# EDGAR Filing Document

**Accession Number:** 0001364924
**File Stem:** 0000035402-25-001481
**Filing Date:** 2025-10
**Character Count:** 700316
**Document Hash:** cdf66b2d5dcbab221df7243d9888c67d
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000035402-25-001481.hdr.sgml**: 20251028

**ACCESSION NUMBER**: 0000035402-25-001481

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20250831

**FILED AS OF DATE**: 20251028

**DATE AS OF CHANGE**: 20251028

**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:** 251424540

**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           |

## Nport-Ex

**Quarterly Holdings Report**

**for**

**Strategic Advisers® Short Duration Fund**

*Offered exclusively to certain managed account clients of Strategic Advisers LLC or its affiliates - not available for sale to the general public*

**August 31, 2025**

ASD-NPRT1-1025

1.934463.113 ---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Asset-Backed Securities - 9.1%** | &nbsp;&nbsp;**Asset-Backed Securities - 9.1%** | &nbsp;&nbsp;**Asset-Backed Securities - 9.1%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| BAILIWICK OF JERSEY - 0.2%  |  |  |
| Fortress Credit Bsl Xv Ltd Series 2024-2A Class AR, CME Term SOFR 3 month Index + 1.4%, 5.729% 10/18/2033 (b)(c)(d) | 2310000 | 2310591 |
| Hartwick Park Clo Ltd Series 2024-1A Class AR, CME Term SOFR 3 month Index + 1.16%, 5.4855% 1/20/2037 (b)(c)(d) | 2049000 | 2049016 |
| Neuberger Berman Ln Advisers Nbla Clo 50 Ltd / Neuberger Berman Ln Series 2024-50A Class AR, CME Term SOFR 3 month Index + 1.25%, 5.569% 7/23/2036 (b)(c)(d) | 2519000 | 2522737 |
| Valley Stream Pk Clo Ltd / Vy Stream Pk Clo LLC Series 2024-1A Class ARR, CME Term SOFR 3 month Index + 1.19%, 5.5155% 1/20/2037 (b)(c)(d) | 1526000 | 1524396 |
| TOTAL BAILIWICK OF JERSEY |  | 8406740 |
| CANADA - 0.0%  |  |  |
| Chesapeake Funding II LLC Series 2023-1A Class A1, 5.65% 5/15/2035 (b) | 728427 | 732902 |
| Chesapeake Funding II LLC Series 2023-2A Class A1, 6.16% 10/15/2035 (b) | 156905 | 158990 |
| Chesapeake Funding II LLC Series 2024-1A Class A1, 5.52% 5/15/2036 (b) | 332603 | 336711 |
| Securitized Term Auto Receivables Trust Series 2025-A Class B, 5.038% 7/25/2031 (b) | 303322 | 305692 |
| Securitized Term Auto Receivables Trust Series 2025-B Class B, 4.925% 12/29/2032 (b) | 223402 | 224991 |
| Securitized Term Auto Receivables Trust Series 2025-B Class C, 5.121% 12/29/2032 (b) | 84893 | 85421 |
| TOTAL CANADA |  | 1844707 |
| GRAND CAYMAN (UK OVERSEAS TER) - 2.6%  |  |  |
| Alinea Clo Ltd Series 2025-1A Class AR, CME Term SOFR 3 month Index + 0.9%, 5.2255% 7/20/2031 (b)(c)(d) | 202252 | 202360 |
| Alinea Clo Ltd Series 2025-1A Class BR, CME Term SOFR 3 month Index + 1.15%, 5.4755% 7/20/2031 (b)(c)(d) | 250000 | 248879 |
| Anthelion CLO 2025-1 Ltd Series 2025-1A Class A1, CME Term SOFR 3 month Index + 1.5%, 5.8189% 7/20/2036 (b)(c)(d) | 1140000 | 1140562 |
| Ares Lii Clo Ltd Series 2025-52A Class A1RR, CME Term SOFR 3 month Index + 0.88%, 5.212% 4/22/2031 (b)(c)(d) | 1197374 | 1195877 |
| Ares XXXIV CLO Ltd Series 2024-2A Class AR3, CME Term SOFR 3 month Index + 1.32%, 5.6424% 4/17/2033 (b)(c)(d) | 4216710 | 4216710 |
| Ares XXXIV CLO Ltd Series 2025-2A Class X, CME Term SOFR 3 month Index + 1%, 0% 7/17/2038 (b)(c)(d) | 1700000 | 1700000 |
| Balboa Bay Loan Funding Ltd Series 2025-1A Class ARR, CME Term SOFR 3 month Index + 1.16%, 5.4855% 4/20/2036 (b)(c)(d) | 1285000 | 1285080 |
| Battalion Clo Xv Ltd / Battalion Clo Xv LLC Series 2025-15A Class A1RR, CME Term SOFR 3 month Index + 0.98%, 5.3024% 1/17/2033 (b)(c)(d) | 3036525 | 3035026 |
| Battalion Clo Xv Ltd / Battalion Clo Xv LLC Series 2025-15A Class CR, CME Term SOFR 3 month Index + 1.9%, 6.2224% 1/17/2033 (b)(c)(d) | 715000 | 712277 |
| Bluemountain Clo Ltd / Bluemountain Clo LLC Series 2024-3A Class A1R, CME Term SOFR 3 month Index + 1.19%, 5.5085% 10/25/2030 (b)(c)(d) | 522080 | 522271 |
| Bluemountain CLO Ltd Series 2024-3A Class A1R2, CME Term SOFR 3 month Index + 1.2%, 5.4114% 11/15/2030 (b)(c)(d) | 684823 | 685136 |
| Buckhorn Park Clo Ltd Series 2024-1A Class ARR, CME Term SOFR 3 month Index + 1.07%, 5.399% 7/18/2034 (b)(c)(d) | 2500000 | 2499983 |
| Chenango Park Clo Ltd Series 2025-1A Class A2R, CME Term SOFR 3 month Index + 1.45%, 5.7676% 4/15/2030 (b)(c)(d) | 575000 | 574969 |
| Chenango Park Clo Ltd Series 2025-1A Class BR, CME Term SOFR 3 month Index + 1.8%, 6.1176% 4/15/2030 (b)(c)(d) | 1200000 | 1201435 |
| CIFC Funding Ltd Series 2025-1A Class AR3, CME Term SOFR 3 month Index + 1%, 5.3255% 10/21/2031 (b)(c)(d) | 1612566 | 1609665 |
| CIFC Funding Ltd Series 2025-1A Class D1R3, CME Term SOFR 3 month Index + 2.3%, 6.6255% 10/21/2031 (b)(c)(d) | 670000 | 670644 |
| Clover Clo Ltd Series 2025-1A Class ARR, CME Term SOFR 3 month Index + 1%, 5.2695% 4/18/2035 (b)(c)(d) | 1635000 | 1634923 |
| Dryden 45 Senior Loan Fund Series 2024-45A Class BRR, CME Term SOFR 3 month Index + 1.65%, 5.9676% 10/15/2030 (b)(c)(d) | 1290000 | 1290515 |
| Dryden 68 Clo Ltd Series 2024-68A Class ARR, CME Term SOFR 3 month Index + 1.1%, 5.4176% 7/15/2035 (b)(c)(d) | 2331000 | 2332709 |
| Flatiron Clo 28 Ltd / Flatiron Clo LLC Series 2024-1A Class A1, CME Term SOFR 3 month Index + 1.32%, 5.6376% 7/15/2036 (b)(c)(d) | 2797000 | 2797000 |
| Flatiron Clo 28 Ltd / Flatiron Clo LLC Series 2025-1A Class A1R, CME Term SOFR 3 month Index + 1.08%, 5.3326% 7/15/2036 (b)(c)(d) | 3497000 | 3497000 |
| Fortress Credit BSL Ltd Series 2025-1A Class A1R, CME Term SOFR 3 month Index + 1.57%, 5.889% 4/23/2036 (b)(c)(d) | 265000 | 265759 |
| Fortress Credit Bsl VII Ltd Series 2024-1A Class A2R, CME Term SOFR 3 month Index + 1.4%, 5.719% 7/23/2032 (b)(c)(d) | 980000 | 978537 |
| Fortress Credit Bsl VII Ltd Series 2024-1A Class BR, CME Term SOFR 3 month Index + 1.65%, 5.969% 7/23/2032 (b)(c)(d) | 1250000 | 1250283 |
| Fortress Credit Bsl VIII Ltd Series 2024-2A Class A1AR, CME Term SOFR 3 month Index + 1.05%, 5.3755% 10/20/2032 (b)(c)(d) | 1032703 | 1032005 |
| Fortress Credit Bsl VIII Ltd Series 2024-2A Class A2R, CME Term SOFR 3 month Index + 1.4%, 5.7255% 10/20/2032 (b)(c)(d) | 2455000 | 2450593 |
| Golub Cap Partners Static Ltd Series 2025-1A Class BR, CME Term SOFR 3 month Index + 1.5%, 5.8259% 7/20/2035 (b)(c)(d) | 2930000 | 2930029 |
| KKR Clo Ltd / KKR Clo LLC Series 2025-18 Class A1R2, CME Term SOFR 3 month Index + 1.05%, 0% 10/18/2035 (b)(c)(d) | 3005000 | 3005000 |
| Madison Park Funding Xxiii Ltd Series 2021-23A Class AR, CME Term SOFR 3 month Index + 1.2316%, 5.5454% 7/27/2031 (b)(c)(d) | 672664 | 673665 |
| Madison Park Funding Xxiii Ltd Series 2021-23A Class BR, CME Term SOFR 3 month Index + 1.8116%, 6.1254% 7/27/2031 (b)(c)(d) | 1110000 | 1112700 |
| Madison Park Funding Xxiv Ltd Series 2024-24A Class CR2, CME Term SOFR 3 month Index + 2.05%, 6.3755% 10/20/2029 (b)(c)(d) | 855000 | 855618 |
| Madison Park Funding XXXIII Ltd Series 2022-33A Class AR, CME Term SOFR 3 month Index + 1.29%, 5.6076% 10/15/2032 (b)(c)(d) | 1897672 | 1899479 |
| Madison Pk Fdg Xlii Ltd Series 2024-13A Class AR, CME Term SOFR 3 month Index + 1.15%, 5.469% 11/21/2030 (b)(c)(d) | 958770 | 959364 |
| Madison Pk Fdg Xlv Ltd / Madison Pk Fdg Xlv LLC Series 2024-45A Class ARR, CME Term SOFR 3 month Index + 1.08%, 5.3976% 7/15/2034 (b)(c)(d) | 2320000 | 2322172 |
| Magnetite Xxii Ltd / Magnetite Xxii LLC Series 2024-22A Class ARR, CME Term SOFR 3 month Index + 1.25%, 5.5676% 7/15/2036 (b)(c)(d) | 2408000 | 2411183 |
| Marble Point Clo Xiv Ltd Series 2024-2A Class A12R, CME Term SOFR 3 month Index + 1.2%, 5.5255% 1/20/2032 (b)(c)(d) | 1882182 | 1880343 |
| Marble Point Clo Xv Ltd Series 2024-1A Class A1R2, CME Term SOFR 3 month Index + 1.04%, 5.359% 7/23/2032 (b)(c)(d) | 1351130 | 1348352 |
| Northwoods Capital Xiv-B Ltd Series 2024-14BA Class AR, CME Term SOFR 3 month Index + 1.25%, 5.4784% 11/13/2031 (b)(c)(d) | 1685774 | 1688535 |
| Octagon Investment Partners 39 Ltd Series 2024-3A Class AR, CME Term SOFR 3 month Index + 1.15%, 5.4755% 10/20/2030 (b)(c)(d) | 541395 | 541388 |
| Octagon Investment Partners XXI Ltd Series 2025-1A Class A2R4, CME Term SOFR 3 month Index + 1.15%, 5.3829% 2/14/2031 (b)(c)(d) | 1925000 | 1924026 |
| Octagon Investment Partners XXI Ltd Series 2025-1A Class AAR4, CME Term SOFR 3 month Index + 0.81%, 5.0429% 2/14/2031 (b)(c)(d) | 503095 | 503242 |
| Octagon Investment Partners XXI Ltd Series 2025-1A Class BR4, CME Term SOFR 3 month Index + 1.35%, 5.5829% 2/14/2031 (b)(c)(d) | 760000 | 759547 |
| Oha Credit Funding 22 Ltd Series 2025-22A Class A1, CME Term SOFR 3 month Index + 1.33%, 5.614% 7/20/2038 (b)(c)(d) | 1854000 | 1859165 |
| Ozlm Funding II Ltd Series 2025-2A Class AR4, CME Term SOFR 3 month Index + 1.2%, 5.5305% 7/30/2037 (b)(c)(d) | 1850000 | 1850887 |
| Ozlm Funding II Ltd Series 2025-2A Class BR4, CME Term SOFR 3 month Index + 1.75%, 6.0805% 7/30/2037 (b)(c)(d) | 1710000 | 1709873 |
| OZLM XXI Ltd Series 2024-21A Class A1R, CME Term SOFR 3 month Index + 1.15%, 5.4755% 1/20/2031 (b)(c)(d) | 269945 | 269946 |
| Palmer Square Ln Fdg 2025-2 Ltd / Palmer Square Ln Fdg 2025-2 LLC Series 2025-2A Class A1, CME Term SOFR 3 month Index + 0.94%, 5.2277% 7/15/2033 (b)(c)(d) | 2660000 | 2660601 |
| Palmer Square Loan Funding Ltd Series 2024-2A Class A1N, CME Term SOFR 3 month Index + 1%, 5.3176% 1/15/2033 (b)(c)(d) | 376639 | 377091 |
| Palmer Square Loan Funding Ltd Series 2024-3A Class A1, CME Term SOFR 3 month Index + 1.08%, 5.3143% 8/8/2032 (b)(c)(d) | 1106012 | 1106678 |
| Romark Clo II Ltd Series 2024-2A Class A2R, CME Term SOFR 3 month Index + 1.65%, 5.9685% 7/25/2031 (b)(c)(d) | 2150000 | 2150746 |
| Sound Point Clo Xxii Ltd Series 2024-1A Class BRR, CME Term SOFR 3 month Index + 1.65%, 5.9755% 1/20/2032 (b)(c)(d) | 250000 | 250835 |
| Stratus Funding CLO 2025-1 Ltd Series 2025-1A Class B, CME Term SOFR 3 month Index + 1.45%, 5.7894% 7/15/2033 (b)(c)(d) | 620000 | 619955 |
| Symphony Clo Xxiii Ltd Series 2025-23A Class AR2, CME Term SOFR 3 month Index + 0.9%, 5.2176% 1/15/2034 (b)(c)(d) | 2463679 | 2462452 |
| Symphony Clo Xxvi Ltd / Symphony Clo Xxvi LLC Series 2021-26A Class AR, CME Term SOFR 3 month Index + 1.3416%, 5.6671% 4/20/2033 (b)(c)(d) | 350962 | 351082 |
| THL Credit Wind River CLO Ltd Series 2024-1A Class A1R3, CME Term SOFR 3 month Index + 1.2%, 5.5255% 10/20/2030 (b)(c)(d) | 177079 | 177201 |
| Thl Credit Wind River CLO Ltd Series 2024-3A Class CR2, CME Term SOFR 3 month Index + 2%, 6.3176% 4/15/2031 (b)(c)(d) | 490000 | 489654 |
| Trinitas Clo IX Ltd Series 2024-9A Class BRRR, CME Term SOFR 3 month Index + 1.7%, 6.0255% 1/20/2032 (b)(c)(d) | 815000 | 816466 |
| Trinitas Clo VI Ltd / Trinitas Clo VI LLC Series 2024-6A Class ARRR, CME Term SOFR 3 month Index + 1.33%, 5.6485% 1/25/2034 (b)(c)(d) | 2310000 | 2311975 |
| Voya Clo 2022-1 Ltd / Voya Clo 2022-1 LLC Series 2024-1A Class A1R, CME Term SOFR 3 month Index + 1.25%, 5.5755% 4/20/2035 (b)(c)(d) | 1888000 | 1890349 |
| Voya CLO Ltd Series 2024-2A Class AR, CME Term SOFR 3 month Index + 1.2%, 5.5255% 7/20/2032 (b)(c)(d) | 3396124 | 3399262 |
| Voya CLO Ltd Series 2024-3A Class BR2, CME Term SOFR 3 month Index + 1.8%, 6.1176% 10/15/2031 (b)(c)(d) | 1770000 | 1772977 |
| Wellfleet Clo 2021-1 Ltd Series 2025-1A Class BR, CME Term SOFR 3 month Index + 1.65%, 5.9755% 4/20/2034 (b)(c)(d) | 1510000 | 1512624 |
| TOTAL GRAND CAYMAN (UK OVERSEAS TER) |  | 91884660 |
| UNITED STATES - 6.3%  |  |  |
| Affirm Asset Securitization Trust Series 2024-X2 Class A, 5.22% 12/17/2029 (b) | 848314 | 848997 |
| Affirm Asset Securitization Trust Series 2025-X1 Class A, 5.08% 4/15/2030 (b) | 629540 | 630325 |
| Affirm Master Trust Series 2025-2A Class A, 4.67% 7/15/2033 (b) | 655000 | 658544 |
| Affirm Master Trust Series 2025-2A Class B, 5.06% 7/15/2033 (b) | 685000 | 689441 |
| Ally Auto Receivables Trust Series 2023-A Class B, 6.01% 1/17/2034 (b) | 44143 | 44262 |
| Ally Auto Receivables Trust Series 2023-A Class C, 6.08% 1/17/2034 (b) | 281270 | 285070 |
| Ally Bank Series 2024-A Class B, 5.827% 5/17/2032 (b) | 141250 | 143395 |
| Ally Bank Series 2024-A Class C, 6.022% 5/17/2032 (b) | 141250 | 143133 |
| Ally Bank Series 2024-B Class A2, 4.97% 9/15/2032 (b) | 188585 | 190138 |
| Ally Bank Series 2024-B Class C, 5.215% 9/15/2032 (b) | 209158 | 209981 |
| Americredit Automobile Receivables Trust Series 2021-2 Class D, 1.29% 6/18/2027  | 995000 | 981811 |
| Americredit Automobile Receivables Trust Series 2023-1 Class C, 5.8% 12/18/2028  | 625000 | 637062 |
| Amur Equipment Finance Receivables X LLC Series 2022-1A Class C, 2.37% 4/20/2028 (b) | 300000 | 298933 |
| Amur Equipment Finance Receivables X LLC Series 2022-1A Class E, 5.02% 12/20/2028 (b) | 830000 | 829724 |
| Amur Equipment Finance Receivables Xiv LLC Series 2024-2A Class C, 5.38% 7/21/2031 (b) | 1553000 | 1581562 |
| Arbys Funding LLC Series 2020-1A Class A2, 3.237% 7/30/2050 (b) | 2132750 | 2052506 |
| ARI Fleet Lease Trust Series 2024-B Class A2, 5.54% 4/15/2033 (b) | 757513 | 763157 |
| Autonation Finance Trust Series 2025-1A Class A2, 4.72% 4/10/2028 (b) | 385000 | 385986 |
| Auxilior Term Funding LLC Series 2024-1A Class A3, 5.49% 7/15/2031 (b) | 485000 | 494736 |
| Avis Budget Rental Car Funding AESOP LLC Series 2024-2A Class C, 6.18% 10/20/2027 (b) | 210000 | 211596 |
| Avis Budget Rental Car Funding AESOP LLC Series 2024-5A Class C, 6.24% 4/20/2027 (b) | 300000 | 301194 |
| Battalion Clo Xii Ltd Series 2025-12A Class BRR, CME Term SOFR 3 month Index + 1.2%, 5.3852% 5/17/2031 (b)(c)(d) | 945000 | 937439 |
| Battalion Clo Xii Ltd Series 2025-12A Class CRR, CME Term SOFR 3 month Index + 1.55%, 5.7352% 5/17/2031 (b)(c)(d) | 1020000 | 1018410 |
| Battalion Clo Xxi Ltd / Battalion Clo Xxi LLC Series 2025-21A Class AR, CME Term SOFR 3 month Index + 1.15%, 5.4676% 7/15/2034 (b)(c)(d) | 1535000 | 1537979 |
| Battalion Clo Xxi Ltd / Battalion Clo Xxi LLC Series 2025-21A Class BR, CME Term SOFR 3 month Index + 1.7%, 6.0176% 7/15/2034 (b)(c)(d) | 570000 | 569968 |
| Bayview Opportunity Master Fund VII LLC Series 2024-CAR1 Class A, U.S. 30-Day Avg. SOFR Index + 1.1%, 5.4484% 12/26/2031 (b)(c)(d) | 239276 | 239946 |
| Blue Owl Asset Leasing Trust LLC Series 2024-1A Class A2, 5.05% 3/15/2029 (b) | 722554 | 725324 |
| Blue Owl Asset Leasing Trust LLC Series 2024-1A Class B, 5.41% 3/15/2030 (b) | 240000 | 242991 |
| BMW Vehicle Lease Trust Series 2025-1 Class A2A, 4.43% 9/27/2027  | 2445000 | 2451003 |
| BofA Auto Trust Series 2024-1A Class A2, 5.57% 12/15/2026 (b) | 192906 | 193080 |
| BofA Auto Trust Series 2025-1A Class A2A, 4.52% 11/22/2027 (b) | 800000 | 801145 |
| BRE Grand Islander Timeshare Issuer Series 2019-A Class A, 3.28% 9/26/2033 (b) | 484856 | 479143 |
| Capital One Prime Auto Receivables Trust Series 2024-1 Class A2A, 4.61% 10/15/2027  | 1615946 | 1617519 |
| CarMax Auto Owner Trust Series 2023-2 Class C, 5.57% 11/15/2028  | 955000 | 970231 |
| CarMax Auto Owner Trust Series 2023-2 Class D, 6.55% 10/15/2029  | 635000 | 652492 |
| CarMax Auto Owner Trust Series 2023-3 Class C, 5.61% 2/15/2029  | 975000 | 995862 |
| CarMax Auto Owner Trust Series 2023-3 Class D, 6.44% 12/16/2030  | 350000 | 360269 |
| CarMax Auto Owner Trust Series 2024-1 Class A2A, 5.3% 3/15/2027  | 310438 | 310664 |
| CarMax Auto Owner Trust Series 2024-1 Class C, 5.47% 8/15/2029  | 505000 | 515581 |
| CarMax Auto Owner Trust Series 2024-2 Class A2A, 5.65% 5/17/2027  | 639804 | 640965 |
| CarMax Auto Owner Trust Series 2024-2 Class D, 6.42% 10/15/2030  | 70000 | 72779 |
| CarMax Auto Owner Trust Series 2024-3 Class D, 5.67% 1/15/2031  | 255000 | 261304 |
| CarMax Auto Owner Trust Series 2025-2 Class A2A, 4.59% 7/17/2028  | 1225000 | 1229605 |
| CarMax Auto Owner Trust Series 2025-3 Class A2A, 4.42% 8/15/2028  | 2320000 | 2325594 |
| CarMax Select Receivables Trust Series 2024-A Class A2A, 5.78% 9/15/2027  | 59321 | 59510 |
| CarMax Select Receivables Trust Series 2024-A Class B, 5.35% 1/15/2030  | 270000 | 274332 |
| CarMax Select Receivables Trust Series 2024-A Class C, 5.62% 1/15/2030  | 1150000 | 1175901 |
| Carvana Auto Receivables Trust 2025-P2 Series 2025-P2 Class A2, 4.56% 8/10/2028  | 1950000 | 1953544 |
| Carvana Auto Receivables Trust Series 2021-P4 Class B, 1.98% 2/10/2028  | 445000 | 432117 |
| Carvana Auto Receivables Trust Series 2022-N1 Class C, 3.32% 12/11/2028 (b) | 65879 | 64989 |
| Carvana Auto Receivables Trust Series 2024-N2 Class B, 5.67% 9/10/2030 (b) | 815000 | 827767 |
| Carvana Auto Receivables Trust Series 2024-P4 Class A2, 4.62% 2/10/2028  | 704681 | 705134 |
| Carvana Auto Receivables Trust Series 2025-P1 Class A2, 4.5% 6/12/2028  | 534533 | 534798 |
| CFMT LLC Series 2023-HB12 Class A, 4.25% 4/25/2033 (b) | 12594 | 12578 |
| Chase Auto Credit Linked Notes Series 2025-1 Class B, 4.753% 2/25/2033 (b) | 640634 | 644625 |
| Chase Auto Owner Trust Series 2024-1A Class A2, 5.48% 4/26/2027 (b) | 105990 | 106057 |
| Chase Auto Owner Trust Series 2024-3A Class A2, 5.53% 9/27/2027 (b) | 389974 | 390917 |
| Chase Auto Owner Trust Series 2024-4A Class A2, 5.25% 9/27/2027 (b) | 849616 | 851293 |
| Citizens Auto Receivables Trust Series 2024-1 Class A2A, 5.43% 10/15/2026 (b) | 73884 | 73918 |
| Citizens Auto Receivables Trust Series 2024-2 Class A2A, 5.54% 11/16/2026 (b) | 337312 | 337603 |
| CyrusOne Data Centers Issuer I LLC Series 2024-2A Class A2, 4.5% 5/20/2049 (b) | 1500000 | 1472680 |
| Daimler Trucks Retail Trust Series 2024-1 Class A2, 5.6% 4/15/2026  | 91982 | 92023 |
| Dell Equip Fin Trust Series 2025-1 Class A2, 4.68% 7/22/2027 (b) | 305000 | 306163 |
| Dell Equip Fin Trust Series 2025-1 Class C, 5.25% 2/24/2031 (b) | 100000 | 101605 |
| Dell Equipment Finance Trust Series 2023-3 Class D, 6.75% 10/22/2029 (b) | 100000 | 101271 |
| Dell Equipment Finance Trust Series 2024-1 Class D, 6.12% 9/23/2030 (b) | 195000 | 198708 |
| Dell Equipment Finance Trust Series 2024-2 Class A2, 4.69% 8/22/2030 (b) | 1620509 | 1622951 |
| Dell Equipment Finance Trust Series 2024-2 Class B, 4.82% 8/22/2030 (b) | 105000 | 105859 |
| Dell Equipment Finance Trust Series 2024-2 Class D, 5.29% 2/24/2031 (b) | 865000 | 872857 |
| Dext Abs LLC Series 2025-1 Class A2, 4.59% 8/16/2027 (b) | 610000 | 611033 |
| DLLAA LLC Series 2025-1A Class A2, 4.7% 10/20/2027 (b) | 1000000 | 1002601 |
| DLLAA Series 2023-1A Class A2, 5.93% 7/20/2026 (b) | 53 | 53 |
| DLLAA Series 2023-1A Class A3, 5.64% 2/22/2028 (b) | 660000 | 667650 |
| Dllad LLC Series 2025-1A Class A2, 4.46% 11/20/2028 (b) | 1400000 | 1404158 |
| DLLAD Series 2024-1A Class A2, 5.5% 8/20/2027 (b) | 596242 | 599278 |
| DLLMT LLC Series 2024-1A Class A3, 4.84% 8/21/2028 (b) | 2670000 | 2696046 |
| DLLST Series 2024-1A Class A2, 5.33% 1/20/2026 (b) | 40429 | 40442 |
| DLLST Series 2024-1A Class A3, 5.05% 8/20/2027 (b) | 245000 | 245980 |
| DLLST Series 2024-1A Class A4, 4.93% 4/22/2030 (b) | 65000 | 65670 |
| DRIVE Series 2025-1 Class A2, 4.87% 8/15/2028  | 1260000 | 1262786 |
| Driven Brands Funding LLC Series 2019-1A Class A2, 4.641% 4/20/2049 (b) | 702436 | 700826 |
| Elara Hgv Timeshare Issuer LLC Series 2023-A Class A, 6.16% 2/25/2038 (b) | 175113 | 180801 |
| Elara Hgv Timeshare Issuer LLC Series 2023-A Class C, 7.3% 2/25/2038 (b) | 239770 | 247696 |
| Enterprise Fleet Financing 2025-2 LLC Series 2025-2 Class A2, 4.51% 2/22/2028 (b) | 2594000 | 2602597 |
| Enterprise Fleet Financing LLC Series 2022-3 Class A2, 4.38% 7/20/2029 (b) | 60745 | 60725 |
| Enterprise Fleet Financing LLC Series 2023-3 Class A2, 6.4% 3/20/2030 (b) | 430201 | 436617 |
| Enterprise Fleet Financing LLC Series 2024-1 Class A2, 5.23% 3/20/2030 (b) | 1724971 | 1738524 |
| Enterprise Fleet Financing LLC Series 2024-3 Class A2, 5.31% 4/20/2027 (b) | 1182145 | 1188365 |
| Enterprise Fleet Financing LLC Series 2024-3 Class A4, 5.06% 3/20/2031 (b) | 205000 | 209665 |
| Enterprise Fleet Financing LLC Series 2024-4 Class A2, 4.69% 7/20/2027 (b) | 2470525 | 2477033 |
| Enterprise Fleet Financing LLC Series 2025-1 Class A2, 4.65% 10/20/2027 (b) | 2110000 | 2117264 |
| Enterprise Fleet Financing Series 2024-2 Class A2, 5.74% 12/20/2026 (b) | 266807 | 268132 |
| Exeter Automobile Receivables Trust Series 2023-1A Class D, 6.69% 6/15/2029  | 80000 | 81535 |
| Exeter Automobile Receivables Trust Series 2025-3A Class A2, 4.83% 1/18/2028  | 1900000 | 1903011 |
| Exeter Automobile Receivables Trust Series 2025-4A Class A2, 4.53% 3/15/2028  | 1805000 | 1805676 |
| Exeter Automobile Receivables Trust Series 2025-4A Class B, 4.4% 5/15/2030  | 255000 | 255767 |
| Exeter Automobile Receivables Trust Series 2025-4A Class C, 4.57% 6/16/2031  | 915000 | 918366 |
| Exeter Select Automobile Receivables Trust Series 2025-1 Class A2, 4.83% 10/16/2028  | 86855 | 87112 |
| Exeter Select Automobile Receivables Trust Series 2025-1 Class B, 4.87% 8/15/2031  | 480000 | 485770 |
| Exeter Select Automobile Receivables Trust Series 2025-2 Class A2, 4.54% 6/15/2029  | 1170000 | 1173210 |
| Exeter Select Automobile Receivables Trust Series 2025-2 Class B, 4.63% 11/17/2031  | 265000 | 267157 |
| Exeter Select Automobile Receivables Trust Series 2025-2 Class C, 4.91% 12/15/2031  | 540000 | 544553 |
| Finance of Amer Hecm Buyout Series 2024-HB1 Class A1A, 4% 10/1/2034 (b) | 955989 | 951635 |
| Firstkey Homes Trust Series 2020-SFR2 Class D, 1.968% 10/19/2037 (b) | 1100000 | 1091558 |
| Flatiron Clo 23 LLC Series 2025-1A Class AR, CME Term SOFR 3 month Index + 1.24%, 5.5624% 4/17/2036 (b)(c)(d) | 2303000 | 2305278 |
| Flatiron Rr Clo 22 LLC Series 2025-2A Class AR, CME Term SOFR 3 month Index + 0.91%, 5.2276% 10/15/2034 (b)(c)(d) | 1900000 | 1897756 |
| Ford Credit Auto Lease Trust Series 2023-B Class C, 6.43% 4/15/2027  | 575000 | 580976 |
| Ford Credit Auto Lease Trust Series 2025-A Class A2A, 4.57% 8/15/2027  | 2047485 | 2051204 |
| Ford Credit Auto Owner Trust Series 2020-2 Class C, 1.74% 4/15/2033 (b) | 570000 | 567620 |
| Ford Credit Auto Owner Trust Series 2023-A Class B, 5.07% 1/15/2029  | 1495000 | 1509814 |
| Ford Credit Auto Owner Trust Series 2025-A Class A2A, 4.47% 12/15/2027  | 2600000 | 2605098 |
| Ford Credit Floorplan Master Owner Trust A Series 2023-1 Class C, 5.75% 5/15/2028 (b) | 405000 | 407764 |
| Ford Credit Floorplan Master Owner Trust A Series 2023-1 Class D, 6.62% 5/15/2028 (b) | 750000 | 757097 |
| Ford Credit Floorplan Master Owner Trust A Series 2024-1 Class B, 5.48% 4/15/2029 (b) | 550000 | 557981 |
| FORDO Series 2024-B Class A2A, 5.4% 4/15/2027  | 858109 | 860319 |
| Freddie Mac STACR REMIC Trust Series 2023-HQA3 Class A1, U.S. 30-Day Avg. SOFR Index + 1.85%, 6.1984% 11/25/2043 (b)(c)(d) | 258983 | 261810 |
| Frontier Issuer LLC Series 2024-1 Class A2, 6.19% 6/20/2054 (b) | 220000 | 227258 |
| GM Financial Automobile Leasing Trust Series 2024-2 Class A2A, 5.43% 9/21/2026  | 583023 | 584049 |
| GM Financial Automobile Leasing Trust Series 2025-1 Class A2A, 4.54% 5/20/2027 (c) | 3017611 | 3023372 |
| GM Financial Consumer Automobile Receivables Trust Series 2024-1 Class A2A, 5.12% 2/16/2027  | 138957 | 139005 |
| GM Financial Consumer Automobile Receivables Trust Series 2024-4 Class A2A, 4.53% 10/18/2027  | 1371915 | 1373165 |
| GM Financial Consumer Automobile Receivables Trust Series 2025-2 Class A2A, 4.4% 2/16/2028  | 2465000 | 2467748 |
| Gm Financial Leasing Trst Series 2025-3 Class A2A, 4.19% 10/20/2027  | 2250000 | 2251533 |
| GMF Floorplan Owner Revolving Trust Series 2023-1 Class A2, U.S. 30-Day Avg. SOFR Index + 1.15%, 5.4927% 6/15/2028 (b)(c)(d) | 1000000 | 1005585 |
| GMF Floorplan Owner Revolving Trust Series 2025-1A Class A2, U.S. 30-Day Avg. SOFR Index + 0.6%, 4.9427% 3/15/2029 (b)(c)(d) | 1650000 | 1652721 |
| Gmf Leasing LLC Series 2025-2 Class A2A, 4.55% 7/20/2027  | 2230000 | 2236542 |
| Goto Foods Funding LLC Series 2017-1A Class A2II, 5.093% 4/30/2047 (b) | 1931338 | 1925413 |
| Greensky Home Improvement Issuer Trust Series 2025-2A Class A2, 4.93% 6/25/2060 (b) | 195000 | 195539 |
| Hardee's Funding LLC / Carl's Jr Funding LLC Series 2018-1A Class A23, 5.71% 6/20/2048 (b) | 671400 | 669339 |
| Hardee's Funding LLC / Carl's Jr Funding LLC Series 2020-1A Class A2, 3.981% 12/20/2050 (b) | 2539117 | 2438584 |
| Hardee's Funding LLC / Carl's Jr Funding LLC Series 2021-1A Class A2, 2.865% 6/20/2051 (b) | 270720 | 251184 |
| Harot Series 2025-2 Class A2A, 4.3% 1/18/2028  | 2236000 | 2238791 |
| Hilton Grand Vacations Trust 2025-1 Series 2025-1A Class A, 4.88% 5/27/2042 (b) | 407870 | 413507 |
| Hilton Grand Vacations Trust 2025-1 Series 2025-1A Class B, 5.18% 5/27/2042 (b) | 699206 | 708110 |
| Hilton Grand Vacations Trust Series 2020-AA Class A, 2.74% 2/25/2039 (b) | 152102 | 149197 |
| Hilton Grand Vacations Trust Series 2020-AA Class B, 4.22% 2/25/2039 (b) | 234344 | 232948 |
| Hilton Grand Vacations Trust Series 2022-1D Class A, 3.61% 6/20/2034 (b) | 112357 | 111443 |
| Hilton Grand Vacations Trust Series 2023-1A Class B, 6.11% 1/25/2038 (b) | 575726 | 590226 |
| Hilton Grand Vacations Trust Series 2023-1A Class C, 6.94% 1/25/2038 (b) | 106771 | 110204 |
| Home Partners of America Trust Series 2022-1 Class A, 3.93% 4/17/2039 (b) | 446469 | 443646 |
| Honda Auto Receivables Series 2024-2 Class A2, 5.48% 11/18/2026  | 632547 | 633580 |
| Hpefs Equipment Trust 2023-2 Series 2023-2A Class C, 6.48% 1/21/2031 (b) | 210000 | 211458 |
| Hpefs Equipment Trust 2023-2 Series 2023-2A Class D, 6.97% 7/21/2031 (b) | 215000 | 218293 |
| HPEFS Equipment Trust Series 2023-1A Class B, 5.73% 4/20/2028 (b) | 482018 | 482267 |
| HPEFS Equipment Trust Series 2023-1A Class C, 5.91% 4/20/2028 (b) | 535000 | 535952 |
| HPEFS Equipment Trust Series 2024-1A Class C, 5.33% 5/20/2031 (b) | 1220000 | 1228122 |
| HPEFS Equipment Trust Series 2024-2A Class A2, 5.5% 10/20/2031 (b) | 549369 | 550226 |
| HPEFS Equipment Trust Series 2024-2A Class B, 5.35% 10/20/2031 (b) | 170000 | 171858 |
| HPEFS Equipment Trust Series 2024-2A Class D, 5.82% 4/20/2032 (b) | 420000 | 430246 |
| Huntington Auto Trust Series 2024-1A Class A2, 5.5% 3/15/2027 (b) | 273549 | 273698 |
| Huntington Bank Auto Credit-Linked Notes Series 2024-1 Class B1, 6.153% 5/20/2032 (b) | 712912 | 723251 |
| Huntington Bank Auto Credit-Linked Notes Series 2024-2 Class B1, 5.442% 10/20/2032 (b) | 1525451 | 1536880 |
| Huntington National Bank/The Series 2025-1 Class B, 4.957% 3/21/2033 (b) | 961954 | 966920 |
| Hyundai Auto Lease Securitization Trust Series 2023-C Class A3, 5.8% 12/15/2026 (b) | 2200543 | 2206486 |
| Hyundai Auto Lease Securitization Trust Series 2024-B Class A2A, 5.51% 10/15/2026 (b) | 740265 | 741219 |
| Hyundai Auto Lease Securitization Trust Series 2025-B Class A2A, 4.58% 9/15/2027 (b) | 2140000 | 2147590 |
| Hyundai Auto Lease Securitization Trust Series 2025-B Class A3, 4.53% 4/17/2028 (b) | 390000 | 393024 |
| Hyundai Auto Lease Securitization Trust Series 2025-B Class B, 4.94% 8/15/2029 (b) | 805000 | 815551 |
| Hyundai Auto Receivables Trust Series 2023-C Class A2A, 5.8% 1/15/2027  | 42439 | 42463 |
| Hyundai Auto Receivables Trust Series 2024-A Class A2A, 5.29% 4/15/2027  | 579939 | 580848 |
| Hyundai Auto Receivables Trust Series 2024-C Class A2A, 4.53% 9/15/2027  | 1529979 | 1531570 |
| Hyundai Auto Receivables Trust Series 2025-B Class A2A, 4.45% 8/15/2028  | 1410000 | 1414208 |
| Jack in the Box Funding LLC Series 2022-1A Class A2I, 3.445% 2/26/2052 (b) | 753300 | 728548 |
| Jersey Mike's Funding Series 2021-1A Class A2I, 2.891% 2/15/2052 (b) | 49375 | 48089 |
| John Deere Owner Trust Series 2024-A Class A2A, 5.19% 2/16/2027  | 873956 | 874753 |
| John Deere Owner Trust Series 2024-C Class A2B, U.S. 30-Day Avg. SOFR Index + 0.43%, 4.7727% 8/16/2027 (c)(d) | 1460772 | 1461299 |
| Juniper Valley Park CLO LLC Series 2024-1A Class AR, CME Term SOFR 3 month Index + 1.25%, 5.5755% 7/20/2036 (b)(c)(d) | 2500000 | 2502593 |
| Kubota Credit Owner Trust 2025-2 Series 2025-2A Class A2, 4.48% 4/17/2028 (b) | 1085000 | 1089368 |
| Kubota Credit Owner Trust Series 2024-2A Class A2, 5.45% 4/15/2027 (b) | 580492 | 583215 |
| Kubota Credit Owner Trust Series 2025-1A Class A2, 4.61% 12/15/2027 (b) | 2565000 | 2573207 |
| M&T Equipment Notes Series 2025-1A Class A2, 4.7% 12/16/2027 (b) | 1040000 | 1045417 |
| Marlette Funding Trust 2025-1 Series 2025-1A Class A, 4.75% 7/16/2035 (b) | 190250 | 190443 |
| Marlette Funding Trust Series 2024-1A Class A, 5.95% 7/17/2034 (b) | 8496 | 8500 |
| Marriott Vacations Worldwide Owner Trust Series 2023-2A Class A, 6.18% 11/20/2040 (b) | 156855 | 160884 |
| Marriott Vacations Worldwide Owner Trust Series 2023-2A Class B, 6.33% 11/20/2040 (b) | 100684 | 102862 |
| Mercedes-Benz Auto Lease Trust Series 2024-A Class A2A, 5.44% 2/16/2027  | 1191508 | 1194378 |
