2025-B 4.58% 09/15/2027 144A                             | CUSIP: 44935DAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2006897 | PA      | $2012584.62   | 0.06%             | 2027-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO LEASE SECURITIZATION TRUST 2025-B                                      | HYUNDAI AUTO LEASE SECURITIZATION TRUST 2025-B 4.53% 04/17/2028 144A                             | CUSIP: 44935DAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    390000 | PA      | $393231.93    | 0.01%             | 2028-04-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CARMX 2025-2                                                                        | CARMX 2025-2 4.59% 07/17/2028                                                                    | CUSIP: 14320AAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1145064 | PA      | $1147922.07   | 0.04%             | 2028-07-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DELL EQUIP FIN TR 2025-1                                                            | DELL EQUIP FIN TR 2025-1 4.68% 07/22/2027 144A                                                   | CUSIP: 24703UAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    305000 | PA      | $305887.64    | 0.01%             | 2027-07-22      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TOYOTA AUTO RECEIVABLES 2025-B OWNER TR                                             | TOYOTA AUTO RECEIVABLES 2025-B OWNER TR 4.46% 03/15/2028                                         | CUSIP: 89231HAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2357875 | PA      | $2362311.80   | 0.07%             | 2028-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                                   | STATE STREET CORP FRN SOFR+95 04/24/2028                                                         | CUSIP: 857477CZ4<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   1189000 | PA      | $1196371.80   | 0.04%             | 2028-04-24      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC DEL                                                               | KINDER MORGAN INC DEL 5.15% 06/01/2030                                                           | CUSIP: 49456BBB6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    860000 | PA      | $891123.12    | 0.03%             | 2030-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                         | WALMART INC FRN SOFRINDX+43 04/28/2027                                                           | CUSIP: 931142FM0<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |   2436000 | PA      | $2444108.91   | 0.08%             | 2027-04-28      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                       | FHLG 30YR 6% 10/01/2054#SD6767                                                                   | CUSIP: 3132DUQU4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    692642 | PA      | $714718.90    | 0.02%             | 2054-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE COR PORATION                                             | FHLM 30YR 6% 05/01/2055#QY1706                                                                   | CUSIP: 31426K3Q7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    612430 | PA      | $629988.66    | 0.02%             | 2055-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                       | FHLG 30YR 5.5% 04/01/2055#SL0876                                                                 | CUSIP: 31427M6N6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1408123 | PA      | $1431581.91   | 0.04%             | 2055-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DELL EQUIP FIN TR 2025-1                                                            | DELL EQUIP FIN TR 2025-1 C 5.25% 02/24/2031 144A                                                 | CUSIP: 24703UAJ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    100000 | PA      | $101573.19    | 0.00%             | 2031-02-24      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| J P MORGAN MTG TR 2025-DSC1                                                         | JP MORGAN MORTGAGE TRUST SERIES 2025-DSC1 A1 VAR 09/25/2065 144A                                 | CUSIP: 46593TAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1002457 | PA      | $1013788.72   | 0.03%             | 2065-09-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO LEASE SECURITIZATION TRUST 2025-B                                      | HYUNDAI AUTO LEASE SECURITIZATION TRUST 2025-B 4.94% 08/15/2029 144A                             | CUSIP: 44935DAF6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    805000 | PA      | $816049.99    | 0.03%             | 2029-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MTG TR 2025-5                                                             | ANGEL OAK MTG TR 2025-5 5.573% 04/25/2070 144A                                                   | CUSIP: 03466EAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1793631 | PA      | $1807967.49   | 0.06%             | 2070-04-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HAROT 2025-2 A2A                                                                    | HAROT 2025-2 A2A 4.3% 01/18/2028                                                                 | CUSIP: 437921AB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2236000 | PA      | $2239378.60   | 0.07%             | 2028-01-18      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING 2025-2 LLC                                               | ENTERPRISE FLEET FINANCING 2025-2 LLC 4.51% 02/22/2028 144A                                      | CUSIP: 29375TAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2594000 | PA      | $2604642.14   | 0.08%             | 2028-02-22      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CBRE SERVICES INC                                                                   | CBRE SERVICES INC 5.1% 06/15/2030                                                                | CUSIP: 12505BAJ9<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |    390000 | PA      | $397089.15    | 0.01%             | 2030-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                                | KEURIG DR PEPPER INC FRN SOFR+58 11/15/2026                                                      | CUSIP: 49271VAY6<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |   2985000 | PA      | $2984227.24   | 0.09%             | 2026-11-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| EFMT 2025-INV2                                                                      | EFMT 2025-INV2 5.387% 05/26/2070 144A                                                            | CUSIP: 281914AA9<br>LEI: 254900ZO1GLQXE3JWX68 | Long             | ABS-CBDO         | CORP              | US        |    358646 | PA      | $360945.59    | 0.01%             | 2070-05-26      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AFFIRM ASSET SECURITIZATION TR 2025-X1                                              | AFFIRM ASSET SECURITIZATION TR 2025-X1 A 5.24% 04/15/2030 144A                                   | CUSIP: 00834MAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    385343 | PA      | $386058.64    | 0.01%             | 2030-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                         | BNP PARIBAS 4.792%/VAR 05/09/2029 144A                                                           | CUSIP: 09659W3C6<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   1760000 | PA      | $1780039.64   | 0.06%             | 2029-05-09      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE ED LN TR 2025-A                                                         | SMB PRIVATE ED LN TR 2025-A 5.13% 04/15/2054 144A                                                | CUSIP: 83207EAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    565262 | PA      | $575241.41    | 0.02%             | 2054-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GCAT 2025-NQM1 TRUST                                                                | GCAT 2025-NQM1 TRUST 5.373% 11/25/2069 144A                                                      | CUSIP: 36171GAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    529663 | PA      | $533472.47    | 0.02%             | 2069-11-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                       | CITIGROUP INC FRN SOFR+111.43 05/07/2028                                                         | CUSIP: 172967PY1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2200000 | PA      | $2213029.76   | 0.07%             | 2028-05-07      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| HOMES 2025-NQM2 TRUST                                                               | HOMES 2025-NQM2 TRUST 5.425% 02/25/2070 144A                                                     | CUSIP: 403966AA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    444429 | PA      | $447511.09    | 0.01%             | 2070-02-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GM FINL CONSUMER AUTOMOBILE RECEIVABLES TR 2025-2                                   | GM FINL CONSUMER AUTOMOBILE RECEIVABLES TR 2025-2 4.4% 02/16/2028                                | CUSIP: 362549AB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2016024 | PA      | $2019618.86   | 0.06%             | 2028-02-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WOART 2025-B                                                                        | WOART 2025-B 4.38% 08/15/2028                                                                    | CUSIP: 98164TAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2601606 | PA      | $2605437.72   | 0.08%             | 2028-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BOFA AUTO TRUST 2025-1                                                              | BOFA AUTO TRUST 2025-1 4.52% 11/22/2027 144A                                                     | CUSIP: 05594BAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    595577 | PA      | $596615.34    | 0.02%             | 2027-11-22      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DTE ELEC CO                                                                         | DTE ELEC CO 4.25% 05/14/2027                                                                     | CUSIP: 23338VAW6<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    474000 | PA      | $477289.72    | 0.01%             | 2027-05-14      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                         | BANK OF AMERICA CORPORATION 4.623%/VAR 05/09/2029                                                | CUSIP: 06051GMT3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1435000 | PA      | $1454580.62   | 0.05%             | 2029-05-09      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| UST BILLS                                                                           | UST BILLS 0% 05/14/2026                                                                          | CUSIP: 912797QN0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  52000000 | PA      | $51134431.92  | 1.58%             | 2026-05-14      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| PORSCHE INNOVATIVE LEASE OWNER TRUST 2025-1                                         | PORSCHE INNOVATIVE LEASE OWNER TRUST 2025-1 4.6% 12/20/2027 144A                                 | CUSIP: 73329KAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1206189 | PA      | $1209363.65   | 0.04%             | 2027-12-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ AUTO LEASE TRUST 2025-A                                               | MERCEDES-BENZ AUTO LEASE TRUST 2025-A 4.57% 04/17/2028                                           | CUSIP: 58768YAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1640000 | PA      | $1648755.47   | 0.05%             | 2028-04-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| OHA CREDIT FUNDING 22 LTD                                                           | OHA CREDIT FUNDING 22 LTD A1 TSFR3M+ 07/20/2038 144A                                             | CUSIP: 67121HAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1854000 | PA      | $1857446.59   | 0.06%             | 2038-07-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| AUTONATION FINANCE TRUST 2025-1                                                     | AUTONATION FINANCE TRUST 2025-1 4.72% 04/10/2028 144A                                            | CUSIP: 05330QAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    309275 | PA      | $309943.18    | 0.01%             | 2028-04-10      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MTLRF 2025-1A                                                                       | MTLRF 2025-1A 4.7% 12/16/2027 144A                                                               | CUSIP: 55340QAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1040000 | PA      | $1046241.98   | 0.03%             | 2027-12-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| US BANK NA CINCINNATI OHIO                                                          | US BANK NA CINCINNATI OHIO FRN SOFR+91 05/15/2028                                                | CUSIP: 90331HPT4<br>LEI: 6BYL5QZYBDK8S7L73M02 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3513822.62   | 0.11%             | 2028-05-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                                    | SOCIETE GENERALE FRANCE 5.249%/VAR 05/22/2029 144A                                               | CUSIP: 83368RCH3<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    570000 | PA      | $581251.53    | 0.02%             | 2029-05-22      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ALA TRUST 2025-OANA                                                                 | ALA TRUST 2025-OANA A 6.04263% 06/15/2030 144A                                                   | CUSIP: 009920AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2165000 | PA      | $2173109.66   | 0.07%             | 2040-06-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GMF LEASING LLC                                                                     | GMF LEASING LLC 4.55% 07/20/2027                                                                 | CUSIP: 362962AB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2182983 | PA      | $2188881.09   | 0.07%             | 2027-07-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST 25-3A                                           | EXETER AUTOMOBILE RECEIVABLES TRUST 25-3A A2 4.94% 01/18/2028                                    | CUSIP: 30166XAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1373025 | PA      | $1374735.73   | 0.04%             | 2028-01-18      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORP                                                         | AMERICAN HONDA FINANCE CORP FRN SOFR+65 05/20/2026                                               | CUSIP: 02665WGB1<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   2600000 | PA      | $2603672.21   | 0.08%             | 2026-05-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| DRIVE 2025-1 A2                                                                     | DRIVE 2025-1 A2 5.05% 08/15/2028                                                                 | CUSIP: 262102AB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    822741 | PA      | $824580.05    | 0.03%             | 2028-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                                                      | CITIBANK NA FRN SOFR+78.1 05/29/2027                                                             | CUSIP: 17325FBQ0<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |   2650000 | PA      | $2663045.90   | 0.08%             | 2027-05-29      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                           | UST NOTES 3.875% 05/31/2027                                                                      | CUSIP: 91282CNE7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1080000 | PA      | $1084978.13   | 0.03%             | 2027-05-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FORTRESS CREDIT BSL                                                                 | FORTRESS CREDIT BSL A1R TSFR3M+157 04/23/2036 144A                                               | CUSIP: 34965DAU7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    265000 | PA      | $265496.61    | 0.01%             | 2036-04-23      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FLATIRON CLO 23 LLC                                                                 | FLATIRON CLO 23-1A AR LLC TSFR3M+124 04/17/2036 144A                                             | CUSIP: 33883DAQ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2303000 | PA      | $2305275.36   | 0.07%             | 2036-04-17      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BMW VEHICLE LEASE TRUST 2025-1                                                      | BMW VEHICLE LEASE TRUST 2025-1 4.43% 09/27/2027                                                  | CUSIP: 096912AB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2341978 | PA      | $2347515.08   | 0.07%             | 2027-09-27      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO RECEIVABLES TRUST 25-B                                                 | HYUNDAI AUTO RECEIVABLES TRUST 25-B 4.45% 08/15/2028                                             | CUSIP: 44935XAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1410000 | PA      | $1413503.57   | 0.04%             | 2028-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BMW VEHICLE LEASE TRUST 2025-1                                                      | BMW VEHICLE LEASE TRUST 2025-1 4.43% 06/26/2028                                                  | CUSIP: 096912AD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2710000 | PA      | $2729796.01   | 0.08%             | 2028-06-26      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS and ELECTRIC CO                                                         | PACIFIC GAS and ELECTRIC CO 5% 06/04/2028                                                        | CUSIP: 694308KW6<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    360000 | PA      | $365846.28    | 0.01%             | 2028-06-04      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| EQUITABLE AMERICA GLOBAL FUNDING                                                    | EQUITABLE AMERICA GLOBAL FUNDING 4.65% 06/09/2028 144A                                           | CUSIP: 29446Q2A0<br>LEI: 98450066CCBIACF06694 | Long             | DBT              | CORP              | US        |    875000 | PA      | $884558.38    | 0.03%             | 2028-06-09      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK NEW YORK MELLON CORP                                                           | BANK NEW YORK MELLON CORP FRN SOFRINDX+68 06/09/2028                                             | CUSIP: 06406RCD7<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   2600000 | PA      | $2604730.18   | 0.08%             | 2028-06-09      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST 2025-P2                                              | CARVANA AUTO RECEIVABLES TRUST 2025-P2 4.56% 08/10/2028                                          | CUSIP: 14688YAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1716587 | PA      | $1719765.46   | 0.05%             | 2028-08-10      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES INC                                                                 | DELTA AIR LINES INC 4.95% 07/10/2028                                                             | CUSIP: 247361A24<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |    695000 | PA      | $705661.40    | 0.02%             | 2028-07-10      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| USB AUTO OWNER TRUST 2025-1                                                         | USB AUTO OWNER TRUST 2025-1 4.51% 06/15/2028 144A                                                | CUSIP: 90367VAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2034763 | PA      | $2039336.57   | 0.06%             | 2028-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                       | FHLG 30YR 6% 06/01/2055#QY4616                                                                   | CUSIP: 31426PDW2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    775610 | PA      | $797847.08    | 0.02%             | 2055-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                       | FHLG 30YR 6% 05/01/2055#QY2115                                                                   | CUSIP: 31426LK52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    193340 | PA      | $199306.52    | 0.01%             | 2055-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ASPEN INSURANCE HLDS LTD                                                            | ASPEN INSURANCE HLDS LTD 5.75% 07/01/2030                                                        | CUSIP: 04530DAE2<br>LEI: 549300YX6HECG9XQCQ75 | Long             | DBT              | CORP              | BM        |    490000 | PA      | $513032.40    | 0.02%             | 2030-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MANUFACTURERS and TRADERS TRUST COMPANY                                             | MANUFACTURERS and TRADERS TR CO 4.762%/VAR 07/06/2028                                            | CUSIP: 564760CC8<br>LEI: WWB2V0FCW3A0EE3ZJN75 | Long             | DBT              | CORP              | US        |    855000 | PA      | $862465.34    | 0.03%             | 2028-07-06      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                          | FNMA 30YR 6.5% 02/01/2055#BU5727                                                                 | CUSIP: 3140M7LH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    204445 | PA      | $213255.53    | 0.01%             | 2055-02-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE COR PORATION                                             | FHLM 30YR 6.5% 06/01/2055#SL1563                                                                 | CUSIP: 31427NWZ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1130660 | PA      | $1177601.61   | 0.04%             | 2055-06-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VACATIONS TRUST 2025-1                                                 | HILTON GRAND VACATIONS TRUST 2025-1A A 4.88% 05/27/2042 144A                                     | CUSIP: 43283CAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    359235 | PA      | $364998.63    | 0.01%             | 2042-05-27      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VACATIONS TRUST 2025-1                                                 | HILTON GRAND VACATIONS TRUST 2025-1A B 5.18% 05/27/2042 144A                                     | CUSIP: 43283CAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    615832 | PA      | $624972.68    | 0.02%             | 2042-05-27      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BROWN and BROWN INC                                                                 | BROWN and BROWN INC 4.6% 12/23/2026                                                              | CUSIP: 115236AH4<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    828000 | PA      | $831819.95    | 0.03%             | 2026-12-23      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BROWN and BROWN INC                                                                 | BROWN and BROWN INC 4.7% 06/23/2028                                                              | CUSIP: 115236AJ0<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    420000 | PA      | $424064.64    | 0.01%             | 2028-06-23      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| KUBOTA CREDIT OWNER TRUST 2025-2                                                    | KUBOTA CREDIT OWNER TRUST 2025-2 4.48% 04/17/2028 144A                                           | CUSIP: 50117LAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1085000 | PA      | $1090025.39   | 0.03%             | 2028-04-17      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SFS AUTO RECEIVABLES SECURITIZATION TRUST 2025-2                                    | SFS AUTO RECEIVABLES SECURITIZATION TRUST 2025-2A A2 4.85% 11/20/2028 