| Mercedes-Benz Auto Lease Trust Series 2025-A Class A2A, 4.57% 4/17/2028  | 1640000 | 1647483 |
| Mercedes-Benz Auto Receivables Trust Series 2024-1 Class A2A, 5.06% 5/17/2027  | 180683 | 180723 |
| MMAF Equipment Finance LLC Series 2021-A Class A5, 1.19% 11/13/2043 (b) | 215000 | 211342 |
| MMAF Equipment Finance LLC Series 2023-A Class A2, 5.79% 11/13/2026 (b) | 324843 | 325579 |
| Mtg Pass Thru Ctf Series 2021-INV1 Class A1, 0.852% 1/25/2056 (b)(c) | 61674 | 59796 |
| MVW LLC Series 2020-1A Class A, 1.74% 10/20/2037 (b) | 154997 | 151088 |
| MVW LLC Series 2020-1A Class B, 2.73% 10/20/2037 (b) | 109367 | 107228 |
| MVW LLC Series 2021-1WA Class B, 1.44% 1/22/2041 (b) | 39780 | 38166 |
| MVW LLC Series 2021-1WA Class C, 1.94% 1/22/2041 (b) | 63459 | 60848 |
| MVW LLC Series 2023-1A Class A, 4.93% 10/20/2040 (b) | 507515 | 512682 |
| Navient Private Education Loan Trust Series 2019-D Class A2A, 3.01% 12/15/2059 (b) | 177618 | 172960 |
| Navient Private Education Loan Trust Series 2020-CA Class A2A, 2.15% 11/15/2068 (b) | 1125557 | 1075691 |
| Navient Private Education Refi Loan Trust Series 2019-A Class A2A, 3.42% 1/15/2043 (b) | 179235 | 178350 |
| Navient Private Education Refi Loan Trust Series 2019-GA Class A, 2.4% 10/15/2068 (b) | 113900 | 110530 |
| Navient Private Education Refi Loan Trust Series 2020-DA Class A, 1.69% 5/15/2069 (b) | 199029 | 188327 |
| Navient Student Loan Trust Series 2019-EA Class A2A, 2.64% 5/15/2068 (b) | 245939 | 240821 |
| Navistar Financial Dealer Note Master Trust Series 2024-1 Class B, 5.79% 4/25/2029 (b) | 100000 | 100705 |
| Navistar Financial Dealer Note Master Trust Series 2024-1 Class C, 6.13% 4/25/2029 (b) | 155000 | 156045 |
| Nelnet Student Loan Trust Series 2005-4 Class A4, U.S. 90-Day Avg. SOFR Index + 0.4416%, 4.7839% 3/22/2032 (c)(d) | 200814 | 196988 |
| Nelnet Student Loan Trust Series 2020-1A Class A, CME Term SOFR 1 month Index + 0.8545%, 5.177% 3/26/2068 (b)(c)(d) | 141002 | 140651 |
| Nelnet Student Loan Trust Series 2021-CA Class AFX, 1.32% 4/20/2062 (b) | 636146 | 595073 |
| Nelnet Student Loan Trust Series 2021-DA Class AFX, 1.63% 4/20/2062 (b) | 223513 | 211875 |
| Nissan Master Owner Tr Receivable Series 2024-A Class A, U.S. 30-Day Avg. SOFR Index + 0.67%, 5.0127% 2/15/2028 (b)(c)(d) | 3000000 | 3002391 |
| Octane Receivable Trust Series 2024-1A Class A2, 5.68% 5/20/2030 (b) | 201566 | 203072 |
| Octane Receivables Trust Series 2022-1A Class B, 4.9% 5/22/2028 (b) | 364874 | 364937 |
| Octane Receivables Trust Series 2023-3A Class B, 6.48% 7/20/2029 (b) | 230000 | 233821 |
| Octane Receivables Trust Series 2023-3A Class C, 6.74% 8/20/2029 (b) | 100000 | 102373 |
| Octane Receivables Trust Series 2024-3A Class A2, 4.94% 5/20/2030 (b) | 311062 | 312153 |
| Octane Receivables Trust Series 2024-3A Class C, 5.51% 10/20/2031 (b) | 300000 | 306080 |
| Octane Receivables Trust Series 2024-RVM1 Class A, 5.01% 1/22/2046 (b) | 305020 | 308585 |
| Peac Solutions Receivables Series 2025-1A Class A2, 4.94% 10/20/2028 (b) | 625000 | 628845 |
| Peac Solutions Receivables Series 2025-1A Class A3, 5.04% 7/20/2032 (b) | 510000 | 519944 |
| Porsche Financial Auto Securitization Trust Series 2024-1A Class A2A, 4.45% 1/24/2028 (b) | 1236535 | 1237136 |
| Porsche Innovative Lease Owner Trust Series 2025-1A Class A2A, 4.6% 12/20/2027 (b) | 1330000 | 1333442 |
| Post Road Equipment Finance LLC Series 2025-1A Class A2, 4.9% 5/15/2031 (b) | 225000 | 226528 |
| Post Road Equipment Finance Series 2024-1A Class A2, 5.59% 11/15/2029 (b) | 54533 | 54834 |
| Progress Residential Trust Series 2021-SFR8 Class B, 1.681% 10/17/2038 (b) | 496000 | 482761 |
| Progress Residential Trust Series 2021-SFR8 Class C, 1.931% 10/17/2038 (b) | 2225000 | 2163887 |
| RCKT Trust Series 2025-1A Class A, 4.9% 7/25/2034 (b) | 204922 | 205107 |
| Sabey Data Ctr Issuer LLC Series 2021-1 Class A2, 1.881% 6/20/2046 (b) | 733000 | 714758 |
| Santander Bank Auto Credit Linked Notes Series 2024-B Class B, 4.965% 1/18/2033 (b) | 250000 | 250741 |
| Santander Bank Auto Credit Linked Notes Series 2024-B Class C, 5.141% 1/18/2033 (b) | 335000 | 336065 |
| Santander Bank NA - Sbcln Series 2023-A Class B, 6.493% 6/15/2033 (b) | 57304 | 57467 |
| Santander Bank NA - Sbcln Series 2023-B Class A2, 5.644% 12/15/2033 (b) | 125879 | 127487 |
| Santander Bank NA - Sbcln Series 2023-B Class D, 6.663% 12/15/2033 (b) | 356637 | 361687 |
| Santander Bank NA - Sbcln Series 2024-A Class B, 5.622% 6/15/2032 (b) | 268174 | 270784 |
| Santander Bank NA - Sbcln Series 2024-A Class C, 5.818% 6/15/2032 (b) | 326472 | 329834 |
| Santander Consumer Auto Receivables Trust Series 2021-AA Class D, 1.57% 1/15/2027 (b) | 496141 | 493899 |
| Santander Drive Auto Receivables Trust Series 2021-1 Class E, 2.51% 12/15/2028  | 2614629 | 2600280 |
| Santander Drive Auto Receivables Trust Series 2021-3 Class E, 2.7% 10/16/2028 (b) | 4300000 | 4294416 |
| Santander Drive Auto Receivables Trust Series 2021-4 Class D, 1.67% 10/15/2027  | 479077 | 475381 |
| Santander Drive Auto Receivables Trust Series 2021-4 Class E, 4.03% 3/15/2029 (b) | 3500000 | 3489973 |
| Santander Drive Auto Receivables Trust Series 2025-2 Class A2, 4.71% 6/15/2028  | 2223335 | 2227380 |
| SBA Tower Trust Series 2020, 1.884% 7/15/2050 (b) | 565000 | 558562 |
| SBA Tower Trust Series 2020, 2.328% 7/15/2052 (b) | 440000 | 418550 |
| SBA Tower Trust Series 2021, 1.631% 5/15/2051 (b) | 1149000 | 1111305 |
| SBNA Auto Lease Trust Series 2024-B Class A2, 5.67% 11/20/2026 (b) | 199306 | 199461 |
| SBNA Auto Lease Trust Series 2024-C Class A2, 4.94% 11/20/2026 (b) | 279053 | 279185 |
| SBNA Auto Lease Trust Series 2024-C Class A3, 4.56% 2/22/2028 (b) | 2100000 | 2104415 |
| Scf Equipment Leasing Series 2023-1A Class A3, 6.17% 5/20/2032 (b) | 270256 | 273982 |
| SEB Funding LLC Series 2024-1A Class A2, 7.386% 4/30/2054 (b) | 925000 | 949122 |
| SFAST Series 2025-1A Class A2, 4.65% 5/22/2028 (b) | 1543122 | 1545331 |
| SFS Auto Receivables Securitization Trust Series 2024-1A Class A3, 4.95% 5/21/2029 (b) | 272511 | 273986 |
| SFS Auto Receivables Securitization Trust Series 2024-1A Class C, 5.51% 1/20/2032 (b) | 95000 | 97367 |
| SFS Auto Receivables Securitization Trust Series 2024-2A Class A2, 5.71% 10/20/2027 (b) | 409732 | 410345 |
| SFS Auto Receivables Securitization Trust Series 2024-3A Class A2, 4.71% 5/22/2028 (b) | 577332 | 577958 |
| SFS Auto Receivables Securitization Trust Series 2025-2A Class A2, 4.52% 11/20/2028 (b) | 1600000 | 1603879 |
| Sfuel Series 2025-BA Class A2, 4.31% 5/22/2028 (b) | 2595000 | 2599826 |
| Sierra Timeshare Receivables Funding LLC Series 2021-1A Class B, 1.34% 11/20/2037 (b) | 53179 | 52563 |
| Sierra Timeshare Receivables Funding LLC Series 2021-2A Class B, 1.8% 9/20/2038 (b) | 88425 | 87108 |
| Sierra Timeshare Receivables Funding LLC Series 2021-2A Class C, 1.95% 9/20/2038 (b) | 184995 | 181907 |
| Sierra Timeshare Receivables Funding LLC Series 2025-2A Class B, 4.93% 4/20/2044 (b) | 409705 | 413223 |
| SMB Private Education Loan Trust Series 2018-B Class A2B, CME Term SOFR 1 month Index + 0.8345%, 5.1976% 1/15/2037 (b)(c)(d) | 252955 | 252570 |
| SMB Private Education Loan Trust Series 2020-B Class A1A, 1.29% 7/15/2053 (b) | 138884 | 131669 |
| SMB Private Education Loan Trust Series 2020-PTB Class A2A, 1.6% 9/15/2054 (b) | 878252 | 829392 |
| SMB Private Education Loan Trust Series 2025-A Class A1A, 5.13% 4/15/2054 (b) | 582500 | 594174 |
| Sofi Consumer Loan Program Series 2025-3 Class A, 4.47% 8/15/2034 (b) | 625000 | 625395 |
| Tesla Auto Lease Trust Series 2024-B Class A2A, 4.79% 1/20/2027 (b) | 685529 | 686048 |
| Tesla Electric Vehicle Trust Series 2023-1 Class A2A, 5.54% 12/21/2026 (b) | 475809 | 476350 |
| Towd Point Mortgage Trust Series 2019-1 Class A1, 3.75% 3/25/2058 (b)(c) | 333826 | 325266 |
| Toyota Auto Receivables Owner Trust Series 2023-D Class A2A, 5.8% 11/16/2026  | 82329 | 82381 |
| Toyota Auto Receivables Owner Trust Series 2025-B Class A2A, 4.46% 3/15/2028  | 2630000 | 2634966 |
| Toyota Lease Owner Trust Series 2025-A Class A2A, 4.58% 7/20/2027 (b) | 1510366 | 1514414 |
| Tricon Residential Trust Series 2024-SFR2 Class A, 4.75% 6/17/2040 (b) | 558917 | 562125 |
| Tricon Residential Trust Series 2024-SFR2 Class D, 6% 6/17/2040 (b) | 1020000 | 1034877 |
| USB Auto Owner Trust 2025-1 Series 2025-1A Class A2, 4.51% 6/15/2028 (b) | 2140000 | 2146405 |
| USCLN Series 2023-1 Class B, 6.789% 8/25/2032 (b) | 152182 | 153988 |
| Verdant Receivables 2023-1 LLC Series 2023-1A Class A2, 6.24% 1/13/2031 (b) | 518701 | 527575 |
| Verdant Receivables LLC Series 2024-1A Class A2, 5.68% 12/12/2031 (b) | 202323 | 205875 |
| Verizon Master Trust Series 2023-5 Class A1A, 5.61% 9/8/2028  | 2177000 | 2178374 |
| Verizon Master Trust Series 2024-6 Class B, 4.42% 8/20/2030  | 1355000 | 1357498 |
| Verizon Master Trust Series 2025-3 Class A1A, 4.51% 3/20/2030  | 2155000 | 2168787 |
| Volkswagen Auto Loan Enhanced Trust 2023-2 Series 2023-2 Class A2A, 5.72% 3/22/2027  | 327291 | 327779 |
| Wheels Fleet Lease Funding 1 LLC Series 2024-1A Class A1, 5.49% 2/18/2039 (b) | 952407 | 963240 |
| Wheels Fleet Lease Funding 1 LLC Series 2024-2A Class A1, 4.87% 6/21/2039 (b) | 622815 | 627680 |
| Wheels Fleet Lease Funding 1 LLC Series 2025-1A Class A2, CME Term SOFR 1 month Index + 0%, 4.9868% 1/18/2040 (b)(c)(d) | 2505000 | 2512406 |
| Woart Series 2025-B Class A2A, 4.38% 8/15/2028  | 2640000 | 2645152 |
| Woart Series 2025-C Class A2A, 4.19% 10/16/2028  | 2598000 | 2599896 |
| World Omni Auto Receivables Trust 2022-A Series 2022-A Class A3, 1.66% 5/17/2027  | 104534 | 104193 |
| World Omni Auto Receivables Trust 2022-A Series 2022-A Class C, 2.55% 9/15/2028  | 600000 | 593571 |
| World Omni Auto Receivables Trust Series 2024-B Class A2A, 5.48% 9/15/2027  | 435655 | 436130 |
| World Omni Auto Receivables Trust Series 2025-A Class A2A, 4.49% 4/17/2028  | 2006324 | 2008288 |
| World Omni Automobile Lease Securitization Trust Series 2024-A Class A2A, 5.32% 2/16/2027  | 776375 | 778549 |
| World Omni Select Auto Trust Series 2023-A Class B, 5.87% 8/15/2028  | 280000 | 282720 |
| World Omni Select Auto Trust Series 2024-A Class A2A, 5.37% 2/15/2028  | 740938 | 742375 |
| TOTAL UNITED STATES |  | 226667612 |
| <br> **TOTAL ASSET-BACKED SECURITIES**<br> (Cost $327,273,553) |  | <br> **328803719** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Bank Notes - 0.2%** | &nbsp;&nbsp;**Bank Notes - 0.2%** | &nbsp;&nbsp;**Bank Notes - 0.2%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| UNITED STATES - 0.2%  |  |  |
| Financials - 0.2% |  |  |
| Banks - 0.1% |  |  |
| Citibank NA 5.438% 4/30/2026  | 5000000 | 5034805 |
| Capital Markets - 0.1% |  |  |
| Goldman Sachs Bank USA 5.283% 3/18/2027 (c) | 3100000 | 3114123 |
| TOTAL FINANCIALS |  | 8148928 |
| <br> **TOTAL BANK NOTES**<br> (Cost $8,108,064) |  | <br> **8148928** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Collateralized Mortgage Obligations - 0.9%** | &nbsp;&nbsp;**Collateralized Mortgage Obligations - 0.9%** | &nbsp;&nbsp;**Collateralized Mortgage Obligations - 0.9%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| UNITED STATES - 0.9%  |  |  |
| Angel Oak Mortgage Trust LLC Series 2020-3 Class A3, 2.872% 4/25/2065 (b)(c) | 274912 | 263987 |
| Angel Oak Mortgage Trust LLC Series 2022-2 Class A1, 3.353% 1/25/2067 (b)(c) | 1376401 | 1321793 |
| Angel Oak Mortgage Trust Series 2021-1 Class A1, 0.909% 1/25/2066 (b) | 367029 | 324233 |
| Angel Oak Mortgage Trust Series 2021-1 Class A2, 1.115% 1/25/2066 (b) | 107491 | 95179 |
| Angel Oak Mortgage Trust Series 2021-2 Class A1, 0.985% 4/25/2066 (b) | 337937 | 300267 |
| Angel Oak Mortgage Trust Series 2025-5 Class A1, 5.573% 4/25/2070 (b) | 1891524 | 1907221 |
| BINOM Securitization Trust Series 2021-INV1 Class A2, 2.37% 6/25/2056 (b) | 755173 | 687295 |
| BINOM Securitization Trust Series 2021-INV1 Class A3, 2.625% 6/25/2056 (b) | 236917 | 216140 |
| CFMT LLC Series 2024-HB13 Class A, 3% 5/25/2034 (b)(c) | 241253 | 237310 |
| Citigroup Mortgage Loan Trust Series 2020-EXP2 Class A3, 2.5% 8/25/2050 (b) | 152068 | 128353 |
| Colt Funding LLC Series 2021-1 Class A2, 1.167% 6/25/2066 (b) | 323436 | 287200 |
| COLT Mortgage Loan Trust Series 2020-3 Class A1, 1.506% 4/27/2065 (b) | 12934 | 12716 |
| COLT Mortgage Loan Trust Series 2024-6 Class A2, 5.644% 11/25/2069 (b) | 1121916 | 1124606 |
| COLT Mortgage Loan Trust Series 2024-INV4 Class A3, 6.111% 5/25/2069 (b)(c) | 1102831 | 1111440 |
| COLT Mortgage Loan Trust Series 2025-4 Class A1, 5.794% 4/25/2070 (b)(c) | 405058 | 409513 |
| Connecticut Avenue Securities Trust Series 2025-R03 Class 2A1, U.S. 30-Day Avg. SOFR Index + 1.45%, 5.7984% 3/25/2045 (b)(c)(d) | 354452 | 356929 |
| Deephaven Residential Mortgage Trust Series 2021-1 Class A2, 0.973% 5/25/2065 (b) | 48130 | 46026 |
| Deephaven Residential Mortgage Trust Series 2021-2 Class A3, 1.26% 4/25/2066 (b) | 147598 | 131520 |
| EFMT Series 2025-INV2 Class A1, 5.387% 5/26/2070 (b) | 366317 | 368290 |
| EFMT Trust Series 2024-INV2 Class A2, 5.289% 10/25/2069 (b) | 511311 | 509962 |
| Ellington Financial Mortgage Trust Series 2019-2 Class A3, 3.046% 11/25/2059 (b) | 40584 | 39105 |
| Ellington Financial Mortgage Trust Series 2021-3 Class A3, 1.55% 9/25/2066 (b) | 211530 | 176578 |
| Fannie Mae Guaranteed REMIC Series 2017-90 Class KA, 3% 11/25/2047  | 320638 | 305721 |
| Flagstar Mortgage Trust Series 2020-1INV Class A11, CME Term SOFR 1 month Index + 0.9645%, 5.287% 3/25/2050 (b)(c)(d) | 184735 | 177349 |
| Freddie Mac STACR REMIC Trust Series 2021-DNA5 Class M2, U.S. 30-Day Avg. SOFR Index + 1.65%, 5.9984% 1/25/2034 (b)(c)(d) | 131608 | 132142 |
| Freddie Mac STACR REMIC Trust Series 2021-DNA7 Class M2, U.S. 30-Day Avg. SOFR Index + 1.8%, 6.1484% 11/25/2041 (b)(c)(d) | 555000 | 559622 |
| Freddie Mac STACR REMIC Trust Series 2022-DNA5 Class M1A, U.S. 30-Day Avg. SOFR Index + 2.95%, 7.2984% 6/25/2042 (b)(c)(d) | 554566 | 565673 |
| Freddie Mac STACR REMIC Trust Series 2025-DNA1 Class A1, U.S. 30-Day Avg. SOFR Index + 0.95%, 5.2984% 1/25/2045 (b)(c)(d) | 269500 | 269679 |
| Freddie Mac Whole Loan Sec Tr Series 2017-SC02 Class M1, 3.8478% 5/25/2047 (b)(c) | 4703 | 4674 |
| Galton Funding Mortgage Trust Series 2018-1 Class A33, 3.5% 11/25/2057 (b) | 38309 | 35037 |
| Galton Funding Mortgage Trust Series 2019-1 Class A21, 4.5% 2/25/2059 (b) | 34865 | 34124 |
| Galton Funding Mortgage Trust Series 2019-1 Class A32, 4% 2/25/2059 (b) | 17624 | 16882 |
| Galton Funding Mortgage Trust Series 2019-H1 Class M1, 3.339% 10/25/2059 (b) | 600000 | 574525 |
| Galton Funding Mortgage Trust Series 2020-H1 Class M1, 2.832% 1/25/2060 (b) | 625000 | 529345 |
| GCAT Trust Series 2025-NQM1 Class A1, 5.373% 11/25/2069 (b) | 587441 | 590006 |
| GS Mortgage-Backed Securites Trust Series 2014-EB1A Class 2A1, 6.1332% 7/25/2044 (b)(c) | 4787 | 4799 |
| Homes Trust Series 2025-NQM2 Class A1, 5.425% 2/25/2070 (b) | 473762 | 475931 |
| HOMES Trust Series 2025-NQM4 Class A1, 5.22% 8/25/2070 (b) | 458610 | 458837 |
| Imperial Fund Mortgage Trust Series 2021-NQM2 Class A3, 1.516% 9/25/2056 (b) | 328519 | 283453 |
| Imperial Fund Mortgage Trust Series 2022-NQM4 Class A1, 4.767% 6/25/2067 (b) | 1153510 | 1173457 |
| JP Morgan Mortgage Trust Series 2020-INV1 Class A15, 3.5% 8/25/2050 (b) | 125978 | 111215 |
| JP Morgan Mortgage Trust Series 2025-DSC2 Class A1, 5.195% 10/25/2065 (b) | 480000 | 480240 |
| JP Morgan Mortgage Trust Series Series 2025-NQM3 Class A1, 5.495% 11/25/2065 (b) | 723931 | 729041 |
| JPMorgan Mortgage Trust Series 2025-DSC1 Class A1, 5.577% 9/25/2065 (b)(c) | 1027473 | 1036494 |
| MFA Trust Series 2021-NQM2 Class A2, 1.317% 11/25/2064 (b) | 147068 | 132153 |
| Morgan Stanley Residential Mortgage Loan Trust Series 2025-DSC2 Class A1, 5.443% 7/25/2070 (b)(c) | 154289 | 155416 |
| New Residential Mortgage Loan Trust Series 2025-NQM4 Class A1, 5.35% 7/25/2065 (b) | 713063 | 718544 |
| New Residential Mortgage Loan Trust Series 2025-NQM4 Class A2, 5.603% 7/25/2065 (b) | 1426126 | 1437045 |
| OBX Trust Series 2019-EXP2 Class 2A2, CME Term SOFR 1 month Index + 1.3145%, 5.6667% 6/25/2059 (b)(c)(d) | 60384 | 60229 |
| OBX Trust Series 2020-EXP1 Class 2A1B, CME Term SOFR 1 month Index + 0.8645%, 5.187% 2/25/2060 (b)(c)(d) | 1049030 | 1030661 |
| OBX Trust Series 2020-EXP1 Class 2A2, CME Term SOFR 1 month Index + 1.0645%, 5.387% 2/25/2060 (b)(c)(d) | 100126 | 98864 |
| OBX Trust Series 2020-EXP2 Class A9, 3% 5/25/2060 (b) | 75981 | 65606 |
| OBX Trust Series 2020-INV1 Class A5, 3.5% 12/25/2049 (b) | 72287 | 64320 |
| OBX Trust Series 2021-NQM1 Class A2, 1.175% 2/25/2066 (b) | 227438 | 198822 |
| OBX Trust Series 2025-NQM15 Class A1, 5.143% 7/27/2065 (b) | 325000 | 325772 |
| OBX Trust Series 2025-NQM15 Class A1F, 5.4927% 7/27/2065 (b) | 340000 | 341259 |
| OBX Trust Series 2025-NQM6 Class A1, 5.603% 3/25/2065 (b)(c) | 1342166 | 1353909 |
| Ocwen Loan Investment Trust Series 2023-HB1 Class A, 3% 6/25/2036 (b) | 32303 | 32044 |
| Ocwen Loan Investment Trust Series 2025-HB1 Class A, 3% 6/25/2038 (b)(c) | 435263 | 422988 |
| OSS Mortgage Trust Series 2024-H6 Class A2, 5.383% 9/25/2069 (b) | 1477505 | 1472713 |
| RCKT Mortgage Trust Series 2024-CES9 Class A1A, 5.582% 12/25/2044 (b)(e) | 233666 | 234449 |
| Rocket Mortgage Trust Series 2024-CES8 Class A1A, 5.4896% 11/25/2044 (b)(e) | 1200790 | 1202460 |
| Sequoia Mortgage Trust Series 2018-CH2 Class A21, 4% 6/25/2048 (b) | 31102 | 28904 |
| Sequoia Mortgage Trust Series 2018-CH2 Class A3, 4% 6/25/2048 (b) | 69698 | 64773 |
| Sequoia Mortgage Trust Series 2018-CH3 Class A19, 4.5% 8/25/2048 (b) | 2164 | 2143 |
| Starwood Mortgage Residential Trust Series 2019-INV1 Class A3, 2.916% 9/27/2049 (b) | 224509 | 221649 |
| Starwood Mortgage Residential Trust Series 2020-1 Class A2, 2.408% 2/25/2050 (b) | 284690 | 272242 |
| Starwood Mortgage Residential Trust Series 2021-2 Class A1, 0.943% 5/25/2065 (b) | 222369 | 211285 |
| Starwood Mortgage Residential Trust Series 2021-4 Class A1, 1.162% 8/25/2056 (b) | 759907 | 671276 |
| Toorak Mortgage Corp Ltd Series 2021-INV1 Class A2, 1.409% 7/25/2056 (b) | 125683 | 114111 |
| TOWD Point Mortgage Trust Series 2019-HY3 Class M1, CME Term SOFR 1 month Index + 1.6145%, 5.937% 10/25/2059 (b)(c)(d) | 420000 | 432567 |
| Verus Securitization Trust Series 2021-1 Class A2, 1.052% 1/25/2066 (b) | 126804 | 115833 |
| Verus Securitization Trust Series 2021-1 Class A3, 1.155% 1/25/2066 (b) | 74930 | 68461 |
| Verus Securitization Trust Series 2021-2 Class A1, 1.031% 2/25/2066 (b) | 191631 | 173342 |
| Verus Securitization Trust Series 2021-R1 Class A2, 1.057% 10/25/2063 (b) | 34752 | 33560 |
| Verus Securitization Trust Series 2021-R2 Class A1, 0.918% 2/25/2064 (b) | 231827 | 213786 |
| Verus Securitization Trust Series 2022-6 Class A1, 4.91% 6/25/2067 (b) | 453442 | 460659 |
| Verus Securitization Trust Series 2023-6 Class A2, 6.939% 9/25/2068 (b) | 280000 | 283019 |
| Verus Securitization Trust Series 2023-7 Class A2, 7.272% 10/25/2068 (b) | 113237 | 114899 |
| Verus Securitization Trust Series 2023-8 Class A2, 6.6642% 12/25/2068 (b) | 223017 | 225437 |
| Verus Securitization Trust Series 2025-3 Class A1, 5.623% 5/25/2070 (b)(c) | 400091 | 403265 |
| Verus Securitization Trust Series 2025-7 Class A1F, 5.536% 8/25/2070 (b) | 870000 | 869987 |
| Vista Point Securitization Trust Series 2020-2 Class A3, 2.496% 4/25/2065 (b) | 410687 | 395951 |
| TOTAL UNITED STATES |  | 33328312 |
| <br> **TOTAL COLLATERALIZED MORTGAGE OBLIGATIONS**<br> (Cost $34,010,404) |  | <br> **33328312** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Commercial Mortgage Securities - 1.5%** | &nbsp;&nbsp;**Commercial Mortgage Securities - 1.5%** | &nbsp;&nbsp;**Commercial Mortgage Securities - 1.5%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| UNITED STATES - 1.5%  |  |  |
| ALA Trust Series 2025-OANA Class A, CME Term SOFR 1 month Index + 1.7426%, 6.1066% 6/15/2040 (b)(c)(d) | 2165000 | 2174472 |
| ALEN Mortgage Trust Series 2021-ACEN Class A, CME Term SOFR 1 month Index + 1.2645%, 5.6285% 4/15/2034 (b)(c)(d) | 880000 | 853600 |
| BANK Series 2019-BN19 Class A1, 2.263% 8/15/2061  | 39686 | 37586 |
| BANK Series 2024-BNK47 Class A1, 5.523% 6/15/2057  | 164838 | 169188 |
| BANK5 Series 2024-5YR11 Class AS, 6.139% 11/15/2057  | 690000 | 721772 |
| BANK5 Series 2024-5YR12 Class A3, 5.902% 12/15/2057  | 1090000 | 1148419 |
| BANK5 Series 2024-5YR12 Class AS, 6.122% 12/15/2057 (c) | 485000 | 508100 |
| BANK5 Series 2024-5YR9 Class A1, 4.8894% 8/15/2057  | 768844 | 775905 |
| Benchmark Mortgage Trust Series 2024-V11 Class AM, 6.201% 11/15/2057  | 585000 | 613701 |
| Benchmark Mortgage Trust Series 2024-V6 Class A1, 5.5678% 3/15/2057  | 187933 | 189242 |
| Benchmark Mortgage Trust Series 2025-B41 Class A1, 4.4006% 7/15/2068  | 450000 | 450000 |
| BLOX Trust Series 2021-BLOX Class A, CME Term SOFR 1 month Index + 1.1145%, 5.4785% 9/15/2026 (b)(c)(d) | 2040000 | 2018483 |
| BLP Commercial Mortgage Trust Series 2024-IND2 Class A, CME Term SOFR 1 month Index + 1.3422%, 5.7053% 3/15/2041 (b)(c)(d) | 411791 | 412563 |
| BMARK Trust Series 2024-V8 Class A1, 5.514% 7/15/2057  | 386037 | 393206 |
| BMO Mortgage Trust Series 2024-5C4 Class A3, 6.5262% 5/15/2057 (c) | 1000000 | 1066804 |
| BMO Series 2024-C8 Class A1, 5.5422% 3/15/2057  | 399378 | 402793 |
| BPR Trust Series 2021-TY Class B, CME Term SOFR 1 month Index + 1.2645%, 5.6285% 9/15/2038 (b)(c)(d) | 780000 | 779515 |
| BX Commercial Mortgage Trust 24-MDHS Series 2024-MDHS Class A, 6.0044% 5/15/2041 (b)(c) | 775623 | 777563 |
| BX Commercial Mortgage Trust 24-MDHS Series 2024-MDHS Class B, CME Term SOFR 1 month Index + 1.841%, 6.2041% 5/15/2041 (b)(c)(d) | 756613 | 758504 |
| BX Commercial Mortgage Trust Series 2019-IMC Class A, CME Term SOFR 1 month Index + 1.0463%, 5.4093% 4/15/2034 (b)(c)(d) | 1005541 | 999256 |
| BX Commercial Mortgage Trust Series 2021-PAC Class A, CME Term SOFR 1 month Index + 0.8036%, 5.1666% 10/15/2036 (b)(c)(d) | 1872000 | 1870835 |
| BX Commercial Mortgage Trust Series 2022-LP2 Class A, CME Term SOFR 1 month Index + 1.0129%, 5.376% 2/15/2039 (b)(c)(d) | 1334766 | 1334766 |
| BX Commercial Mortgage Trust Series 2024-GPA3 Class A, CME Term SOFR 1 month Index + 1.2928%, 5.6559% 12/15/2039 (b)(c)(d) | 254914 | 255631 |
| BX Commercial Mortgage Trust Series 2024-GPA3 Class B, CME Term SOFR 1 month Index + 1.6423%, 6.0054% 12/15/2039 (b)(c)(d) | 655625 | 657469 |
| BX Commercial Mortgage Trust Series 2024-SLCT Class B, CME Term SOFR 1 month Index + 1.7928%, 6.1559% 1/15/2042 (b)(c)(d) | 410000 | 409880 |
| BX Commercial Mortgage Trust Series 2024-SLCT Class C, CME Term SOFR 1 month Index + 2.392%, 6.7551% 1/15/2042 (b)(c)(d) | 1045000 | 1036512 |
| BX Trust 2025-ROIC Series 2025-ROIC Class A, CME Term SOFR 1 month Index + 1.1438%, 5.5069% 3/15/2030 (b)(c)(d) | 1956370 | 1953925 |
| BX Trust Series 2021-ACNT Class A, CME Term SOFR 1 month Index + 0.9645%, 5.3275% 11/15/2038 (b)(c)(d) | 1575715 | 1575222 |
| BX Trust Series 2021-BXMF Class A, CME Term SOFR 1 month Index + 0.7504%, 5.1134% 10/15/2026 (b)(c)(d) | 1385765 | 1384898 |
| BX Trust Series 2021-SOAR Class A, CME Term SOFR 1 month Index + 0.7845%, 5.1485% 6/15/2038 (b)(c)(d)(f) | 1557963 | 1557476 |
| BX Trust Series 2024-XL4 Class A, CME Term SOFR 1 month Index + 1.442%, 5.8051% 2/15/2039 (b)(c)(d) | 985795 | 987336 |
| BX Trust Series 2025-GW Class A, CME Term SOFR 1 month Index + 1.6%, 5.963% 7/15/2042 (b)(c)(d) | 1150000 | 1153023 |
| Cent Trust Series 2025-CITY Class A, 5.0909% 7/10/2040 (b)(c) | 860000 | 871062 |
| COMM Mortgage Trust Series 2014-CR15 Class B, 4.0171% 2/10/2047 (c) | 460015 | 450019 |
| CSAIL Commercial Mortgage Trust Series 2015-C3 Class A4, 3.7182% 8/15/2048  | 17383 | 17323 |
| CSMC Trust Series 2017-CHOP Class A, Prime Rate -2.306%, 5.194% 7/15/2032 (b)(c)(d) | 390308 | 387366 |
| Extended Stay America Trust Series 2021-ESH Class C, CME Term SOFR 1 month Index + 1.8145%, 6.1775% 7/15/2038 (b)(c)(d) | 693480 | 693263 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2023-K753 Class A1, 4.6% 6/25/2030  | 549230 | 558522 |
| GS Mortgage Securities Trust Series 2021-IP Class A, CME Term SOFR 1 month Index + 1.0645%, 5.4285% 10/15/2036 (b)(c)(d) | 1087000 | 1086323 |
| Hilt Commercial Mortgage Trust Series 2024-ORL Class B, CME Term SOFR 1 month Index + 1.9407%, 6.3038% 5/15/2037 (b)(c)(d) | 965000 | 966508 |
| HYT Commercial Mortgage Trust Series 2024-RGCY Class A, CME Term SOFR 1 month Index + 1.8415%, 6.2046% 9/15/2041 (b)(c)(d) | 1595000 | 1596992 |
| JPMorgan Chase Commercial Mortgage Securities Trust Series 2019-BKWD Class A, CME Term SOFR 1 month Index + 1.6145%, 5.9785% 9/15/2029 (b)(c)(d) | 738093 | 723368 |
| Life Financial Services Trust Series 2022-BMR2 Class A1, CME Term SOFR 1 month Index + 1.2952%, 5.6583% 5/15/2039 (b)(c)(d) | 2874000 | 2794965 |
| MARQ Trust Series 2024-HOU Class B, CME Term SOFR 1 month Index + 2.0907%, 6.4538% 6/15/2039 (b)(c)(d) | 1070000 | 1068737 |
| Medical Commercial Mtg Trust Series 2024-MOB Class A, CME Term SOFR 1 month Index + 1.5915%, 5.9546% 5/15/2041 (b)(c)(d) | 995000 | 989602 |
| MHC Commercial Mortgage Trust Series 2021-MHC Class B, CME Term SOFR 1 month Index + 1.2154%, 5.5784% 4/15/2038 (b)(c)(d) | 568000 | 568710 |
| MHP Commercial Mortgage Trust Series 2021-STOR Class A, CME Term SOFR 1 month Index + 0.8145%, 5.1785% 7/15/2038 (b)(c)(d) | 907000 | 907000 |
| Morgan Stanley Bank Amer Trust Series 2025-C35 Class A1, 4.609% 8/15/2058  | 205000 | 205814 |
| Morgan Stanley Capital I Trust Series 2014-150E Class A, 3.912% 9/9/2032 (b) | 1325000 | 1202531 |
| Morgan Stanley Capital I Trust Series 2018-BOP Class A, CME Term SOFR 1 month Index + 0.897%, 5.261% 8/15/2033 (b)(c)(d) | 3654512 | 2985736 |
| OPEN Trust Series 2023-AIR Class A, CME Term SOFR 1 month Index + 3.0891%, 7.4522% 11/15/2040 (b)(c)(d) | 41998 | 42024 |
| Penn Commercial Mortgage Trust Series 2025-P11 Class A, 5.5221% 8/10/2042 (b)(c) | 680000 | 691732 |
| ROCK Trust Series 2024-CNTR Class A, 5.3883% 11/13/2041 (b) | 750000 | 771803 |
| SDR Commercial Mortgage Trust Series 2024-DSNY Class B, CME Term SOFR 1 month Index + 1.7412%, 6.1043% 5/15/2039 (b)(c)(d) | 790000 | 789013 |
| SREIT Trust Series 2021-MFP Class A, CME Term SOFR 1 month Index + 0.8453%, 5.2084% 11/15/2038 (b)(c)(d) | 1470489 | 1470030 |
| TCO Commercial Mortgage Trust Series 2024-DPM Class A, CME Term SOFR 1 month Index + 1.2429%, 5.606% 12/15/2039 (b)(c)(d) | 869000 | 869000 |
| Wells Fargo Commercial Mortgage Trust Series 2024-GRP Class A, CME Term SOFR 1 month Index + 1.7913%, 6.1544% 10/15/2041 (b)(c)(d) | 1060000 | 1061642 |
| TOTAL UNITED STATES |  | 53196730 |
| <br> **TOTAL COMMERCIAL MORTGAGE SECURITIES**<br> (Cost $53,969,346) |  | <br> **53196730** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Fixed-Income Funds - 5.6%** | &nbsp;&nbsp;**Fixed-Income Funds - 5.6%** | &nbsp;&nbsp;**Fixed-Income Funds - 5.6%** |
|  | Shares | Value ($)<br>|
| Baird Short-Term Bond Fund Institutional Class  | 8857642 | 84679056 |
| iShares 1-3 Year Treasury Bond ETF  | 1398110 | 116015168 |
| <br> **TOTAL FIXED-INCOME FUNDS**<br> (Cost $199,149,935) |  | **200694224** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Non-Convertible Corporate Bonds - 20.0%** | &nbsp;&nbsp;**Non-Convertible Corporate Bonds - 20.0%** | &nbsp;&nbsp;**Non-Convertible Corporate Bonds - 20.0%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| AUSTRALIA - 0.3%  |  |  |
| Communication Services - 0.0% |  |  |
| Diversified Telecommunication Services - 0.0% |  |  |
| NBN Co Ltd 1.45% 5/5/2026 (b) | 1765000 | 1732457 |
| Energy - 0.0% |  |  |
| Oil, Gas & Consumable Fuels - 0.0% |  |  |
| Woodside Finance Ltd 3.7% 9/15/2026 (b) | 487000 | 483298 |
| Financials - 0.1% |  |  |
| Banks - 0.1% |  |  |
| Commonwealth Bank of Australia U.S. SOFR Index + 0.46%, 4.8305% 11/27/2026 (b)(c)(d) | 3000000 | 3006040 |
| Health Care - 0.0% |  |  |
| Biotechnology - 0.0% |  |  |
| CSL Finance PLC 3.85% 4/27/2027 (b) | 395000 | 393637 |
| Industrials - 0.0% |  |  |
| Transportation Infrastructure - 0.0% |  |  |
| Sydney Airport Finance Co Pty Ltd 3.625% 4/28/2026 (b) | 242000 | 240608 |
| Materials - 0.2% |  |  |
| Metals & Mining - 0.2% |  |  |
| Glencore Funding LLC 1.625% 4/27/2026 (b) | 1600000 | 1569423 |
| Glencore Funding LLC U.S. SOFR Averages Index + 0.75%, 5.1108% 10/1/2026 (b)(c)(d) | 2600000 | 2606099 |
|  |  | 4175522 |
| Utilities - 0.0% |  |  |
| Gas Utilities - 0.0% |  |  |
| APA Infrastructure Ltd 4.25% 7/15/2027 (b) | 1790000 | 1788665 |
| TOTAL AUSTRALIA |  | 11820227 |
| BERMUDA - 0.0%  |  |  |
| Financials - 0.0% |  |  |
| Insurance - 0.0% |  |  |
| Aspen Insurance Holdings Ltd 5.75% 7/1/2030  | 490000 | 508708 |
| CANADA - 1.3%  |  |  |
| Communication Services - 0.1% |  |  |
| Wireless Telecommunication Services - 0.1% |  |  |
| Rogers Communications Inc 3.2% 3/15/2027  | 1790000 | 1761233 |
| Rogers Communications Inc 5% 2/15/2029  | 1835000 | 1874078 |
|  |  | 3635311 |
| Energy - 0.1% |  |  |
| Oil, Gas & Consumable Fuels - 0.1% |  |  |
| Canadian Natural Resources Ltd 3.85% 6/1/2027  | 828000 | 821770 |
| Enbridge Inc 4.6% 6/20/2028  | 350000 | 353739 |
| Enbridge Inc 5.9% 11/15/2026  | 400000 | 406998 |
| Enbridge Inc 6% 11/15/2028  | 325000 | 342469 |
| South Bow USA Infrastructure Holdings LLC 4.911% 9/1/2027  | 1180000 | 1190116 |
|  |  | 3115092 |
| Financials - 1.1% |  |  |
| Banks - 1.1% |  |  |
| Bank of Montreal 0.949% 1/22/2027 (c) | 3200000 | 3155497 |
| Bank of Montreal 4.567% 9/10/2027 (c) | 2804000 | 2810829 |
| Bank of Montreal 5.92% 9/25/2025  | 5000000 | 5004350 |
| Bank of Nova Scotia/The 2.7% 8/3/2026  | 2700000 | 2664963 |
| Bank of Nova Scotia/The 5.35% 12/7/2026  | 2600000 | 2636477 |
| Federation des Caisses Desjardins du Quebec U.S. SOFR Index + 0.63%, 4.9867% 1/27/2027 (b)(c)(d) | 3000000 | 3000846 |
| National Bank of Canada 4.95% 2/1/2028 (c) | 2522000 | 2545594 |
| Royal Bank of Canada 4.51% 10/18/2027 (c) | 2600000 | 2605938 |
| Royal Bank of Canada 5.069% 7/23/2027 (c) | 3500000 | 3523177 |
| Royal Bank of Canada U.S. SOFR Averages Index + 0.72%, 5.0703% 10/18/2027 (c)(d) | 3100000 | 3107081 |
| Toronto Dominion Bank U.S. SOFR Index + 0.48%, 4.8301% 10/10/2025 (c)(d) | 4000000 | 4001292 |
| Toronto Dominion Bank U.S. SOFR Index + 0.62%, 4.9768% 12/17/2026 (c)(d) | 4100000 | 4112976 |
|  |  | 39169020 |
| Industrials - 0.0% |  |  |
| Commercial Services & Supplies - 0.0% |  |  |
| Element Fleet Management Corp 5.037% 3/25/2030 (b) | 690000 | 703549 |
| Element Fleet Management Corp 5.643% 3/13/2027 (b) | 660000 | 672501 |
|  |  | 1376050 |
| Ground Transportation - 0.0% |  |  |
| Canadian Pacific Railway Co 1.75% 12/2/2026  | 580000 | 563467 |
| TOTAL INDUSTRIALS |  | 1939517 |
| Materials - 0.0% |  |  |
| Chemicals - 0.0% |  |  |
| Nutrien Ltd 4.9% 3/27/2028  | 400000 | 406837 |
| TOTAL CANADA |  | 48265777 |
| CHILE - 0.0%  |  |  |
| Materials - 0.0% |  |  |
| Metals & Mining - 0.0% |  |  |
| Corp Nacional del Cobre de Chile 3% 9/30/2029 (g) | 1400000 | 1311800 |
| Corp Nacional del Cobre de Chile 3.625% 8/1/2027 (g) | 404000 | 397132 |
| TOTAL CHILE |  | 1708932 |
| DENMARK - 0.2%  |  |  |
| Financials - 0.2% |  |  |
| Banks - 0.2% |  |  |
| Danske Bank A/S 4.613% 10/2/2030 (b)(c) | 770000 | 775320 |
| Danske Bank A/S 5.427% 3/1/2028 (b)(c) | 730000 | 742346 |
| Danske Bank A/S 6.259% 9/22/2026 (b)(c) | 5700000 | 5705269 |
| TOTAL DENMARK |  | 7222935 |
| FINLAND - 0.1%  |  |  |
| Financials - 0.1% |  |  |
| Banks - 0.1% |  |  |
| Nordea Bank Abp U.S. SOFR Index + 0.7%, 5.0571% 3/17/2028 (b)(c)(d) | 2595000 | 2604057 |
| FRANCE - 0.5%  |  |  |
| Financials - 0.5% |  |  |
| Banks - 0.5% |  |  |
| BNP Paribas SA 2.591% 1/20/2028 (b)(c) | 2700000 | 2634733 |
| BNP Paribas SA 4.792% 5/9/2029 (b)(c) | 1760000 | 1776494 |
| BPCE SA 1.652% 10/6/2026 (b)(c) | 4500000 | 4487392 |
| Credit Agricole SA 5.222% 5/27/2031 (b)(c) | 705000 | 721128 |
| Credit Agricole SA 5.23% 1/9/2029 (b)(c) | 1225000 | 1246285 |
| Credit Agricole SA 5.589% 7/5/2026 (b) | 2600000 | 2626898 |
| Societe Generale SA 1.792% 6/9/2027 (b)(c) | 2200000 | 2153415 |
| Societe Generale SA 5.249% 5/22/2029 (b)(c) | 1280000 | 1299420 |
| Societe Generale SA 5.519% 1/19/2028 (b)(c) | 1205000 | 1220434 |
| TOTAL FRANCE |  | 18166199 |
| GERMANY - 1.1%  |  |  |
| Consumer Discretionary - 0.7% |  |  |
| Automobiles - 0.7% |  |  |
| BMW US Capital LLC 4.6% 8/13/2027 (b) | 1965000 | 1981291 |
| BMW US Capital LLC U.S. SOFR Averages Index + 0.8%, 5.1534% 8/13/2026 (b)(c)(d) | 3000000 | 3011400 |
| Mercedes-Benz Finance North America LLC 4.8% 1/11/2027 (b) | 2040000 | 2058123 |
| Mercedes-Benz Finance North America LLC 4.8% 3/30/2026 (b) | 365000 | 365817 |
| Mercedes-Benz Finance North America LLC U.S. SOFR Index + 0.78%, 5.1408% 4/1/2027 (b)(c)(d) | 3500000 | 3512360 |
| Volkswagen Group of America Finance LLC 4.85% 8/15/2027 (b) | 1375000 | 1384585 |
| Volkswagen Group of America Finance LLC 5.05% 3/27/2028 (b) | 580000 | 588267 |
| Volkswagen Group of America Finance LLC 5.4% 3/20/2026 (b) | 2000000 | 2009180 |
| Volkswagen Group of America Finance LLC 5.7% 9/12/2026 (b) | 1425000 | 1441354 |
| Volkswagen Group of America Finance LLC 5.8% 9/12/2025 (b) | 5660000 | 5661763 |
| Volkswagen Group of America Finance LLC 6% 11/16/2026 (b) | 650000 | 661278 |
| Volkswagen Group of America Finance LLC U.S. SOFR Index + 1.06%, 5.4137% 8/14/2026 (b)(c)(d) | 2956000 | 2963271 |
|  |  | 25638689 |
| Financials - 0.2% |  |  |
| Capital Markets - 0.2% |  |  |
| Deutsche Bank AG/New York NY 2.129% 11/24/2026 (c) | 3200000 | 3181822 |
| Deutsche Bank AG/New York NY 7.146% 7/13/2027 (c) | 3000000 | 3067831 |
|  |  | 6249653 |
| Health Care - 0.1% |  |  |
| Pharmaceuticals - 0.1% |  |  |
| Bayer US Finance II LLC 4.25% 12/15/2025 (b) | 2000000 | 1996858 |
| EMD Finance LLC 4.125% 8/15/2028 (b) | 1980000 | 1980248 |
|  |  | 3977106 |
| Industrials - 0.1% |  |  |
| Machinery - 0.1% |  |  |
| Daimler Truck Finance North America LLC 4.3% 8/12/2027 (b) | 870000 | 871256 |
| Daimler Truck Finance North America LLC 5% 1/15/2027 (b) | 325000 | 328086 |
| Daimler Truck Finance North America LLC 5.125% 9/25/2027 (b) | 690000 | 701241 |
|  |  | 1900583 |
| TOTAL GERMANY |  | 37766031 |
| HONG KONG - 0.0%  |  |  |
| Industrials - 0.0% |  |  |
| Commercial Services & Supplies - 0.0% |  |  |
| HPHT Finance 21 II Ltd 1.5% 9/17/2026 (g) | 650000 | 630173 |
| INDIA - 0.1%  |  |  |
| Financials - 0.1% |  |  |
| Banks - 0.1% |  |  |
| HDFC Bank Ltd/Gandhinagar 5.686% 3/2/2026 (g) | 800000 | 804896 |
| State Bank of India/London 1.8% 7/13/2026 (g) | 1850000 | 1810584 |
| TOTAL INDIA |  | 2615480 |
| INDONESIA - 0.1%  |  |  |
| Financials - 0.1% |  |  |
| Banks - 0.1% |  |  |
| Bank Mandiri Persero Tbk PT 5.5% 4/4/2026 (g) | 1900000 | 1914193 |
| IRELAND - 0.4%  |  |  |
| Financials - 0.3% |  |  |
| Banks - 0.1% |  |  |
| Bank of Ireland Group PLC 2.029% 9/30/2027 (b)(c) | 2200000 | 2142325 |
| Consumer Finance - 0.2% |  |  |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust 1.75% 1/30/2026  | 3200000 | 3163364 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust 4.45% 10/1/2025  | 2000000 | 1999565 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust 6.1% 1/15/2027  | 695000 | 710199 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust 6.45% 4/15/2027  | 1551000 | 1601081 |
|  |  | 7474209 |
| TOTAL FINANCIALS |  | 9616534 |
| Industrials - 0.1% |  |  |
| Transportation Infrastructure - 0.1% |  |  |
| Avolon Holdings Funding Ltd 2.125% 2/21/2026 (b) | 805000 | 795394 |
| Avolon Holdings Funding Ltd 4.25% 4/15/2026 (b) | 2600000 | 2593338 |
| Avolon Holdings Funding Ltd 5.75% 3/1/2029 (b) | 685000 | 708879 |
| Avolon Holdings Funding Ltd 6.375% 5/4/2028 (b) | 300000 | 313769 |
|  |  | 4411380 |
| TOTAL IRELAND |  | 14027914 |
| ITALY - 0.2%  |  |  |
| Utilities - 0.2% |  |  |
| Electric Utilities - 0.2% |  |  |
| Enel Finance International NV 1.625% 7/12/2026 (b)(e) | 4805000 | 4691788 |
| Enel Finance International NV 7.05% 10/14/2025 (b)(e) | 4025000 | 4035308 |
| TOTAL ITALY |  | 8727096 |
| JAPAN - 0.1%  |  |  |
| Communication Services - 0.0% |  |  |
| Diversified Telecommunication Services - 0.0% |  |  |
| NTT Finance Corp 4.567% 7/16/2027 (b) | 200000 | 201269 |
| NTT Finance Corp 4.62% 7/16/2028 (b) | 705000 | 712522 |
|  |  | 913791 |
| Consumer Staples - 0.0% |  |  |
| Tobacco - 0.0% |  |  |
| Japan Tobacco Inc 4.85% 5/15/2028 (b) | 1620000 | 1648202 |
| Financials - 0.1% |  |  |
| Banks - 0.1% |  |  |
| Sumitomo Mitsui Financial Group Inc 1.402% 9/17/2026  | 2800000 | 2720929 |
| TOTAL JAPAN |  | 5282922 |
| KAZAKHSTAN - 0.0%  |  |  |
| Energy - 0.0% |  |  |
| Oil, Gas & Consumable Fuels - 0.0% |  |  |
| Tengizchevroil Finance Co International Ltd 4% 8/15/2026 (g) | 1680000 | 1664040 |
| KOREA (SOUTH) - 0.2%  |  |  |
| Communication Services - 0.0% |  |  |
| Diversified Telecommunication Services - 0.0% |  |  |
| KT Corp 4.125% 2/2/2028 (b) | 900000 | 897161 |
| Financials - 0.0% |  |  |
| Financial Services - 0.0% |  |  |
| Korea Housing Finance Corp 4.625% 2/24/2028 (b) | 1600000 | 1623113 |
| Utilities - 0.2% |  |  |
| Electric Utilities - 0.2% |  |  |
| Korea Electric Power Corp 5.375% 4/6/2026 (b) | 1750000 | 1761943 |
| Korea Hydro & Nuclear Power Co Ltd 1.25% 4/27/2026 (b) | 1421000 | 1394395 |
|  |  | 3156338 |
| TOTAL KOREA (SOUTH) |  | 5676612 |
| KUWAIT - 0.1%  |  |  |
| Materials - 0.1% |  |  |
| Chemicals - 0.1% |  |  |
| EQUATE Petrochemical Co KSC 4.25% 11/3/2026 (g) | 1850000 | 1843063 |
| MACAU - 0.0%  |  |  |
| Consumer Discretionary - 0.0% |  |  |
| Hotels, Restaurants & Leisure - 0.0% |  |  |
| Sands China Ltd 3.8% 1/8/2026  | 1300000 | 1295102 |
| NETHERLANDS - 0.5%  |  |  |
| Consumer Staples - 0.1% |  |  |
| Beverages - 0.1% |  |  |
| Heineken NV 3.5% 1/29/2028 (b) | 4003000 | 3952387 |
| Financials - 0.2% |  |  |
| Banks - 0.2% |  |  |
| Cooperatieve Rabobank UA/NY 4.333% 8/28/2026  | 5100000 | 5113403 |
| ING Groep NV 4.858% 3/25/2029 (c) | 1060000 | 1075090 |
| ING Groep NV 6.083% 9/11/2027 (c) | 2500000 | 2542051 |
|  |  | 8730544 |
| Information Technology - 0.2% |  |  |
| Semiconductors & Semiconductor Equipment - 0.2% |  |  |
| NXP BV / NXP Funding LLC / NXP USA Inc 3.15% 5/1/2027  | 195000 | 191695 |
| NXP BV / NXP Funding LLC / NXP USA Inc 3.875% 6/18/2026  | 2695000 | 2683368 |
| NXP BV / NXP Funding LLC / NXP USA Inc 4.3% 6/18/2029  | 873000 | 872380 |
| NXP BV / NXP Funding LLC / NXP USA Inc 4.3% 8/19/2028  | 365000 | 365770 |
| NXP BV / NXP Funding LLC / NXP USA Inc 4.4% 6/1/2027  | 155000 | 155447 |
| NXP BV / NXP Funding LLC 5.35% 3/1/2026  | 2600000 | 2605218 |
|  |  | 6873878 |
| TOTAL NETHERLANDS |  | 19556809 |
| NORWAY - 0.2%  |  |  |
| Financials - 0.2% |  |  |
| Banks - 0.2% |  |  |
| DNB Bank ASA 1.127% 9/16/2026 (b)(c) | 1900000 | 1897400 |
| DNB Bank ASA 1.535% 5/25/2027 (b)(c) | 2000000 | 1960309 |
| DNB Bank ASA 5.896% 10/9/2026 (b)(c) | 3100000 | 3103959 |
| TOTAL NORWAY |  | 6961668 |
| SAUDI ARABIA - 0.0%  |  |  |
| Materials - 0.0% |  |  |
| Chemicals - 0.0% |  |  |
| Ma'aden Sukuk Ltd 5.25% 2/13/2030 (b) | 1500000 | 1541065 |
| SPAIN - 0.1%  |  |  |
| Financials - 0.1% |  |  |
| Banks - 0.1% |  |  |
| Banco Santander SA 5.552% 3/14/2028 (c) | 800000 | 814206 |
| CaixaBank SA 6.684% 9/13/2027 (b)(c) | 1530000 | 1564106 |
| TOTAL SPAIN |  | 2378312 |
| SWEDEN - 0.2%  |  |  |
| Financials - 0.2% |  |  |
| Banks - 0.2% |  |  |
| Svenska Handelsbanken AB 1.418% 6/11/2027 (b)(c) | 3200000 | 3130509 |
| Swedbank AB 6.136% 9/12/2026 (b) | 2400000 | 2444700 |
| TOTAL SWEDEN |  | 5575209 |
| SWITZERLAND - 0.1%  |  |  |
| Financials - 0.1% |  |  |
| Capital Markets - 0.1% |  |  |
| UBS Group AG 1.494% 8/10/2027 (b)(c) | 3375000 | 3284867 |
| UBS Group AG 6.327% 12/22/2027 (b)(c) | 1260000 | 1292640 |
| TOTAL SWITZERLAND |  | 4577507 |
| UNITED KINGDOM - 1.3%  |  |  |
| Consumer Staples - 0.2% |  |  |
| Beverages - 0.0% |  |  |
| Coca-Cola Europacific Partners PLC 1.5% 1/15/2027 (b) | 475000 | 457621 |
| Tobacco - 0.2% |  |  |
| BAT International Finance PLC 1.668% 3/25/2026  | 2985000 | 2939024 |
| BAT International Finance PLC 4.448% 3/16/2028  | 1985000 | 1992138 |
| Imperial Brands Finance PLC 3.5% 7/26/2026 (b) | 305000 | 302378 |
| Imperial Brands Finance PLC 4.5% 6/30/2028 (b) | 830000 | 835284 |
| Imperial Brands Finance PLC 6.125% 7/27/2027 (b) | 1050000 | 1084183 |
|  |  | 7153007 |
| TOTAL CONSUMER STAPLES |  | 7610628 |
| Financials - 1.0% |  |  |
| Banks - 1.0% |  |  |
| Barclays PLC 4.476% 11/11/2029 (c) | 535000 | 535958 |
| Barclays PLC 5.086% 2/25/2029 (c) | 1085000 | 1102633 |
| Barclays PLC 5.829% 5/9/2027 (c) | 2600000 | 2623569 |
| Barclays PLC 6.496% 9/13/2027 (c) | 2600000 | 2653981 |
| Barclays PLC 7.325% 11/2/2026 (c) | 4145000 | 4162876 |
| HSBC Holdings PLC 4.899% 3/3/2029 (c) | 1005000 | 1019406 |
| HSBC Holdings PLC 5.13% 11/19/2028 (c) | 1220000 | 1239938 |
| HSBC Holdings PLC 5.597% 5/17/2028 (c) | 1045000 | 1066922 |
| HSBC Holdings PLC 5.887% 8/14/2027 (c) | 2600000 | 2634992 |
| HSBC Holdings PLC 7.336% 11/3/2026 (c) | 2000000 | 2009068 |
| Lloyds Banking Group PLC 1.627% 5/11/2027 (c) | 3200000 | 3139398 |
| Lloyds Banking Group PLC 5.462% 1/5/2028 (c) | 800000 | 811427 |
| Lloyds Banking Group PLC 5.985% 8/7/2027 (c) | 2000000 | 2027911 |
| NatWest Group PLC 1.642% 6/14/2027 (c) | 2000000 | 1957611 |
| NatWest Group PLC 5.847% 3/2/2027 (c) | 3300000 | 3323433 |
| NatWest Group PLC 7.472% 11/10/2026 (c) | 3000000 | 3016015 |
| Santander UK Group Holdings PLC 1.673% 6/14/2027 (c) | 420000 | 411056 |
| Standard Chartered PLC 4.3% 2/19/2027 (b) | 327000 | 325936 |
| Standard Chartered PLC 5.688% 5/14/2028 (b)(c) | 780000 | 796591 |
|  |  | 34858721 |
| Health Care - 0.1% |  |  |
| Pharmaceuticals - 0.1% |  |  |
| GlaxoSmithKline Capital PLC U.S. SOFR Index + 0.5%, 4.8554% 3/12/2027 (c)(d) | 3046000 | 3056330 |
| Industrials - 0.0% |  |  |
| Aerospace & Defense - 0.0% |  |  |
| BAE Systems PLC 5% 3/26/2027 (b) | 840000 | 849612 |
| TOTAL UNITED KINGDOM |  | 46375291 |
| UNITED STATES - 12.9%  |  |  |
| Communication Services - 0.4% |  |  |
| Diversified Telecommunication Services - 0.1% |  |  |
| SBA Tower Trust 4.831% 10/15/2029 (b) | 2245000 | 2262807 |
| SBA Tower Trust 6.599% 11/15/2052 (b) | 1160000 | 1192119 |
| Verizon Communications Inc 2.1% 3/22/2028  | 1583000 | 1507235 |
|  |  | 4962161 |
| Entertainment - 0.0% |  |  |
| Take-Two Interactive Software Inc 5% 3/28/2026  | 1375000 | 1378884 |
| Media - 0.1% |  |  |
| Charter Communications Operating LLC / Charter Communications Operating Capital 6.15% 11/10/2026  | 435000 | 441522 |
| Comcast Corp 4.15% 10/15/2028  | 440000 | 441403 |
| Cox Communications Inc 3.35% 9/15/2026 (b) | 460000 | 454835 |
| Cox Communications Inc 3.5% 8/15/2027 (b) | 350000 | 344046 |
| Omnicom Group Inc / Omnicom Capital Inc 3.6% 4/15/2026  | 370000 | 368017 |
|  |  | 2049823 |
| Wireless Telecommunication Services - 0.2% |  |  |
| Sprint LLC 7.625% 3/1/2026  | 2500000 | 2512431 |
| T-Mobile USA Inc 2.625% 4/15/2026  | 3200000 | 3163612 |
| T-Mobile USA Inc 5.375% 4/15/2027  | 2000000 | 2000000 |
|  |  | 7676043 |
| TOTAL COMMUNICATION SERVICES |  | 16066911 |
| Consumer Discretionary - 1.2% |  |  |
| Automobiles - 0.8% |  |  |
| American Honda Finance Corp 4.95% 1/9/2026  | 2308000 | 2312457 |
| American Honda Finance Corp 5.65% 11/15/2028  | 1245000 | 1298660 |
| American Honda Finance Corp U.S. SOFR Index + 0.65%, 4.9966% 5/20/2026 (c)(d) | 2600000 | 2605278 |
| General Motors Co 5.35% 4/15/2028  | 535000 | 547041 |
| General Motors Financial Co Inc 5.05% 4/4/2028  | 1575000 | 1601028 |
| General Motors Financial Co Inc 5.25% 3/1/2026  | 1800000 | 1803043 |
| General Motors Financial Co Inc 5.35% 7/15/2027  | 1236000 | 1258681 |
| General Motors Financial Co Inc 5.4% 4/6/2026  | 2495000 | 2506728 |
| General Motors Financial Co Inc 5.4% 5/8/2027  | 711000 | 722897 |
| Hyundai Capital America 4.85% 3/25/2027 (b) | 615000 | 619562 |
| Hyundai Capital America 4.875% 6/23/2027 (b) | 785000 | 791701 |
| Hyundai Capital America 5% 1/7/2028 (b) | 985000 | 998230 |
| Hyundai Capital America 5.25% 1/8/2027 (b) | 675000 | 682415 |
| Hyundai Capital America 5.45% 6/24/2026 (b) | 2000000 | 2015285 |
| Hyundai Capital America 5.5% 3/30/2026 (b) | 935000 | 940580 |
| Hyundai Capital America 5.6% 3/30/2028 (b) | 580000 | 596898 |
| Hyundai Capital America 6.25% 11/3/2025 (b) | 440000 | 441245 |
| Hyundai Capital America U.S. SOFR Index + 1.12%, 5.4785% 6/23/2027 (b)(c)(d) | 2210000 | 2221561 |
|  |  | 23963290 |
| Broadline Retail - 0.1% |  |  |
| eBay Inc 3.6% 6/5/2027  | 1905000 | 1889599 |
| Diversified Consumer Services - 0.0% |  |  |
| ERAC USA Finance LLC 4.6% 5/1/2028 (b) | 1205000 | 1221252 |
| ERAC USA Finance LLC 5% 2/15/2029 (b) | 505000 | 517124 |
|  |  | 1738376 |
| Hotels, Restaurants & Leisure - 0.1% |  |  |
| Darden Restaurants Inc 4.35% 10/15/2027  | 1120000 | 1125285 |
| Marriott International Inc/MD 3.125% 6/15/2026  | 1628000 | 1612502 |
| Marriott International Inc/MD 5.45% 9/15/2026  | 325000 | 328860 |
| Starbucks Corp 2% 3/12/2027  | 300000 | 290710 |
| Starbucks Corp 4% 11/15/2028  | 755000 | 754639 |
|  |  | 4111996 |
| Household Durables - 0.0% |  |  |
| Mohawk Industries Inc 5.85% 9/18/2028  | 416000 | 434703 |
| Leisure Products - 0.0% |  |  |
| Mattel Inc 3.375% 4/1/2026 (b) | 1418000 | 1405312 |
| Specialty Retail - 0.2% |  |  |
| AutoZone Inc 5.165% 6/15/2030  | 800000 | 825689 |
| Home Depot Inc/The U.S. SOFR Index + 0.33%, 4.6863% 12/24/2025 (c)(d) | 2335000 | 2336396 |
| O'Reilly Automotive Inc 4.35% 6/1/2028  | 723000 | 725991 |
| O'Reilly Automotive Inc 5.75% 11/20/2026  | 2298000 | 2336312 |
|  |  | 6224388 |
| TOTAL CONSUMER DISCRETIONARY |  | 39767664 |
| Consumer Staples - 0.6% |  |  |
| Beverages - 0.1% |  |  |
| Keurig Dr Pepper Inc U.S. SOFR Index + 0.58%, 4.9328% 11/15/2026 (c)(d) | 2985000 | 2985388 |
| PepsiCo Inc 4.1% 1/15/2029  | 1575000 | 1578686 |
|  |  | 4564074 |
| Consumer Staples Distribution & Retail - 0.3% |  |  |
| Dollar General Corp 3.875% 4/15/2027  | 373000 | 370778 |
| Dollar General Corp 4.125% 5/1/2028  | 1279000 | 1272717 |
| Dollar General Corp 4.625% 11/1/2027  | 620000 | 624375 |
| Dollar General Corp 5.2% 7/5/2028  | 584000 | 598691 |
| Kroger Co/The 2.65% 10/15/2026  | 812000 | 798521 |
| Mars Inc 4.45% 3/1/2027 (b) | 2200000 | 2213269 |
| Mars Inc 4.55% 4/20/2028 (b) | 1660000 | 1680986 |
| Mars Inc 4.6% 3/1/2028 (b) | 1080000 | 1093452 |
| Walmart Inc U.S. SOFR Averages Index + 0.43%, 4.7867% 4/28/2027 (c)(d) | 2436000 | 2443021 |
|  |  | 11095810 |
| Food Products - 0.2% |  |  |
| Bunge Ltd Finance Corp 2% 4/21/2026  | 515000 | 506707 |
| Bunge Ltd Finance Corp 4.9% 4/21/2027  | 1230000 | 1241019 |
| Conagra Brands Inc 5% 8/1/2030  | 320000 | 322694 |
| McCormick & Co Inc/MD 0.9% 2/15/2026  | 3450000 | 3394251 |
| The Campbell's Company 5.3% 3/20/2026  | 579000 | 581531 |
|  |  | 6046202 |
| Tobacco - 0.0% |  |  |
| Altria Group Inc 2.625% 9/16/2026  | 855000 | 840868 |
| Philip Morris International Inc 5.125% 11/17/2027  | 307000 | 313510 |
|  |  | 1154378 |
| TOTAL CONSUMER STAPLES |  | 22860464 |
| Energy - 1.0% |  |  |
| Energy Equipment & Services - 0.0% |  |  |
| Schlumberger Holdings Corp 3.9% 5/17/2028 (b) | 1363000 | 1359551 |
| Oil, Gas & Consumable Fuels - 1.0% |  |  |
| BP Capital Markets PLC 3.723% 11/28/2028  | 855000 | 846056 |
| Cheniere Corpus Christi Holdings LLC 5.125% 6/30/2027  | 1005000 | 1015757 |
| Chevron USA Inc U.S. SOFR Averages Index + 0.36%, 4.726% 2/26/2027 (c)(d) | 2704000 | 2706875 |
| Columbia Pipelines Holding Co LLC 6.055% 8/15/2026 (b) | 150000 | 151797 |
| Diamondback Energy Inc 5.2% 4/18/2027  | 875000 | 888140 |
| Energy Transfer LP 5.25% 7/1/2029  | 645000 | 665230 |
| Energy Transfer LP 5.625% 5/1/2027 (b) | 2000000 | 2000157 |
| Energy Transfer LP 6.05% 12/1/2026  | 1885000 | 1921146 |
| EQT Corp 3.125% 5/15/2026 (b) | 1715000 | 1694936 |
| Gray Oak Pipeline LLC 2.6% 10/15/2025 (b) | 385000 | 383777 |
| HF Sinclair Corp 5.75% 1/15/2031  | 1220000 | 1259826 |
| Kinder Morgan Inc 5.15% 6/1/2030  | 860000 | 884371 |
| MPLX LP 4.8% 2/15/2031  | 2875000 | 2877162 |
| Occidental Petroleum Corp 5% 8/1/2027  | 341000 | 344368 |
| Occidental Petroleum Corp 5.2% 8/1/2029  | 465000 | 470993 |
| ONEOK Inc 4.25% 9/24/2027  | 1570000 | 1571415 |
| ONEOK Inc 4.85% 7/15/2026  | 1899000 | 1903804 |
| ONEOK Inc 5.55% 11/1/2026  | 990000 | 1001617 |
| Ovintiv Inc 5.375% 1/1/2026  | 461000 | 461124 |
| Sabine Pass Liquefaction LLC 4.2% 3/15/2028  | 308000 | 307927 |
| Sabine Pass Liquefaction LLC 5.875% 6/30/2026  | 657000 | 659566 |
| Schlumberger Investment SA 4.5% 5/15/2028  | 749000 | 754642 |
| Targa Resources Corp 5.2% 7/1/2027  | 345000 | 350685 |
| Transcontinental Gas Pipe Line Co LLC 7.85% 2/1/2026  | 3000000 | 3018777 |
| Valero Energy Corp 5.15% 2/15/2030  | 365000 | 375980 |
| Western Gas Partners LP 4.65% 7/1/2026  | 2000000 | 1998000 |
| Williams Cos Inc/The 4.625% 6/30/2030  | 1045000 | 1050499 |
| Williams Cos Inc/The 4.8% 11/15/2029  | 670000 | 681882 |
| Williams Cos Inc/The 5.4% 3/2/2026  | 2140000 | 2149997 |
|  |  | 34396506 |
| TOTAL ENERGY |  | 35756057 |
| Financials - 5.6% |  |  |
| Banks - 2.3% |  |  |
| Bank of America Corp 1.658% 3/11/2027 (c) | 3100000 | 3055979 |
| Bank of America Corp 1.734% 7/22/2027 (c) | 3465000 | 3385961 |
| Bank of America Corp 3.559% 4/23/2027 (c) | 2700000 | 2686554 |
| Bank of America Corp 4.623% 5/9/2029 (c) | 1435000 | 1451187 |
| Bank of America Corp 5.08% 1/20/2027 (c) | 645000 | 646522 |
| Citibank NA 4.929% 8/6/2026  | 3000000 | 3020114 |
| Citibank NA U.S. SOFR Index + 0.781%, 5.1371% 5/29/2027 (c)(d) | 2650000 | 2669828 |
| Citigroup Inc 5.174% 2/13/2030 (c) | 710000 | 728584 |
| Citigroup Inc U.S. SOFR Index + 1.1143%, 5.497% 5/7/2028 (c)(d) | 2200000 | 2214757 |
| Huntington National Bank/The U.S. SOFR Index + 0.72%, 5.0699% 4/12/2028 (c)(d) | 2312000 | 2310688 |
| JPMorgan Chase & Co 1.04% 2/4/2027 (c) | 3025000 | 2982503 |
| JPMorgan Chase & Co 1.578% 4/22/2027 (c) | 3200000 | 3145096 |
| JPMorgan Chase & Co 4.979% 7/22/2028 (c) | 800000 | 811479 |
| JPMorgan Chase & Co 5.04% 1/23/2028 (c) | 710000 | 717423 |
| JPMorgan Chase & Co 5.103% 4/22/2031 (c) | 835000 | 861463 |
| JPMorgan Chase & Co 6.07% 10/22/2027 (c) | 2500000 | 2549121 |
| JPMorgan Chase & Co U.S. SOFR Index + 0.885%, 5.2348% 4/22/2027 (c)(d) | 747000 | 749086 |
| Manufacturers & Traders Trust Co 4.762% 7/6/2028 (c) | 855000 | 861682 |
| Morgan Stanley Bank NA 4.447% 10/15/2027 (c) | 1100000 | 1100889 |
| Morgan Stanley Bank NA U.S. SOFR Index + 0.685%, 5.0352% 10/15/2027 (c)(d) | 3000000 | 3008394 |
| Morgan Stanley Private Bank NA U.S. SOFR Index + 0.77%, 5.1231% 7/6/2028 (c)(d) | 2610000 | 2617164 |
| PNC Bank NA U.S. SOFR Index + 0.73%, 5.08% 7/21/2028 (c)(d) | 1937000 | 1939870 |
| PNC Financial Services Group Inc/The 4.758% 1/26/2027 (c) | 3100000 | 3102690 |
| PNC Financial Services Group Inc/The 5.102% 7/23/2027 (c) | 3000000 | 3017177 |
| Santander Holdings USA Inc 2.49% 1/6/2028 (c) | 760000 | 740456 |
| Santander Holdings USA Inc 6.124% 5/31/2027 (c) | 160000 | 161802 |
| Truist Bank U.S. SOFR Index + 0.77%, 5.1236% 7/24/2028 (c)(d) | 2600000 | 2600494 |
| Truist Financial Corp 1.267% 3/2/2027 (c) | 3200000 | 3151637 |
| Truist Financial Corp 6.047% 6/8/2027 (c) | 3000000 | 3034469 |
| US Bancorp 4.548% 7/22/2028 (c) | 1070000 | 1077375 |
| US Bancorp 5.727% 10/21/2026 (c) | 3415000 | 3420169 |
| US Bank NA/Cincinnati OH U.S. SOFR Index + 0.91%, 5.2628% 5/15/2028 (c)(d) | 3500000 | 3520306 |
| Wells Fargo & Co 3% 4/22/2026  | 1000000 | 992179 |
| Wells Fargo & Co 3.196% 6/17/2027 (c) | 3200000 | 3172281 |
| Wells Fargo & Co 3.526% 3/24/2028 (c) | 2180000 | 2156756 |
| Wells Fargo & Co 4.9% 1/24/2028 (c) | 1550000 | 1563470 |
| Wells Fargo & Co 4.97% 4/23/2029 (c) | 2895000 | 2949929 |
| Wells Fargo & Co 5.707% 4/22/2028 (c) | 2500000 | 2556944 |
|  |  | 80732478 |
| Capital Markets - 1.7% |  |  |
| Athene Global Funding 1.608% 6/29/2026 (b) | 2700000 | 2640916 |
| Athene Global Funding 2.95% 11/12/2026 (b) | 2700000 | 2654645 |
| Athene Global Funding 4.86% 8/27/2026 (b) | 2885000 | 2899616 |
| Athene Global Funding 5.349% 7/9/2027 (b) | 860000 | 874214 |
| Athene Global Funding 5.62% 5/8/2026 (b) | 3100000 | 3124610 |
| Athene Global Funding 5.684% 2/23/2026 (b) | 1320000 | 1328526 |
| Bank of New York Mellon 4.729% 4/20/2029 (c) | 1040000 | 1057154 |
| Bank of New York Mellon Corp/The 4.947% 4/26/2027 (c) | 2600000 | 2612094 |
| Bank of New York Mellon Corp/The U.S. SOFR Averages Index + 0.68%, 5.0342% 6/9/2028 (c)(d) | 2600000 | 2607429 |
| Bank of New York Mellon U.S. SOFR Averages Index + 0.71%, 5.06% 4/20/2027 (c)(d) | 3500000 | 3507823 |
| Charles Schwab Corp/The 2.45% 3/3/2027  | 1489000 | 1455362 |
| Charles Schwab Corp/The 3.2% 3/2/2027  | 375000 | 370290 |
| Equitable America Global Funding 4.65% 6/9/2028 (b) | 875000 | 883557 |
| GA Global Funding Trust 5.4% 1/13/2030 (b) | 1135000 | 1177351 |
| Goldman Sachs Group Inc/The 1.093% 12/9/2026 (c) | 3100000 | 3071820 |
| Goldman Sachs Group Inc/The 1.431% 3/9/2027 (c) | 2650000 | 2608766 |
| Goldman Sachs Group Inc/The 1.542% 9/10/2027 (c) | 2800000 | 2720341 |
| Goldman Sachs Group Inc/The 4.482% 8/23/2028 (c) | 735000 | 738243 |
| Goldman Sachs Group Inc/The 4.937% 4/23/2028 (c) | 1970000 | 1990650 |
| Goldman Sachs Group Inc/The 5.218% 4/23/2031 (c) | 1100000 | 1135680 |
| Goldman Sachs Group Inc/The U.S. SOFR Index + 1.29%, 5.6421% 4/23/2028 (c)(d) | 1900000 | 1918119 |
| Intercontinental Exchange Inc 3.625% 9/1/2028  | 754000 | 743848 |
| LPL Holdings Inc 4.625% 11/15/2027 (b) | 220000 | 219946 |
| LPL Holdings Inc 4.9% 4/3/2028  | 465000 | 470918 |
| LPL Holdings Inc 5.7% 5/20/2027  | 1298000 | 1322939 |
| LPL Holdings Inc 6.75% 11/17/2028  | 325000 | 347895 |
| Morgan Stanley 1.512% 7/20/2027 (c) | 2700000 | 2633214 |
| Morgan Stanley 4.994% 4/12/2029 (c) | 1065000 | 1084782 |
| Morgan Stanley 6.138% 10/16/2026 (c) | 3000000 | 3005446 |
| Nasdaq Inc 5.35% 6/28/2028  | 380000 | 392075 |
| Northern Trust Corp 3.95% 10/30/2025  | 545000 | 544288 |
| Sammons Financial Group Global Funding 5.05% 1/10/2028 (b) | 585000 | 595034 |
| Sammons Financial Group Global Funding U.S. SOFR Index + 0.85%, 5.2054% 9/2/2027 (b)(c)(d) | 2600000 | 2602576 |
| State Street Bank & Trust Co U.S. SOFR Index + 0.46%, 4.8199% 11/25/2026 (c)(d) | 1935000 | 1937565 |
| State Street Corp 5.751% 11/4/2026 (c) | 2000000 | 2004452 |
| State Street Corp U.S. SOFR Index + 0.95%, 5.3036% 4/24/2028 (c)(d) | 1189000 | 1196770 |
|  |  | 60478954 |
| Consumer Finance - 0.6% |  |  |
| American Express Co 4.731% 4/25/2029 (c) | 840000 | 853801 |
| American Express Co 5.043% 7/26/2028 (c) | 710000 | 721461 |
| American Express Co 5.098% 2/16/2028 (c) | 380000 | 384541 |
| American Express Co 5.389% 7/28/2027 (c) | 2600000 | 2624938 |
| American Express Co 5.532% 4/25/2030 (c) | 845000 | 882393 |
| American Express Co 5.645% 4/23/2027 (c) | 2600000 | 2621047 |
| American Express Co 6.338% 10/30/2026 (c) | 2654000 | 2661708 |
| Capital One Financial Corp 6.312% 6/8/2029 (c) | 415000 | 435573 |
| Capital One Financial Corp 7.149% 10/29/2027 (c) | 410000 | 422467 |
| Ford Motor Credit Co LLC 5.125% 11/5/2026  | 780000 | 781288 |
| Ford Motor Credit Co LLC 5.8% 3/5/2027  | 835000 | 841465 |
| Ford Motor Credit Co LLC 5.918% 3/20/2028  | 550000 | 558195 |
| Toyota Motor Credit Corp U.S. SOFR Averages Index + 0.45%, 4.8001% 4/10/2026 (c)(d) | 3100000 | 3104501 |
| Toyota Motor Credit Corp U.S. SOFR Index + 0.77%, 5.1243% 8/7/2026 (c)(d) | 3031000 | 3044454 |
|  |  | 19937832 |
| Financial Services - 0.5% |  |  |
| BP Capital Markets America Inc 4.234% 11/6/2028  | 585000 | 587818 |
| CNH Industrial Capital LLC 1.45% 7/15/2026  | 2200000 | 2145358 |
| CNH Industrial Capital LLC 5.45% 10/14/2025  | 2800000 | 2802422 |
| Corebridge Global Funding 4.25% 8/21/2028 (b) | 760000 | 762177 |
| Corebridge Global Funding 4.65% 8/20/2027 (b) | 415000 | 418990 |
| Corebridge Global Funding 5.2% 1/12/2029 (b) | 325000 | 334136 |
| Crown Castle Towers LLC 4.241% 7/15/2048 (b) | 290000 | 286436 |
| Fiserv Inc 4.2% 10/1/2028  | 686000 | 685615 |
| Fiserv Inc 4.55% 2/15/2031  | 330000 | 329940 |
| Fiserv Inc 5.15% 3/15/2027  | 1805000 | 1827828 |
| National Rural Utilities Cooperative Finance Corp 4.12% 9/16/2027  | 448000 | 449014 |
| National Rural Utilities Cooperative Finance Corp 4.8% 3/15/2028  | 774000 | 789233 |
| National Rural Utilities Cooperative Finance Corp 5.1% 5/6/2027  | 582000 | 591606 |
| Penske Truck Leasing Co Lp / PTL Finance Corp 1.7% 6/15/2026 (b) | 364000 | 356331 |
| Penske Truck Leasing Co Lp / PTL Finance Corp 3.4% 11/15/2026 (b) | 90000 | 88936 |
| Penske Truck Leasing Co Lp / PTL Finance Corp 5.35% 1/12/2027 (b) | 515000 | 521068 |
| Penske Truck Leasing Co Lp / PTL Finance Corp 5.75% 5/24/2026 (b) | 2170000 | 2186088 |
| Western Union Co/The 1.35% 3/15/2026  | 2954000 | 2904127 |
|  |  | 18067123 |
| Insurance - 0.5% |  |  |
| Brighthouse Financial Global Funding 1.55% 5/24/2026 (b) | 250000 | 244485 |