144A                       | CUSIP: 78398HAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1396284 | PA      | $1398277.56   | 0.04%             | 2028-11-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BALBOA BAY LOAN FUNDING 2023-1 LTD                                                  | BALBOA BAY LOAN FUNDING LTD 2023-1A ARR TSFR3M+116 04/20/2036 144A                               | CUSIP: 05765DAR6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1285000 | PA      | $1288332.01   | 0.04%             | 2036-04-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| AFFIRM MASTER TRUST                                                                 | AFFIRM MASTER TRUST 4.67% 07/15/2033 144A                                                        | CUSIP: 00833BAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    655000 | PA      | $658446.87    | 0.02%             | 2033-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                              | US 10YR NOTE FUT (CBT)MAR26 TYH6                                                                 | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |      -209 | NC      | $-5197.47     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                              | US 10YR ULTRA FUT MAR26 UXYH6                                                                    | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |       -52 | NC      | $-21198.84    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                              | US ULTRA BOND CBT FUT MAR26 WNH6                                                                 | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |       -53 | NC      | $-46450.26    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ENBRIDGE INC                                                                        | ENBRIDGE INC 4.6% 06/20/2028                                                                     | CUSIP: 29250NCH6<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    350000 | PA      | $353864.26    | 0.01%             | 2028-06-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SECURITIZED TERM AUTO RECEIVABLES TRUST                                             | SECURITIZED TERM AUTO RECEIVABLES TRUST 4.925% 12/29/2032 144A                                   | CUSIP: 81378WAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | CA        |    198126 | PA      | $199700.74    | 0.01%             | 2032-12-29      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SECURITIZED TERM AUTO RECEIVABLES TRUST                                             | SECURITIZED TERM AUTO RECEIVABLES TRUST 5.121% 12/29/2032 144A                                   | CUSIP: 81378WAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | CA        |     75288 | PA      | $75844.81     | 0.00%             | 2032-12-29      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                             | HYUNDAI CAP AMER 4.875% 06/23/2027 144A                                                          | CUSIP: 44891ADU8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    785000 | PA      | $793083.00    | 0.02%             | 2027-06-23      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                             | HYUNDAI CAP AMER FRN SOFR+112 06/23/2027 144A                                                    | CUSIP: 44891ADY0<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   2210000 | PA      | $2221403.29   | 0.07%             | 2027-06-23      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BATTALION CLO XXI LTD / BATTALION CLO XXI LLC                                       | BATTALION CLO XXI LTD BR TSFR3M+170 07/15/2034 144A                                              | CUSIP: 07134WAS2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    570000 | PA      | $569012.19    | 0.02%             | 2034-07-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BATTALION CLO XXI LTD / BATTALION CLO XXI LLC                                       | BATTALION CLO XXI LTD 2021-21A AR TSFR3M+115 07/15/2034 144A                                     | CUSIP: 07134WAN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1535000 | PA      | $1534232.50   | 0.05%             | 2034-07-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                           | UST NOTES 3.75% 06/30/2027                                                                       | CUSIP: 91282CNL1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5915000 | PA      | $5933022.30   | 0.18%             | 2027-06-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| STRATUS FUNDING CLO 2025-1 LTD                                                      | STRATUS FUNDING CLO 2025-1 LTD B TSFR3M+ 07/15/2033 144A                                         | CUSIP: 863163AE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    620000 | PA      | $619088.60    | 0.02%             | 2033-07-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2025-GW                                                                    | BX TRUST 2025-GW A TSFR1M+160 07/15/2042 144A                                                    | CUSIP: 12433GAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1150000 | PA      | $1152153.26   | 0.04%             | 2042-07-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CHASE AUTO CREDIT LINKED NOTES SERIES 2020-1                                        | CHASE AUTO CREDIT LINKED NOTES SERIES 2020-1 4.753% 02/25/2033 144A                              | CUSIP: 46591HCS7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    583222 | PA      | $586866.12    | 0.02%             | 2033-02-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AFFIRM MASTER TRUST                                                                 | AFFIRM MASTER TRUST 5.06% 07/15/2033 144A                                                        | CUSIP: 00833BAH1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    685000 | PA      | $689337.01    | 0.02%             | 2033-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                                                              | MARVELL TECHNOLOGY INC 4.75% 07/15/2030                                                          | CUSIP: 573874AR5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    310000 | PA      | $314607.33    | 0.01%             | 2030-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC DEL                                                            | WASTE MANAGEMENT INC DEL 3.875% 01/15/2029                                                       | CUSIP: 94106LCA5<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |   1505000 | PA      | $1502813.08   | 0.05%             | 2029-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FINANCE PLC                                                         | IMPERIAL BRANDS FINANCE PLC 4.5% 06/30/2028 144A                                                 | CUSIP: 45262BAJ2<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |    830000 | PA      | $837836.37    | 0.03%             | 2028-06-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                              | US 5YR NOTE (CBT) FUT MAR26 FVH6                                                                 | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |       -45 | NC      | $-2524.72     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| PALMER SQUARE LN FDG 2025-2 LTD / PALMER SQUARE LN FDG 2025-2 LLC                   | PALMER SQUARE LN FDG LTD 2025-2A A1 TSFR3M+94 07/15/2033 144A                                    | CUSIP: 69704AAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2660000 | PA      | $2659601.00   | 0.08%             | 2033-07-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GOLUB CAP PARTNERS STATIC 2024-1 LT                                                 | GOLUB CAP PARTNERS STATIC 2024-1A LT BR TSFR3M+150 07/20/2035 144A                               | CUSIP: 381929AQ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2930000 | PA      | $2926879.55   | 0.09%             | 2035-07-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                              | US 2YR NOTE (CBT) FUT MAR26 TUH6                                                                 | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |       796 | NC      | $-48264.28    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| WILLIAMS COS INC                                                                    | WILLIAMS COS INC 4.625% 06/30/2030                                                               | CUSIP: 969457CR9<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   1045000 | PA      | $1056930.12   | 0.03%             | 2030-06-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                       | FHLG 30YR 6.5% 09/01/2054 SD6376                                                                 | CUSIP: 3132DUCM7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    457329 | PA      | $477145.31    | 0.01%             | 2054-09-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MARLETTE FUNDING TRUST 2025-1                                                       | MARLETTE FUNDING TRUST 2025-1A A 4.75% 07/16/2035 144A                                           | CUSIP: 570920AA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    119963 | PA      | $120158.94    | 0.00%             | 2035-07-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| OZLM FUNDING II LTD                                                                 | OZLM FUNDING II LTD BR4 TSFR3M+175 07/30/2037 144A                                               | CUSIP: 67108BCJ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1710000 | PA      | $1706807.43   | 0.05%             | 2037-07-30      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| OZLM FUNDING II LTD                                                                 | OZLM FUNDING II LTD 2A AR4 TSFR3M+120 07/30/2037 144A                                            | CUSIP: 67108BCG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1850000 | PA      | $1847916.90   | 0.06%             | 2037-07-30      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| OCWEN LOAN INVESTMENT TRUST                                                         | OCWEN LOAN INVESTMENT TRUST HB1 A VAR 06/25/2038 144A                                            | CUSIP: 68278EAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    322128 | PA      | $315307.34    | 0.01%             | 2038-06-25      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| ANTHELION CLO 2025-1 LTD                                                            | ANTHELION CLO 2025-1 LTD A1 TSFR3M+150 07/20/2036 144A                                           | CUSIP: 03676GAA9<br>LEI: 254900S9YB3JCLS0SX64 | Long             | ABS-CBDO         | CORP              | KY        |   1140000 | PA      | $1141211.82   | 0.04%             | 2036-07-20      | Floating      | 0.06%                 | No            |                  2 | On Loan: No      |