| Brown & Brown Inc 4.6% 12/23/2026  | 828000 | 831882 |
| Brown & Brown Inc 4.7% 6/23/2028  | 420000 | 424023 |
| CNO Global Funding 1.75% 10/7/2026 (b) | 1810000 | 1758857 |
| CNO Global Funding 4.875% 12/10/2027 (b) | 410000 | 415556 |
| Equitable Financial Life Global Funding 1.7% 11/12/2026 (b) | 460000 | 446574 |
| Equitable Financial Life Global Funding 4.6% 4/1/2027 (b) | 1597000 | 1606239 |
| Fortitude Group Holdings LLC 6.25% 4/1/2030 (b) | 1625000 | 1688439 |
| Health Care Service Corp 5.2% 6/15/2029 (b) | 585000 | 602021 |
| Jackson National Life Global Funding 4.9% 1/13/2027 (b) | 3335000 | 3358985 |
| Jackson National Life Global Funding 5.55% 7/2/2027 (b) | 715000 | 730311 |
| Jackson National Life Global Funding 5.6% 4/10/2026 (b) | 1220000 | 1228629 |
| Jackson National Life Global Funding U.S. SOFR Index + 0.97%, 5.3199% 1/14/2028 (b)(c)(d) | 2500000 | 2507191 |
| Marsh & McLennan Cos Inc 4.55% 11/8/2027  | 1540000 | 1557891 |
| Reinsurance Group of America Inc 3.95% 9/15/2026  | 865000 | 862208 |
| RGA Global Funding 4.35% 8/25/2028 (b) | 1220000 | 1223387 |
| Trinity Acq PLC 4.4% 3/15/2026  | 250000 | 249688 |
|  |  | 19736366 |
| TOTAL FINANCIALS |  | 198952753 |
| Health Care - 1.2% |  |  |
| Biotechnology - 0.1% |  |  |
| Gilead Sciences Inc 3.65% 3/1/2026  | 3000000 | 2989814 |
| Health Care Equipment & Supplies - 0.2% |  |  |
| Becton Dickinson & Co 4.693% 2/13/2028  | 1325000 | 1343287 |
| Becton Dickinson & Co 6.7% 12/1/2026  | 731000 | 750806 |
| Solventum Corp 5.45% 2/25/2027  | 2010000 | 2048534 |
| Stryker Corp 4.7% 2/10/2028  | 1240000 | 1258387 |
|  |  | 5401014 |
| Health Care Providers & Services - 0.8% |  |  |
| Cardinal Health Inc 4.5% 9/15/2030  | 805000 | 806466 |
| Cencora Inc 3.45% 12/15/2027  | 190000 | 187210 |
| Cencora Inc 4.625% 12/15/2027  | 720000 | 726936 |
| Cencora Inc 4.85% 12/15/2029  | 385000 | 393776 |
| Centene Corp 4.625% 12/15/2029  | 3560000 | 3428701 |
| CVS Health Corp 1.3% 8/21/2027  | 2175000 | 2053715 |
| CVS Health Corp 2.875% 6/1/2026  | 733000 | 724334 |
| CVS Health Corp 3% 8/15/2026  | 415000 | 409694 |
| CVS Health Corp 4.3% 3/25/2028  | 730000 | 729654 |
| CVS Health Corp 5% 2/20/2026  | 2822000 | 2828586 |
| Elevance Health Inc 5.35% 10/15/2025  | 305000 | 305064 |
| HCA Inc 3.125% 3/15/2027  | 1140000 | 1121556 |
| HCA Inc 5.625% 9/1/2028  | 2100000 | 2165777 |
| HCA Inc 5.875% 2/15/2026  | 5665000 | 5669671 |
| Highmark Inc 1.45% 5/10/2026 (b) | 435000 | 425440 |
| Humana Inc 5.75% 12/1/2028  | 912000 | 950552 |
| Humana Inc 5.75% 3/1/2028  | 300000 | 310482 |
| Icon Investments Six DAC 5.809% 5/8/2027  | 1690000 | 1725105 |
| PeaceHealth Obligated Group 1.375% 11/15/2025  | 190000 | 188843 |
|  |  | 25151562 |
| Health Care Technology - 0.0% |  |  |
| IQVIA Inc 6.25% 2/1/2029  | 440000 | 463177 |
| Life Sciences Tools & Services - 0.0% |  |  |
| Thermo Fisher Scientific Inc 1.75% 10/15/2028  | 720000 | 673144 |
| Pharmaceuticals - 0.1% |  |  |
| Utah Acquisition Sub Inc 3.95% 6/15/2026  | 1230000 | 1222834 |
| Viatris Inc 2.3% 6/22/2027  | 736000 | 706305 |
| Zoetis Inc 3% 9/12/2027  | 1294000 | 1268096 |
|  |  | 3197235 |
| TOTAL HEALTH CARE |  | 37875946 |
| Industrials - 0.7% |  |  |
| Aerospace & Defense - 0.2% |  |  |
| Boeing Co 2.196% 2/4/2026  | 2795000 | 2768213 |
| Boeing Co 3.2% 3/1/2029  | 845000 | 812676 |
| Boeing Co 6.259% 5/1/2027  | 1695000 | 1744184 |
| Huntington Ingalls Industries Inc 5.353% 1/15/2030  | 330000 | 340096 |
| Northrop Grumman Corp 3.25% 1/15/2028  | 535000 | 525330 |
| RTX Corp 6.7% 8/1/2028  | 142000 | 151749 |
| RTX Corp 7% 11/1/2028  | 565000 | 607780 |
|  |  | 6950028 |
| Building Products - 0.0% |  |  |
| Owens Corning 3.4% 8/15/2026  | 517000 | 512431 |
| Owens Corning 5.5% 6/15/2027  | 690000 | 705255 |
|  |  | 1217686 |
| Commercial Services & Supplies - 0.0% |  |  |
| Waste Management Inc 3.875% 1/15/2029  | 1505000 | 1493219 |
| Electrical Equipment - 0.1% |  |  |
| Regal Rexnord Corp 6.05% 2/15/2026  | 2340000 | 2349781 |
| Regal Rexnord Corp 6.05% 4/15/2028  | 1045000 | 1081882 |
| Trans-Allegheny Interstate Line Co 5.2% 1/15/2031 (b) | 190000 | 194648 |
|  |  | 3626311 |
| Ground Transportation - 0.1% |  |  |
| Uber Technologies Inc 4.5% 8/15/2029 (b) | 1842000 | 1840512 |
| Industrial Conglomerates - 0.1% |  |  |
| Trane Technologies Financing Ltd 3.5% 3/21/2026  | 1842000 | 1832474 |
| Machinery - 0.0% |  |  |
| Fortive Corp 3.15% 6/15/2026  | 1133000 | 1122056 |
| Passenger Airlines - 0.0% |  |  |
| American Airlines 2017-2 Class B equipment trust certificate 3.7% 4/15/2027  | 227960 | 227340 |
| Delta Air Lines Inc 4.95% 7/10/2028  | 695000 | 703545 |
|  |  | 930885 |
| Professional Services - 0.1% |  |  |
| Booz Allen Hamilton Inc 3.875% 9/1/2028 (b) | 1915000 | 1870691 |
| Booz Allen Hamilton Inc 4% 7/1/2029 (b) | 210000 | 204426 |
| Paychex Inc 5.1% 4/15/2030  | 1174000 | 1208341 |
| Verisk Analytics Inc 4.5% 8/15/2030  | 1080000 | 1084346 |
|  |  | 4367804 |
| Trading Companies & Distributors - 0.1% |  |  |
| GATX Corp 3.25% 9/15/2026  | 455000 | 449192 |
| GATX Corp 3.85% 3/30/2027  | 284000 | 281669 |
| GATX Corp 5.4% 3/15/2027  | 1170000 | 1186686 |
|  |  | 1917547 |
| TOTAL INDUSTRIALS |  | 25298522 |
| Information Technology - 0.7% |  |  |
| Electronic Equipment, Instruments & Components - 0.2% |  |  |
| Amphenol Corp 4.75% 3/30/2026  | 340000 | 340705 |
| Dell International LLC / EMC Corp 4.75% 4/1/2028  | 1005000 | 1019200 |
| Dell International LLC / EMC Corp 4.9% 10/1/2026  | 1750000 | 1757257 |
| Dell International LLC / EMC Corp 6.02% 6/15/2026  | 3000000 | 3026245 |
| Keysight Technologies Inc 5.35% 7/30/2030  | 855000 | 888312 |
|  |  | 7031719 |
| IT Services - 0.1% |  |  |
| IBM Corporation 4.65% 2/10/2028  | 2538000 | 2575026 |
| Semiconductors & Semiconductor Equipment - 0.2% |  |  |
| Analog Devices Inc 1.7% 10/1/2028  | 425000 | 397113 |
| Foundry JV Holdco LLC 5.5% 1/25/2031 (b) | 380000 | 394596 |
| Foundry JV Holdco LLC 5.9% 1/25/2030 (b) | 330000 | 348233 |
| Intel Corp 3.15% 5/11/2027  | 376000 | 368733 |
| Intel Corp 3.75% 8/5/2027  | 655000 | 648105 |
| Intel Corp 4% 8/5/2029  | 715000 | 703987 |
| Intel Corp 4.875% 2/10/2028  | 222000 | 224921 |
| Marvell Technology Inc 1.65% 4/15/2026  | 1810000 | 1778466 |
| Marvell Technology Inc 4.75% 7/15/2030  | 310000 | 312825 |
| Marvell Technology Inc 4.875% 6/22/2028  | 1520000 | 1540739 |
| Micron Technology Inc 5.375% 4/15/2028  | 935000 | 963999 |
|  |  | 7681717 |
| Software - 0.2% |  |  |
| Atlassian Corp 5.25% 5/15/2029  | 425000 | 437749 |
| Fortinet Inc 1% 3/15/2026  | 1485000 | 1457250 |
| Oracle Corp 5.8% 11/10/2025  | 510000 | 511158 |
| Synopsys Inc 4.65% 4/1/2028  | 2075000 | 2103055 |
| VMware LLC 1.4% 8/15/2026  | 3100000 | 3014127 |
| Workday Inc 3.5% 4/1/2027  | 525000 | 519978 |
|  |  | 8043317 |
| Technology Hardware, Storage & Peripherals - 0.0% |  |  |
| Hewlett Packard Enterprise Co 4.45% 9/25/2026  | 1481000 | 1483089 |
| TOTAL INFORMATION TECHNOLOGY |  | 26814868 |
| Materials - 0.2% |  |  |
| Chemicals - 0.2% |  |  |
| Celanese US Holdings LLC 1.4% 8/5/2026  | 930000 | 894405 |
| Celanese US Holdings LLC 6.665% 7/15/2027 (c) | 579000 | 595784 |
| Chevron Phillips Chemical Co LLC / Chevron Phillips Chemical Co LP 3.4% 12/1/2026 (b) | 2600000 | 2576114 |
| FMC Corp 3.2% 10/1/2026  | 535000 | 527839 |
| FMC Corp 3.45% 10/1/2029  | 848000 | 802924 |
| International Flavors & Fragrances Inc 1.23% 10/1/2025 (b) | 822000 | 819563 |
| LYB International Finance III LLC 1.25% 10/1/2025  | 942000 | 939321 |
|  |  | 7155950 |
| Construction Materials - 0.0% |  |  |
| Amrize Finance US LLC 4.7% 4/7/2028 (b) | 1025000 | 1037692 |
| Amrize Finance US LLC 4.95% 4/7/2030 (b) | 375000 | 382756 |
|  |  | 1420448 |
| TOTAL MATERIALS |  | 8576398 |
| Real Estate - 0.4% |  |  |
| Diversified REITs - 0.1% |  |  |
| Vici Properties LP / Vici Note Co Inc 4.25% 12/1/2026 (b) | 2550000 | 2538650 |
| Industrial REITs - 0.0% |  |  |
| Prologis LP 3.875% 9/15/2028  | 350000 | 348010 |
| Office REITs - 0.1% |  |  |
| COPT Defense Properties LP 2.25% 3/15/2026  | 2700000 | 2661851 |
| Kilroy Realty LP 4.375% 10/1/2025  | 755000 | 754596 |
|  |  | 3416447 |
| Real Estate Management & Development - 0.0% |  |  |
| CBRE Services Inc 5.1% 6/15/2030  | 390000 | 395587 |
| Essex Portfolio LP 3.375% 4/15/2026  | 794000 | 788585 |
|  |  | 1184172 |
| Retail REITs - 0.0% |  |  |
| Realty Income Corp 5.05% 1/13/2026  | 230000 | 230020 |
| Specialized REITs - 0.2% |  |  |
| American Tower Corp 1.6% 4/15/2026  | 2043000 | 2007206 |
| American Tower Corp 3.55% 7/15/2027  | 645000 | 638060 |
| Crown Castle Inc 1.05% 7/15/2026  | 1005000 | 976591 |
| Crown Castle Inc 2.9% 3/15/2027  | 1115000 | 1092146 |
| Crown Castle Inc 4.3% 2/15/2029  | 335000 | 333148 |
| Crown Castle Inc 4.45% 2/15/2026  | 905000 | 903055 |
| Crown Castle Inc 4.8% 9/1/2028  | 835000 | 844922 |
| Crown Castle Inc 5% 1/11/2028  | 600000 | 608155 |
| Crown Castle Inc 5.6% 6/1/2029  | 515000 | 535050 |
|  |  | 7938333 |
| TOTAL REAL ESTATE |  | 15655632 |
| Utilities - 0.9% |  |  |
| Electric Utilities - 0.6% |  |  |
| American Electric Power Co Inc 5.2% 1/15/2029  | 1165000 | 1201363 |
| Appalachian Power Co 3.3% 6/1/2027  | 1723000 | 1696743 |
| DTE Electric Co 4.25% 5/14/2027  | 474000 | 475891 |
| Duke Energy Corp 4.3% 3/15/2028  | 515000 | 517617 |
| Eversource Energy 4.75% 5/15/2026  | 2000000 | 2004621 |
| Exelon Corp 3.4% 4/15/2026  | 1136000 | 1129279 |
| Exelon Corp 5.15% 3/15/2029  | 380000 | 391013 |
| FirstEnergy Corp 3.9% 7/15/2027 (e) | 1257000 | 1247824 |
| FirstEnergy Transmission LLC 4.55% 1/15/2030  | 310000 | 312482 |
| NextEra Energy Capital Holdings Inc 1.875% 1/15/2027  | 1255000 | 1216349 |
| NextEra Energy Capital Holdings Inc 4.6% 9/1/2027  | 255000 | 257410 |
| NextEra Energy Capital Holdings Inc 4.685% 9/1/2027  | 1187000 | 1198218 |
| NextEra Energy Capital Holdings Inc 5.749% 9/1/2025  | 315000 | 314961 |
| Niagara Mohawk Power Corp 4.647% 10/3/2030 (b) | 655000 | 657846 |
| NRG Energy Inc 2% 12/2/2025 (b) | 560000 | 555595 |
| Oncor Electric Delivery Co LLC 4.5% 3/20/2027 (b) | 1574000 | 1584832 |
| Pacific Gas and Electric Co 3.15% 1/1/2026  | 895000 | 889590 |
| Pacific Gas and Electric Co U.S. SOFR Averages Index + 0.95%, 5.3042% 9/4/2025 (c)(d) | 4100000 | 4100128 |
| Southern Co/The 5.113% 8/1/2027 (e) | 705000 | 718534 |
| Vistra Operations Co LLC 5.05% 12/30/2026 (b) | 1214000 | 1222940 |
|  |  | 21693236 |
| Gas Utilities - 0.0% |  |  |
| Southern California Gas Co 2.95% 4/15/2027  | 815000 | 800444 |
| Independent Power and Renewable Electricity Producers - 0.1% |  |  |
| AES Corp/The 1.375% 1/15/2026  | 1724000 | 1702017 |
| Constellation Energy Generation LLC 5.6% 3/1/2028  | 520000 | 539026 |
|  |  | 2241043 |
| Multi-Utilities - 0.2% |  |  |
| Dominion Energy Inc 1.45% 4/15/2026  | 4000000 | 3929482 |
| DTE Energy Co 4.95% 7/1/2027  | 600000 | 607996 |
| DTE Energy Co 5.2% 4/1/2030  | 820000 | 845222 |
| NiSource Inc 5.25% 3/30/2028  | 210000 | 215778 |
| Public Service Enterprise Group Inc 4.9% 3/15/2030  | 1275000 | 1303604 |
| Sempra 5.4% 8/1/2026  | 330000 | 332640 |
|  |  | 7234722 |
| TOTAL UTILITIES |  | 31969445 |
| TOTAL UNITED STATES |  | 459594660 |
| <br> **TOTAL NON-CONVERTIBLE CORPORATE BONDS**<br> (Cost $713,106,345) |  | <br> **718299982** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**U.S. Government Agency - Mortgage Securities - 1.6%** | &nbsp;&nbsp;**U.S. Government Agency - Mortgage Securities - 1.6%** | &nbsp;&nbsp;**U.S. Government Agency - Mortgage Securities - 1.6%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| UNITED STATES - 1.6%  |  |  |
| Connecticut Avenue Securities Trust Series R05 Class 2M1, U.S. 30-Day Avg. SOFR Index + 1.2%, 5.5484% 7/25/2045 (b)(c)(d) | 607445 | 608989 |
| Fannie Mae 5.5% 9/1/2053  | 83870 | 85221 |
| Fannie Mae Mortgage pass-thru certificates 1 year FTSE USD IBOR Consumer Fallbacks + 1.523%, 6.317% 7/1/2035 (c)(d) | 1368 | 1402 |
| Fannie Mae Mortgage pass-thru certificates 1 year FTSE USD IBOR Consumer Fallbacks + 1.613%, 6.746% 12/1/2035 (c)(d) | 3323 | 3427 |
| Fannie Mae Mortgage pass-thru certificates 1 year FTSE USD IBOR Consumer Fallbacks + 1.655%, 6.28% 8/1/2037 (c)(d) | 611 | 630 |
| Fannie Mae Mortgage pass-thru certificates 1 year FTSE USD IBOR Consumer Fallbacks + 1.788%, 6.788% 5/1/2038 (c)(d) | 2106 | 2184 |
| Fannie Mae Mortgage pass-thru certificates 1 year FTSE USD IBOR Consumer Fallbacks + 1.83%, 6.83% 4/1/2038 (c)(d) | 4721 | 4919 |
| Fannie Mae Mortgage pass-thru certificates 1 year FTSE USD IBOR Consumer Fallbacks + 1.853%, 6.574% 8/1/2038 (c)(d) | 3886 | 4037 |
| Fannie Mae Mortgage pass-thru certificates 1 year FTSE USD IBOR Consumer Fallbacks + 1.906%, 6.906% 5/1/2038 (c)(d) | 5198 | 5406 |
| Fannie Mae Mortgage pass-thru certificates 1 year FTSE USD IBOR Consumer Fallbacks + 2.04%, 6.665% 12/1/2036 (c)(d) | 850 | 882 |
| Fannie Mae Mortgage pass-thru certificates 2% 10/1/2050  | 203602 | 163355 |
| Fannie Mae Mortgage pass-thru certificates 2% 2/1/2052  | 202355 | 161486 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2052  | 701064 | 588112 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2054  | 744346 | 621164 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2051  | 1600937 | 1399452 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2034  | 372775 | 360235 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2030  | 5639 | 5534 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2050  | 191934 | 168081 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2050  | 114627 | 100487 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2028  | 144865 | 142628 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 11/1/2026  | 13613 | 13526 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 2/1/2048  | 429131 | 395016 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 2/1/2048  | 56919 | 52394 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 6/1/2032  | 10778 | 10660 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2050  | 17062 | 15546 |
| Fannie Mae Mortgage pass-thru certificates 4% 1/1/2047  | 141849 | 135144 |
| Fannie Mae Mortgage pass-thru certificates 4% 11/1/2049  | 57671 | 54567 |
| Fannie Mae Mortgage pass-thru certificates 4% 12/1/2049  | 17293 | 16356 |
| Fannie Mae Mortgage pass-thru certificates 4% 5/1/2052  | 743013 | 697445 |
| Fannie Mae Mortgage pass-thru certificates 4% 8/1/2052  | 790597 | 740875 |
| Fannie Mae Mortgage pass-thru certificates 4% 9/1/2052  | 735830 | 689323 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 1/1/2050  | 32883 | 32039 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 10/1/2048  | 377603 | 370153 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 10/1/2048  | 5888 | 5755 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2048  | 54079 | 52809 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2052  | 1047133 | 1011745 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 3/1/2046  | 270404 | 269100 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 5/1/2041  | 110931 | 110766 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 7/1/2049  | 3619 | 3531 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2048  | 35506 | 34705 |
| Fannie Mae Mortgage pass-thru certificates 5% 10/1/2033  | 139530 | 141315 |
| Fannie Mae Mortgage pass-thru certificates 5% 10/1/2053  | 1837961 | 1822248 |
| Fannie Mae Mortgage pass-thru certificates 5% 2/1/2036  | 8825 | 8955 |
| Fannie Mae Mortgage pass-thru certificates 5% 3/1/2050  | 989201 | 996817 |
| Fannie Mae Mortgage pass-thru certificates 5% 4/1/2038  | 4093 | 4154 |
| Fannie Mae Mortgage pass-thru certificates 5% 6/1/2035  | 112289 | 113887 |
| Fannie Mae Mortgage pass-thru certificates 5% 6/1/2035  | 16996 | 17228 |
| Fannie Mae Mortgage pass-thru certificates 5% 6/1/2035  | 6356 | 6443 |
| Fannie Mae Mortgage pass-thru certificates 5% 6/1/2039  | 64962 | 65839 |
| Fannie Mae Mortgage pass-thru certificates 5% 6/1/2040  | 58906 | 59820 |
| Fannie Mae Mortgage pass-thru certificates 5% 7/1/2035  | 48260 | 48923 |
| Fannie Mae Mortgage pass-thru certificates 5% 7/1/2045  | 34488 | 35022 |
| Fannie Mae Mortgage pass-thru certificates 5% 9/1/2053  | 4090113 | 4066646 |
| Fannie Mae Mortgage pass-thru certificates 5% 9/1/2053  | 731548 | 728494 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 1/1/2035  | 164674 | 170191 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 1/1/2037  | 1075 | 1115 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 1/1/2038  | 1692 | 1757 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 10/1/2035  | 15517 | 16075 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 10/1/2053  | 1610352 | 1635295 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 12/1/2039  | 14438 | 15000 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 2/1/2054  | 1368292 | 1389058 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 3/1/2036  | 3833 | 3973 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 3/1/2054  | 785098 | 797258 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 4/1/2036  | 6878 | 7129 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 5/1/2036  | 4766 | 4940 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 5/1/2039  | 13562 | 14084 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 5/1/2040  | 332081 | 345138 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 5/1/2054  | 155024 | 157377 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 6/1/2039  | 13442 | 13965 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 7/1/2034  | 27674 | 28577 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 8/1/2037  | 36539 | 37818 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 8/1/2037  | 32179 | 33304 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 8/1/2037  | 25316 | 26221 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 8/1/2037  | 10978 | 11359 |
| Fannie Mae Mortgage pass-thru certificates 6 month FTSE USD IBOR Consumer Fallbacks + 1.372%, 6.001% 10/1/2033 (c)(d) | 11993 | 12126 |
| Fannie Mae Mortgage pass-thru certificates 6% 1/1/2037  | 1031 | 1090 |
| Fannie Mae Mortgage pass-thru certificates 6% 1/1/2041  | 11069 | 11708 |
| Fannie Mae Mortgage pass-thru certificates 6% 11/1/2034  | 5157 | 5400 |
| Fannie Mae Mortgage pass-thru certificates 6% 12/1/2034  | 1255 | 1315 |
| Fannie Mae Mortgage pass-thru certificates 6% 2/1/2037  | 3763 | 3960 |
| Fannie Mae Mortgage pass-thru certificates 6% 2/1/2049  | 499368 | 526179 |
| Fannie Mae Mortgage pass-thru certificates 6% 3/1/2034  | 48043 | 50103 |
| Fannie Mae Mortgage pass-thru certificates 6% 3/1/2037  | 3583 | 3770 |
| Fannie Mae Mortgage pass-thru certificates 6% 4/1/2035  | 8316 | 8710 |
| Fannie Mae Mortgage pass-thru certificates 6% 4/1/2040  | 35571 | 37634 |
| Fannie Mae Mortgage pass-thru certificates 6% 5/1/2037  | 3998 | 4211 |
| Fannie Mae Mortgage pass-thru certificates 6% 5/1/2038  | 2392 | 2528 |
| Fannie Mae Mortgage pass-thru certificates 6% 6/1/2036  | 1288 | 1355 |
| Fannie Mae Mortgage pass-thru certificates 6% 6/1/2054  | 448658 | 461487 |
| Fannie Mae Mortgage pass-thru certificates 6% 7/1/2054  | 62926 | 64725 |
| Fannie Mae Mortgage pass-thru certificates 6% 8/1/2054  | 360517 | 371135 |
| Fannie Mae Mortgage pass-thru certificates 6% 9/1/2039  | 54861 | 58023 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 1/1/2055  | 94239 | 97746 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 12/1/2032  | 13101 | 13659 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 2/1/2054  | 8055240 | 8356257 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 2/1/2055  | 219282 | 228641 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 7/1/2032  | 14496 | 15136 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 9/1/2054  | 81909 | 84957 |
| Freddie Mac Gold Pool 2.5% 1/1/2052  | 778510 | 656973 |
| Freddie Mac Gold Pool 2.5% 4/1/2052  | 423054 | 357009 |
| Freddie Mac Gold Pool 3% 11/1/2034  | 140272 | 135641 |
| Freddie Mac Gold Pool 3.5% 12/1/2047  | 498507 | 459469 |
| Freddie Mac Gold Pool 3.5% 2/1/2052  | 918926 | 835823 |
| Freddie Mac Gold Pool 4% 12/1/2049  | 108075 | 102528 |
| Freddie Mac Gold Pool 4.5% 2/1/2053  | 462930 | 447141 |
| Freddie Mac Gold Pool 4.5% 5/1/2050  | 97946 | 95432 |
| Freddie Mac Gold Pool 4.5% 9/1/2052  | 3366385 | 3252620 |
| Freddie Mac Gold Pool 5% 12/1/2041  | 189178 | 192118 |
| Freddie Mac Gold Pool 5.5% 10/1/2038  | 1308 | 1360 |
| Freddie Mac Gold Pool 5.5% 4/1/2055  | 1428886 | 1441842 |
| Freddie Mac Gold Pool 5.5% 7/1/2055  | 744086 | 750205 |
| Freddie Mac Gold Pool 6% 10/1/2054  | 721454 | 739828 |
| Freddie Mac Gold Pool 6% 10/1/2054  | 222346 | 228895 |
| Freddie Mac Gold Pool 6% 12/1/2054  | 999967 | 1025294 |
| Freddie Mac Gold Pool 6% 2/1/2035  | 30545 | 32019 |
| Freddie Mac Gold Pool 6% 3/1/2055  | 291596 | 298435 |
| Freddie Mac Gold Pool 6% 5/1/2055  | 194069 | 199254 |
| Freddie Mac Gold Pool 6% 6/1/2055  | 778619 | 798017 |
| Freddie Mac Gold Pool 6% 9/1/2034  | 1632 | 1702 |
| Freddie Mac Gold Pool 6% 9/1/2035  | 10487 | 10995 |
| Freddie Mac Gold Pool 6.5% 12/1/2054  | 100577 | 104320 |
| Freddie Mac Gold Pool 6.5% 9/1/2054  | 490093 | 510437 |
| Freddie Mac Gold Pool 6.5% 9/1/2054  | 137556 | 142675 |
| Freddie Mac Gold Pool 7% 3/1/2039  | 51651 | 54774 |
| Freddie Mac Gold Pool 7.5% 6/1/2038  | 45552 | 48344 |
| Freddie Mac Non Gold Pool 1 year FTSE USD IBOR Consumer Fallbacks + 1.625%, 6.477% 6/1/2038 (c)(d) | 6540 | 6736 |
| Freddie Mac Non Gold Pool 1 year FTSE USD IBOR Consumer Fallbacks + 1.726%, 6.355% 7/1/2035 (c)(d) | 2162 | 2220 |
| Freddie Mac Non Gold Pool 1 year FTSE USD IBOR Consumer Fallbacks + 1.733%, 6.358% 10/1/2036 (c)(d) | 4037 | 4154 |
| Freddie Mac Non Gold Pool 1 year FTSE USD IBOR Consumer Fallbacks + 1.733%, 6.733% 2/1/2037 (c)(d) | 1476 | 1522 |
| Freddie Mac Non Gold Pool 1 year FTSE USD IBOR Consumer Fallbacks + 1.769%, 6.632% 5/1/2038 (c)(d) | 4145 | 4282 |
| Freddie Mac Non Gold Pool 1 year FTSE USD IBOR Consumer Fallbacks + 1.775%, 6.688% 5/1/2037 (c)(d) | 1220 | 1260 |
| Freddie Mac Non Gold Pool 1 year FTSE USD IBOR Consumer Fallbacks + 1.911%, 6.538% 12/1/2036 (c)(d) | 2203 | 2284 |
| Freddie Mac Non Gold Pool 1 year FTSE USD IBOR Consumer Fallbacks + 1.934%, 6.933% 2/1/2037 (c)(d) | 774 | 800 |
| Freddie Mac Non Gold Pool 1 year FTSE USD IBOR Consumer Fallbacks + 2.032%, 6.796% 11/1/2036 (c)(d) | 2248 | 2336 |
| Freddie Mac Non Gold Pool 1 year FTSE USD IBOR Consumer Fallbacks + 2.069%, 6.988% 2/1/2037 (c)(d) | 1049 | 1088 |
| Freddie Mac Non Gold Pool 1 year FTSE USD IBOR Consumer Fallbacks + 2.083%, 6.957% 2/1/2038 (c)(d) | 9206 | 9578 |
| Freddie Mac Non Gold Pool 1 year U.S. Treasury Index + 2.347%, 6.681% 11/1/2034 (c)(d) | 3791 | 3875 |
| Freddie Mac Non Gold Pool 6% 5/1/2055  | 631250 | 646932 |
| Freddie Mac Non Gold Pool 6.5% 1/1/2055  | 148511 | 154015 |
| Freddie Mac Non Gold Pool 6.5% 1/1/2055  | 50140 | 52001 |
| Freddie Mac Non Gold Pool 6.5% 6/1/2055  | 1237401 | 1282984 |
| Ginnie Mae I Pool 3.5% 7/20/2052  | 685187 | 625363 |
| Ginnie Mae I Pool 3.5% 8/20/2044  | 137931 | 128055 |
| Ginnie Mae I Pool 4% 10/20/2052  | 812488 | 764374 |
| Ginnie Mae I Pool 4% 3/20/2048  | 59327 | 56013 |
| Ginnie Mae I Pool 4% 4/20/2050  | 41882 | 39346 |
| Ginnie Mae I Pool 4% 4/20/2050  | 31687 | 29759 |
| Ginnie Mae I Pool 4% 4/20/2050  | 20926 | 19659 |
| Ginnie Mae I Pool 4% 4/20/2050  | 17585 | 16515 |
| Ginnie Mae I Pool 5.5% 4/20/2053  | 1260167 | 1275912 |
| Ginnie Mae I Pool 5.5% 9/15/2045  | 183827 | 188756 |
| Ginnie Mae I Pool 6% 7/15/2036  | 77695 | 80481 |
| Ginnie Mae II Pool 3% 9/20/2047  | 796311 | 714006 |
| Ginnie Mae II Pool 3.5% 1/20/2047  | 61635 | 57072 |
| Ginnie Mae II Pool 3.5% 10/20/2046  | 964 | 893 |
| Ginnie Mae II Pool 3.5% 11/20/2046  | 57753 | 53532 |
| Ginnie Mae II Pool 3.5% 11/20/2050  | 739710 | 681020 |
| Ginnie Mae II Pool 3.5% 2/20/2052  | 858021 | 783308 |
| Ginnie Mae II Pool 4% 4/20/2050  | 51079 | 47987 |
| Ginnie Mae II Pool 4% 4/20/2050  | 18517 | 17396 |
| Ginnie Mae II Pool 4% 4/20/2050  | 12713 | 11943 |
| Ginnie Mae II Pool 4% 4/20/2050  | 10389 | 9757 |
| Ginnie Mae II Pool 4% 4/20/2050  | 4425 | 4154 |
| Ginnie Mae II Pool 4% 8/20/2050  | 25290 | 23972 |
| Ginnie Mae II Pool 4.5% 7/20/2041  | 201530 | 200430 |
| Ginnie Mae II Pool 4.5% 9/20/2040  | 41701 | 41489 |
| Ginnie Mae II Pool 5% 1/20/2036  | 4236 | 4299 |
| Ginnie Mae II Pool 5% 1/20/2048  | 43209 | 43709 |
| Ginnie Mae II Pool 5% 11/20/2039  | 122540 | 124571 |
| Ginnie Mae II Pool 5% 12/20/2034  | 8131 | 8245 |
| Ginnie Mae II Pool 5% 12/20/2035  | 5452 | 5532 |
| Ginnie Mae II Pool 5% 2/20/2040  | 8512 | 8654 |
| Ginnie Mae II Pool 5% 2/20/2048  | 165383 | 167397 |
| Ginnie Mae II Pool 5% 3/20/2041  | 4727 | 4807 |
| Ginnie Mae II Pool 5% 5/20/2036  | 5409 | 5490 |
| Ginnie Mae II Pool 5% 5/20/2048  | 15186 | 15338 |
| Ginnie Mae II Pool 5.5% 2/20/2049  | 65713 | 67766 |
| Ginnie Mae II Pool 5.5% 3/20/2048  | 36039 | 37437 |
| Ginnie Mae II Pool 6.5% 9/1/2055 (h) | 3660000 | 3766080 |
| TOTAL UNITED STATES |  | 57616100 |
| <br> **TOTAL U.S. GOVERNMENT AGENCY - MORTGAGE SECURITIES**<br> (Cost $58,843,077) |  | <br> **57616100** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Short-Term Funds - 48.3%** | &nbsp;&nbsp;**Short-Term Funds - 48.3%** | &nbsp;&nbsp;**Short-Term Funds - 48.3%** |
|  | Shares | Value ($)<br>|
| Baird Ultra Short Bond Fund Institutional Class  | 29055468 | 294331889 |
| Fidelity SAI Short-Term Bond Fund (j) | 72317 | 707981 |
| iShares Short Treasury Bond ETF  | 12774 | 1411399 |
| iShares Ultra Short Duration Bd Actv ETF (i) | 1905651 | 96702260 |
| JPMorgan Ultra-Short Income ETF  | 8447758 | 428639241 |
| Morgan Stanley Institutional Fund Trust Ultra-Short Income Portfolio Class IR  | 24300052 | 242757517 |
| PIMCO Short-Term Fund Institutional Class  | 46183054 | 447051966 |
| SPDR Bloomberg 1-3 Month T-Bill ETF  | 15257 | 1400135 |
| T. Rowe Price Ultra Short-Term Bond Fund  | 42920383 | 218035546 |
| <br> **TOTAL SHORT-TERM FUNDS**<br> (Cost $1,720,563,593) |  | **1731037934** |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Commercial Paper - 0.2%** | &nbsp;&nbsp;**Commercial Paper - 0.2%** | &nbsp;&nbsp;**Commercial Paper - 0.2%** | &nbsp;&nbsp;**Commercial Paper - 0.2%** |
|  | Yield (%) (k) | Principal<br> Amount (a)<br>| Value ($)<br>|
| Brunswick Corp/DE 0% 9/4/2025  | 5.11 | 2040000 | 2038324 |
| FMC Corp 0% 9/18/2025  | 5.28 | 2050000 | 2044087 |
| Harley-Davidson Financial Services Inc 0% 10/17/2025  | 5.00 | 2050000 | 2036980 |
| HCA Inc 0% 6/17/2045  | 0.02 | 1225000 | 1223185 |
| <br> **TOTAL COMMERCIAL PAPER**<br> (Cost $7,340,600) |  |  | **7342576** |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**U.S. Treasury Obligations - 11.1%** | &nbsp;&nbsp;**U.S. Treasury Obligations - 11.1%** | &nbsp;&nbsp;**U.S. Treasury Obligations - 11.1%** | &nbsp;&nbsp;**U.S. Treasury Obligations - 11.1%** |
|  | Yield (%) (k) | Principal<br> Amount (a)<br>| Value ($)<br>|
| US Treasury Bills 0% 11/28/2025  | 4.29 | 21011400 | 20805852 |
| US Treasury Notes 3.5% 9/30/2026  | 3.96 to 4.24 | 10500000 | 10461035 |
| US Treasury Notes 3.625% 8/31/2027  | 3.62 to 3.63 | 66180000 | 66187756 |
| US Treasury Notes 3.75% 6/30/2027  | 3.72 to 3.91 | 47625000 | 47706855 |
| US Treasury Notes 3.875% 5/31/2027 (o) | 3.93 to 3.96 | 33125000 | 33236279 |
| US Treasury Notes 3.875% 7/15/2028  | 3.87 to 3.89 | 2980000 | 3003048 |
| US Treasury Notes 4.125% 1/31/2027  | 4.02 to 4.36 | 101000000 | 101501056 |
| US Treasury Notes 4.5% 11/15/2025  | 4.24 to 5.10 | 94725800 | 94767983 |
| US Treasury Notes 5% 10/31/2025  | 5.06 to 5.13 | 22000000 | 22023060 |
| <br> **TOTAL U.S. TREASURY OBLIGATIONS**<br> (Cost $398,791,704) |  |  | **399692924** |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Money Market Funds - 2.0%** | &nbsp;&nbsp;**Money Market Funds - 2.0%** | &nbsp;&nbsp;**Money Market Funds - 2.0%** | &nbsp;&nbsp;**Money Market Funds - 2.0%** |
|  | Yield (%) | Shares | Value ($)<br>|
| Fidelity Cash Central Fund (l) | 4.36 | 17489574 | 17493072 |
| Fidelity Investments Money Market Government Portfolio - Institutional Class (j)(m) | 4.25 | 34258806 | 34258806 |
| Fidelity Securities Lending Cash Central Fund (l)(n) | 4.36 | 4100029 | 4100439 |
| State Street Institutional U.S. Government Money Market Fund Premier Class (m) | 4.23 | 17649119 | 17649119 |
| <br> **TOTAL MONEY MARKET FUNDS**<br> (Cost $73,501,436) |  |  | **73501436** |