| NIAGARA MOHAWK POWER CORP                                                           | NIAGARA MOHAWK POWER CORP 4.647% 10/03/2030 144A                                                 | CUSIP: 653522DT6<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |    655000 | PA      | $659830.34    | 0.02%             | 2030-10-03      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CENT TRUST 2025-CITY                                                                | CENT TRUST 2025-CITY A VAR 07/10/2040 144A                                                       | CUSIP: 12517TAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    860000 | PA      | $875160.51    | 0.03%             | 2040-07-10      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                           | GNII II 5% 12/01/2055 #TBA                                                                       | CUSIP: 21H0506C1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3780000 | PA      | $3775865.44   | 0.12%             | 2055-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WELLFLEET CLO 2021-1 LTD                                                            | WELLFLEET CLO 2021-1 LTD BR TSFR3M+165 04/20/2034 144A                                           | CUSIP: 94950CAQ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1510000 | PA      | $1509359.76   | 0.05%             | 2034-04-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP                                                                    | NTT FINANCE CORP 4.62% 07/16/2028 144A                                                           | CUSIP: 62954WAQ8<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    705000 | PA      | $714836.09    | 0.02%             | 2028-07-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP                                                                    | NTT FINANCE CORP 4.567% 07/16/2027 144A                                                          | CUSIP: 62954WAP0<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $201508.00    | 0.01%             | 2027-07-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GREENSKY HOME IMPROVEMENT ISSUER TRUST 2025-2                                       | GREENSKY HOME IMPROVEMENT ISSUER TRUST 2025-2 4.93% 06/25/2060 144A                              | CUSIP: 39571VAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    161392 | PA      | $161902.30    | 0.01%             | 2060-06-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2025-DSC2                            | MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2025-DSC2 A1 VAR 07/25/2070 144A                  | CUSIP: 61778XAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    151188 | PA      | $152445.08    | 0.00%             | 2070-07-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CARMX 2025-3                                                                        | CARMX 2025-3 4.42% 08/15/2028                                                                    | CUSIP: 14290FAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2320000 | PA      | $2326715.94   | 0.07%             | 2028-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SIERRA TIMESHARE 2025-2 RECEIVABLES FUNDING LLC                                     | SIERRA TIMESHARE 2025-2A B RECEIVABLES FUNDING LLC 4.93% 04/20/2044 144A                         | CUSIP: 82653HAB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    350240 | PA      | $351981.05    | 0.01%             | 2044-04-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PENN COMMERCIAL MORTGAGE TRUST                                                      | PENN COMMERCIAL MORTGAGE TRUST 2025-P11 A VAR CSTR 08/12/2042 144A                               | CUSIP: 69382VAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    680000 | PA      | $694325.70    | 0.02%             | 2042-08-10      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO LEASE SECURITIZATION TR 2025-C                                         | HYUNDAI AUTO LEASE SECURITIZATION TR 2025-C A3 4.36% 07/17/2028 144A                             | CUSIP: 44935GAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1700000 | PA      | $1709971.69   | 0.05%             | 2028-07-17      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DLLAD LLC                                                                           | DLLAD LLC 4.46% 11/20/2028 144A                                                                  | CUSIP: 23347BAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1400000 | PA      | $1407114.80   | 0.04%             | 2028-11-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PNC BANK NA PITTSBURGH PA                                                           | PNC BANK NA PITTSBURGH PA FRN SOFR+73 07/21/2028                                                 | CUSIP: 69353RGA0<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |   1937000 | PA      | $1936665.02   | 0.06%             | 2028-07-21      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY PRIVATE BANK NA                                                      | MORGAN STANLEY PRIVATE BANK NA FRN SOFR+77 07/06/2028                                            | CUSIP: 61776NVF7<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |   2610000 | PA      | $2615135.96   | 0.08%             | 2028-07-06      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| EXETER SELECT AUTOMOBILE RECEIVABLES TR 2025-2                                      | EXETER SELECT AUTOMOBILE RECEIVABLES TR 2025-2 4.54% 06/15/2029                                  | CUSIP: 30185EAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1170000 | PA      | $1173759.21   | 0.04%             | 2029-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BK AMER TR 2025-C35                                                  | MORGAN STANLEY BK AMER TR 2025-C35 4.609% 08/15/2058                                             | CUSIP: 61779CAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    198352 | PA      | $199942.79    | 0.01%             | 2058-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TRUIST BANK                                                                         | TRUIST BANK FRN SOFR+77 07/24/2028                                                               | CUSIP: 89788JAG4<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |   2600000 | PA      | $2600877.06   | 0.08%             | 2028-07-24      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| RCKT TRUST 2025-1A                                                                  | RCKT TRUST 2025-1A 4.9% 07/25/2034 144A                                                          | CUSIP: 74939RAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    151525 | PA      | $151893.60    | 0.00%             | 2034-07-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| EXETER SELECT AUTOMOBILE RECEIVABLES TR 2025-2                                      | EXETER SELECT AUTOMOBILE RECEIVABLES TR 2025-2 B 4.63% 11/17/2031                                | CUSIP: 30185EAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    265000 | PA      | $267266.09    | 0.01%             | 2031-11-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| EXETER SELECT AUTOMOBILE RECEIVABLES TR 2025-2                                      | EXETER SELECT AUTOMOBILE RECEIVABLES TR 2025-2 C 4.91% 12/15/2031                                | CUSIP: 30185EAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    540000 | PA      | $545940.65    | 0.02%             | 2031-12-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST 2025-NQM4                                       | NEW RESIDENTIAL MORTGAGE LOAN TRUST 2025-NQM4 A2 5.603% 07/25/2065 144A                          | CUSIP: 64832FAD8<br>LEI: 2138001CG5SYL78G3648 | Long             | ABS-CBDO         | CORP              | US        |   1351960 | PA      | $1367547.73   | 0.04%             | 2065-07-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST 2025-NQM4                                       | NEW RESIDENTIAL MORTGAGE LOAN TRUST 2025-NQM4 A1 5.35% 07/25/2065 144A                           | CUSIP: 64832FAC0<br>LEI: 2138001CG5SYL78G3648 | Long             | ABS-CBDO         | CORP              | US        |    675980 | PA      | $681513.00    | 0.02%             | 2065-07-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST SERIES 2025-NQM3                                           | JP MORGAN MORTGAGE TRUST SERIES 2025-NQM3 5.495% 11/25/2065 144A                                 | CUSIP: 46659QAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    681538 | PA      | $688041.34    | 0.02%             | 2065-11-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAP HLDGS INC                                                        | NEXTERA ENERGY CAP HLDGS INC 4.685% 09/01/2027                                                   | CUSIP: 65339KCL2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   1187000 | PA      | $1199563.33   | 0.04%             | 2027-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL LEASING TRST                                                           | GM FINANCIAL LEASING TRST 4.19% 10/20/2027                                                       | CUSIP: 379965AB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2250000 | PA      | $2254500.90   | 0.07%             | 2027-10-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WOART 2025-C                                                                        | WOART 2025-C 4.19% 10/16/2028                                                                    | CUSIP: 981936AB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2598000 | PA      | $2602909.44   | 0.08%             | 2028-10-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| OBX 2020-EXP1 TR                                                                    | OBX 2020-EXP1 TR TSFR1M+86.448 02/25/2060 144A                                                   | CUSIP: 67448TBD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1010566 | PA      | $995971.34    | 0.03%             | 2060-02-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                          | FISERV INC 4.55% 02/15/2031                                                                      | CUSIP: 337738BP2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    330000 | PA      | $327539.23    | 0.01%             | 2031-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                        | BARCLAYS PLC 4.476%/VAR 11/11/2029                                                               | CUSIP: 06738EDD4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    535000 | PA      | $538162.54    | 0.02%             | 2029-11-11      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCKS FINANCE NORTH AMERICA LLC                                            | DAIMLER TRUCKS FINANCE NORTH AMERICA LLC 4.3% 08/12/2027 144A                                    | CUSIP: 233853BG4<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    870000 | PA      | $873281.14    | 0.03%             | 2027-08-12      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VERISK ANALYTICS INC                                                                | VERISK ANALYTICS INC 4.5% 08/15/2030                                                             | CUSIP: 92345YAM8<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |   1080000 | PA      | $1088747.81   | 0.03%             | 2030-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                             | MPLX LP 4.8% 02/15/2031                                                                          | CUSIP: 55336VCA6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   2875000 | PA      | $2911777.40   | 0.09%             | 2031-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SOUTH BOW USA INFRASTRUCTURE HOLDINGS LLC                                           | SOUTH BOW USA INFRASTRUCTURE HOLDINGS LLC 4.911% 09/01/2027                                      | CUSIP: 83007CAB8<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |   1180000 | PA      | $1188997.97   | 0.04%             | 2027-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST BILLS                                                                           | UST BILLS 0% 02/12/2026                                                                          | CUSIP: 912797RT6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  52000000 | PA      | $51610340.60  | 1.60%             | 2026-02-12      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 2025-7                                                   | VERUS SECURITIZATION TRUST 2025-7 A1F 5.53601% 08/25/2070 144A                                   | CUSIP: 924931AD0<br>LEI: 213800OVCAXDOBS94P47 | Long             | ABS-CBDO         | CORP              | US        |    847710 | PA      | $847707.65    | 0.03%             | 2070-08-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SFUEL 25-BA                                                                         | SFUEL 25-BA 4.31% 05/22/2028 144A                                                                | CUSIP: 858933AB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2595000 | PA      | $2602716.75   | 0.08%             | 2028-05-22      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HOMES 2025-NQM4 TRUST                                                               | HOMES 25-NQM4 A1 TRUST 5.22% 08/25/2070 144A                                                     | CUSIP: 403958AA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    448137 | PA      | $450136.03    | 0.01%             | 2070-08-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                       | FHLG 30YR 5.5% 07/01/2055#SL1856                                                                 | CUSIP: 31427PB29<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    730812 | PA      | $742827.60    | 0.02%             | 2055-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SOFI CONSUMER LOAN PROGRAM 2025-3                                                   | SOFI CONSUMER LOAN PROGRAM 2025-3 4.47% 08/15/2034 144A                                          | CUSIP: 83390JAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    514250 | PA      | $515338.64    | 0.02%             | 2034-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NXP B V/NXP FDG LLC/NXP USA INC                                                     | NXP B V/NXP FDG LLC/NXP USA INC 4.3% 08/19/2028                                                  | CUSIP: 62954HBF4<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    365000 | PA      | $366064.55    | 0.01%             | 2028-08-19      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EMD FIN LLC                                                                         | EMD FIN LLC 4.125% 08/15/2028 144A                                                               | CUSIP: 26867LAN0<br>LEI: 529900C8KS5G529A0B76 | Long             | DBT              | CORP              | US        |   1980000 | PA      | $1983038.37   | 0.06%             | 2028-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FLATIRON CLO 28 LTD / FLATIRON CLO 28 LLC                                           | FLATIRON CLO 28 LTD / FLATIRON CLO 28 LLC A1R TSFR3M+108 07/15/2036 144A                         | CUSIP: 33884EAQ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3497000 | PA      | $3501661.50   | 0.11%             | 2036-07-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2025-B41 MTG TR                                                           | BENCHMARK 2025-B41 MTG TR 4.40064% 07/15/2068                                                    | CUSIP: 081935AU2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    436151 | PA      | $437827.43    | 0.01%             | 2068-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2025-DSC2                                                  | JP MORGAN MORTGAGE TRUST 2025-DSC2 5.195% 10/25/2065 144A                                        | CUSIP: 46659VAA6<br>LEI: 529900SXYOW2J5ABY729 | Long             | ABS-CBDO         | CORP              | US        |    468359 | PA      | $471025.91    | 0.01%             | 2065-10-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ARES XXXIV CLO LTD                                                                  | ARES XXXIV CLO LTD X TSFR3M+100 07/17/2038 144A                                                  | CUSIP: 04015GAZ2<br>LEI: 549300VDFIIXSFET0S73 | Long             | ABS-CBDO         | CORP              | KY        |   1700000 | PA      | $1699930.30   | 0.05%             | 2038-07-17      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE GLOBAL FUNDING                                                           | COREBRIDGE GBL FUNDING 4.25% 08/21/2028 144A                                                     | CUSIP: 00138CBG2<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |    760000 | PA      | $761865.44    | 0.02%             | 2028-08-21      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| RGA GLOBAL FUNDING                                                                  | RGA GLOBAL FUNDING 4.35% 08/25/2028 144A                                                         | CUSIP: 76209PAH6<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |   1220000 | PA      | $1224677.53   | 0.04%             | 2028-08-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TR 2025-4                                             | EXETER AUTOMOBILE RECEIVABLES TR 2025-4 4.4% 05/15/2030                                          | CUSIP: 30167KAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    255000 | PA      | $256160.61    | 0.01%             | 2030-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TR 2025-4                                             | EXETER AUTOMOBILE RECEIVABLES TR 2025-4 4.53% 03/15/2028                                         | CUSIP: 30167KAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1805000 | PA      | $1806604.65   | 0.06%             | 2028-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FIN CORP                                                                  | BUNGE LTD FIN CORP 2% 04/21/2026                                                                 | CUSIP: 120568BL3<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |    515000 | PA      | $510586.13    | 0.02%             | 2026-04-21      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FIN CORP                                                                  | BUNGE LTD FIN CORP 4.9% 04/21/2027                                                               | CUSIP: 120568BM1<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |   1230000 | PA      | $1243385.20   | 0.04%             | 2027-04-21      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERATION DES CAISSES DESJARD INS DU QUEBEC                                        | FEDERATION DES CAISE DESJARDIN 4.565% 08/26/2030 144A                                            | CUSIP: 31429KAP8<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |    770000 | PA      | $778012.98    | 0.02%             | 2030-08-26      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TR 2025-4                                             | EXETER AUTOMOBILE RECEIVABLES TR 2025-4A C 4.57% 06/16/2031                                      | CUSIP: 30167KAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    915000 | PA      | $917635.02    | 0.03%             | 2031-06-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                           | UST NOTES 3.625% 08/31/2027                                                                      | CUSIP: 91282CNV9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 100685000 | PA      | $100846253.07 | 3.12%             | 2027-08-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| OBX 2025-NQM15 TRUST                                                                | OBX 2025-NQM15 TRUST 5.143% 07/27/2065 144A                                                      | CUSIP: 67122CAC9<br>LEI: 254900Y3YIZHUWMEGC78 | Long             | ABS-CBDO         | CORP              | US        |    311662 | PA      | $312746.93    | 0.01%             | 2065-07-27      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| OBX 2025-NQM15 TRUST                                                                | OBX 2025-NQM15 TRUST 5.4927% 07/27/2065 144A                                                     | CUSIP: 67122CAD7<br>LEI: 254900Y3YIZHUWMEGC78 | Long             | ABS-CBDO         | CORP              | US        |    326046 | PA      | $325764.11    | 0.01%             | 2065-07-27      | Floating      | 0.05%                 | No            |                  2 | On Loan: No      |
| SAMMONS FINANCIAL GROUP GLOBAL FUNDING                                              | SAMMONS FINANCIAL GROUP GLOBAL FUNDING FRN SOFR+85 09/02/2027 144A                               | CUSIP: 79587J2D4<br>LEI: 635400IPRNPM6HDHRS48 | Long             | DBT              | CORP              | US        |   2600000 | PA      | $2610244.00   | 0.08%             | 2027-09-02      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| KKR CLO 18 LTD / KKR CLO 18 LLC                                                     | KKR CLO 18 LTD / KKR CLO 18 LLC 18 A1R2 TSFR3M+105 10/18/2035 144A                               | CUSIP: 48251JAS2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3005000 | PA      | $3010523.19   | 0.09%             | 2035-10-18      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                                                  | CANADIAN IMPERIAL BK OF COMM FRN SOFR+80 09/08/2028                                              | CUSIP: 13607QFC1<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   2600000 | PA      | $2603124.16   | 0.08%             | 2028-09-08      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMER FIN LLC                                                       | VOLKSWAGEN GROUP AMER FIN LLC 4.45% 09/11/2027 144A                                              | CUSIP: 928668CV2<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    225000 | PA      | $225608.27    | 0.01%             | 2027-09-11      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AM PIPELN/PAA FIN C                                                      | PLAINS ALL AM PIPELN/PAA FIN C 4.7% 01/15/2031                                                   | CUSIP: 72650RBR2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    590000 | PA      | $593904.38    | 0.02%             | 2031-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL CORP                                                        | SOUTHERN CO GAS CAP 4.05% 09/15/2028                                                             | CUSIP: 8426EPAJ7<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    690000 | PA      | $690437.22    | 0.02%             | 2028-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN AUTO LEASE TRUST 2025-B                                                  | VOLKSWAGEN AUTO LEASE TRUST 2025-B 3.97% 04/20/2028                                              | CUSIP: 92868BAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2245000 | PA      | $2245114.72   | 0.07%             | 2028-04-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET RENT CAR FDG AESOP LLC                                                  | AVIS BUDGET RENTCAR FDG AE LLC 4.46% 02/20/2030 144A                                             | CUSIP: 05377RKX1<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-CBDO         | CORP              | US        |    175000 | PA      | $174697.53    | 0.01%             | 2030-02-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EQUITABLE AMERICA GLOBAL FUNDING                                                    | EQUITABLE AMERICA GLOBAL FUNDING 3.95% 09/15/2027 144A                                           | CUSIP: 29446Q2C6<br>LEI: 98450066CCBIACF06694 | Long             | DBT              | CORP              | US        |    295000 | PA      | $294573.79    | 0.01%             | 2027-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EQUITABLE AMERICA GLOBAL FUNDING                                                    | EQUITABLE AMERICA GLOBAL FUNDING FRN SOFR+71 09/15/2027 144A                                     | CUSIP: 29446Q2D4<br>LEI: 98450066CCBIACF06694 | Long             | DBT              | CORP              | US        |   1457000 | PA      | $1458602.70   | 0.05%             | 2027-09-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| THE BANK OF NOVA SCOTIA                                                             | BANK OF NOVA SCOTIA FRN SOFR+76 09/15/2028                                                       | CUSIP: 06418GAT4<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   2630000 | PA      | $2631818.80   | 0.08%             | 2028-09-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET RENT CAR FDG AESOP LLC                                                  | AVIS BUDGET RENTCAR FDG AE LLC 4.95% 02/20/2030 144A                                             | CUSIP: 05377RKY9<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-CBDO         | CORP              | US        |    100000 | PA      | $100456.95    | 0.00%             | 2030-02-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| KKR CLO 34 LTD                                                                      | KKR CLO 34 LTD AR TSFR3M+110 07/15/2034 144A                                                     | CUSIP: 