---

---

| | |
|:---|:---|
| <br> **TOTAL INVESTMENT IN SECURITIES - 100.5%**<br> (Cost $3,594,658,057)<br>| <br>**3611662865** |
| **NET OTHER ASSETS (LIABILITIES) - (0.5)%**  | **(17311911)** |
| **NET ASSETS - 100.0%** | **3594350954** |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| &nbsp;&nbsp;**Futures Contracts**  | &nbsp;&nbsp;**Futures Contracts**  | &nbsp;&nbsp;**Futures Contracts**  | &nbsp;&nbsp;**Futures Contracts**  | &nbsp;&nbsp;**Futures Contracts**  | &nbsp;&nbsp;**Futures Contracts**  |
|  | Number <br> of contracts | Expiration <br> Date | Notional <br> Amount ($)<br>| Value ($)<br>| Unrealized<br> Appreciation/<br> (Depreciation) ($)<br>|
| Purchased |  |  |  |  |  |
| Interest Rate Contracts |  |  |  |  |  |
| CBOT 2Y US Treasury Notes Contracts (United States) | 854 | 12/31/2025 | 178132391 | 228053 | 228053 |
| Sold |  |  |  |  |  |
| Interest Rate Contracts |  |  |  |  |  |
| CBOT 10Y US Treasury Notes Contracts (United States) | 248 | 12/19/2025 | 27903875 | (130165) | (130165) |
| CBOT 10Y US Treasury Ultra Notes Contracts (United States) | 51 | 12/19/2025 | 5835516 | (23580) | (23580) |
| CBOT 5Y US Treasury Notes Contracts (United States) | 56 | 12/31/2025 | 6132000 | (17109) | (17109) |
| CBOT US Treasury Ultra Bond Contracts (United States) | 47 | 12/19/2025 | 5472563 | 31144 | 31144 |
| TOTAL SOLD |  |  |  |  | (139710) |
| **TOTAL FUTURES CONTRACTS** |  |  |  |  | **88343** |
| The notional amount of futures purchased as a percentage of Net Assets is 5.0% | The notional amount of futures purchased as a percentage of Net Assets is 5.0% | The notional amount of futures purchased as a percentage of Net Assets is 5.0% | The notional amount of futures purchased as a percentage of Net Assets is 5.0% | The notional amount of futures purchased as a percentage of Net Assets is 5.0% | The notional amount of futures purchased as a percentage of Net Assets is 5.0% |
| The notional amount of futures sold as a percentage of Net Assets is 1.4% | The notional amount of futures sold as a percentage of Net Assets is 1.4% | The notional amount of futures sold as a percentage of Net Assets is 1.4% | The notional amount of futures sold as a percentage of Net Assets is 1.4% | The notional amount of futures sold as a percentage of Net Assets is 1.4% | The notional amount of futures sold as a percentage of Net Assets is 1.4% |

---

**Security Type Abbreviations**

ETF - EXCHANGE-TRADED FUND

**Legend**

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

(b) Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration, normally to qualified institutional buyers. At the end of the period, the value of these securities amounted to $535,717,886 or 14.9% of net assets.

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

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

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

(f) Level 3 security

(g) Security exempt from registration under Regulation S of the Securities Act of 1933 and may be resold to qualified foreign investors outside of the United States. At the end of the period, the value of securities amounted to $10,375,881 or 0.3% of net assets.

(h) Security or a portion of the security purchased on a delayed delivery or when-issued basis.

(i) Security or a portion of the security is on loan at period end.

(j) Affiliated Fund

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

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

(m) The rate quoted is the annualized seven-day yield of the fund at period end.

(n) Investment made with cash collateral received from securities on loan.

(o) Security or a portion of the security was pledged to cover margin requirements for futures contracts. At period end, the value of securities pledged amounted to $1,028,519.

**Affiliated Central Funds**

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

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Affiliate  | Value,<br> beginning<br> of period ($) | Purchases ($) | Sales<br> Proceeds ($) | Dividend<br> Income ($) | Realized<br> Gain (loss) ($) | Change in<br> Unrealized<br> appreciation<br> (depreciation) ($) | Value,<br> end<br> of period ($) | <br>Shares,<br> end<br> of period  | % ownership,<br> end<br> of period |
| Fidelity Cash Central Fund | 18426071 | 86833147 | 87766146 | 143300 | - | - | 17493072 | 17489574 | 0.0% |
| Fidelity Securities Lending Cash Central Fund | 55644889 | 326977166 | 378521616 | 6134 | - | - | 4100439 | 4100029 | 0.0% |
| Total | 74070960 | 413810313 | 466287762 | 149434 | - | - | 21593511 |  |  |

---

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

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

**Affiliated Underlying Funds**

Fiscal year to date information regarding the Fund's investments in affiliated underlying funds is presented below. Exchanges between classes of the same affiliated underlying funds may occur. If an underlying fund changes its name, the name presented below is the name in effect at period end.

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Affiliate  | Value,<br> beginning<br> of period ($) | Purchases ($) | Sales<br> Proceeds ($) | Dividend<br> Income ($) | Realized<br> Gain (loss) ($) | Change in<br> Unrealized<br> appreciation<br> (depreciation) ($) | Value,<br> end<br> of period ($) | <br>Shares,<br> end<br> of period |
| Fidelity Investments Money Market Government Portfolio - Institutional Class | 67807370 | 83611702 | 117160266 | 633098 | - | - | 34258806 | 34258806 |
| Fidelity SAI Short-Term Bond Fund | 5082980 | 20065 | 4407673 | 20065 | 79290 | (66681) | 707981 | 72317 |
|  | 72890350 | 83631767 | 121567939 | 653163 | 79290 | (66681) | 34966787 |  |

---

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

**Investment Valuation**

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

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

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

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

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

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

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

Exchange-Traded Funds (ETFs) and Exchange-Traded Notes (ETNs) are valued at their last sale price or official closing price as reported by a third party pricing service on the primary market or exchange on which they are traded and are categorized as Level 1 in the hierarchy. In the event there were no sales during the day but the exchange reports a closing bid level, ETFs and ETNs are valued at the closing bid and would be categorized as Level 1 in the hierarchy. In the event there was no closing bid, ETFs and ETNs may be valued by another method that the Board believes reflects fair value in accordance with the Board's fair value pricing policies and may be categorized as Level 2 in the hierarchy.

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

Investments in any open-end mutual funds are valued at their closing net asset value (NAV) each business day and are categorized as Level 1 in the hierarchy. If an unaffiliated open-end mutual fund's NAV is unavailable, shares of that fund may be valued by another method that the Board believes reflects fair value in accordance with the Board's fair value pricing policies and is categorized as Level 2 in the hierarchy.

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

**Derivative Instruments**

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

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

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

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

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

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

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

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

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

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Fidelity 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:** 2025-08-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $3613690925.25

**Total Liabilities:** $30000639.70

**Net Assets:** $3583690285.55

**Delayed Delivery Securities:** $3758648.44

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 29592.23034476 | **1-Year:** 123308.85221398 | **5-Year:** 71409.61221886 | **10-Year:** 13294.55402840 | **30-Year:** 4050.29206200