48253UAJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    845000 | PA      | $844367.94    | 0.03%             | 2034-07-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SA GLOBAL SUKUK LTD                                                                 | SA GLOBAL SUKUK LTD 4.125% 09/17/2030 144A                                                       | CUSIP: 78397PAG6<br>LEI: 5493007DFAVKU7UOGR47 | Long             | DBT              | CORP              | KY        |   1890000 | PA      | $1862198.10   | 0.06%             | 2030-09-17      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI SELECT AUTO TRUST 2025-A                                                 | WORLD OMNI SELECT AUTO TRUST 2025-A 4.14% 05/15/2030                                             | CUSIP: 98164UAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1970000 | PA      | $1970884.14   | 0.06%             | 2030-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AFFIRM MASTER TRUST                                                                 | AFFIRM MASTER TRUST 4.45% 10/16/2034 144A                                                        | CUSIP: 00833BAN8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    550000 | PA      | $551021.41    | 0.02%             | 2034-10-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST 2025-P3                                              | CARVANA AUTO RECEIVABLES TR 2025-P3 4.07% 02/12/2029                                             | CUSIP: 14688AAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1970000 | PA      | $1969013.62   | 0.06%             | 2029-02-12      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| INVESCO U S CLO 2021-3 LTD / INVESCO U S CLO 2021-3 LLC                             | INVESCO CLO 2021-3A A1R TSFR3M+108 10/22/2034 144A                                               | CUSIP: 46151VAA9<br>LEI: 5493000BVI47XOSBML18 | Long             | ABS-CBDO         | CORP              | KY        |   2820000 | PA      | $2819230.14   | 0.09%             | 2034-10-22      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST 2021-DNA1                                             | STACR 2025-DNA3 30YR 0% 09/25/2045#                                                              | CUSIP: 35564UAR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    795268 | PA      | $796422.43    | 0.02%             | 2045-09-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                          | FANNIE MAE OR 30YR 5.5% 09/01/2055#CC1020                                                        | CUSIP: 3140Y7D21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1572942 | PA      | $1602734.79   | 0.05%             | 2055-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL QUE                                                                | BANK OF MONTREAL QUE FRN SOFRINDX+NA 09/22/2028                                                  | CUSIP: 06368MXW9<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   2600000 | PA      | $2600309.30   | 0.08%             | 2028-09-22      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HOLDINGS PLC                                                     | SANTANDER UK GROUP HOLDINGS PLC 4.32%/VAR 09/22/2029                                             | CUSIP: 80281LAX3<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    550000 | PA      | $550605.97    | 0.02%             | 2029-09-22      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| DRIVE AUTO RECEIVABLES TR 2025-2                                                    | DRIVE AUTO RECEIVABLES TRUST 2025-2 C 4.39% 09/15/2032                                           | CUSIP: 262103AF1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    380000 | PA      | $379747.57    | 0.01%             | 2032-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BFLD COML MTG TR 2025-5MW                                                           | BFLD COMMERCIAL MORTGAGE TRUST 2025-5MW C 5.45123% 10/10/2042 144A                               | CUSIP: 088921AC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    300000 | PA      | $302712.57    | 0.01%             | 2042-10-10      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                           | UST NOTES 3.5% 09/30/2027                                                                        | CUSIP: 91282CPB1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  28700000 | PA      | $28692152.27  | 0.89%             | 2027-09-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JUNIPER VALLEY PARK CLO LLC                                                         | JUNIPER VALLEY PARK CLO LLC 1A ARR TSFR3M+108 07/20/2036 144A                                    | CUSIP: 48206KAY2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   2500000 | PA      | $2497485.00   | 0.08%             | 2036-07-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| TESLA LEASE ELECTRIC VEHICLE SECURITIZATION 2025-A LLC                              | TESLA LEASE ELECTRIC VEHICLE SECURITIZATION 2025-A LLC 4.14% 06/20/2028 144A                     | CUSIP: 88162VAB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1970000 | PA      | $1973086.60   | 0.06%             | 2028-06-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LOWES COS INC                                                                       | LOWES COS INC 4% 10/15/2028                                                                      | CUSIP: 548661EU7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    470000 | PA      | $470129.75    | 0.01%             | 2028-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COML MTG TR 2025-5C6                                                    | WELLS FARGO COML MTG TR 2025-5C6 A1 4.314% 10/15/2058                                            | CUSIP: 95004TAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    252097 | PA      | $251976.17    | 0.01%             | 2058-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                                                | ENEL FINANCE INTL NV 4.125% 09/30/2028 144A                                                      | CUSIP: 29278GBF4<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    385000 | PA      | $385278.71    | 0.01%             | 2028-09-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                         | ORACLE CORP 4.45% 09/26/2030                                                                     | CUSIP: 68389XDH5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1380000 | PA      | $1359814.04   | 0.04%             | 2030-09-26      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WINGSPIRE EQUIP FIN 2025-1 LLC                                                      | WINGSPIRE EQUIPMENT FINANCE 2025-1A C LLC 4.76% 09/20/2033 144A                                  | CUSIP: 97415CAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    100000 | PA      | $100181.51    | 0.00%             | 2033-09-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WINGSPIRE EQUIP FIN 2025-1 LLC                                                      | WINGSPIRE EQUIP FIN 2025-1A A2 LLC 4.33% 09/20/2033 144A                                         | CUSIP: 97415CAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    100000 | PA      | $100058.32    | 0.00%             | 2033-09-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EXTENDED STAY AMERICA TRUST 2025-ESH                                                | EXTENDED STAY AMERICA TRUST 2025-ESH VAR 10/15/2042 144A                                         | CUSIP: 30227TAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1165000 | PA      | $1166817.87   | 0.04%             | 2042-10-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| EXTENDED STAY AMERICA TRUST 2025-ESH                                                | EXTENDED STAY AMERICA TRUST 2025-ESH C TSFR1M+185 10/15/2042 144A                                | CUSIP: 30227TAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    435000 | PA      | $436368.47    | 0.01%             | 2042-10-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BAYVIEW OPPORTUNITY MASTER FD VII 2025-EDU1 LLC                                     | BAYVIEW OPPORTUNITY MASTER FUND VII 2025-EDU1 LLC SOFR30A+ 07/27/2048 144A                       | CUSIP: 07337GAB9<br>LEI: 2549001VJ64UFK8PZA41 | Long             | ABS-CBDO         | CORP              | US        |    861984 | PA      | $863561.46    | 0.03%             | 2048-07-27      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BAYVIEW OPPORTUNITY MASTER FD VII 2025-EDU1 LLC                                     | BAYVIEW OPPORTUNITY MASTER FD VII 2025-EDU1 LLC SOFR30A+130 07/27/2048 144A                      | CUSIP: 07337GAA1<br>LEI: 2549001VJ64UFK8PZA41 | Long             | ABS-CBDO         | CORP              | US        |    333364 | PA      | $334533.57    | 0.01%             | 2048-07-27      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FORTITUDE GLOBAL FUNDING                                                            | FORTITUDE GLOBAL FUNDING 4.625% 10/06/2028 144A                                                  | CUSIP: 34967GAA2<br>LEI: 635400TKBOGEHNO5RT68 | Long             | DBT              | CORP              | US        |    710000 | PA      | $710522.04    | 0.02%             | 2028-10-06      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TRINITAS CLO VI LTD / TRINITAS CLO VI LLC                                           | TRINITAS CLO VI LTD / TRINITAS CLO VI LLC 2017-6A AR4 TSFR3M+111 01/25/2034 144A                 | CUSIP: 89640YBQ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1890000 | PA      | $1891466.64   | 0.06%             | 2034-01-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| USAA AUTO OWNER TRUST 2025-A                                                        | USAA AUTO OWNER TRUST 2025-A 3.98% 03/15/2028 144A                                               | CUSIP: 90327HAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2550000 | PA      | $2550342.72   | 0.08%             | 2028-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SFS AUTO RECEIVABLES SECURITIZATION TRUST 25-3A                                     | SFS AUTO RECEIVABLES SECURITIZATION TRUST 25-3A 4.11% 03/20/2029 144A                            | CUSIP: 78398KAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2220000 | PA      | $2221183.93   | 0.07%             | 2029-03-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SCLP 2025-4                                                                         | SCLP 2025-4 4.24% 08/25/2035 144A                                                                | CUSIP: 83405UAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2438314 | PA      | $2437957.25   | 0.08%             | 2035-08-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ALLY AUTO RECEIVABLES TRUST 2025-1                                                  | ALLY AUTO RECEIVABLES TRUST 2025-1 A2 4.28% 07/17/2028                                           | CUSIP: 02008KAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2465000 | PA      | $2465790.03   | 0.08%             | 2028-07-17      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SIERRA TIMESHARE 2025-3 RECEIVABLES FDG LLC                                         | SIERRA TIMESHARE 2025-3A RECEIVABLES FDG LLC 3A B 4.64% 08/22/2044 144A                          | CUSIP: 82650FAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    265576 | PA      | $266913.64    | 0.01%             | 2044-08-22      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SIERRA TIMESHARE 2025-3 RECEIVABLES FDG LLC                                         | SIERRA TIMESHARE 2025-3 RECEIVABLES FDG LLC 3A A 4.44% 08/22/2044 144A                           | CUSIP: 82650FAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    167732 | PA      | $168328.51    | 0.01%             | 2044-08-22      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| RR 16 LTD                                                                           | RR 16 LTD A1R TSFR3M+105 07/15/2036 144A                                                         | CUSIP: 74971CAJ2<br>LEI: 549300FLUOZC8QYYKL96 | Long             | ABS-CBDO         | CORP              | KY        |   1100000 | PA      | $1099974.70   | 0.03%             | 2036-07-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| NAVISTAR FINL DEALER NT MASTER OWNER TR II                                          | NAVISTAR FINL DEALER NT MASTER OWNER TR II 4.42% 09/25/2030 144A                                 | CUSIP: 63938PCA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    150000 | PA      | $150126.98    | 0.00%             | 2030-09-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NAVISTAR FINL DEALER NT MASTER OWNER TR II                                          | NAVISTAR FINL DEALER NT MASTER OWNER TR II 4.72% 09/25/2030 144A                                 | CUSIP: 63938PCB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     70000 | PA      | $70065.91     | 0.00%             | 2030-09-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                       | FHLG 30YR 6% 08/01/2055#RJ4695                                                                   | CUSIP: 3142GVGD7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    766357 | PA      | $787251.28    | 0.02%             | 2055-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVE SECS TR 2025-R06                                                    | CONNECTICUT AVE SECS TR 2025-R06 SOFR30A+95 09/25/2045 144A                                      | CUSIP: 20754YAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    504856 | PA      | $504706.83    | 0.02%             | 2045-09-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST 2025-4                                                      | CARMAX AUTO OWNER TRUST 2025-4 3.95% 03/15/2029                                                  | CUSIP: 14320HAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2015000 | PA      | $2016018.99   | 0.06%             | 2029-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| RCKTL 2025-2                                                                        | RCKTL 2025-2 4.48% 11/25/2034 144A                                                               | CUSIP: 74939HAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    325000 | PA      | $325094.87    | 0.01%             | 2034-11-27      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                       | FHLG 30YR 5% 10/01/2054#RJ2660                                                                   | CUSIP: 3142GS5W4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    860058 | PA      | $863876.41    | 0.03%             | 2054-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                          | FNMA 30YR 5.5% 10/01/2055#CC1228                                                                 | CUSIP: 3140Y7LJ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    917819 | PA      | $934630.10    | 0.03%             | 2055-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SANTANDER MORTGAGE ASSET RECEIVABLE TRUST 2025-CES1                                 | SANTANDER MORTGAGE ASSET RECEIVABLE TRUST 2025-CES1 5.036% 09/25/2055 144A                       | CUSIP: 802650AB7<br>LEI: 254900WEZWXJLYHMU869 | Long             | ABS-CBDO         | CORP              | US        |    947602 | PA      | $947251.56    | 0.03%             | 2055-09-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DBC 2025-DBC MORTGAGE TRUST                                                         | DBC 2025-DBC MORTGAGE TRUST TSFR1M+ 06/15/2038 144A                                              | CUSIP: 23306HAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1110000 | PA      | $1109999.67   | 0.03%             | 2042-11-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GENERAL MTRS FINL CO INC                                                            | GENERAL MTRS FINL CO INC 4.2% 10/27/2028                                                         | CUSIP: 37045XFL5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    375000 | PA      | $375225.66    | 0.01%             | 2028-10-27      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                           | UST NOTES 3.5% 10/31/2027                                                                        | CUSIP: 91282CPE5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  20055000 | PA      | $20050299.51  | 0.62%             | 2027-10-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WHEELS FLEET LEASE FUNDING 1 LLC                                                    | WHEELS FLEET LEASE FUNDING 1 LLC 25-3A A1 0% 09/18/2040 144A                                     | CUSIP: 96328GCP0<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-CBDO         | CORP              | US        |    365000 | PA      | $364637.30    | 0.01%             | 2040-09-18      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE PRIME AUTO RECEIVABLES TRUST 2025-1                                     | CAPITAL ONE PRIME AUTO RECEIVABLES TRUST 2025-1 A2A 4.39% 01/16/2029                             | CUSIP: 14043YAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2600000 | PA      | $2603121.56   | 0.08%             | 2029-01-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NYC COML MTG TR 2025-28L                                                            | NYC COMMERCIAL MORTGAGE TRUST 2025-28L B VAR 11/05/2038 144A                                     | CUSIP: 67123JAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    390000 | PA      | $390769.82    | 0.01%             | 2038-11-05      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                     | PHILIP MORRIS INTL INC FRN SOFR+66 10/27/2028                                                    | CUSIP: 718172EB1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   1734000 | PA      | $1735452.43   | 0.05%             | 2028-10-27      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORPORATION NEW                                                            | AMPHENOL CORPORATION NEW FRN SOFR+53 11/15/2027                                                  | CUSIP: 032095AV3<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |   1141000 | PA      | $1142767.34   | 0.04%             | 2027-11-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                             | HCA INC 4.3% 11/15/2030                                                                          | CUSIP: 404119DD8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    380000 | PA      | $378928.33    | 0.01%             | 2030-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST 2021-DNA1                                             | STACR REMIC TRUST 2025-DNA4 A1 SOFR30A+90 10/25/2045 144A                                        | CUSIP: 35564UBQ9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    616000 | PA      | $616178.58    | 0.02%             | 2045-10-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST AIRLINES CO                                                               | SOUTHWEST AIRLINES CO 4.375% 11/15/2028                                                          | CUSIP: 844741BL1<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |   1185000 | PA      | $1185020.11   | 0.04%             | 2028-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST 2021-DNA1                                             | STACR 2025-DNA4 M1 SOFR30A+110 10/25/2045 144A                                                   | CUSIP: 35564UBR7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    203855 | PA      | $203921.17    | 0.01%             | 2045-10-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                                | ROYAL BANK OF CANADA FRN SOFR+70 11/03/2028                                                      | CUSIP: 78017DAP3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   2600000 | PA      | $2602463.45   | 0.08%             | 2028-11-03      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                                                         | OVINTIV INC CP 0% 12/18/2025                                                                     | CUSIP: 69047JZJ0<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |   1805000 | PA      | $1800401.58   | 0.06%             | 2025-12-18      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| WHEELS FLEET LEASE FUNDING 1 LLC                                                    | WHEELS FLEET LEASE FUNDING 1 LLC 25 3A-C 4.79% 09/18/2040 144A                                   | CUSIP: 96328GCS4<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-CBDO         | CORP              | US        |    585000 | PA      | $587597.58    | 0.02%             | 2040-09-18      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                                  | META PLATFORMS INC 4.2% 11/15/2030                                                               | CUSIP: 30303MAB8<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   1445000 | PA      | $1455044.80   | 0.05%             | 2030-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EFMT 2025-NQM5                                                                      | EFMT 2025-NQM5 A1 VAR 11/25/2070 144A                                                            | CUSIP: 28225KAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    285000 | PA      | $285055.66    | 0.01%             | 2070-11-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BACARDI MARTINI BV                                                                  | BACARDI MARTINI BV YCP 0% 12/11/2025                                                             | CUSIP: 05634EZB1<br>LEI: 5493002XXBV8B88K2408 | Long             | DBT              | CORP              | NL        |    785000 | PA      | $783775.24    | 0.02%             | 2025-12-11      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ALLY BK MIDVALE UTAH                                                                | ALLY BK MIDVALE UTAH 2025-B C 4.697% 09/15/2033 144A                                             | CUSIP: 02007G6Q1<br>LEI: 549300C04BJ0G297NC13 | Long             | ABS-CBDO         | CORP              | US        |    495000 | PA      | $495825.26    | 0.02%             | 2033-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ALLY BK MIDVALE UTAH                                                                | ALLY BK MIDVALE UTAH 2025-B B 4.501% 09/15/2033 144A                                             | CUSIP: 02007G6P3<br>LEI: 549300C04BJ0G297NC13 | Long             | ABS-CBDO         | CORP              | US        |    405000 | PA      | $405796.64    | 0.01%             | 2033-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                                | EDISON INTERNATIONAL CP 0% 12/01/2025                                                            | CUSIP: 28103AZ15<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |   1560000 | PA      | $1559458.84   | 0.05%             | 2025-12-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| AFFIRM ASSET SECURITIZATION TRUST 2025-X2                                           | SEAFFIRM ASSET SECURITIZATION TRUST 2025-X2 4.66% 10/15/2030 144A                                | CUSIP: 00835DAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2880000 | PA      | $2882762.50   | 0.09%             | 2030-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GREATAMERICA LEASING RECEIV- ABLES FDG LLC                                          | GREATAMERICA LSNG REC FDS LLC 4.39% 12/17/2029 144A                                              | CUSIP: 39154TCQ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    435000 | PA      | $436207.86    | 0.01%             | 2029-12-17      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FIAOT 2025-1A                                                                       | FIAOT 2025-1A A2 4.42% 12/15/2028 144A                                                           | CUSIP: 32059WAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1585000 | PA      | $1585277.53   | 0.05%             | 2028-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EART 2025-5A                                                                        | EART 2025-5A 4.28% 07/15/2030                                                                    | CUSIP: 30166VAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    840000 | PA      | $841576.85    | 0.03%             | 2030-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE INC                                                       | INTERCONTINENTAL EXCHANGE INC 4.2% 03/15/2031                                                    | CUSIP: 45865VAC4<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |   1070000 | PA      | $1069934.30   | 0.03%             | 2031-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TARGA RES CORP                                                                      | TARGA RES CORP 4.35% 01/15/2029                                                                  | CUSIP: 87612GAR2<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    690000 | PA      | $692321.42    | 0.02%             | 2029-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SANTANDER MORTGAGE ASSET RECEIVABLE TRUST 2025-NQM6                                 | SANTANDER MORTGAGE ASSET RECEIVABLE TRUST 2025-NQM6 A1 VAR 11/25/2065 144A                       | CUSIP: 80265DAA1<br>LEI: 2549003RXF6LNJ2GP990 | Long             | ABS-CBDO         | CORP              | US        |    250000 | PA      | $250545.40    | 0.01%             | 2065-11-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| WESTERN GAS PARTNERS LP                                                             | WESTERN GAS PARTNERS LP CP 0% 12/08/2025                                                         | CUSIP: 95866WZ88<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    865000 | PA      | $863915.12    | 0.03%             | 2025-12-08      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| KKR CLO TRUST                                                                       | KKR CLO TRUST BR TSFR3M+160 07/20/2034 144A                                                      | CUSIP: 48254QAH7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1145000 | PA      | $1145493.50   | 0.04%             | 2034-07-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| KKR CLO TRUST                                                                       | KKR CLO TRUST 33A AR TSFR3M+108 07/20/2034 144A                                                  | CUSIP: 48254QAF1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1800000 | PA      | $1800781.20   | 0.06%             | 2034-07-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                          | VERIZON COMMUNICATIONS INC 4.75% 01/15/2033                                                      | CUSIP: 92343VHF4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    735000 | PA      | $739469.86    | 0.02%             | 2033-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SCHWAB CHARLES CORP                                                                 | SCHWAB CHARLES CORP 4.343%/VAR 11/14/2031                                                        | CUSIP: 808513CK9<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   1780000 | PA      | $1784614.90   | 0.06%             | 2031-11-14      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                          | FNMA 30YR 5% 10/01/2055#CC1154                                                                   | CUSIP: 3140Y7H84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    635200 | PA      | $637622.73    | 0.02%             | 2055-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                       | FHLG 30YR 5% 06/01/2055#SL3158                                                                   | CUSIP: 31427QQL9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     15898 | PA      | $15944.08     | 0.00%             | 2055-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST 2025-4                                       | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2025-4 4.27% 01/15/2032                                   | CUSIP: 802923AD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    770000 | PA      | $771809.19    | 0.02%             | 2032-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC                                                                  | CONAGRA BRANDS INC CP 0% 12/15/2025                                                              | CUSIP: 20600GZF6<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |   1565000 | PA      | $1561846.21   | 0.05%             | 2025-12-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                             | HCA INC CP 0% 12/11/2025                                                                         | CUSIP: 40412BZB2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1965000 | PA      | $1961970.95   | 0.06%             | 2025-12-11      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BX 2025-VOLT                                                                        | BX 2025-VOLT A VAR 12/15/2044 144A                                                               | CUSIP: 05619PAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    815000 | PA      | $814490.63    | 0.03%             | 2044-12-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BX 2025-VOLT                                                                        | BX 2025-VOLT B TSFR1M+210 12/15/2044 144A                                                        | CUSIP: 05619PAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    605000 | PA      | $605756.25    | 0.02%             | 2044-12-15      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY PRIVATE BANK NA                                                      | MORGAN STANLEY PRIVATE BANK NA FRN SOFR+78 11/17/2028                                            | CUSIP: 61776NZT3<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |   2600000 | PA      | $2602142.40   | 0.08%             | 2028-11-17      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| APTARGROUP INC                                                                      | APTARGROUP INC 4.75% 03/30/2031                                                                  | CUSIP: 038336AB9<br>LEI: VNPEQDQFAA7IY1T2PX43 | Long             | DBT              | CORP              | US        |    360000 | PA      | $363389.89    | 0.01%             | 2031-03-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORP                                                         | AMERICAN HONDA FINANCE CORP FRN SOFR+65 11/19/2027                                               | CUSIP: 02665WGP0<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2499060.00   | 0.08%             | 2027-11-19      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                    | CROWN CASTLE INC CP 0% 12/18/2025                                                                | CUSIP: 22823PZJ5<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   1970000 | PA      | $1965137.84   | 0.06%             | 2025-12-18      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| STEEL DYNAMICS INC                                                                  | STEEL DYNAMICS INC 4% 12/15/2028                                                                 | CUSIP: 858119BU3<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |   1775000 | PA      | $1770193.12   | 0.05%             | 2028-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| RGA GLOBAL FUNDING                                                                  | RGA GLOBAL FUNDING 4.6% 11/25/2030 144A                                                          | CUSIP: 76209PAK9<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |   1455000 | PA      | $1458086.48   | 0.05%             | 2030-11-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                       | SOUTHERN CALIFORNIA EDISON CO CP 0% 01/06/2026                                                   | CUSIP: 8424C1A65<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   1955000 | PA      | $1945793.32   | 0.06%             | 2026-01-06      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| OCTANE RECEIVABLES TR 2025-RVM1                                                     | OCTANE RECEIVABLES TRUST 2025-RVM1 5.26% 12/20/2046 144A                                         | CUSIP: 67571HAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    935000 | PA      | $938734.11    | 0.03%             | 2046-12-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| OCTANE RECEIVABLES TR 2025-RVM1                                                     | OCTANE RECEIVABLES TR 2025-RVM1 B 4.83% 12/20/2046 144A                                          | CUSIP: 67571HAB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    455000 | PA      | $456314.86    | 0.01%             | 2046-12-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GREENSKY HOME IMPROVEMENT 2025-3A                                                   | GREENSKY HOME IMPROVEMENT 2025-3A A1 4.63% 12/27/2060 144A                                       | CUSIP: 39571WAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1985000 | PA      | $1985509.75   | 0.06%             | 2060-12-27      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EOG RESOURCES INC                                                                   | EOG RESOURCES INC 4.4% 01/15/2031                                                                | CUSIP: 26875PBB6<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |    585000 | PA      | $587828.98    | 0.02%             | 2031-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WESTERN GAS PARTNERS LP                                                             | WESTERN GAS PARTNERS LP CP 0% 12/04/2025                                                         | CUSIP: 95866WZ47<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |   1495000 | PA      | $1493876.96   | 0.05%             | 2025-12-04      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                             | HCA INC CP 0% 01/05/2026                                                                         | CUSIP: 40412DA58<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1795000 | PA      | $1786800.98   | 0.06%             | 2026-01-05      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC                                                                  | CONAGRA BRANDS INC CP 0% 12/12/2025                                                              | CUSIP: 20600GZC3<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |   2025000 | PA      | $2021667.26   | 0.06%             | 2025-12-12      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2025-HE3                                                   | JP MORGAN MORTGAGE TRUST 2025-HE3 A1 SOFR30A +135 03/25/2056 144A                                | CUSIP: 46660CAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    455000 | PA      | $455000.00    | 0.01%             | 2056-03-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| HARLEY DAVIDSON FINANCIAL SERVICES INC                                              | HARLEY DAVIDSON FINL SVCS INC CP 0% 01/06/2026                                                   | CUSIP: 41282KA65<br>LEI: RLUFFFFW4GRYU77BTS24 | Long             | DBT              | CORP              | US        |   1995000 | PA      | $1985831.98   | 0.06%             | 2026-01-06      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| NRZT 2025-NQM6                                                                      | NRZT 2025-NQM6 VAR 10/25/2065 144A                                                               | CUSIP: 64832KAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1525000 | PA      | $1526058.66   | 0.05%             | 2065-10-25      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL FLAVORS and FRAGRANCES INC                                            | INTERNATIONAL FLAVS and FRAG INC CP 0% 12/30/2025                                                | CUSIP: 4595A2ZW2<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |   2040000 | PA      | $2032601.53   | 0.06%             | 2025-12-30      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-12-30

**Name of Applicant:** Heather Bonner

**Signature:** Heather Bonner

**Name of Signer:** Heather Bonner

**Title:** President and Treasurer