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

- **3-Month:** 93.70795443 | **1-Year:** 88.44984037 | **5-Year:** 46.58675150 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000108059 | 0.47%                | 0.27%                | 0.67%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $593575.88               | $5314337.53                                |
| Month 2  | $114066.63               | $-2886803.68                               |
| Month 3  | $239947.07               | $7408989.10                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ALLY BK MIDVALE UTAH                                                                | ALLY BK MIDVALE UTAH 5.827% 05/17/2032 144A                                                      | CUSIP: 02007GZ55<br>LEI: 549300C04BJ0G297NC13 | Long             | ABS-CBDO         | CORP              | US        |    141250 | PA      | $143395.27    | 0.00%             | 2032-05-17      | Fixed         | 0.06%                 | 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        |     51079 | PA      | $47986.58     | 0.00%             | 2050-04-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FMC CORP                                                                            | FMC CORP CP 0% 09/18/2025                                                                        | CUSIP: 34410WWJ7<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |   2050000 | PA      | $2044087.60   | 0.06%             | 2025-09-18      | Fixed         | 0.00%                 | 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        |    122540 | PA      | $124570.76    | 0.00%             | 2039-11-20      | Fixed         | 0.05%                 | 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        |   1330000 | PA      | $1333441.64   | 0.04%             | 2027-12-20      | Fixed         | 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      | $872856.88    | 0.02%             | 2031-02-24      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                        | ENBRIDGE INC 6% 11/15/2028                                                                       | CUSIP: 29250NBX2<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    325000 | PA      | $342469.81    | 0.01%             | 2028-11-15      | Fixed         | 0.06%                 | 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        |      4093 | PA      | $4154.40      | 0.00%             | 2038-04-01      | 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        |    985795 | PA      | $987335.59    | 0.03%             | 2039-02-15      | 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      | $815551.22    | 0.02%             | 2029-08-15      | Fixed         | 0.05%                 | 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      | $966507.81    | 0.03%             | 2037-05-15      | Variable      | 0.06%                 | 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        |      1632 | PA      | $1703.33      | 0.00%             | 2034-09-01      | Fixed         | 0.06%                 | 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      | $555594.81    | 0.02%             | 2025-12-02      | Fixed         | 0.02%                 | 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        |   3375000 | PA      | $3284867.49   | 0.09%             | 2027-08-10      | Variable      | 0.01%                 | 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        |    577332 | PA      | $577957.98    | 0.02%             | 2028-05-22      | Fixed         | 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      | $712277.28    | 0.02%             | 2033-01-17      | Variable      | 0.06%                 | 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        |   1049030 | PA      | $1030660.66   | 0.03%             | 2060-02-25      | Variable      | 0.05%                 | 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        |   2223335 | PA      | $2227379.73   | 0.06%             | 2028-06-15      | Fixed         | 0.05%                 | 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      | $1827827.74   | 0.05%             | 2027-03-15      | 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        |   2614629 | PA      | $2600279.83   | 0.07%             | 2028-12-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| THE CAMPBELL'S COMPANY                                                              | THE CAMPBELL'S COMPANY 5.3% 03/20/2026                                                           | CUSIP: 134429BL2<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |    579000 | PA      | $581530.83    | 0.02%             | 2026-03-20      | 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        |   1236535 | PA      | $1237136.31   | 0.03%             | 2028-01-24      | Fixed         | 0.04%                 | 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        |    632547 | PA      | $633579.51    | 0.02%             | 2026-11-18      | Fixed         | 0.05%                 | 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        |      6878 | PA      | $7129.27      | 0.00%             | 2036-04-01      | 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      | $1874077.48   | 0.05%             | 2029-02-15      | Fixed         | 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      | $3523176.86   | 0.10%             | 2027-07-23      | 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      | $811479.47    | 0.02%             | 2028-07-22      | Variable      | 0.05%                 | 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        |    858021 | PA      | $783307.90    | 0.02%             | 2052-02-20      | Fixed         | 0.04%                 | 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        |   1047133 | PA      | $1011745.40   | 0.03%             | 2052-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS and ELECTRIC CO                                                         | PACIFIC GAS and ELECTRIC CO FRN SOFRINDX+95 09/04/2025                                           | CUSIP: 694308KS5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   4100000 | PA      | $4100127.26   | 0.11%             | 2025-09-04      | Variable      | 0.05%                 | 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        |     10487 | PA      | $10994.50     | 0.00%             | 2035-09-01      | Fixed         | 0.06%                 | 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      | $519944.59    | 0.01%             | 2032-07-20      | Fixed         | 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      | $593570.70    | 0.02%             | 2028-09-15      | Fixed         | 0.03%                 | 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        |    364874 | PA      | $364937.00    | 0.01%             | 2028-05-22      | 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        |    629540 | PA      | $630324.93    | 0.02%             | 2030-04-15      | Fixed         | 0.05%                 | 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      | $1092145.97   | 0.03%             | 2027-03-15      | Fixed         | 0.03%                 | 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      | $406836.92    | 0.01%             | 2028-03-27      | Fixed         | 0.05%                 | 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      | $3145095.65   | 0.09%             | 2027-04-22      | Variable      | 0.02%                 | 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      | $344368.40    | 0.01%             | 2027-08-01      | Fixed         | 0.05%                 | 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      | $2145357.52   | 0.06%             | 2026-07-15      | Fixed         | 0.01%                 | 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        |      2106 | PA      | $2183.75      | 0.00%             | 2038-05-01      | Variable      | 0.07%                 | 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        |     11993 | PA      | $12126.16     | 0.00%             | 2033-10-01      | Variable      | 0.06%                 | 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        |   1220000 | PA      | $1259825.68   | 0.04%             | 2031-01-15      | Fixed         | 0.06%                 | 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      | $1990649.58   | 0.06%             | 2028-04-23      | Variable      | 0.05%                 | 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        |    139530 | PA      | $141315.17    | 0.00%             | 2033-10-01      | 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      | $742346.61    | 0.02%             | 2028-03-01      | Variable      | 0.05%                 | 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      | $3172280.29   | 0.09%             | 2027-06-17      | Variable      | 0.03%                 | 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        |    631250 | PA      | $646931.95    | 0.02%             | 2055-05-01      | Fixed         | 0.06%                 | 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        |    274912 | PA      | $263986.68    | 0.01%             | 2065-04-25      | Variable      | 0.03%                 | 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      | $1758856.33   | 0.05%             | 2026-10-07      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                        | BARCLAYS PLC 7.325%/VAR 11/02/2026                                                               | CUSIP: 06738ECC7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   4145000 | PA      | $4162874.77   | 0.12%             | 2026-11-02      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| ARES LII CLO LTD                                                                    | ARES LII CLO LTD A1RR TSFR3M+88 04/22/2031 144A                                                  | CUSIP: 04009AAW0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1197374 | PA      | $1195876.79   | 0.03%             | 2031-04-22      | Variable      | 0.05%                 | 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        |     64962 | PA      | $65838.54     | 0.00%             | 2039-06-01      | Fixed         | 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        |    204922 | PA      | $205106.61    | 0.01%             | 2034-07-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA GAS CO                                                          | SOUTHERN CALIFORNIA GAS CO 2.95% 04/15/2027                                                      | CUSIP: 842434CW0<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    815000 | PA      | $800444.19    | 0.02%             | 2027-04-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FLATIRON CLO 28 LTD / FLATIRON CLO 28 LLC                                           | FLATIRON CLO 28 LTD / FLATIRON CLO 28 LLC A1 TSFR3M+132 07/15/2036 144A                          | CUSIP: 33884EAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2797000 | PA      | $2797000.00   | 0.08%             | 2036-07-15      | Variable      | 0.06%                 | 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        |   1000000 | PA      | $1002600.50   | 0.03%             | 2027-10-20      | Fixed         | 0.05%                 | 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      | $2349780.66   | 0.07%             | 2026-02-15      | Fixed         | 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      | $2049016.39   | 0.06%             | 2037-01-20      | Variable      | 0.05%                 | 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        |      1031 | PA      | $1090.12      | 0.00%             | 2037-01-01      | Fixed         | 0.06%                 | 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        |   1575715 | PA      | $1575222.19   | 0.04%             | 2038-11-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GENERAL MTRS FINL CO INC                                                            | GENERAL MTRS FINL CO INC 5.4% 05/08/2027                                                         | CUSIP: 37045XEQ5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    711000 | PA      | $722897.25    | 0.02%             | 2027-05-08      | Fixed         | 0.05%                 | 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        |       611 | PA      | $629.99       | 0.00%             | 2037-08-01      | Variable      | 0.06%                 | 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        |   1897672 | PA      | $1899478.81   | 0.05%             | 2032-10-15      | 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        |      3998 | PA      | $4211.19      | 0.00%             | 2037-05-01      | Fixed         | 0.06%                 | 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        |    141849 | PA      | $135144.27    | 0.00%             | 2047-01-01      | Fixed         | 0.04%                 | 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        |     57304 | PA      | $57467.04     | 0.00%             | 2033-06-15      | Fixed         | 0.06%                 | 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        |     34488 | PA      | $35022.41     | 0.00%             | 2045-07-01      | 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      | $950552.05    | 0.03%             | 2028-12-01      | Fixed         | 0.06%                 | 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        |   1837961 | PA      | $1822246.55   | 0.05%             | 2053-10-01      | Fixed         | 0.05%                 | 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        |    147598 | PA      | $131519.61    | 0.00%             | 2066-04-25      | Fixed         | 0.01%                 | 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        |    389974 | PA      | $390917.21    | 0.01%             | 2027-09-27      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FORD CR AUTO OWNER TR 2020-REV2                                                     | FORD CR AUTO OWNER TR 2020-REV2 1.74% 04/15/2033 144A                                            | CUSIP: 34532JAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    570000 | PA      | $567620.25    | 0.02%             | 2033-04-15      | Fixed         | 0.02%                 | 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        |      3833 | PA      | $3973.36      | 0.00%             | 2036-03-01      | Fixed         | 0.06%                 | 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        |    270720 | PA      | $251184.38    | 0.01%             | 2051-06-20      | Fixed         | 0.03%                 | 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      | $2899615.29   | 0.08%             | 2026-08-27      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL     | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 6.15% 11/10/2026 | CUSIP: 161175CM4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    435000 | PA      | $441521.77    | 0.01%             | 2026-11-10      | Fixed         | 0.06%                 | 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      | $703548.63    | 0.02%             | 2030-03-25      | Fixed         | 0.05%                 | 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        |    113237 | PA      | $114898.52    | 0.00%             | 2068-10-25      | Fixed         | 0.07%                 | 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      | $1601028.26   | 0.04%             | 2028-04-04      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL AUTOMOBILE LEASING TRUST 2024-2                                        | GM FINANCIAL AUTOMOBILE LEASING TRUST 2024-2 5.43% 09/21/2026                                    | CUSIP: 36269WAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    583023 | PA      | $584048.70    | 0.02%             | 2026-09-21      | Fixed         | 0.05%                 | 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      | $1036512.20   | 0.03%             | 2042-01-15      | Variable      | 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      | $2186087.84   | 0.06%             | 2026-05-24      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BX TRUST                                                                            | BX TRUST 0.8% 06/15/2023 144A                                                                    | CUSIP: 05608WAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1557963 | PA      | $1557476.22   | 0.04%             | 2038-06-15      | Variable      | 0.05%                 | No            |                  3 | 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      | $1084346.76   | 0.03%             | 2030-08-15      | Fixed         | 0.04%                 | 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        |    190250 | PA      | $190442.58    | 0.01%             | 2035-07-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| IBM CORPORATION                                                                     | IBM CORPORATION 4.65% 02/10/2028                                                                 | CUSIP: 459200LF6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   2538000 | PA      | $2575025.61   | 0.07%             | 2028-02-10      | Fixed         | 0.05%                 | 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        |     75981 | PA      | $65606.22     | 0.00%             | 2060-05-25      | Fixed         | 0.03%                 | 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        |    148511 | PA      | $154014.51    | 0.00%             | 2055-01-01      | Fixed         | 0.07%                 | 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      | $435572.67    | 0.01%             | 2029-06-08      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                                                   | GENERAL MOTORS CO 5.35% 04/15/2028                                                               | CUSIP: 37045VBC3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    535000 | PA      | $547040.77    | 0.02%             | 2028-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                                                      | STARBUCKS CORP 4% 11/15/2028                                                                     | CUSIP: 855244AR0<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    755000 | PA      | $754639.43    | 0.02%             | 2028-11-15      | Fixed         | 0.04%                 | 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      | $998229.76    | 0.03%             | 2028-01-07      | 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        |    108075 | PA      | $102527.69    | 0.00%             | 2049-12-01      | 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        |   1153510 | PA      | $1173457.49   | 0.03%             | 2067-06-25      | Fixed         | 0.05%                 | 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        |     34752 | PA      | $33559.90     | 0.00%             | 2063-10-25      | Fixed         | 0.01%                 | 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        |    270256 | PA      | $273981.86    | 0.01%             | 2032-05-20      | Fixed         | 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      | $637061.81    | 0.02%             | 2028-12-18      | Fixed         | 0.06%                 | 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        |    209158 | PA      | $209980.53    | 0.01%             | 2032-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VOYA CLO 2019-2 LLC                                                                 | VOYA CLO 2019-2 LLC AR TSFR3M+120 07/20/2032 144A                                                | CUSIP: 92917RAL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3396124 | PA      | $3399262.09   | 0.09%             | 2032-07-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FIRSTKEY HOMES 2020-SFR2                                                            | FIRSTKEY HOMES 2020-SFR2 1.968% 10/19/2037 144A                                                  | CUSIP: 33767JAG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1100000 | PA      | $1091558.16   | 0.03%             | 2037-10-19      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CSMC 2017-CHOP A                                                                    | CSMC 2017-CHOP A PRIME+-230.6 07/15/2032                                                         | CUSIP: 12651QAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    390308 | PA      | $387365.92    | 0.01%             | 2032-07-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                         | BANK OF AMERICA CORPORATION 4.623%/VAR 05/09/2029                                                | CUSIP: 06051GMT3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1435000 | PA      | $1451186.76   | 0.04%             | 2029-05-09      | Variable      | 0.05%                 | 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        |     50140 | PA      | $52001.09     | 0.00%             | 2055-01-01      | Fixed         | 0.07%                 | 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        |    490093 | PA      | $510436.60    | 0.01%             | 2054-09-01      | Fixed         | 0.07%                 | 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      | $1744184.02   | 0.05%             | 2027-05-01      | Fixed         | 0.06%                 | 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      | $191694.70    | 0.01%             | 2027-05-01      | Fixed         | 0.03%                 | 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        |    201530 | PA      | $200429.60    | 0.01%             | 2041-07-20      | 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        |    511311 | PA      | $509962.07    | 0.01%             | 2069-10-25      | Fixed         | 0.05%                 | 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        |   1106012 | PA      | $1106677.82   | 0.03%             | 2032-08-08      | 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      | $558195.64    | 0.02%             | 2028-03-20      | Fixed         | 0.06%                 | 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        |   2539117 | PA      | $2438583.99   | 0.07%             | 2050-12-20      | Fixed         | 0.04%                 | 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      | $2221561.28   | 0.06%             | 2027-06-23      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO RECEIVABLES TRUST 2023-C                                               | HYUNDAI AUTO RECEIVABLES TRUST 2023-C 5.8% 01/15/2027                                            | CUSIP: 44918CAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     42439 | PA      | $42463.38     | 0.00%             | 2027-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UST BILLS                                                                           | UST BILLS 0% 11/28/2025                                                                          | CUSIP: 912797NL7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  21011400 | PA      | $20805852.41  | 0.58%             | 2025-11-28      | Fixed         | 0.00%                 | 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      | $368732.83    | 0.01%             | 2027-05-11      | Fixed         | 0.03%                 | 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        |   8447758 | NS      | $428639240.92 | 11.96%            |  |  |  | No            |                  1 | 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      | $2617164.24   | 0.07%             | 2028-07-06      | Variable      | 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      | $1696742.58   | 0.05%             | 2027-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TESLA ELEC VEH TR 2023-1                                                            | TESLA ELEC VEH TR 2023-1 5.54% 12/21/2026 144A                                                   | CUSIP: 881943AB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    475809 | PA      | $476349.60    | 0.01%             | 2026-12-21      | Fixed         | 0.06%                 | 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        |    323436 | PA      | $287199.62    | 0.01%             | 2066-06-25      | Fixed         | 0.01%                 | 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      | $1939870.44   | 0.05%             | 2028-07-21      | Variable      | 0.05%                 | 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      | $3071820.01   | 0.09%             | 2026-12-09      | Variable      | 0.01%                 | 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      | $2444700.38   | 0.07%             | 2026-09-12      | Fixed         | 0.06%                 | 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      | $97366.65     | 0.00%             | 2032-01-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                                           | KROGER CO 2.65% 10/15/2026                                                                       | CUSIP: 501044DE8<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    812000 | PA      | $798521.34    | 0.02%             | 2026-10-15      | 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        |    270404 | PA      | $269100.43    | 0.01%             | 2046-03-01      | Fixed         | 0.04%                 | 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        |    518701 | PA      | $527575.01    | 0.01%             | 2031-01-13      | Fixed         | 0.06%                 | 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        |    499368 | PA      | $526178.56    | 0.01%             | 2049-02-01      | Fixed         | 0.06%                 | 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        |    721454 | PA      | $739827.57    | 0.02%             | 2054-10-01      | Fixed         | 0.06%                 | 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        |      8512 | PA      | $8654.19      | 0.00%             | 2040-02-20      | Fixed         | 0.05%                 | 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        |    558917 | PA      | $562125.33    | 0.02%             | 2040-06-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LYB INTERNATIONAL FINANCE III LLC                                                   | LYB INTERNATIONAL FINANCE III LLC 1.25% 10/01/2025                                               | CUSIP: 50249AAF0<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |    942000 | PA      | $939320.74    | 0.03%             | 2025-10-01      | Fixed         | 0.01%                 | 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        |     15517 | PA      | $16075.22     | 0.00%             | 2035-10-01      | Fixed         | 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      | $1068736.65   | 0.03%             | 2039-06-15      | Variable      | 0.06%                 | 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      | $2325593.52   | 0.06%             | 2028-08-15      | Fixed         | 0.04%                 | 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        |     14438 | PA      | $15000.33     | 0.00%             | 2039-12-01      | 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      | $1298660.61   | 0.04%             | 2028-11-15      | Fixed         | 0.06%                 | 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      | $2174471.88   | 0.06%             | 2040-06-15      | Variable      | 0.06%                 | 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      | $608155.49    | 0.02%             | 2028-01-11      | Fixed         | 0.05%                 | 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      | $811427.51    | 0.02%             | 2028-01-05      | Variable      | 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      | $2512406.03   | 0.07%             | 2040-01-18      | Variable      | 0.05%                 | 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      | $310481.80    | 0.01%             | 2028-03-01      | Fixed         | 0.06%                 | 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      | $1870690.92   | 0.05%             | 2028-09-01      | Fixed         | 0.04%                 | 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      | $788585.18    | 0.02%             | 2026-04-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TRINITAS CLO VI LTD / TRINITAS CLO VI LLC                                           | TRINITAS CLO VI LTD / TRINITAS CLO VI LLC ARRR TSFR3M+133 01/25/2034 144A                        | CUSIP: 89640YBN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2310000 | PA      | $2311975.05   | 0.06%             | 2034-01-25      | Variable      | 0.06%                 | 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      | $1378883.73   | 0.04%             | 2026-03-28      | Fixed         | 0.05%                 | 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      | $992178.78    | 0.03%             | 2026-04-22      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BAIRD FDS INC                                                                       | Baird Short-Term Bond Inst                                                                       | CUSIP: 057071409<br>LEI: 5493001CJOVRFMYFIJ62 | Long             | EC               | RF                | US        |   8857642 | NS      | $84679055.89  | 2.36%             |  |  |  | No            |                  1 | 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        |    723931 | PA      | $729040.57    | 0.02%             | 2065-11-25      | 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      | $475892.00    | 0.01%             | 2027-05-14      | 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      | $1359550.94   | 0.04%             | 2028-05-17      | Fixed         | 0.04%                 | 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        |    100126 | PA      | $98864.35     | 0.00%             | 2060-02-25      | Variable      | 0.05%                 | 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      | $723367.86    | 0.02%             | 2029-09-15      | Variable      | 0.06%                 | 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      | $775319.88    | 0.02%             | 2030-10-02      | Variable      | 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      | $3358985.15   | 0.09%             | 2027-01-13      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NASSAU 2019-II LTD                                                                  | NASSAU 2019-II LTD AN TSFR3M+171.161 10/15/2032 144A                                             | CUSIP: 63172WAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    359269 | PA      | $359269.19    | 0.01%             | 2032-10-15      | Variable      | 0.06%                 | 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      | $1761942.21   | 0.05%             | 2026-04-06      | Fixed         | 0.05%                 | 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        |      2162 | PA      | $2219.87      | 0.00%             | 2035-07-01      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                                                                    | FIRSTENERGY CORP STEP 07/15/2027                                                                 | CUSIP: 337932AH0<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |   1257000 | PA      | $1247823.54   | 0.03%             | 2027-07-15      | Variable      | 0.04%                 | 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        |   2600000 | PA      | $2605098.08   | 0.07%             | 2027-12-15      | Fixed         | 0.04%                 | 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      | $2608765.68   | 0.07%             | 2027-03-09      | Variable      | 0.01%                 | 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      | $3107080.96   | 0.09%             | 2027-10-18      | Variable      | 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      | $1623113.36   | 0.05%             | 2028-02-24      | 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        |    685529 | PA      | $686048.21    | 0.02%             | 2027-01-20      | Fixed         | 0.05%                 | 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      | $517616.70    | 0.01%             | 2028-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                            | RTX CORP 7% 11/01/2028                                                                           | CUSIP: 75513EBZ3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    565000 | PA      | $607780.22    | 0.02%             | 2028-11-01      | Fixed         | 0.07%                 | 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      | $350685.01    | 0.01%             | 2027-07-01      | 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        |    778619 | PA      | $798016.56    | 0.02%             | 2055-06-01      | Fixed         | 0.06%                 | 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        |     32179 | PA      | $33304.14     | 0.00%             | 2037-08-01      | Fixed         | 0.06%                 | 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        |    377603 | PA      | $370152.54    | 0.01%             | 2048-10-01      | Fixed         | 0.04%                 | 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      | $2982502.68   | 0.08%             | 2027-02-04      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COMPANY                                                                    | SOUTHERN COMPANY STEP 08/01/2027                                                                 | CUSIP: 842587DD6<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    705000 | PA      | $718534.41    | 0.02%             | 2027-08-01      | Variable      | 0.05%                 | 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      | $2593338.23   | 0.07%             | 2026-04-15      | Fixed         | 0.04%                 | 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      | $1081882.27   | 0.03%             | 2028-04-15      | Fixed         | 0.06%                 | 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        |     65879 | PA      | $64989.16     | 0.00%             | 2028-12-11      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DRIVEN BRANDS FUNDING LLC                                                           | DRIVEN BRANDS FUNDING LLC 4.641% 04/20/2049 144A                                                 | CUSIP: 26208LAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    702436 | PA      | $700825.94    | 0.02%             | 2049-04-20      | 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        |   1426126 | PA      | $1437045.10   | 0.04%             | 2065-07-25      | Fixed         | 0.06%                 | 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        |     48130 | PA      | $46025.86     | 0.00%             | 2065-05-25      | Fixed         | 0.01%                 | 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      | $365770.29    | 0.01%             | 2028-08-19      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                         | PROLOGIS LP 3.875% 09/15/2028                                                                    | CUSIP: 74340XBH3<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    350000 | PA      | $348010.04    | 0.01%             | 2028-09-15      | Fixed         | 0.04%                 | 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      | $1680986.35   | 0.05%             | 2028-04-20      | Fixed         | 0.05%                 | 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      | $638059.58    | 0.02%             | 2027-07-15      | Fixed         | 0.04%                 | 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        |     40584 | PA      | $39104.68     | 0.00%             | 2059-11-25      | Fixed         | 0.03%                 | 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      | $4691788.10   | 0.13%             | 2026-07-12      | Variable      | 0.02%                 | 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      | $3163610.88   | 0.09%             | 2026-04-15      | Fixed         | 0.03%                 | 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      | $588267.44    | 0.02%             | 2028-03-27      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CHASE AUTO OWNER TRUST 2024-1                                                       | CHASE AUTO OWNER TRUST 2024-1 5.48% 04/26/2027 144A                                              | CUSIP: 16144BAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    105990 | PA      | $106056.50    | 0.00%             | 2027-04-26      | 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      | $312825.65    | 0.01%             | 2030-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| REINSURANCE GROUP OF AMERICA INC                                                    | REINSURANCE GRP OF AMERICA INC 3.95% 09/15/2026                                                  | CUSIP: 759351AM1<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |    865000 | PA      | $862208.46    | 0.02%             | 2026-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BAIRD FDS INC                                                                       | Baird Ultra Short Bond Institutional                                                             | CUSIP: 057071722<br>LEI: 5493001CJOVRFMYFIJ62 | Long             | EC               | RF                | US        |  29055468 | NS      | $294331888.53 | 8.21%             |  |  |  | No            |                  1 | 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      | $831881.71    | 0.02%             | 2026-12-23      | Fixed         | 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      | $628844.69    | 0.02%             | 2028-10-20      | Fixed         | 0.05%                 | 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        |    231827 | PA      | $213785.57    | 0.01%             | 2064-02-25      | Fixed         | 0.01%                 | 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      | $3055978.64   | 0.09%             | 2027-03-11      | Variable      | 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        |    211530 | PA      | $176577.81    | 0.00%             | 2066-09-25      | Fixed         | 0.02%                 | 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      | $738242.80    | 0.02%             | 2028-08-23      | Variable      | 0.04%                 | 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        |      1288 | PA      | $1355.33      | 0.00%             | 2036-06-01      | Fixed         | 0.06%                 | 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      | $313769.34    | 0.01%             | 2028-05-04      | Fixed         | 0.06%                 | 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      | $1201435.20   | 0.03%             | 2030-04-15      | 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        |    385000 | PA      | $385985.72    | 0.01%             | 2028-04-10      | Fixed         | 0.05%                 | 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      | $3104500.98   | 0.09%             | 2026-04-10      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| EFMT 2025-INV2                                                                      | EFMT 2025-INV2 5.387% 05/26/2070 144A                                                            | CUSIP: 281914AA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    366317 | PA      | $368289.72    | 0.01%             | 2070-05-26      | Fixed         | 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        |   1625000 | PA      | $1688438.68   | 0.05%             | 2030-04-01      | Fixed         | 0.06%                 | 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      | $619954.74    | 0.02%             | 2033-07-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                         | PEPSICO INC 4.1% 01/15/2029                                                                      | CUSIP: 713448GL6<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |   1575000 | PA      | $1578685.67   | 0.04%             | 2029-01-15      | Fixed         | 0.04%                 | 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      | $894404.77    | 0.02%             | 2026-08-05      | Fixed         | 0.01%                 | 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        |      1308 | PA      | $1361.41      | 0.00%             | 2038-10-01      | 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      | $1228628.54   | 0.03%             | 2026-04-10      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCKS RETAIL TRUST 2024-1                                                  | DAIMLER TRUCKS RETAIL TRUST 2024-1 5.6% 04/15/2026                                               | CUSIP: 233874AB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     91982 | PA      | $92023.27     | 0.00%             | 2026-04-15      | 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      | $332640.22    | 0.01%             | 2026-08-01      | Fixed         | 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        |    239276 | PA      | $239945.77    | 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        |    522080 | PA      | $522270.58    | 0.01%             | 2030-10-25      | Variable      | 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        |      1255 | PA      | $1314.90      | 0.00%             | 2034-12-01      | Fixed         | 0.06%                 | 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      | $365816.93    | 0.01%             | 2026-03-30      | Fixed         | 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      | $2605938.35   | 0.07%             | 2027-10-18      | Variable      | 0.05%                 | 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      | $519978.43    | 0.01%             | 2027-04-01      | Fixed         | 0.04%                 | 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        |   1371915 | PA      | $1373164.50   | 0.04%             | 2027-10-18      | Fixed         | 0.05%                 | 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: 254900LLE80TW1LUF777 | Long             | EC               | RF                | US        |  24209600 | NS      | $241853904.84 | 6.75%             |  |  |  | No            |                  1 | 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        |    266807 | PA      | $268131.53    | 0.01%             | 2026-12-20      | 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        |    106771 | PA      | $110203.95    | 0.00%             | 2038-01-25      | Fixed         | 0.07%                 | 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      | $356330.68    | 0.01%             | 2026-06-15      | Fixed         | 0.02%                 | 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        |     83870 | PA      | $85221.75     | 0.00%             | 2053-09-01      | Fixed         | 0.06%                 | 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      | $101272.37    | 0.00%             | 2029-10-22      | Fixed         | 0.07%                 | 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        |   1543122 | PA      | $1545331.26   | 0.04%             | 2028-05-22      | Fixed         | 0.05%                 | 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        |     58906 | PA      | $59820.43     | 0.00%             | 2040-06-01      | Fixed         | 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      | $670643.87    | 0.02%             | 2031-10-21      | Variable      | 0.07%                 | 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        |      4703 | PA      | $4674.75      | 0.00%             | 2047-05-25      | Variable      | 0.04%                 | 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      | $869000.00    | 0.02%             | 2039-12-15      | Variable      | 0.06%                 | 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      | $65670.35     | 0.00%             | 2030-04-22      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VMWARE INC                                                                          | VMWARE INC 1.4% 08/15/2026                                                                       | CUSIP: 928563AJ4<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |   3100000 | PA      | $3014126.25   | 0.08%             | 2026-08-15      | Fixed         | 0.01%                 | 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        |    100577 | PA      | $104319.93    | 0.00%             | 2054-12-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SPDR NYSE TECHNOLOGY ETF                                                            | SPDR Blmbg 1-3 Mth T-Bill ETF                                                                    | CUSIP: 78468R663<br>LEI: 549300PS44ZVKSLTMI64 | Long             | EC               | RF                | US        |     15257 | NS      | $1400134.89   | 0.04%             |  |  |  | No            |                  1 | 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        |    575726 | PA      | $590226.45    | 0.02%             | 2038-01-25      | 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      | $218292.75    | 0.01%             | 2031-07-21      | Fixed         | 0.07%                 | 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: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1140000 | PA      | $1140562.02   | 0.03%             | 2036-07-20      | Floating      | 0.06%                 | No            |                  2 | On Loan: No      |
| OCWEN LN INVT TR 2023-HB1                                                           | OCWEN LN INVT TR 2023-HB1 A 3% 06/25/2036 144A                                                   | CUSIP: 67578KAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     32303 | PA      | $32044.22     | 0.00%             | 2036-06-25      | Fixed         | 0.03%                 | 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      | $1507235.56   | 0.04%             | 2028-03-22      | Fixed         | 0.02%                 | No            |                  2 | 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        |      8131 | PA      | $8245.38      | 0.00%             | 2034-12-20      | Fixed         | 0.05%                 | 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        |    144865 | PA      | $142627.95    | 0.00%             | 2028-09-01      | Fixed         | 0.03%                 | 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      | $781287.79    | 0.02%             | 2026-11-05      | 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        |      4236 | PA      | $4298.78      | 0.00%             | 2036-01-20      | Fixed         | 0.05%                 | 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        |    367029 | PA      | $324233.36    | 0.01%             | 2066-01-25      | Fixed         | 0.01%                 | 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        |    164838 | PA      | $169187.67    | 0.00%             | 2057-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| THL CREDIT WIND RIVER 2015-1 CLO LTD                                                | THL CREDIT WIND RIVER 2015-1 CLO LTD A1R3 TSFR3M+120 10/20/2030 144A                             | CUSIP: 97316XAA0<br>LEI: 549300H4V7OE3OL7II20 | Long             | ABS-CBDO         | CORP              | KY        |    177079 | PA      | $177201.96    | 0.00%             | 2030-10-20      | Variable      | 0.06%                 | 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        |   1550000 | PA      | $1563469.67   | 0.04%             | 2028-01-24      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FORTINET INC                                                                        | FORTINET INC 1% 03/15/2026                                                                       | CUSIP: 34959EAA7<br>LEI: 549300O0QJWDBAS0QX03 | Long             | DBT              | CORP              | US        |   1485000 | PA      | $1457250.34   | 0.04%             | 2026-03-15      | Fixed         | 0.01%                 | 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        |    870000 | PA      | $869986.52    | 0.02%             | 2070-08-25      | Fixed         | 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      | $5034804.70   | 0.14%             | 2026-04-30      | Fixed         | 0.05%                 | 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      | $485770.42    | 0.01%             | 2031-08-15      | 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      | $2696046.12   | 0.08%             | 2028-08-21      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MADISON PARK FUNDING XXIII LTD                                                      | MADISON PARK FUNDING XXIII LTD AR TSFR3M+123.161 07/27/2031 144A                                 | CUSIP: 55820TAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    672664 | PA      | $673665.09    | 0.02%             | 2031-07-27      | Variable      | 0.06%                 | 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        |    269500 | PA      | $269678.97    | 0.01%             | 2045-01-25      | Variable      | 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      | $750805.93    | 0.02%             | 2026-12-01      | Fixed         | 0.07%                 | 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      | $648104.99    | 0.02%             | 2027-08-05      | 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        |    333826 | PA      | $325265.95    | 0.01%             | 2058-03-25      | Variable      | 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      | $1805676.15   | 0.05%             | 2028-03-15      | Fixed         | 0.05%                 | 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        |     20926 | PA      | $19658.62     | 0.00%             | 2050-04-20      | 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      | $587818.47    | 0.02%             | 2028-11-06      | 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      | $2624938.34   | 0.07%             | 2027-07-28      | Variable      | 0.05%                 | 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      | $529344.63    | 0.01%             | 2060-01-25      | Fixed         | 0.03%                 | 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      | $72778.85     | 0.00%             | 2030-10-15      | Fixed         | 0.06%                 | 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        |    219282 | PA      | $228641.18    | 0.01%             | 2055-02-01      | Fixed         | 0.07%                 | 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        |   3366385 | PA      | $3252619.62   | 0.09%             | 2052-09-01      | Fixed         | 0.04%                 | 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        |    187933 | PA      | $189241.58    | 0.01%             | 2057-03-15      | Fixed         | 0.06%                 | 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      | $3102689.93   | 0.09%             | 2027-01-26      | Variable      | 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      | $3520306.13   | 0.10%             | 2028-05-15      | Variable      | 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      | $814205.66    | 0.02%             | 2028-03-14      | Variable      | 0.06%                 | 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      | $2653980.68   | 0.07%             | 2027-09-13      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMER FIN LLC                                                       | VOLKSWAGEN GROUP AMER FIN LLC 5.8% 09/12/2025 144A                                               | CUSIP: 928668BU5<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   5660000 | PA      | $5661763.15   | 0.16%             | 2025-09-12      | Fixed         | 0.06%                 | 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        |    191631 | PA      | $173341.98    | 0.00%             | 2066-02-25      | Fixed         | 0.01%                 | 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      | $2720341.15   | 0.08%             | 2027-09-10      | Variable      | 0.02%                 | 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        |    435263 | PA      | $422988.25    | 0.01%             | 2038-06-25      | Variable      | 0.03%                 | 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        |    332081 | PA      | $345138.09    | 0.01%             | 2040-05-01      | 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      | $2238791.20   | 0.06%             | 2028-01-18      | Fixed         | 0.04%                 | 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        |   1260000 | PA      | $1262785.99   | 0.04%             | 2028-08-15      | Fixed         | 0.05%                 | 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      | $230019.98    | 0.01%             | 2026-01-13      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DELL INTERNATIONAL LLC / EMC CORP                                                   | DELL INTL/EMC CORP 4.9% 10/01/2026                                                               | CUSIP: 24703TAE6<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1757256.69   | 0.05%             | 2026-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SBNA AUTO LEASE TRUST 2024-B                                                        | SBNA AUTO LEASE TRUST 2024-B 5.67% 11/20/2026 144A                                               | CUSIP: 78437VAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    199306 | PA      | $199461.24    | 0.01%             | 2026-11-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| THE TORONTO DOMINION BANK                                                           | TORONTO DOMINION BANK FRN SOFR+48 10/10/2025                                                     | CUSIP: 89115A2Z4<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   4000000 | PA      | $4001291.84   | 0.11%             | 2025-10-10      | Variable      | 0.05%                 | 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      | $211341.65    | 0.01%             | 2043-11-13      | Fixed         | 0.01%                 | 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        |     35506 | PA      | $34705.40     | 0.00%             | 2048-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EXTENDED STAY AMER TR 2021-ESH                                                      | EXTENDED STAY AMER TR 2021-ESH C TSFR1M+181.448 07/15/2038 144A                                  | CUSIP: 30227FAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    693480 | PA      | $693263.45    | 0.02%             | 2038-07-15      | Variable      | 0.06%                 | 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      | $1540738.52   | 0.04%             | 2028-06-22      | 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        |    580492 | PA      | $583214.58    | 0.02%             | 2027-04-15      | 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        |    961954 | PA      | $966920.49    | 0.03%             | 2033-03-21      | Fixed         | 0.05%                 | 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        |    407870 | PA      | $413507.56    | 0.01%             | 2042-05-27      | Fixed         | 0.05%                 | 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      | $282720.06    | 0.01%             | 2028-08-15      | Fixed         | 0.06%                 | 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        |    503095 | PA      | $503242.35    | 0.01%             | 2031-02-14      | Variable      | 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      | $1859165.24   | 0.05%             | 2038-07-20      | Variable      | 0.06%                 | 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        |    152068 | PA      | $128352.76    | 0.00%             | 2050-08-25      | Fixed         | 0.03%                 | 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        |    236917 | PA      | $216140.29    | 0.01%             | 2056-06-25      | Fixed         | 0.03%                 | 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        |     43209 | PA      | $43708.61     | 0.00%             | 2048-01-20      | 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 4.3% 06/18/2029                                                  | CUSIP: 62954HAV0<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    873000 | PA      | $872379.70    | 0.02%             | 2029-06-18      | Fixed         | 0.04%                 | 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        |    354452 | PA      | $356928.58    | 0.01%             | 2045-03-25      | Variable      | 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      | $789012.90    | 0.02%             | 2039-05-15      | Variable      | 0.06%                 | 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        |     69698 | PA      | $64772.82     | 0.00%             | 2048-06-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SCHWAB CHARLES CORP                                                                 | SCHWAB CHARLES CORP 2.45% 03/03/2027                                                             | CUSIP: 808513BY0<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   1489000 | PA      | $1455361.27   | 0.04%             | 2027-03-03      | Fixed         | 0.02%                 | 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      | $816466.19    | 0.02%             | 2032-01-20      | Variable      | 0.06%                 | 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        |    184995 | PA      | $181907.36    | 0.01%             | 2038-09-20      | Fixed         | 0.02%                 | 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      | $1776493.70   | 0.05%             | 2029-05-09      | Variable      | 0.05%                 | 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      | $2654645.29   | 0.07%             | 2026-11-12      | Fixed         | 0.03%                 | 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      | $101605.33    | 0.00%             | 2031-02-24      | Fixed         | 0.05%                 | 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        |     15186 | PA      | $15337.58     | 0.00%             | 2048-05-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                   | HSBC HOLDINGS PLC 7.336%/VAR 11/03/2026                                                          | CUSIP: 404280DQ9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   2000000 | PA      | $2009068.24   | 0.06%             | 2026-11-03      | Variable      | 0.07%                 | 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        |    755173 | PA      | $687294.56    | 0.02%             | 2056-06-25      | Fixed         | 0.02%                 | 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      | $2443020.55   | 0.07%             | 2027-04-28      | Variable      | 0.05%                 | 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      | $1404158.42   | 0.04%             | 2028-11-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TRANS-ALLEGHENY INTST LINE CO                                                       | TRANS-ALLEGHENY INTST LINE CO 5.2% 01/15/2031 144A                                               | CUSIP: 893045AF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    190000 | PA      | $194647.61    | 0.01%             | 2031-01-15      | 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      | $198707.83    | 0.01%             | 2030-09-23      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ARES XXXIV CLO LTD                                                                  | ARES XXXIV CLO LTD AR3 TSFR3M+132 04/17/2033 144A                                                | CUSIP: 04015GAX7<br>LEI: 549300VDFIIXSFET0S73 | Long             | ABS-CBDO         | CORP              | KY        |   4216710 | PA      | $4216709.72   | 0.12%             | 2033-04-17      | Variable      | 0.06%                 | No            |                  2 | 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      | $724333.82    | 0.02%             | 2026-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                      | MORGAN STANLEY 6.138%/VAR 10/16/2026                                                             | CUSIP: 61747YEX9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3005446.17   | 0.08%             | 2026-10-16      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE INC                                                       | INTERCONTINENTAL EXCHANGE INC 3.625% 09/01/2028                                                  | CUSIP: 45866FBB9<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    754000 | PA      | $743847.62    | 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      | $2262806.44   | 0.06%             | 2029-10-15      | Fixed         | 0.05%                 | 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        |    222346 | PA      | $228894.58    | 0.01%             | 2054-10-01      | Fixed         | 0.06%                 | 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      | $81534.75     | 0.00%             | 2029-06-15      | Fixed         | 0.07%                 | 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        |   2200543 | PA      | $2206485.58   | 0.06%             | 2026-12-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL INC/MD                                                       | MARRIOTT INTERNATIONAL INC/MD 5.45% 09/15/2026                                                   | CUSIP: 571903BM4<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    325000 | PA      | $328860.16    | 0.01%             | 2026-09-15      | Fixed         | 0.05%                 | 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        |     36539 | PA      | $37817.70     | 0.00%             | 2037-08-01      | Fixed         | 0.06%                 | 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        |    785098 | PA      | $797257.95    | 0.02%             | 2054-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES 2017-2B CLASS B PASS THROUGH TRUST                                | AMERICAN AIRLINES 2017-2B CLASS B PASS THROUGH TRUST 3.7% 04/15/2027                             | CUSIP: 02377DAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    227960 | PA      | $227340.63    | 0.01%             | 2027-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MADISON PK FDG XLII LTD                                                             | MADISON PK FDG XLII LTD AR TSFR3M+115 11/21/2030 144A                                            | CUSIP: 55822RAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    958770 | PA      | $959363.75    | 0.03%             | 2030-11-21      | 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        |    332603 | PA      | $336710.77    | 0.01%             | 2036-05-15      | Fixed         | 0.06%                 | 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      | $3929482.12   | 0.11%             | 2026-04-15      | Fixed         | 0.01%                 | 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      | $2985736.37   | 0.08%             | 2033-08-15      | Variable      | 0.05%                 | 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      | $1111304.99   | 0.03%             | 2051-05-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG NEW YORK BNCH                                                      | DEUTSCHE BANK AG NEW YORK BNCH 2.129%/VAR 11/24/2026                                             | CUSIP: 251526CE7<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | US        |   3200000 | PA      | $3181821.95   | 0.09%             | 2026-11-24      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC                                                                  | CONAGRA BRANDS INC 5% 08/01/2030                                                                 | CUSIP: 205887CK6<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    320000 | PA      | $322694.48    | 0.01%             | 2030-08-01      | 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      | $1221252.09   | 0.03%             | 2028-05-01      | Fixed         | 0.05%                 | 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        |    480000 | PA      | $480240.00    | 0.01%             | 2065-10-25      | 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      | $2621046.66   | 0.07%             | 2027-04-23      | Variable      | 0.06%                 | 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        |   1225000 | PA      | $1229605.02   | 0.03%             | 2028-07-17      | Fixed         | 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      | $1290514.71   | 0.04%             | 2030-10-15      | Variable      | 0.06%                 | 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      | $2332708.62   | 0.07%             | 2035-07-15      | 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      | $1584831.78   | 0.04%             | 2027-03-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC                                                                 | CARDINAL HEALTH INC 4.5% 09/15/2030                                                              | CUSIP: 14149YBU1<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    805000 | PA      | $806465.55    | 0.02%             | 2030-09-15      | Fixed         | 0.04%                 | 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      | $211596.61    | 0.01%             | 2027-10-20      | Fixed         | 0.06%                 | 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        |    753300 | PA      | $728548.07    | 0.02%             | 2052-02-26      | Fixed         | 0.03%                 | 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      | $701240.56    | 0.02%             | 2027-09-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                           | GNII II 6.5% 09/01/2055 #TBA                                                                     | CUSIP: 21H062693<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3660000 | PA      | $3766079.61   | 0.11%             | 2055-09-01      | Fixed         | 0.07%                 | 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        |    756613 | PA      | $758504.62    | 0.02%             | 2041-05-15      | 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      | $3002390.70   | 0.08%             | 2028-02-15      | Variable      | 0.05%                 | 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        |     97946 | PA      | $95432.22     | 0.00%             | 2050-05-01      | 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        |   1477505 | PA      | $1472713.04   | 0.04%             | 2069-09-25      | Fixed         | 0.05%                 | 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        |   1600000 | PA      | $1603878.56   | 0.04%             | 2028-11-20      | Fixed         | 0.05%                 | 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      | $1084782.46   | 0.03%             | 2029-04-12      | Variable      | 0.05%                 | 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        |    328519 | PA      | $283453.11    | 0.01%             | 2056-09-25      | Fixed         | 0.02%                 | 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      | $312482.81    | 0.01%             | 2030-01-15      | 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      | $855618.17    | 0.02%             | 2029-10-20      | Variable      | 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      | $2606099.13   | 0.07%             | 2026-10-01      | Variable      | 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        |    189178 | PA      | $192117.89    | 0.01%             | 2041-12-01      | Fixed         | 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      | $1057154.02   | 0.03%             | 2029-04-20      | Variable      | 0.05%                 | 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        |    154997 | PA      | $151088.33    | 0.00%             | 2037-10-20      | Fixed         | 0.02%                 | 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        |    100684 | PA      | $102862.35    | 0.00%             | 2040-11-20      | Fixed         | 0.06%                 | 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      | $1541065.46   | 0.04%             | 2030-02-13      | Fixed         | 0.05%                 | 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      | $2661850.73   | 0.07%             | 2026-03-15      | Fixed         | 0.02%                 | 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        |    701064 | PA      | $588112.09    | 0.02%             | 2052-01-01      | Fixed         | 0.03%                 | 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      | $267156.89    | 0.01%             | 2031-11-17      | 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        |     14496 | PA      | $15136.17     | 0.00%             | 2032-07-01      | Fixed         | 0.07%                 | 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        |      4787 | PA      | $4799.72      | 0.00%             | 2044-07-25      | 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        |      4721 | PA      | $4919.21      | 0.00%             | 2038-04-01      | Variable      | 0.07%                 | 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      | $1992138.32   | 0.06%             | 2028-03-16      | Fixed         | 0.04%                 | No            |                  2 | 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      | $2660601.16   | 0.07%             | 2033-07-15      | Variable      | 0.05%                 | 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      | $1810584.31   | 0.05%             | 2026-07-13      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| Fidelity Salem Street Trust                                                         | FIDELITY SAI SHORT-TERM BOND FUND                                                                | CUSIP: 31635T674<br>LEI: S4W85DGKOEJ24DPRB829 | Long             | EC               | RF                | US        |     72059 | NS      | $705458.98    | 0.02%             |  |  |  | No            |                  1 | 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        |   1724971 | PA      | $1738523.69   | 0.05%             | 2030-03-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                        | BARCLAYS PLC 5.086%/VAR 02/25/2029                                                               | CUSIP: 06738ECX1<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1085000 | PA      | $1102633.41   | 0.03%             | 2029-02-25      | Variable      | 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      | $883557.21    | 0.02%             | 2028-06-09      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ALEN 2021-ACEN MTG TR                                                               | ALEN 2021-ACEN MTG TR TSFR1M+126.448 04/15/2038 144A                                             | CUSIP: 01449NAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    880000 | PA      | $853600.00    | 0.02%             | 2034-04-15      | Variable      | 0.06%                 | 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        |   2180000 | PA      | $2156756.14   | 0.06%             | 2028-03-24      | Variable      | 0.04%                 | 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      | $995861.59    | 0.03%             | 2029-02-15      | Fixed         | 0.06%                 | 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      | $2576113.51   | 0.07%             | 2026-12-01      | Fixed         | 0.03%                 | 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      | $861682.46    | 0.02%             | 2028-07-06      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORP                                   | NATIONAL RURAL UTL COOP FIN 5.1% 05/06/2027                                                      | CUSIP: 63743HFR8<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    582000 | PA      | $591606.04    | 0.02%             | 2027-05-06      | 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      | $3017176.62   | 0.08%             | 2027-07-23      | Variable      | 0.05%                 | 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      | $1843062.50   | 0.05%             | 2026-11-03      | Fixed         | 0.04%                 | 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      | $1121556.23   | 0.03%             | 2027-03-15      | Fixed         | 0.03%                 | 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        |   1900000 | PA      | $1903010.74   | 0.05%             | 2028-01-18      | 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        |    740265 | PA      | $741218.60    | 0.02%             | 2026-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                               | JPMORGAN CHASE and CO 5.103%/VAR 04/22/2031                                                      | CUSIP: 46647PEY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    835000 | PA      | $861462.59    | 0.02%             | 2031-04-22      | Variable      | 0.05%                 | 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        |    194069 | PA      | $199253.61    | 0.01%             | 2055-05-01      | Fixed         | 0.06%                 | 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      | $307926.79    | 0.01%             | 2028-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                           | UST NOTES 3.875% 07/15/2028                                                                      | CUSIP: 91282CNM9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2980000 | PA      | $3003048.45   | 0.08%             | 2028-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BOFA AUTO TR 2024-1                                                                 | BOFA AUTO TR 2024-1 5.57% 12/15/2026 144A                                                        | CUSIP: 09709AAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    192906 | PA      | $193079.96    | 0.01%             | 2026-12-15      | Fixed         | 0.06%                 | 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        |    849616 | PA      | $851293.31    | 0.02%             | 2027-09-27      | Fixed         | 0.05%                 | 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      | $415556.48    | 0.01%             | 2027-12-10      | Fixed         | 0.05%                 | 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        |   2100000 | PA      | $2104415.46   | 0.06%             | 2028-02-22      | 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      | $3006039.63   | 0.08%             | 2026-11-27      | 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      | $340096.02    | 0.01%             | 2030-01-15      | Fixed         | 0.05%                 | 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        |      1220 | PA      | $1259.82      | 0.00%             | 2037-05-01      | Variable      | 0.07%                 | 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        |   1600937 | PA      | $1399451.45   | 0.04%             | 2051-11-01      | Fixed         | 0.03%                 | 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        |   1182145 | PA      | $1188364.65   | 0.03%             | 2027-04-20      | Fixed         | 0.05%                 | 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      | $1998000.44   | 0.06%             | 2026-07-01      | Fixed         | 0.05%                 | 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      | $397132.00    | 0.01%             | 2027-08-01      | Fixed         | 0.04%                 | 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        |   2132750 | PA      | $2052505.71   | 0.06%             | 2050-07-30      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                     | CVS HEALTH CORP 5% 02/20/2026                                                                    | CUSIP: 126650DS6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   2822000 | PA      | $2828585.59   | 0.08%             | 2026-02-20      | 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      | $2103053.98   | 0.06%             | 2028-04-01      | 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        |   2465000 | PA      | $2467747.74   | 0.07%             | 2028-02-16      | Fixed         | 0.04%                 | 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        |   1260167 | PA      | $1275911.94   | 0.04%             | 2053-04-20      | Fixed         | 0.06%                 | 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      | $976591.31    | 0.03%             | 2026-07-15      | Fixed         | 0.01%                 | 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        |   1376401 | PA      | $1321793.23   | 0.04%             | 2067-01-25      | Variable      | 0.03%                 | 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      | $1135679.78   | 0.03%             | 2031-04-23      | 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        |    284690 | PA      | $272242.32    | 0.01%             | 2050-02-25      | Fixed         | 0.02%                 | 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        |    376639 | PA      | $377090.81    | 0.01%             | 2033-01-15      | Variable      | 0.05%                 | 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      | $1778465.89   | 0.05%             | 2026-04-15      | Fixed         | 0.02%                 | 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        |    356637 | PA      | $361686.81    | 0.01%             | 2033-12-15      | Fixed         | 0.07%                 | 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        |     60384 | PA      | $60229.12     | 0.00%             | 2059-06-25      | Variable      | 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        |      6356 | PA      | $6442.61      | 0.00%             | 2035-06-01      | Fixed         | 0.05%                 | 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      | $406997.80    | 0.01%             | 2026-11-15      | 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        |    878252 | PA      | $829392.10    | 0.02%             | 2054-09-15      | Fixed         | 0.02%                 | 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      | $3489972.85   | 0.10%             | 2029-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                          | FNMA 30YR 6.5% 02/01/2054#MA5273                                                                 | CUSIP: 31418E2F6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8055240 | PA      | $8356255.91   | 0.23%             | 2054-02-01      | Fixed         | 0.07%                 | 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      | $762176.09    | 0.02%             | 2028-08-21      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                              | US ULTRA BOND CBT FUT DEC25 WNZ5                                                                 | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |       -47 | NC      | $31144.20     | 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      | $353738.57    | 0.01%             | 2028-06-20      | Fixed         | 0.05%                 | 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      | $1175900.53   | 0.03%             | 2030-01-15      | Fixed         | 0.06%                 | 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      | $1612501.75   | 0.04%             | 2026-06-15      | Fixed         | 0.03%                 | 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      | $889590.49    | 0.02%             | 2026-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SCHWAB CHARLES CORP                                                                 | SCHWAB CHARLES CORP 3.2% 03/02/2027                                                              | CUSIP: 808513AQ8<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    375000 | PA      | $370290.44    | 0.01%             | 2027-03-02      | Fixed         | 0.03%                 | 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      | $844921.79    | 0.02%             | 2028-09-01      | Fixed         | 0.05%                 | 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        |     30545 | PA      | $32018.72     | 0.00%             | 2035-02-01      | Fixed         | 0.06%                 | 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      | $835283.76    | 0.02%             | 2028-06-30      | Fixed         | 0.04%                 | 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      | $1937565.33   | 0.05%             | 2026-11-25      | Variable      | 0.05%                 | 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      | $1509813.51   | 0.04%             | 2029-01-15      | Fixed         | 0.05%                 | 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      | $596897.55    | 0.02%             | 2028-03-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FMC CORP                                                                            | FMC CORP 3.2% 10/01/2026                                                                         | CUSIP: 302491AT2<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |    535000 | PA      | $527838.98    | 0.01%             | 2026-10-01      | Fixed         | 0.03%                 | 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      | $3018776.85   | 0.08%             | 2026-02-01      | Fixed         | 0.08%                 | 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      | $325936.01    | 0.01%             | 2027-02-19      | Fixed         | 0.04%                 | 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        |    549369 | PA      | $550225.47    | 0.02%             | 2031-10-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HEINEKEN NV                                                                         | HEINEKEN NV 3.5% 01/29/2028 144A                                                                 | CUSIP: 423012AF0<br>LEI: 724500K5PTPSST86UQ23 | Long             | DBT              | CORP              | NL        |   4003000 | PA      | $3952387.03   | 0.11%             | 2028-01-29      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JUNIPER VALLEY PARK CLO LLC                                                         | JUNIPER VALLEY PARK CLO LLC AR TSFR3M+125 07/20/2036 144A                                        | CUSIP: 48206KAQ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   2500000 | PA      | $2502592.50   | 0.07%             | 2036-07-20      | 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      | $1564105.87   | 0.04%             | 2027-09-13      | Variable      | 0.07%                 | 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        |    156905 | PA      | $158990.26    | 0.00%             | 2035-10-15      | Fixed         | 0.06%                 | 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        |    234344 | PA      | $232947.30    | 0.01%             | 2039-02-25      | Fixed         | 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        |    848314 | PA      | $848997.09    | 0.02%             | 2029-12-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Old Name : iShares Ultra Short-Term Bond Active ETF                                 | iShares Ultra Short Duration Bd Actv ETF                                                         | CUSIP: 46434V878<br>LEI: 549300G3FWQPUM47D181 | Long             | EC               | RF                | US        |   1905651 | NS      | $96702260.00  | 2.70%             |  |  |  | No            |                  1 | On Loan: —       |
| 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        |     94239 | PA      | $97746.32     | 0.00%             | 2055-01-01      | Fixed         | 0.07%                 | 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        |   2140000 | PA      | $2146405.45   | 0.06%             | 2028-06-15      | Fixed         | 0.05%                 | 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        |    125978 | PA      | $111214.81    | 0.00%             | 2050-08-25      | Fixed         | 0.04%                 | 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      | $989602.13    | 0.03%             | 2041-05-15      | Variable      | 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        |    311062 | PA      | $312152.71    | 0.01%             | 2030-05-20      | 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      | $3512359.41   | 0.10%             | 2027-04-01      | Variable      | 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      | $1709873.46   | 0.05%             | 2037-07-30      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| MADISON PARK FUNDING XXIII LTD                                                      | MADISON PARK FUNDING XXIII LTD BR TSFR3M+181.161 07/27/2031 144A                                 | CUSIP: 55820TAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1110000 | PA      | $1112699.52   | 0.03%             | 2031-07-27      | Variable      | 0.06%                 | 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      | $1153022.55   | 0.03%             | 2042-07-15      | Variable      | 0.06%                 | 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        |      1692 | PA      | $1757.03      | 0.00%             | 2038-01-01      | Fixed         | 0.06%                 | 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      | $1045416.94   | 0.03%             | 2027-12-16      | Fixed         | 0.05%                 | 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        |   1610352 | PA      | $1635293.87   | 0.05%             | 2053-10-01      | Fixed         | 0.06%                 | 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      | $1953925.18   | 0.05%             | 2030-03-15      | Variable      | 0.06%                 | 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      | $3385961.27   | 0.09%             | 2027-07-22      | Variable      | 0.02%                 | 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      | $257409.90    | 0.01%             | 2027-09-01      | Fixed         | 0.05%                 | 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        |     34865 | PA      | $34123.62     | 0.00%             | 2059-02-25      | Fixed         | 0.04%                 | 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      | $412563.19    | 0.01%             | 2041-03-15      | Variable      | 0.06%                 | 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        |    300000 | PA      | $301193.70    | 0.01%             | 2027-04-20      | Fixed         | 0.06%                 | 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      | $3020114.34   | 0.08%             | 2026-08-06      | 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      | $2683368.19   | 0.07%             | 2026-06-18      | Fixed         | 0.04%                 | 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        |    778510 | PA      | $656973.45    | 0.02%             | 2052-01-01      | Fixed         | 0.03%                 | 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        |    541395 | PA      | $541387.66    | 0.02%             | 2030-10-20      | Variable      | 0.05%                 | 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      | $613701.04    | 0.02%             | 2057-11-15      | Fixed         | 0.06%                 | 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      | $1005584.80   | 0.03%             | 2028-06-15      | Variable      | 0.05%                 | 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      | $1222833.95   | 0.03%             | 2026-06-15      | Fixed         | 0.04%                 | 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      | $705255.05    | 0.02%             | 2027-06-15      | Fixed         | 0.06%                 | 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      | $1177351.48   | 0.03%             | 2030-01-13      | Fixed         | 0.05%                 | 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      | $1129278.65   | 0.03%             | 2026-04-15      | Fixed         | 0.03%                 | 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      | $1084183.03   | 0.03%             | 2027-07-27      | Fixed         | 0.06%                 | 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        |     74930 | PA      | $68460.89     | 0.00%             | 2066-01-25      | Fixed         | 0.01%                 | 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        |    800000 | PA      | $801145.44    | 0.02%             | 2027-11-22      | Fixed         | 0.05%                 | 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        |    258983 | PA      | $261810.43    | 0.01%             | 2043-11-25      | Variable      | 0.06%                 | 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      | $201268.54    | 0.01%             | 2027-07-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SANTANDER CONSUMER AUTO RECEIVABLES TRUST 2021-A                                    | SANTANDER CONSUMER AUTO RECEIVABLES TRUST 2021-A 1.57% 01/15/2027 144A                           | CUSIP: 80282YAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    496141 | PA      | $493899.00    | 0.01%             | 2027-01-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| EBAY INC                                                                            | EBAY INC 3.6% 06/05/2027                                                                         | CUSIP: 278642AU7<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |   1905000 | PA      | $1889599.12   | 0.05%             | 2027-06-05      | Fixed         | 0.04%                 | 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      | $580975.86    | 0.02%             | 2027-04-15      | Fixed         | 0.06%                 | 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        |    112289 | PA      | $113886.59    | 0.00%             | 2035-06-01      | 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      | $2251533.38   | 0.06%             | 2027-10-20      | Fixed         | 0.04%                 | 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        |      6540 | PA      | $6735.57      | 0.00%             | 2038-06-01      | Variable      | 0.06%                 | 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        |     49375 | PA      | $48088.75     | 0.00%             | 2052-02-15      | Fixed         | 0.03%                 | 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        |     59321 | PA      | $59510.99     | 0.00%             | 2027-09-15      | Fixed         | 0.06%                 | 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        |     59327 | PA      | $56012.74     | 0.00%             | 2048-03-20      | Fixed         | 0.04%                 | 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        |      1049 | PA      | $1088.06      | 0.00%             | 2037-02-01      | Variable      | 0.07%                 | 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        |    405058 | PA      | $409512.73    | 0.01%             | 2070-04-25      | Variable      | 0.06%                 | 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        |    201566 | PA      | $203072.14    | 0.01%             | 2030-05-20      | Fixed         | 0.06%                 | 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      | $728583.92    | 0.02%             | 2030-02-13      | Variable      | 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        |    918926 | PA      | $835823.42    | 0.02%             | 2052-02-01      | Fixed         | 0.04%                 | 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        |      8825 | PA      | $8954.81      | 0.00%             | 2036-02-01      | Fixed         | 0.05%                 | 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      | $1148418.11   | 0.03%             | 2057-12-15      | Fixed         | 0.06%                 | 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        |     53179 | PA      | $52562.81     | 0.00%             | 2037-11-20      | Fixed         | 0.01%                 | 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      | $1725105.05   | 0.05%             | 2027-05-08      | Fixed         | 0.06%                 | 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        |    446469 | PA      | $443645.51    | 0.01%             | 2039-04-17      | Fixed         | 0.04%                 | 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        |    175113 | PA      | $180801.43    | 0.01%             | 2038-02-25      | Fixed         | 0.06%                 | 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      | $779514.68    | 0.02%             | 2038-09-15      | Variable      | 0.06%                 | 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      | $2963271.17   | 0.08%             | 2026-08-14      | Variable      | 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      | $1493218.51   | 0.04%             | 2029-01-15      | Fixed         | 0.04%                 | 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      | $2310688.06   | 0.06%             | 2028-04-12      | 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        |  33125000 | PA      | $33236279.46  | 0.93%             | 2027-05-31      | Fixed         | 0.04%                 | 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        |     13101 | PA      | $13659.04     | 0.00%             | 2032-12-01      | Fixed         | 0.07%                 | 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      | $1483089.66   | 0.04%             | 2026-09-25      | Fixed         | 0.04%                 | 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      | $3000845.55   | 0.08%             | 2027-01-27      | Variable      | 0.05%                 | 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      | $313510.88    | 0.01%             | 2027-11-17      | Fixed         | 0.05%                 | 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        |     61635 | PA      | $57072.37     | 0.00%             | 2047-01-20      | Fixed         | 0.04%                 | 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        |    740938 | PA      | $742374.77    | 0.02%             | 2028-02-15      | Fixed         | 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      | $515581.47    | 0.01%             | 2029-08-15      | 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        |     54861 | PA      | $58023.43     | 0.00%             | 2039-09-01      | Fixed         | 0.06%                 | 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        |      5409 | PA      | $5489.73      | 0.00%             | 2036-05-20      | Fixed         | 0.05%                 | 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        |    152102 | PA      | $149197.41    | 0.00%             | 2039-02-25      | Fixed         | 0.03%                 | 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      | $2499982.50   | 0.07%             | 2034-07-18      | Variable      | 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      | $535049.63    | 0.01%             | 2029-06-01      | Fixed         | 0.06%                 | 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      | $250835.25    | 0.01%             | 2032-01-20      | Variable      | 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        |   1428886 | PA      | $1441841.74   | 0.04%             | 2055-04-01      | Fixed         | 0.06%                 | 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      | $506707.49    | 0.01%             | 2026-04-21      | Fixed         | 0.02%                 | 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      | $2669828.02   | 0.07%             | 2027-05-29      | Variable      | 0.05%                 | 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        |    177618 | PA      | $172960.41    | 0.00%             | 2059-12-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SFS AUTO RECEIVABLES SECURITIZATION TR 2024-2                                       | SFS AUTO RECEIVABLES SECURITIZATION TR 2024-2 5.71% 10/20/2027 144A                              | CUSIP: 78397XAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    409732 | PA      | $410344.57    | 0.01%             | 2027-10-20      | 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      | $422468.01    | 0.01%             | 2027-10-29      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                           | UST NOTES 3.75% 04/30/2027                                                                       | CUSIP: 91282CMY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  56985000 | PA      | $57045101.51  | 1.59%             | 2027-04-30      | 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        |   1529979 | PA      | $1531570.45   | 0.04%             | 2027-09-15      | Fixed         | 0.05%                 | 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      | $441403.23    | 0.01%             | 2028-10-15      | Fixed         | 0.04%                 | 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      | $602021.29    | 0.02%             | 2029-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DLLAA 2023-1A                                                                       | DLLAA 2023-1A 5.93% 07/20/2026 144A                                                              | CUSIP: 23292HAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |        53 | PA      | $53.16        | 0.00%             | 2026-07-20      | 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      | $557981.49    | 0.02%             | 2029-04-15      | 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      | $689440.79    | 0.02%             | 2033-07-15      | Fixed         | 0.05%                 | 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      | $2322171.52   | 0.06%             | 2034-07-15      | Variable      | 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      | $2168787.04   | 0.06%             | 2030-03-20      | 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        |    195000 | PA      | $195538.80    | 0.01%             | 2060-06-25      | 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        |    250000 | PA      | $250740.60    | 0.01%             | 2033-01-18      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC                                                             | BAYER US FIN II LLC 4.25% 12/15/2025 144A                                                        | CUSIP: 07274NAJ2<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1996857.22   | 0.06%             | 2025-12-15      | Fixed         | 0.04%                 | 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      | $437749.43    | 0.01%             | 2029-05-15      | 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        |    268174 | PA      | $270784.44    | 0.01%             | 2032-06-15      | Fixed         | 0.06%                 | 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      | $2214757.20   | 0.06%             | 2028-05-07      | Variable      | 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      | $2602575.53   | 0.07%             | 2027-09-02      | Variable      | 0.05%                 | 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        |    300000 | PA      | $298933.53    | 0.01%             | 2028-04-20      | Fixed         | 0.02%                 | 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        |    713063 | PA      | $718544.31    | 0.02%             | 2065-07-25      | Fixed         | 0.05%                 | 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        |      5198 | PA      | $5406.41      | 0.00%             | 2038-05-01      | Variable      | 0.07%                 | 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      | $3008393.61   | 0.08%             | 2027-10-15      | Variable      | 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        |    579939 | PA      | $580847.65    | 0.02%             | 2027-04-15      | Fixed         | 0.05%                 | 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        |    484856 | PA      | $479143.26    | 0.01%             | 2033-09-26      | Fixed         | 0.03%                 | 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      | $255767.24    | 0.01%             | 2030-05-15      | Fixed         | 0.04%                 | 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        |    423054 | PA      | $357009.47    | 0.01%             | 2052-04-01      | Fixed         | 0.03%                 | 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        |    639804 | PA      | $640965.40    | 0.02%             | 2027-05-17      | 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        |   1236000 | PA      | $1258680.86   | 0.04%             | 2027-07-15      | Fixed         | 0.05%                 | 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      | $2623568.87   | 0.07%             | 2027-05-09      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                                                          | ZOETIS INC 3% 09/12/2027                                                                         | CUSIP: 98978VAL7<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |   1294000 | PA      | $1268095.39   | 0.04%             | 2027-09-12      | Fixed         | 0.03%                 | 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      | $2213268.27   | 0.06%             | 2027-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                                   | NATWEST GROUP PLC 1.642%/VAR 06/14/2027                                                          | CUSIP: 639057AC2<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   2000000 | PA      | $1957610.66   | 0.05%             | 2027-06-14      | Variable      | 0.02%                 | 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        |    140272 | PA      | $135640.92    | 0.00%             | 2034-11-01      | Fixed         | 0.03%                 | 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        |     41882 | PA      | $39346.36     | 0.00%             | 2050-04-20      | Fixed         | 0.04%                 | 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      | $219947.14    | 0.01%             | 2027-11-15      | Fixed         | 0.05%                 | 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      | $1840512.22   | 0.05%             | 2029-08-15      | Fixed         | 0.04%                 | 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        |     63459 | PA      | $60848.20     | 0.00%             | 2041-01-22      | Fixed         | 0.02%                 | 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      | $2600494.00   | 0.07%             | 2028-07-24      | Variable      | 0.05%                 | 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        |   2047485 | PA      | $2051203.82   | 0.06%             | 2027-08-15      | Fixed         | 0.05%                 | 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        |    202355 | PA      | $161485.87    | 0.00%             | 2052-02-01      | Fixed         | 0.02%                 | 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      | $449191.59    | 0.01%             | 2026-09-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GS MTG SECS CORP TR 2021-IP                                                         | GSMS 2021-IP A TSFR1M+106.448 10/15/2036 144A                                                    | CUSIP: 36262MAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1087000 | PA      | $1086323.45   | 0.03%             | 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        |    479077 | PA      | $475381.26    | 0.01%             | 2027-10-15      | Fixed         | 0.02%                 | 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        |    554566 | PA      | $565672.22    | 0.02%             | 2042-06-25      | Variable      | 0.07%                 | 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      | $411056.26    | 0.01%             | 2027-06-14      | Variable      | 0.02%                 | 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      | $2336396.19   | 0.07%             | 2025-12-24      | 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      | $329940.88    | 0.01%             | 2031-02-15      | 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        |   1351130 | PA      | $1348351.58   | 0.04%             | 2032-07-23      | Variable      | 0.05%                 | 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        |    126804 | PA      | $115833.29    | 0.00%             | 2066-01-25      | Fixed         | 0.01%                 | 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      | $3497000.00   | 0.10%             | 2036-07-15      | Variable      | 0.01%                 | 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      | $224921.61    | 0.01%             | 2028-02-10      | Fixed         | 0.05%                 | 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        |    137931 | PA      | $128055.20    | 0.00%             | 2044-08-20      | 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      | $681882.28    | 0.02%             | 2029-11-15      | Fixed         | 0.05%                 | 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      | $1394395.46   | 0.04%             | 2026-04-27      | Fixed         | 0.01%                 | 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      | $2626898.25   | 0.07%             | 2026-07-05      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                              | US 2YR NOTE (CBT) FUT DEC25 TUZ5                                                                 | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |       854 | NC      | $228052.58    | 0.01%             |  |  |  | No            |                  1 | 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      | $1239938.37   | 0.03%             | 2028-11-19      | 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      | $845222.04    | 0.02%             | 2030-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FINANCE NORTH AMERICA LLC                                             | MERCEDES-BENZ FINANCE NORTH AMERICA LLC 4.8% 01/11/2027 144A                                     | CUSIP: 58769JAQ0<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |   2040000 | PA      | $2058123.28   | 0.06%             | 2027-01-11      | Fixed         | 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        |    582500 | PA      | $594174.41    | 0.02%             | 2054-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| THL CREDIT WIND RIVER 2019-3 CLO LTD                                                | THL CREDIT WIND RIVER 2019-3 CLO LTD CR2 TSFR3M+200 04/15/2031 144A                              | CUSIP: 97314JAN5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    490000 | PA      | $489654.06    | 0.01%             | 2031-04-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL QUE                                                                | BANK OF MONTREAL QUE 5.92% 09/25/2025                                                            | CUSIP: 06368LWT9<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   5000000 | PA      | $5004350.20   | 0.14%             | 2025-09-25      | Fixed         | 0.06%                 | 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        |     48260 | PA      | $48922.53     | 0.00%             | 2035-07-01      | 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        |    154289 | PA      | $155415.57    | 0.00%             | 2070-07-25      | Variable      | 0.05%                 | 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      | $88936.57     | 0.00%             | 2026-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2019-IMC                                               | BX COMMERCIAL MORTGAGE TRUST 2019-IMC A TSFR1M+111.448 04/15/2034 144A                           | CUSIP: 05608BAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1005541 | PA      | $999256.48    | 0.03%             | 2034-04-15      | Variable      | 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        |     16996 | PA      | $17228.00     | 0.00%             | 2035-06-01      | 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      | $2312456.61   | 0.06%             | 2026-01-09      | Fixed         | 0.05%                 | 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        |     45552 | PA      | $48343.92     | 0.00%             | 2038-06-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST 2021-3                                       | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2021-3 E 2.7% 10/16/2028 144A                             | CUSIP: 80287EAG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4300000 | PA      | $4294416.02   | 0.12%             | 2028-10-16      | Fixed         | 0.03%                 | 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        |   2565000 | PA      | $2573206.72   | 0.07%             | 2027-12-15      | Fixed         | 0.05%                 | 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      | $1569423.36   | 0.04%             | 2026-04-27      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BRUNSWICK CORP                                                                      | BRUNSWICK CORP CP 0% 09/04/2025                                                                  | CUSIP: 11704MW45<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | DBT              | CORP              | US        |   2040000 | PA      | $2038324.34   | 0.06%             | 2025-09-04      | Fixed         | 0.00%                 | 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        |     41701 | PA      | $41488.98     | 0.00%             | 2040-09-20      | Fixed         | 0.04%                 | 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        |      3583 | PA      | $3770.25      | 0.00%             | 2037-03-01      | Fixed         | 0.06%                 | 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        |    722554 | PA      | $725324.35    | 0.02%             | 2029-03-15      | Fixed         | 0.05%                 | 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      | $598691.29    | 0.02%             | 2028-07-05      | Fixed         | 0.05%                 | 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      | $102373.19    | 0.00%             | 2029-08-20      | Fixed         | 0.07%                 | 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      | $1303603.57   | 0.04%             | 2030-03-15      | Fixed         | 0.05%                 | 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        |   1685774 | PA      | $1688535.22   | 0.05%             | 2031-11-13      | Variable      | 0.05%                 | 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        |    131608 | PA      | $132142.00    | 0.00%             | 2034-01-25      | Variable      | 0.06%                 | 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      | $2706875.19   | 0.08%             | 2027-02-26      | Variable      | 0.05%                 | 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      | $2602596.52   | 0.07%             | 2028-02-22      | Fixed         | 0.05%                 | 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      | $348233.86    | 0.01%             | 2030-01-25      | Fixed         | 0.06%                 | 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      | $1015756.88   | 0.03%             | 2027-06-30      | Fixed         | 0.05%                 | 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        |     57753 | PA      | $53531.82     | 0.00%             | 2046-11-20      | Fixed         | 0.04%                 | 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      | $482760.52    | 0.01%             | 2038-10-17      | Fixed         | 0.02%                 | 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      | $804896.00    | 0.02%             | 2026-03-02      | Fixed         | 0.06%                 | 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      | $1037692.48   | 0.03%             | 2028-04-07      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| OBX 2025-NQM15 TRUST                                                                | OBX 2025-NQM15 TRUST 5.5427% 07/27/2065 144A                                                     | CUSIP: 67122CAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    340000 | PA      | $341259.05    | 0.01%             | 2065-07-27      | Fixed         | 0.05%                 | 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        |     13613 | PA      | $13526.44     | 0.00%             | 2026-11-01      | Fixed         | 0.04%                 | 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        |    534533 | PA      | $534798.26    | 0.01%             | 2028-06-12      | Fixed         | 0.04%                 | 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      | $2636477.77   | 0.07%             | 2026-12-07      | Fixed         | 0.05%                 | 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      | $903054.50    | 0.03%             | 2026-02-15      | Fixed         | 0.04%                 | 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      | $3323433.30   | 0.09%             | 2027-03-02      | Variable      | 0.06%                 | 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        |    155024 | PA      | $157376.96    | 0.00%             | 2054-05-01      | Fixed         | 0.06%                 | 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      | $1921146.48   | 0.05%             | 2026-12-01      | Fixed         | 0.06%                 | 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      | $1980248.39   | 0.06%             | 2028-08-15      | Fixed         | 0.04%                 | 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        |    400091 | PA      | $403264.97    | 0.01%             | 2070-05-25      | Variable      | 0.06%                 | 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        |     77695 | PA      | $80480.66     | 0.00%             | 2036-07-15      | Fixed         | 0.06%                 | 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        |    269945 | PA      | $269946.48    | 0.01%             | 2031-01-20      | Variable      | 0.05%                 | 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        |    254914 | PA      | $255630.82    | 0.01%             | 2039-12-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                             | HCA INC 4(2) CP PROGRAM                                                                          | CUSIP: N/A<br>LEI: L3CJ6J7LJ2DX62FTXD46       | Long             | DBT              | CORP              | US        |   1225000 | PA      | $1223185.65   | 0.03%             | 2045-06-17      | Fixed         | 0.00%                 | 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        |     86855 | PA      | $87111.94     | 0.00%             | 2028-10-16      | Fixed         | 0.05%                 | 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        |      8316 | PA      | $8710.03      | 0.00%             | 2035-04-01      | 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      | $1606238.58   | 0.04%             | 2027-04-01      | Fixed         | 0.05%                 | 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        |    245000 | PA      | $245979.39    | 0.01%             | 2027-08-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                                                | ENEL FINANCE INTL NV STEP 10/14/2025 144A                                                        | CUSIP: 29278GAZ1<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |   4025000 | PA      | $4035307.82   | 0.11%             | 2025-10-14      | Variable      | 0.07%                 | 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        |    728427 | PA      | $732902.17    | 0.02%             | 2035-05-15      | Fixed         | 0.06%                 | 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      | $672501.83    | 0.02%             | 2027-03-13      | Fixed         | 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        |   1612566 | PA      | $1609665.01   | 0.04%             | 2031-10-21      | 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      | $658544.27    | 0.02%             | 2033-07-15      | Fixed         | 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        |   1510366 | PA      | $1514414.24   | 0.04%             | 2027-07-20      | Fixed         | 0.05%                 | 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      | $1960308.82   | 0.05%             | 2027-05-25      | Variable      | 0.02%                 | 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      | $2522735.68   | 0.07%             | 2036-07-23      | Variable      | 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        |    326472 | PA      | $329833.60    | 0.01%             | 2032-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| VERIZON MASTER TRUST                                                                | VERIZON MASTER TRUST 5.61% 09/08/2028                                                            | CUSIP: 92348KBZ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2177000 | PA      | $2178374.34   | 0.06%             | 2028-09-08      | Fixed         | 0.06%                 | 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        |   1200790 | PA      | $1202460.01   | 0.03%             | 2044-11-25      | Variable      | 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        |   1620509 | PA      | $1622950.97   | 0.05%             | 2030-08-22      | Fixed         | 0.05%                 | 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        |    409705 | PA      | $413223.39    | 0.01%             | 2044-04-20      | Fixed         | 0.05%                 | 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      | $2634992.05   | 0.07%             | 2027-08-14      | Variable      | 0.06%                 | 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      | $430246.19    | 0.01%             | 2032-04-20      | Fixed         | 0.06%                 | 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      | $2664962.61   | 0.07%             | 2026-08-03      | Fixed         | 0.03%                 | 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      | $261304.01    | 0.01%             | 2031-01-15      | Fixed         | 0.06%                 | 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      | $2305277.67   | 0.06%             | 2036-04-17      | Variable      | 0.06%                 | 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        |   1121916 | PA      | $1124605.76   | 0.03%             | 2069-11-25      | Fixed         | 0.06%                 | 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      | $483298.43    | 0.01%             | 2026-09-15      | Fixed         | 0.04%                 | 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      | $2810829.67   | 0.08%             | 2027-09-10      | Variable      | 0.05%                 | 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        |     36039 | PA      | $37437.17     | 0.00%             | 2048-03-20      | Fixed         | 0.06%                 | 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      | $2768212.36   | 0.08%             | 2026-02-04      | Fixed         | 0.02%                 | 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        |      2164 | PA      | $2143.69      | 0.00%             | 2048-08-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2025-B41 MTG TR                                                           | BENCHMARK 2025-B41 MTG TR 4.40064% 08/15/2030                                                    | CUSIP: 081935AU2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    450000 | PA      | $450000.00    | 0.01%             | 2030-08-15      | Fixed         | 0.04%                 | 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        |   1214000 | PA      | $1222939.90   | 0.03%             | 2026-12-30      | Fixed         | 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      | $2720929.12   | 0.08%             | 2026-09-17      | Fixed         | 0.01%                 | 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        |    203602 | PA      | $163355.41    | 0.00%             | 2050-10-01      | Fixed         | 0.02%                 | 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      | $757095.68    | 0.02%             | 2028-05-15      | Fixed         | 0.07%                 | 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        |    655625 | PA      | $657469.03    | 0.02%             | 2039-12-15      | Variable      | 0.06%                 | 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      | $1019406.00   | 0.03%             | 2029-03-03      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| HARLEY DAVIDSON FINANCIAL SERVICES INC                                              | HARLEY DAVIDSON FINL SVCS INC CP 0% 10/17/2025                                                   | CUSIP: 41282JXH9<br>LEI: RLUFFFFW4GRYU77BTS24 | Long             | DBT              | CORP              | US        |   2050000 | PA      | $2036979.63   | 0.06%             | 2025-10-17      | Fixed         | 0.00%                 | 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        |    141002 | PA      | $140650.60    | 0.00%             | 2068-03-26      | Variable      | 0.05%                 | 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        |     25316 | PA      | $26221.01     | 0.00%             | 2037-08-01      | Fixed         | 0.06%                 | 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      | $392075.41    | 0.01%             | 2028-06-28      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                             | HCA INC 5.875% 02/15/2026                                                                        | CUSIP: 404119BS7<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   5665000 | PA      | $5669670.57   | 0.16%             | 2026-02-15      | Fixed         | 0.06%                 | 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        |    873956 | PA      | $874752.68    | 0.02%             | 2027-02-16      | 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        |   2630000 | PA      | $2634965.97   | 0.07%             | 2028-03-15      | Fixed         | 0.04%                 | 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      | $187209.73    | 0.01%             | 2027-12-15      | 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        |    410687 | PA      | $395951.25    | 0.01%             | 2065-04-25      | Fixed         | 0.02%                 | 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      | $2607429.53   | 0.07%             | 2028-06-09      | Variable      | 0.05%                 | 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        |    223513 | PA      | $211875.23    | 0.01%             | 2062-04-20      | Fixed         | 0.02%                 | 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        |   2230000 | PA      | $2236541.93   | 0.06%             | 2027-07-20      | Fixed         | 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      | $1918118.91   | 0.05%             | 2028-04-23      | Variable      | 0.06%                 | 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        |   1342166 | PA      | $1353908.78   | 0.04%             | 2065-03-25      | Variable      | 0.06%                 | 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        |     31687 | PA      | $29758.97     | 0.00%             | 2050-04-20      | Fixed         | 0.04%                 | 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      | $1596992.16   | 0.04%             | 2041-09-15      | Variable      | 0.06%                 | 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      | $340705.49    | 0.01%             | 2026-03-30      | Fixed         | 0.05%                 | 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        |    227438 | PA      | $198822.13    | 0.01%             | 2066-02-25      | Fixed         | 0.01%                 | 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      | $2004620.60   | 0.06%             | 2026-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                         | BANK OF AMERICA CORPORATION 3.559%/VAR 04/23/2027                                                | CUSIP: 06051GHT9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2700000 | PA      | $2686554.00   | 0.07%             | 2027-04-23      | Variable      | 0.04%                 | 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        |      2248 | PA      | $2335.86      | 0.00%             | 2036-11-01      | Variable      | 0.07%                 | 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        |    429131 | PA      | $395016.15    | 0.01%             | 2048-02-01      | Fixed         | 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      | $871255.78    | 0.02%             | 2027-08-12      | Fixed         | 0.04%                 | 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      | $2904127.00   | 0.08%             | 2026-03-15      | Fixed         | 0.01%                 | 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      | $825688.78    | 0.02%             | 2030-06-15      | Fixed         | 0.05%                 | 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      | $1850886.15   | 0.05%             | 2037-07-30      | Variable      | 0.06%                 | 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        |   2110000 | PA      | $2117264.10   | 0.06%             | 2027-10-20      | Fixed         | 0.05%                 | 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        |    110930 | PA      | $110766.43    | 0.00%             | 2041-05-01      | 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        |     17293 | PA      | $16356.36     | 0.00%             | 2049-12-01      | 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      | $703986.68    | 0.02%             | 2029-08-05      | Fixed         | 0.04%                 | 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        |   2445000 | PA      | $2451003.21   | 0.07%             | 2027-09-27      | Fixed         | 0.04%                 | 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        |   1385765 | PA      | $1384898.42   | 0.04%             | 2026-10-15      | Variable      | 0.05%                 | 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        |      3763 | PA      | $3959.67      | 0.00%             | 2037-02-01      | Fixed         | 0.06%                 | 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        |   1950000 | PA      | $1953543.93   | 0.05%             | 2028-08-10      | Fixed         | 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      | $3114123.48   | 0.09%             | 2027-03-18      | Variable      | 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        |   3036525 | PA      | $3035025.41   | 0.08%             | 2033-01-17      | Variable      | 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        |    112357 | PA      | $111443.25    | 0.00%             | 2034-06-20      | Fixed         | 0.04%                 | 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      | $432116.63    | 0.01%             | 2028-02-10      | Fixed         | 0.02%                 | 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      | $105858.88    | 0.00%             | 2030-08-22      | 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        |    272511 | PA      | $273986.41    | 0.01%             | 2029-05-21      | Fixed         | 0.05%                 | 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      | $754641.97    | 0.02%             | 2028-05-15      | Fixed         | 0.04%                 | 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      | $978537.84    | 0.03%             | 2032-07-23      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| Old Name : iShares Ultra Short-Term Bond Active ETF                                 | iShares Short Treasury Bond ETF                                                                  | CUSIP: 464288679<br>LEI: 549300G3FWQPUM47D181 | Long             | EC               | RF                | US        |     12774 | NS      | $1411399.26   | 0.04%             |  |  |  | No            |                  1 | 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      | $888139.67    | 0.02%             | 2027-04-18      | 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      | $306162.29    | 0.01%             | 2027-07-22      | Fixed         | 0.05%                 | 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        |    640634 | PA      | $644624.81    | 0.02%             | 2033-02-25      | Fixed         | 0.05%                 | 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        |    498507 | PA      | $459469.17    | 0.01%             | 2047-12-01      | 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        |    320638 | PA      | $305720.55    | 0.01%             | 2047-11-25      | Fixed         | 0.03%                 | No            |                  2 | 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        |     38309 | PA      | $35037.43     | 0.00%             | 2057-11-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TOYOTA AUTO RECEIVABLES 2023-D OWNER TR                                             | TOYOTA AUTO RECEIVABLES 2023-D OWNER TR 5.8% 11/16/2026                                          | CUSIP: 89239FAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     82329 | PA      | $82381.39     | 0.00%             | 2026-11-16      | Fixed         | 0.06%                 | 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        |    360517 | PA      | $371135.15    | 0.01%             | 2054-08-01      | Fixed         | 0.06%                 | 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        |    191934 | PA      | $168080.73    | 0.00%             | 2050-03-01      | Fixed         | 0.03%                 | 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        |    225000 | PA      | $226527.68    | 0.01%             | 2031-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JACKSON NATL LIFE GLOBAL FDG                                                        | JACKSON NATL LIFE GLOBAL FDG 5.55% 07/02/2027 144A                                               | CUSIP: 46849LVA6<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |    715000 | PA      | $730311.26    | 0.02%             | 2027-07-02      | 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      | $3034468.95   | 0.08%             | 2027-06-08      | Variable      | 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        |     13442 | PA      | $13965.20     | 0.00%             | 2039-06-01      | Fixed         | 0.06%                 | 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        |     25290 | PA      | $23971.83     | 0.00%             | 2050-08-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SPRINT CORP                                                                         | SPRINT CORP 7.625% 03/01/2026                                                                    | CUSIP: 85207UAK1<br>LEI: 549300ZTTY7CXOLJ6539 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2512431.25   | 0.07%             | 2026-03-01      | Fixed         | 0.08%                 | 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        |    109367 | PA      | $107228.05    | 0.00%             | 2037-10-20      | Fixed         | 0.03%                 | 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      | $1034876.29   | 0.03%             | 2040-06-17      | Fixed         | 0.06%                 | 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        |    535000 | PA      | $535952.14    | 0.01%             | 2028-04-20      | Fixed         | 0.06%                 | 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      | $1075090.16   | 0.03%             | 2029-03-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR                                  | AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 4.45% 10/01/2025                              | CUSIP: 00774MAG0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   2000000 | PA      | $1999565.10   | 0.06%             | 2025-10-01      | Fixed         | 0.04%                 | 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      | $461124.11    | 0.01%             | 2026-01-01      | 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      | $1190116.45   | 0.03%             | 2027-09-01      | Fixed         | 0.05%                 | 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        |     35571 | PA      | $37633.90     | 0.00%             | 2040-04-01      | 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        |    625000 | PA      | $625394.75    | 0.02%             | 2034-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST 2025-R05                                        | CONNECTICUT AVENUE SECURITIES TRUST 2025-R05 30YR 0% 07/25/2045                                  | CUSIP: 20753CAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    607445 | PA      | $608988.80    | 0.02%             | 2045-07-25      | Variable      | 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        |    776375 | PA      | $778549.12    | 0.02%             | 2027-02-16      | Fixed         | 0.05%                 | 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      | $970231.39    | 0.03%             | 2028-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                                   | NATWEST GROUP PLC 7.472%/VAR 11/10/2026                                                          | CUSIP: 639057AG3<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   3000000 | PA      | $3016014.51   | 0.08%             | 2026-11-10      | Variable      | 0.07%                 | 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        |    202323 | PA      | $205875.42    | 0.01%             | 2031-12-12      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MATTEL INC                                                                          | MATTEL INC 3.375% 04/01/2026 144A                                                                | CUSIP: 577081BE1<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |   1418000 | PA      | $1405312.02   | 0.04%             | 2026-04-01      | Fixed         | 0.03%                 | 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        |   1398110 | NS      | $116015167.80 | 3.24%             |  |  |  | No            |                  1 | 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        |     54079 | PA      | $52809.49     | 0.00%             | 2048-11-01      | Fixed         | 0.04%                 | No            |                  2 | 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        |  42747067 | NS      | $217155102.21 | 6.06%             |  |  |  | No            |                  1 | 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      | $1198217.83   | 0.03%             | 2027-09-01      | Fixed         | 0.05%                 | 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      | $285070.01    | 0.01%             | 2034-01-17      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                             | HYUNDAI CAP AMER 5.45% 06/24/2026 144A                                                           | CUSIP: 44891ADA2<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2015285.08   | 0.06%             | 2026-06-24      | 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      | $2538650.13   | 0.07%             | 2026-12-01      | 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      | $2877162.35   | 0.08%             | 2031-02-15      | 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      | $1652721.18   | 0.05%             | 2029-03-15      | Variable      | 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        |    448658 | PA      | $461486.55    | 0.01%             | 2054-06-01      | Fixed         | 0.06%                 | 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      | $215778.05    | 0.01%             | 2028-03-30      | Fixed         | 0.05%                 | 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      | $1472679.90   | 0.04%             | 2049-05-20      | 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        |      4425 | PA      | $4155.24      | 0.00%             | 2050-04-20      | 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        |    372775 | PA      | $360235.13    | 0.01%             | 2034-12-01      | 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      | $2000155.52   | 0.06%             | 2027-05-01      | Fixed         | 0.06%                 | 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      | $665229.84    | 0.02%             | 2029-07-01      | Fixed         | 0.05%                 | 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      | $100704.89    | 0.00%             | 2029-04-25      | Fixed         | 0.06%                 | 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        |     17585 | PA      | $16514.67     | 0.00%             | 2050-04-20      | Fixed         | 0.04%                 | 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      | $853800.52    | 0.02%             | 2029-04-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                                                       | DTE ENERGY CO 4.95% 07/01/2027                                                                   | CUSIP: 233331BM8<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    600000 | PA      | $607996.09    | 0.02%             | 2027-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DELL INTERNATIONAL LLC / EMC CORP                                                   | DELL INTL/EMC CORP 6.02% 06/15/2026                                                              | CUSIP: 24703TAD8<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3026244.15   | 0.08%             | 2026-06-15      | Fixed         | 0.06%                 | 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      | $1089367.67   | 0.03%             | 2028-04-17      | Fixed         | 0.04%                 | 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        |   1191508 | PA      | $1194378.10   | 0.03%             | 2027-02-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN AUTO LOAN ENHANCED TRUST 2023-2                                          | VOLKSWAGEN AUTO LOAN ENHANCED TRUST 2023-2 5.72% 03/22/2027                                      | CUSIP: 92867YAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    327291 | PA      | $327778.67    | 0.01%             | 2027-03-22      | Fixed         | 0.06%                 | 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      | $659566.31    | 0.02%             | 2026-06-30      | Fixed         | 0.06%                 | 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      | $1357498.08   | 0.04%             | 2030-08-20      | Fixed         | 0.04%                 | 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        |      3619 | PA      | $3530.83      | 0.00%             | 2049-07-01      | 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      | $1414208.29   | 0.04%             | 2028-08-15      | Fixed         | 0.04%                 | 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      | $708878.89    | 0.02%             | 2029-03-01      | Fixed         | 0.06%                 | 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      | $1061642.47   | 0.03%             | 2041-10-15      | Variable      | 0.06%                 | 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      | $3011400.00   | 0.08%             | 2026-08-13      | Variable      | 0.05%                 | 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      | $302378.21    | 0.01%             | 2026-07-26      | Fixed         | 0.04%                 | 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        |     65713 | PA      | $67766.16     | 0.00%             | 2049-02-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PAYCHEX INC                                                                         | PAYCHEX INC 5.1% 04/15/2030                                                                      | CUSIP: 704326AA5<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |   1174000 | PA      | $1208341.03   | 0.03%             | 2030-04-15      | Fixed         | 0.05%                 | 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      | $2163887.04   | 0.06%             | 2038-10-17      | Fixed         | 0.02%                 | 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      | $2411183.38   | 0.07%             | 2036-07-15      | Variable      | 0.06%                 | 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        |    223402 | PA      | $224991.40    | 0.01%             | 2032-12-29      | 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        |      5639 | PA      | $5533.99      | 0.00%             | 2030-02-01      | Fixed         | 0.03%                 | 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        |    152182 | PA      | $153988.41    | 0.00%             | 2032-08-25      | Fixed         | 0.07%                 | 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      | $393636.96    | 0.01%             | 2027-04-27      | Fixed         | 0.04%                 | 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        |   1280000 | PA      | $1299419.92   | 0.04%             | 2029-05-22      | 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        |   2006324 | PA      | $2008288.47   | 0.06%             | 2028-04-17      | Fixed         | 0.04%                 | 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        |      4145 | PA      | $4281.74      | 0.00%             | 2038-05-01      | Variable      | 0.07%                 | 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      | $1803042.81   | 0.05%             | 2026-03-01      | 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      | $2985388.38   | 0.08%             | 2026-11-15      | Variable      | 0.05%                 | 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      | $10461035.13  | 0.29%             | 2026-09-30      | Fixed         | 0.04%                 | 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      | $1914193.00   | 0.05%             | 2026-04-04      | 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        |      5157 | PA      | $5400.12      | 0.00%             | 2034-11-01      | Fixed         | 0.06%                 | 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      | $1295101.99   | 0.04%             | 2026-01-08      | Fixed         | 0.04%                 | 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        |    156855 | PA      | $160883.74    | 0.00%             | 2040-11-20      | Fixed         | 0.06%                 | 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        |    335000 | PA      | $336065.33    | 0.01%             | 2033-01-18      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL I TRUST 2014-150E                                            | MORGAN STANLEY CAPITAL I TRUST 2014-150E 3.912% 09/09/2024 144A                                  | CUSIP: 61764BAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1325000 | PA      | $1202530.78   | 0.03%             | 2032-09-09      | Fixed         | 0.04%                 | 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        |   1525451 | PA      | $1536880.10   | 0.04%             | 2032-10-20      | Fixed         | 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        |    671400 | PA      | $669338.67    | 0.02%             | 2048-06-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MARSH and MCLENNAN COS INC                                                          | MARSH and MCLENNAN COS INC 4.55% 11/08/2027                                                      | CUSIP: 571748BY7<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |   1540000 | PA      | $1557890.97   | 0.04%             | 2027-11-08      | 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        |    684823 | PA      | $685136.03    | 0.02%             | 2030-11-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST 2024-1                                                      | CARMAX AUTO OWNER TRUST 2024-1 5.3% 03/15/2027                                                   | CUSIP: 14318WAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    310438 | PA      | $310663.64    | 0.01%             | 2027-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DLLST 2024-1 LLC                                                                    | DLLST 2024-1 LLC 5.33% 01/20/2026 144A                                                           | CUSIP: 23346HAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     40429 | PA      | $40441.96     | 0.00%             | 2026-01-20      | 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      | $1664040.00   | 0.05%             | 2026-08-15      | Fixed         | 0.04%                 | 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        |    768844 | PA      | $775904.59    | 0.02%             | 2057-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                                 | AMERICAN EXPRESS CO 6.338%/VAR 10/30/2026                                                        | CUSIP: 025816DL0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   2654000 | PA      | $2661707.64   | 0.07%             | 2026-10-30      | Variable      | 0.06%                 | 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      | $5113402.85   | 0.14%             | 2026-08-28      | Fixed         | 0.04%                 | 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      | $1125284.60   | 0.03%             | 2027-10-15      | 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      | $512430.57    | 0.01%             | 2026-08-15      | Fixed         | 0.03%                 | 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      | $2506727.37   | 0.07%             | 2026-04-06      | Fixed         | 0.05%                 | 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        |   1460772 | PA      | $1461298.87   | 0.04%             | 2027-08-16      | Variable      | 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        |   1891524 | PA      | $1907220.74   | 0.05%             | 2070-04-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BANK 2019-BNK19                                                                     | BANK 2019-BNK19 2.263% 08/15/2061                                                                | CUSIP: 06540WBA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     39686 | PA      | $37586.56     | 0.00%             | 2061-08-15      | Fixed         | 0.02%                 | 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      | $432566.86    | 0.01%             | 2059-10-25      | Variable      | 0.06%                 | 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      | $457621.36    | 0.01%             | 2027-01-15      | Fixed         | 0.01%                 | 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      | $1524396.17   | 0.04%             | 2037-01-20      | Variable      | 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      | $652492.03    | 0.02%             | 2029-10-15      | Fixed         | 0.07%                 | 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        |      3323 | PA      | $3426.72      | 0.00%             | 2035-12-01      | Variable      | 0.07%                 | 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        |       850 | PA      | $882.22       | 0.00%             | 2036-12-01      | Variable      | 0.07%                 | 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      | $1001617.16   | 0.03%             | 2026-11-01      | Fixed         | 0.06%                 | 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      | $740455.75    | 0.02%             | 2028-01-06      | Variable      | 0.02%                 | 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        |    796311 | PA      | $714005.67    | 0.02%             | 2047-09-20      | Fixed         | 0.03%                 | 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        |    858109 | PA      | $860318.79    | 0.02%             | 2027-04-15      | 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      | $949121.69    | 0.03%             | 2054-04-30      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON AUTO TR 2024-1                                                           | HUNTINGTON AUTO TR 2024-1 5.5% 03/15/2027 144A                                                   | CUSIP: 446144AC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    273549 | PA      | $273698.06    | 0.01%             | 2027-03-15      | 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        |   1368292 | PA      | $1389057.37   | 0.04%             | 2054-02-01      | 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      | $2556944.08   | 0.07%             | 2028-04-22      | Variable      | 0.06%                 | 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      | $1018409.82   | 0.03%             | 2031-05-17      | Variable      | 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      | $391013.79    | 0.01%             | 2029-03-15      | 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      | $1647482.99   | 0.05%             | 2028-04-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Fidelity Revere Street Trust                                                        | Fidelity Cash Central Fund                                                                       | CUSIP: 31635A105<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        |  17489574 | NS      | $17493071.92  | 0.49%             |  |  |  | No            |                  1 | 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      | $871062.01    | 0.02%             | 2040-07-10      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                             | HCA INC 5.625% 09/01/2028                                                                        | CUSIP: 404121AJ4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   2100000 | PA      | $2165776.77   | 0.06%             | 2028-09-01      | 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        |     44143 | PA      | $44261.78     | 0.00%             | 2034-01-17      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                         | BANK OF AMERICA CORPORATION 5.08%/VAR 01/20/2027                                                 | CUSIP: 06051GLE7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    645000 | PA      | $646522.64    | 0.02%             | 2027-01-20      | Variable      | 0.05%                 | 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      | $368017.74    | 0.01%             | 2026-04-15      | Fixed         | 0.04%                 | 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      | $657846.00    | 0.02%             | 2030-10-03      | 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        |   1205000 | PA      | $1220433.87   | 0.03%             | 2028-01-19      | Variable      | 0.06%                 | 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      | $2153414.03   | 0.06%             | 2027-06-09      | 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      | $1870834.87   | 0.05%             | 2036-10-15      | Variable      | 0.05%                 | 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        |     12713 | PA      | $11942.89     | 0.00%             | 2050-04-20      | 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        |      4727 | PA      | $4807.34      | 0.00%             | 2041-03-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                                                     | DANSKE BANK AS (UNGTD) 6.259%/VAR 09/22/2026 144A                                                | CUSIP: 23636ABE0<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |   5700000 | PA      | $5705268.51   | 0.16%             | 2026-09-22      | 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      | $897161.11    | 0.03%             | 2028-02-02      | 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      | $1272716.72   | 0.04%             | 2028-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC INC                                                        | THERMO FISHER SCIENTIFIC INC 1.75% 10/15/2028                                                    | CUSIP: 883556CK6<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    720000 | PA      | $673143.95    | 0.02%             | 2028-10-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE LN FDG 2022-1 LTD / PALMER SQUARE LN FDG 2022-1 LLC                   | PALMER SQUARE LN FDG 2022-1 LTD / PALMER SQUARE LN FDG 2022-1 LLC A2 TSFR3M+160 04/15/2030 144A  | CUSIP: 69701CAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2600000 | PA      | $2600837.20   | 0.07%             | 2030-04-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| KEYSIGHT TECHNOLOGIES INC                                                           | KEYSIGHT TECHNOLOGIES 5.35% 07/30/2030                                                           | CUSIP: 49338LAH6<br>LEI: 549300GLKVIO8YRCYN02 | Long             | DBT              | CORP              | US        |    855000 | PA      | $888312.37    | 0.02%             | 2030-07-30      | Fixed         | 0.05%                 | 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        |   2470525 | PA      | $2477032.58   | 0.07%             | 2027-07-20      | Fixed         | 0.05%                 | 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        |    113900 | PA      | $110529.94    | 0.00%             | 2068-10-15      | Fixed         | 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      | $1470029.63   | 0.04%             | 2038-11-15      | Variable      | 0.05%                 | 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        |     61674 | PA      | $59796.31     | 0.00%             | 2056-01-25      | Variable      | 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      | $2142325.26   | 0.06%             | 2027-09-30      | Variable      | 0.02%                 | 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        |      1368 | PA      | $1401.87      | 0.00%             | 2035-07-01      | Variable      | 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        |  36668153 | NS      | $36668152.97  | 1.02%             |  |  |  | No            |                  1 | 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        |    399378 | PA      | $402793.32    | 0.01%             | 2057-03-15      | Fixed         | 0.06%                 | 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      | $334136.22    | 0.01%             | 2029-01-12      | 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        |   1225000 | PA      | $1246285.04   | 0.03%             | 2029-01-09      | 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      | $1702016.71   | 0.05%             | 2026-01-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| APA INFRASTRUCTURE LTD                                                              | APA INFRASTRUCTURE LTD 4.25% 07/15/2027 144A                                                     | CUSIP: 00205GAD9<br>LEI: 261700SS8OEHDOCOUJ33 | Long             | DBT              | CORP              | AU        |   1790000 | PA      | $1788665.09   | 0.05%             | 2027-07-15      | 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        |    812488 | PA      | $764374.12    | 0.02%             | 2052-10-20      | Fixed         | 0.04%                 | 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      | $2939023.12   | 0.08%             | 2026-03-25      | Fixed         | 0.02%                 | 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      | $1066803.60   | 0.03%             | 2057-05-15      | Variable      | 0.07%                 | 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      | $2150746.05   | 0.06%             | 2031-07-25      | Variable      | 0.06%                 | 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        |    744086 | PA      | $750204.73    | 0.02%             | 2055-07-01      | Fixed         | 0.06%                 | 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        |    386037 | PA      | $393205.64    | 0.01%             | 2057-07-15      | Fixed         | 0.06%                 | 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        |   1032703 | PA      | $1032004.62   | 0.03%             | 2032-10-20      | Variable      | 0.05%                 | 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        |    141250 | PA      | $143133.37    | 0.00%             | 2032-05-17      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                           | ONEOK INC 4.25% 09/24/2027                                                                       | CUSIP: 682680CB7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   1570000 | PA      | $1571415.43   | 0.04%             | 2027-09-24      | Fixed         | 0.04%                 | 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      | $521067.61    | 0.01%             | 2027-01-12      | 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      | $2605278.00   | 0.07%             | 2026-05-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                              | US 10YR NOTE FUT (CBT)DEC25 TYZ5                                                                 | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |      -248 | NC      | $-130164.66   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| UBS GROUP AG                                                                        | UBS GROUP AG 6.327%/VAR 12/22/2027 144A                                                          | CUSIP: 225401BC1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1260000 | PA      | $1292639.68   | 0.04%             | 2027-12-22      | Variable      | 0.06%                 | 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        |      2203 | PA      | $2284.04      | 0.00%             | 2036-12-01      | Variable      | 0.07%                 | 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      | $1981291.28   | 0.06%             | 2027-08-13      | Fixed         | 0.05%                 | 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      | $344046.02    | 0.01%             | 2027-08-15      | Fixed         | 0.04%                 | 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      | $517124.10    | 0.01%             | 2029-02-15      | 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        |    622815 | PA      | $627679.90    | 0.02%             | 2039-06-21      | Fixed         | 0.05%                 | 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        |     48043 | PA      | $50102.61     | 0.00%             | 2034-03-01      | Fixed         | 0.06%                 | 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      | $2604057.41   | 0.07%             | 2028-03-17      | Variable      | 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      | $691731.77    | 0.02%             | 2042-08-10      | Variable      | 0.06%                 | 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      | $2053715.11   | 0.06%             | 2027-08-21      | Fixed         | 0.01%                 | 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      | $682415.23    | 0.02%             | 2027-01-08      | Fixed         | 0.05%                 | 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      | $347894.81    | 0.01%             | 2028-11-17      | Fixed         | 0.07%                 | 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        |   1027473 | PA      | $1036493.69   | 0.03%             | 2065-09-25      | Variable      | 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      | $171857.93    | 0.00%             | 2031-10-20      | Fixed         | 0.05%                 | 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      | $360269.81    | 0.01%             | 2030-12-16      | 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      | $156045.15    | 0.00%             | 2029-04-25      | Fixed         | 0.06%                 | 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      | $425440.18    | 0.01%             | 2026-05-10      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY CO                                                         | CANADIAN PAC RY CO 1.75% 12/02/2026                                                              | CUSIP: 13645RBE3<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    580000 | PA      | $563466.54    | 0.02%             | 2026-12-02      | Fixed         | 0.02%                 | 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      | $940579.57    | 0.03%             | 2026-03-30      | Fixed         | 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        |    757513 | PA      | $763156.82    | 0.02%             | 2033-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HPEFS EQUIPTMENT TRUST                                                              | HPEFS EQUIPTMENT TRUST 5.73% 04/20/2028 144A                                                     | CUSIP: 40443DAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    482018 | PA      | $482266.60    | 0.01%             | 2028-04-20      | Fixed         | 0.06%                 | 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        |   1102831 | PA      | $1111440.30   | 0.03%             | 2069-05-25      | Variable      | 0.06%                 | 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        |    125879 | PA      | $127487.00    | 0.00%             | 2033-12-15      | Fixed         | 0.06%                 | 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      | $333148.07    | 0.01%             | 2029-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| STATE STR INVT TR                                                                   | State Street Instl US Govt MMkt Premier                                                          | CUSIP: 857492706<br>LEI: 549300CCOK7OZZUAS108 | Long             | EC               | RF                | US        |  18466921 | NS      | $18466921.33  | 0.52%             |  |  |  | No            |                  1 | 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      | $574525.44    | 0.02%             | 2059-10-25      | Fixed         | 0.03%                 | No            |                  2 | 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        |    460015 | PA      | $450018.79    | 0.01%             | 2047-02-10      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                   | HSBC HOLDINGS PLC 5.597%/VAR 05/17/2028                                                          | CUSIP: 404280EF2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1045000 | PA      | $1066921.78   | 0.03%             | 2028-05-17      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| WHEELS FLEET LEASE FUNDING 1 LLC                                                    | WHEELS FLEET LEASE FUNDING 1 LLC 24-1A A1 5.49% 02/18/2039 144A                                  | CUSIP: 96328GBM8<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-CBDO         | CORP              | US        |    952407 | PA      | $963239.98    | 0.03%             | 2039-02-18      | Fixed         | 0.05%                 | 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        |     51651 | PA      | $54774.47     | 0.00%             | 2039-03-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FMC CORP                                                                            | FMC CORP 3.45% 10/01/2029                                                                        | CUSIP: 302491AU9<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |    848000 | PA      | $802924.12    | 0.02%             | 2029-10-01      | Fixed         | 0.03%                 | 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      | $2310591.36   | 0.06%             | 2033-10-18      | Variable      | 0.06%                 | 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      | $2027911.12   | 0.06%             | 2027-08-07      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| DNB BANK ASA                                                                        | DNB BANK ASA T1Y+NA 09/16/2026 144A                                                              | CUSIP: 23329PAF7<br>LEI: 549300GKFG0RYRRQ1414 | Long             | DBT              | CORP              | NO        |   1900000 | PA      | $1897399.77   | 0.05%             | 2026-09-16      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                           | UST NOTES 4.5% 11/15/2025                                                                        | CUSIP: 91282CFW6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  94725800 | PA      | $94767982.35  | 2.64%             | 2025-11-15      | Fixed         | 0.04%                 | 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        |   1790000 | PA      | $1761233.16   | 0.05%             | 2027-03-15      | Fixed         | 0.03%                 | 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        |    280000 | PA      | $283019.09    | 0.01%             | 2068-09-25      | Fixed         | 0.07%                 | 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        |     54533 | PA      | $54834.35     | 0.00%             | 2029-11-15      | Fixed         | 0.06%                 | 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        |      1476 | PA      | $1521.94      | 0.00%             | 2037-02-01      | Variable      | 0.07%                 | 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      | $1328526.12   | 0.04%             | 2026-02-23      | Fixed         | 0.06%                 | 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      | $1228121.54   | 0.03%             | 2031-05-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| OPEN TR 2023-AIR                                                                    | OPEN TR 2023-AIR TSFR1M+308.92 10/15/2028 144A                                                   | CUSIP: 68373BAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     41998 | PA      | $42024.20     | 0.00%             | 2040-11-15      | Variable      | 0.07%                 | 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        |     10389 | PA      | $9756.92      | 0.00%             | 2050-04-20      | Fixed         | 0.04%                 | 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      | $595784.05    | 0.02%             | 2027-07-15      | Variable      | 0.07%                 | 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      | $1537979.44   | 0.04%             | 2034-07-15      | Variable      | 0.05%                 | 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      | $2149997.42   | 0.06%             | 2026-03-02      | Fixed         | 0.05%                 | 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      | $1077374.58   | 0.03%             | 2028-07-22      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                               | JPMORGAN CHASE and CO 5.04%/VAR 01/23/2028                                                       | CUSIP: 46647PEA0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    710000 | PA      | $717423.25    | 0.02%             | 2028-01-23      | Variable      | 0.05%                 | 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        |     31102 | PA      | $28903.98     | 0.00%             | 2048-06-25      | Fixed         | 0.04%                 | 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        |    245939 | PA      | $240820.85    | 0.01%             | 2068-05-15      | Fixed         | 0.03%                 | 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        |    435655 | PA      | $436130.29    | 0.01%             | 2027-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CSAIL 2015-C3 COML MTG TR                                                           | CSAIL 2015-C3 A4 3.7182% 08/15/2048                                                              | CUSIP: 12635FAT1<br>LEI: 549300ZAGI6FKGY8O078 | Long             | ABS-MBS          | CORP              | US        |     17383 | PA      | $17323.58     | 0.00%             | 2048-08-15      | Fixed         | 0.04%                 | 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        |   1237401 | PA      | $1282984.17   | 0.04%             | 2055-06-01      | Fixed         | 0.07%                 | 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      | $281669.42    | 0.01%             | 2027-03-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MARLETTE FUNDING TRUST 2024-1                                                       | MARLETTE FUNDING TRUST 2024-1 5.95% 07/17/2034 144A                                              | CUSIP: 57108VAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      8496 | PA      | $8500.48      | 0.00%             | 2034-07-17      | Fixed         | 0.06%                 | 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        |    114627 | PA      | $100487.00    | 0.00%             | 2050-07-01      | Fixed         | 0.03%                 | 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      | $1903802.70   | 0.05%             | 2026-07-15      | Fixed         | 0.05%                 | 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        |    165383 | PA      | $167396.50    | 0.00%             | 2048-02-20      | Fixed         | 0.05%                 | 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        |      9206 | PA      | $9578.26      | 0.00%             | 2038-02-01      | Variable      | 0.07%                 | 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        |     10778 | PA      | $10659.66     | 0.00%             | 2032-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DELL INTERNATIONAL LLC / EMC CORP                                                   | DELL INTL/EMC CORP 4.75% 04/01/2028                                                              | CUSIP: 24703TAL0<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |   1005000 | PA      | $1019199.96   | 0.03%             | 2028-04-01      | Fixed         | 0.05%                 | 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      | $721771.74    | 0.02%             | 2057-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                    | ALTRIA GROUP INC 2.625% 09/16/2026                                                               | CUSIP: 02209SAU7<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    855000 | PA      | $840867.74    | 0.02%             | 2026-09-16      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SBNA AUTO LEASE TRUST 2024-C                                                        | SBNA AUTO LEASE TRUST 2024-C 4.94% 11/20/2026 144A                                               | CUSIP: 78398DAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    279053 | PA      | $279184.71    | 0.01%             | 2026-11-20      | Fixed         | 0.05%                 | 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      | $1122056.86   | 0.03%             | 2026-06-15      | Fixed         | 0.03%                 | 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      | $981810.98    | 0.03%             | 2027-06-18      | Fixed         | 0.01%                 | 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        |     27674 | PA      | $28577.07     | 0.00%             | 2034-07-01      | 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      | $827767.30    | 0.02%             | 2030-09-10      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GRAY OAK PIPELINE LLC                                                               | GRAY OAK PIPELINE LLC 2.6% 10/15/2025 144A                                                       | CUSIP: 38937LAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    385000 | PA      | $383776.93    | 0.01%             | 2025-10-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PIMCO FDS PAC INVT MGMT SER                                                         | PIMCO Short-Term Instl                                                                           | CUSIP: 693390601<br>LEI: 549300F3V4IM7FBY9U59 | Long             | EC               | RF                | US        |  45989835 | NS      | $445181602.23 | 12.42%            |  |  |  | No            |                  1 | 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      | $394595.51    | 0.01%             | 2031-01-25      | Fixed         | 0.06%                 | 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        |    202252 | PA      | $202360.69    | 0.01%             | 2031-07-20      | Variable      | 0.05%                 | 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        |    743013 | PA      | $697444.96    | 0.02%             | 2052-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG NEW YORK BNCH                                                      | DEUTSCHE BANK AG NEW YORK BNCH 7.146%/VAR 07/13/2027                                             | CUSIP: 25160PAN7<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3067830.90   | 0.09%             | 2027-07-13      | Variable      | 0.07%                 | 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        |    735830 | PA      | $689322.65    | 0.02%             | 2052-09-01      | Fixed         | 0.04%                 | 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      | $274331.58    | 0.01%             | 2030-01-15      | 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      | $3044453.52   | 0.08%             | 2026-08-07      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| JAPAN TOBACCO INC                                                                   | JAPAN TOBACCO INC 4.892% 05/15/2028 144A                                                         | CUSIP: 471105AC0<br>LEI: 353800Z0ENYBQO0XRJ31 | Long             | DBT              | CORP              | JP        |   1620000 | PA      | $1648202.30   | 0.05%             | 2028-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                             | HYUNDAI CAP AMER 6.25% 11/03/2025 144A                                                           | CUSIP: 44891ACQ8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    440000 | PA      | $441246.19    | 0.01%             | 2025-11-03      | Fixed         | 0.06%                 | 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      | $2545594.04   | 0.07%             | 2028-02-01      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CENCORA INC                                                                         | CENCORA INC 4.85% 12/15/2029                                                                     | CUSIP: 03073EAW5<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    385000 | PA      | $393776.48    | 0.01%             | 2029-12-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORP                                   | NATIONAL RURAL UTL COOP FIN 4.8% 03/15/2028                                                      | CUSIP: 63743HFG2<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    774000 | PA      | $789232.75    | 0.02%             | 2028-03-15      | Fixed         | 0.05%                 | No            |                  2 | 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        |    200814 | PA      | $196987.71    | 0.01%             | 2032-03-22      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                                               | NORTHROP GRUMMAN CORP 3.25% 01/15/2028                                                           | CUSIP: 666807BN1<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    535000 | PA      | $525330.25    | 0.01%             | 2028-01-15      | Fixed         | 0.03%                 | 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        |      4766 | PA      | $4940.47      | 0.00%             | 2036-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| LIFE FINANCIAL SERVICES TRUST 2022                                                  | LIFE FINANCIAL SERVICES TRUST 2022 TSFR1M+129.524 05/15/2039 144A                                | CUSIP: 53218DAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2874000 | PA      | $2794965.00   | 0.08%             | 2039-05-15      | Variable      | 0.06%                 | 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      | $151796.92    | 0.00%             | 2026-08-15      | Fixed         | 0.06%                 | 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      | $1694936.23   | 0.05%             | 2026-05-15      | Fixed         | 0.03%                 | 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      | $409694.12    | 0.01%             | 2026-08-15      | Fixed         | 0.03%                 | 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        |      1075 | PA      | $1114.55      | 0.00%             | 2037-01-01      | Fixed         | 0.06%                 | 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      | $407764.45    | 0.01%             | 2028-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST 2021-1                                                     | ANGEL OAK MORTGAGE TRUST 2021-1 1.115% 01/25/2066 144A                                           | CUSIP: 03465CAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    107491 | PA      | $95178.58     | 0.00%             | 2066-01-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORP                                   | NATIONAL RURAL UTL COOP FIN 4.12% 09/16/2027                                                     | CUSIP: 63743HFT4<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    448000 | PA      | $449014.37    | 0.01%             | 2027-09-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| KILROY REALTY LP                                                                    | KILROY REALTY LP 4.375% 10/01/2025                                                               | CUSIP: 49427RAL6<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |    755000 | PA      | $754596.64    | 0.02%             | 2025-10-01      | Fixed         | 0.04%                 | 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      | $244484.99    | 0.01%             | 2026-05-24      | Fixed         | 0.02%                 | No            |                  2 | 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      | $1050498.73   | 0.03%             | 2030-06-30      | Fixed         | 0.05%                 | 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        |     10978 | PA      | $11359.24     | 0.00%             | 2037-08-01      | Fixed         | 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        |    430201 | PA      | $436617.19    | 0.01%             | 2030-03-20      | Fixed         | 0.06%                 | 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        |    712912 | PA      | $723250.63    | 0.02%             | 2032-05-20      | Fixed         | 0.06%                 | 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      | $265759.49    | 0.01%             | 2036-04-23      | Variable      | 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        |    164674 | PA      | $170191.21    | 0.00%             | 2035-01-01      | Fixed         | 0.06%                 | 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        |   2463679 | PA      | $2462451.62   | 0.07%             | 2034-01-15      | Variable      | 0.05%                 | 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      | $3151637.44   | 0.09%             | 2027-03-02      | Variable      | 0.01%                 | 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      | $2009180.12   | 0.06%             | 2026-03-20      | 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      | $209665.35    | 0.01%             | 2031-03-20      | Fixed         | 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        |    596242 | PA      | $599277.62    | 0.02%             | 2027-08-20      | Fixed         | 0.06%                 | 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      | $729654.41    | 0.02%             | 2028-03-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR                                  | AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 6.45% 04/15/2027                              | CUSIP: 00774MBG9<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   1551000 | PA      | $1601080.91   | 0.04%             | 2027-04-15      | Fixed         | 0.06%                 | 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        |       964 | PA      | $893.89       | 0.00%             | 2046-10-20      | Fixed         | 0.04%                 | 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        |    179235 | PA      | $178350.33    | 0.00%             | 2043-01-15      | Fixed         | 0.03%                 | 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        |    636146 | PA      | $595072.69    | 0.02%             | 2062-04-20      | Fixed         | 0.01%                 | 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      | $721460.98    | 0.02%             | 2028-07-26      | 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      | $595034.87    | 0.02%             | 2028-01-10      | Fixed         | 0.05%                 | 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      | $2605218.54   | 0.07%             | 2026-03-01      | Fixed         | 0.05%                 | 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        |      2392 | PA      | $2527.63      | 0.00%             | 2038-05-01      | Fixed         | 0.06%                 | 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        |   4090113 | PA      | $4066645.31   | 0.11%             | 2053-09-01      | 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        |    699206 | PA      | $708109.77    | 0.02%             | 2042-05-27      | Fixed         | 0.05%                 | 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        |     11069 | PA      | $11708.48     | 0.00%             | 2041-01-01      | 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      | $508100.40    | 0.01%             | 2057-12-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| US BANCORP DEL                                                                      | US BANCORP DEL 5.727%/VAR 10/21/2026                                                             | CUSIP: 91159HJH4<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   3415000 | PA      | $3420169.01   | 0.10%             | 2026-10-21      | Variable      | 0.06%                 | 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        |    223017 | PA      | $225437.28    | 0.01%             | 2068-12-25      | Fixed         | 0.07%                 | 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      | $101501054.94 | 2.83%             | 2027-01-31      | 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      | $714758.42    | 0.02%             | 2046-06-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CITIZENS AUTO RECEIVABLES TRUST 2024-2                                              | CITIZENS AUTO RECEIVABLES TRUST 2024-2 5.54% 11/16/2026 144A                                     | CUSIP: 17331XAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    337312 | PA      | $337603.44    | 0.01%             | 2026-11-16      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MOHAWK INDUSTRIES INC                                                               | MOHAWK INDUSTRIES INC 5.85% 09/18/2028                                                           | CUSIP: 608190AM6<br>LEI: 549300JI1115MG3Q6322 | Long             | DBT              | CORP              | US        |    416000 | PA      | $434702.81    | 0.01%             | 2028-09-18      | Fixed         | 0.06%                 | 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        |    303322 | PA      | $305693.00    | 0.01%             | 2031-07-25      | Fixed         | 0.05%                 | 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        |      3791 | PA      | $3875.09      | 0.00%             | 2034-11-01      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| MARBLE POINT CLO XIV LTD                                                            | MARBLE POINT CLO XIV LTD A12R TSFR3M+120 01/20/2032 144A                                         | CUSIP: 56608KAW3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1882182 | PA      | $1880342.74   | 0.05%             | 2032-01-20      | Variable      | 0.06%                 | 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      | $2633213.66   | 0.07%             | 2027-07-20      | Variable      | 0.02%                 | 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        |    587441 | PA      | $590005.89    | 0.02%             | 2069-11-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DELTA AIRLINES INC                                                                  | DELTA AIRLINES INC 4.95% 07/10/2028                                                              | CUSIP: 247361A24<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |    695000 | PA      | $703545.03    | 0.02%             | 2028-07-10      | Fixed         | 0.05%                 | 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      | $882393.00    | 0.02%             | 2030-04-25      | Variable      | 0.06%                 | 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        |       774 | PA      | $801.04       | 0.00%             | 2037-02-01      | Variable      | 0.07%                 | 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      | $712522.40    | 0.02%             | 2028-07-16      | Fixed         | 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        |    744346 | PA      | $621164.35    | 0.02%             | 2054-01-01      | Fixed         | 0.03%                 | 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        |     18517 | PA      | $17395.62     | 0.00%             | 2050-04-20      | Fixed         | 0.04%                 | 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        |    239770 | PA      | $247695.64    | 0.01%             | 2038-02-25      | Fixed         | 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        |    324843 | PA      | $325578.78    | 0.01%             | 2026-11-13      | Fixed         | 0.06%                 | 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        |    305020 | PA      | $308584.72    | 0.01%             | 2046-01-22      | Fixed         | 0.05%                 | 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        |    999967 | PA      | $1025293.52   | 0.03%             | 2054-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL FLAVORS and FRAGRANCES INC                                            | INTERNATIONAL FLAVS and FRAG INC 1.23% 10/01/2025 144A                                           | CUSIP: 459506AN1<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |    822000 | PA      | $819564.48    | 0.02%             | 2025-10-01      | Fixed         | 0.01%                 | 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      | $884370.94    | 0.02%             | 2030-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                                 | ELEVANCE HEALTH INC 5.35% 10/15/2025                                                             | CUSIP: 036752AV5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    305000 | PA      | $305063.90    | 0.01%             | 2025-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PEACEHEALTH OBLIGATED GROUP                                                         | PEACEHEALTH OBLIGATED GROUP 1.375% 11/15/2025                                                    | CUSIP: 70462GAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    190000 | PA      | $188843.79    | 0.01%             | 2025-11-15      | Fixed         | 0.01%                 | 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        |    775623 | PA      | $777562.54    | 0.02%             | 2041-05-15      | Floating      | 0.06%                 | No            |                  2 | On Loan: No      |
| Fidelity Revere Street Trust                                                        | Fidelity Securities Lending Cash Central Fund                                                    | CUSIP: 31635A303<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        |   4229391 | NS      | $4229813.64   | 0.12%             |  |  |  | No            |                  1 | 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        |    233666 | PA      | $234449.25    | 0.01%             | 2044-12-25      | Variable      | 0.06%                 | 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      | $2450593.28   | 0.07%             | 2032-10-20      | Variable      | 0.06%                 | 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      | $812676.05    | 0.02%             | 2029-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                                                      | STARBUCKS CORP 2% 03/12/2027                                                                     | CUSIP: 855244AV1<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    300000 | PA      | $290709.98    | 0.01%             | 2027-03-12      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                         | ORACLE CORP 5.8% 11/10/2025                                                                      | CUSIP: 68389XCF0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    510000 | PA      | $511158.10    | 0.01%             | 2025-11-10      | Fixed         | 0.06%                 | 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        |     84893 | PA      | $85420.72     | 0.00%             | 2032-12-29      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR                                  | AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 1.75% 01/30/2026                              | CUSIP: 00774MAS4<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   3200000 | PA      | $3163363.14   | 0.09%             | 2026-01-30      | Fixed         | 0.02%                 | 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      | $918365.83    | 0.03%             | 2031-06-16      | Fixed         | 0.05%                 | 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        |    790597 | PA      | $740875.07    | 0.02%             | 2052-08-01      | Fixed         | 0.04%                 | 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        |    731548 | PA      | $728494.05    | 0.02%             | 2053-09-01      | Fixed         | 0.05%                 | 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      | $1093452.12   | 0.03%             | 2028-03-01      | Fixed         | 0.05%                 | 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        |     13562 | PA      | $14084.36     | 0.00%             | 2039-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                          | FISERV INC 4.2% 10/01/2028                                                                       | CUSIP: 337738AR9<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    686000 | PA      | $685614.65    | 0.02%             | 2028-10-01      | Fixed         | 0.04%                 | 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      | $619561.82    | 0.02%             | 2027-03-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP DEL                                                                    | CENTENE CORP 4.625% 12/15/2029                                                                   | CUSIP: 15135BAT8<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   3560000 | PA      | $3428700.79   | 0.10%             | 2029-12-15      | Fixed         | 0.05%                 | 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      | $796591.20    | 0.02%             | 2028-05-14      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| DOLLAR GEN CORP NEW                                                                 | DOLLAR GEN CORP NEW 3.875% 04/15/2027                                                            | CUSIP: 256677AE5<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |    373000 | PA      | $370778.20    | 0.01%             | 2027-04-15      | Fixed         | 0.04%                 | 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      | $795393.74    | 0.02%             | 2026-02-21      | Fixed         | 0.02%                 | 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        |    137556 | PA      | $142674.98    | 0.00%             | 2054-09-01      | Fixed         | 0.07%                 | 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        |    199029 | PA      | $188326.61    | 0.01%             | 2069-05-15      | Fixed         | 0.02%                 | 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        |   1334766 | PA      | $1334766.31   | 0.04%             | 2039-02-15      | Variable      | 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        |    252955 | PA      | $252570.27    | 0.01%             | 2037-01-15      | Variable      | 0.05%                 | 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      | $3155496.58   | 0.09%             | 2027-01-22      | Variable      | 0.01%                 | 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      | $382756.10    | 0.01%             | 2030-04-07      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| COLT 2020-3 MORTGAGE LOAN TRUST                                                     | COLT 2020-3 A1 MORTGAGE LOAN TRUST 1.817% 04/27/2065 144A                                        | CUSIP: 12597QAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     12934 | PA      | $12716.67     | 0.00%             | 2065-04-27      | Fixed         | 0.02%                 | 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      | $1201362.62   | 0.03%             | 2029-01-15      | Fixed         | 0.05%                 | 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        |     39780 | PA      | $38166.17     | 0.00%             | 2041-01-22      | Fixed         | 0.01%                 | 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      | $1832474.37   | 0.05%             | 2026-03-21      | Fixed         | 0.04%                 | 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      | $574968.95    | 0.02%             | 2030-04-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2024-1                           | GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2024-1 5.12% 02/16/2027                       | CUSIP: 36268GAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    138957 | PA      | $139004.98    | 0.00%             | 2027-02-16      | Fixed         | 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      | $248878.75    | 0.01%             | 2031-07-20      | Variable      | 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        |   1170000 | PA      | $1186685.55   | 0.03%             | 2027-03-15      | 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      | $3056330.30   | 0.09%             | 2027-03-12      | Variable      | 0.05%                 | 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      | $2989813.56   | 0.08%             | 2026-03-01      | Fixed         | 0.04%                 | 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        |    241253 | PA      | $237310.11    | 0.01%             | 2034-05-25      | Variable      | 0.03%                 | 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        |      4037 | PA      | $4154.10      | 0.00%             | 2036-10-01      | Variable      | 0.06%                 | 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      | $624374.94    | 0.02%             | 2027-11-01      | Fixed         | 0.05%                 | 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        |     17624 | PA      | $16882.56     | 0.00%             | 2059-02-25      | Fixed         | 0.04%                 | 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      | $544552.96    | 0.02%             | 2031-12-15      | 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        |    205000 | PA      | $205813.91    | 0.01%             | 2058-08-15      | Fixed         | 0.05%                 | 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        |    660000 | PA      | $667649.47    | 0.02%             | 2028-02-22      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAPITAL LLC                                                          | CNH INDUSTRIAL CAPITAL LLC 5.45% 10/14/2025                                                      | CUSIP: 12592BAP9<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |   2800000 | PA      | $2802421.61   | 0.08%             | 2025-10-14      | 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      | $470917.72    | 0.01%             | 2028-04-03      | Fixed         | 0.05%                 | 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        |    460000 | PA      | $460227.33    | 0.01%             | 2070-08-25      | 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      | $1581561.53   | 0.04%             | 2031-07-21      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FING 2022-3 LLC                                                    | ENTERPRISE FLEET FING 2022-3 LLC 4.38% 07/20/2029 144A                                           | CUSIP: 29374FAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     60745 | PA      | $60725.20     | 0.00%             | 2029-07-20      | Fixed         | 0.04%                 | 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      | $841465.03    | 0.02%             | 2027-03-05      | Fixed         | 0.06%                 | 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      | $759547.04    | 0.02%             | 2031-02-14      | Variable      | 0.06%                 | 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      | $1732456.97   | 0.05%             | 2026-05-05      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| VOYA CLO 2018-3 LTD                                                                 | VOYA CLO 2018-3 LTD BR2 TSFR3M+180 10/15/2031 144A                                               | CUSIP: 92917KAU8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1770000 | PA      | $1772977.14   | 0.05%             | 2031-10-15      | Variable      | 0.06%                 | 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      | $395587.00    | 0.01%             | 2030-06-15      | Fixed         | 0.05%                 | 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        |     56919 | PA      | $52393.79     | 0.00%             | 2048-02-01      | Fixed         | 0.04%                 | 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      | $249688.21    | 0.01%             | 2026-03-15      | 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        |   2640000 | PA      | $2645152.22   | 0.07%             | 2028-08-15      | Fixed         | 0.04%                 | 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      | $161802.33    | 0.00%             | 2027-05-31      | 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      | $4112976.05   | 0.11%             | 2026-12-17      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                              | US 10YR ULTRA FUT DEC25 UXYZ5                                                                    | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |       -51 | NC      | $-23580.24    | -0.00%            |  |  |  | No            |                  1 | 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      | $1285079.67   | 0.04%             | 2036-04-20      | Variable      | 0.05%                 | 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      | $2018482.90   | 0.06%             | 2026-09-15      | Variable      | 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      | $1897756.10   | 0.05%             | 2034-10-15      | Variable      | 0.05%                 | 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        |     81909 | PA      | $84956.74     | 0.00%             | 2054-09-01      | Fixed         | 0.07%                 | 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      | $418990.31    | 0.01%             | 2027-08-20      | 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      | $829723.94    | 0.02%             | 2028-12-20      | 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      | $1512624.38   | 0.04%             | 2034-04-20      | Variable      | 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      | $508708.88    | 0.01%             | 2030-07-01      | Fixed         | 0.06%                 | 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      | $1384584.56   | 0.04%             | 2027-08-15      | 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      | $907000.00    | 0.03%             | 2038-07-15      | Variable      | 0.05%                 | 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      | $2549120.95   | 0.07%             | 2027-10-22      | Variable      | 0.06%                 | 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        |     32883 | PA      | $32039.24     | 0.00%             | 2050-01-01      | Fixed         | 0.04%                 | 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      | $1924025.95   | 0.05%             | 2031-02-14      | Variable      | 0.05%                 | 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        |    138884 | PA      | $131669.04    | 0.00%             | 2053-07-15      | Fixed         | 0.01%                 | 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      | $286436.48    | 0.01%             | 2048-07-15      | Fixed         | 0.04%                 | 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      | $1634923.16   | 0.05%             | 2035-04-18      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                              | US 5YR NOTE (CBT) FUT DEC25 FVZ5                                                                 | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |       -56 | NC      | $-17109.34    | -0.00%            |  |  |  | No            |                  1 | 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      | $3139397.86   | 0.09%             | 2027-05-11      | Variable      | 0.02%                 | 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      | $155446.63    | 0.00%             | 2027-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                             | BPCE SA 1.652%/VAR 10/06/2026 144A                                                               | CUSIP: 05583JAH5<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   4500000 | PA      | $4487392.26   | 0.13%             | 2026-10-06      | Variable      | 0.02%                 | 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        |    704681 | PA      | $705133.83    | 0.02%             | 2028-02-10      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| OBX 2025-NQM15 TRUST                                                                | OBX 2025-NQM15 TRUST 5.143% 07/27/2065 144A                                                      | CUSIP: 67122CAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    325000 | PA      | $325771.71    | 0.01%             | 2065-07-27      | Fixed         | 0.05%                 | 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        |    224509 | PA      | $221649.43    | 0.01%             | 2049-09-27      | Fixed         | 0.03%                 | 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      | $725991.09    | 0.02%             | 2028-06-01      | 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        |    183827 | PA      | $188756.40    | 0.01%             | 2045-09-15      | 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      | $375980.26    | 0.01%             | 2030-02-15      | Fixed         | 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        |   3017611 | PA      | $3023372.37   | 0.08%             | 2027-05-20      | 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      | $706305.26    | 0.02%             | 2027-06-22      | Fixed         | 0.02%                 | 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      | $2930029.30   | 0.08%             | 2035-07-20      | Variable      | 0.06%                 | 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        |    507515 | PA      | $512682.25    | 0.01%             | 2040-10-20      | Fixed         | 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      | $559622.37    | 0.02%             | 2041-11-25      | Variable      | 0.06%                 | 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      | $1223386.59   | 0.03%             | 2028-08-25      | Fixed         | 0.04%                 | 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      | $874214.39    | 0.02%             | 2027-07-09      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI AUTO RECEIVABLES TRUST 2022-A                                            | WORLD OMNI AUTO RECEIVABLES TRUST 2022-A 1.66% 05/17/2027                                        | CUSIP: 98164GAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    104534 | PA      | $104193.42    | 0.00%             | 2027-05-17      | Fixed         | 0.02%                 | 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        |    828000 | PA      | $821769.71    | 0.02%             | 2027-06-01      | Fixed         | 0.04%                 | 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      | $204425.72    | 0.01%             | 2029-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                                                  | CREDIT AGRICOLE SA 5.222%/VAR 05/27/2031 144A                                                    | CUSIP: 22535WAR8<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    705000 | PA      | $721128.14    | 0.02%             | 2031-05-27      | Variable      | 0.05%                 | 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      | $409879.87    | 0.01%             | 2042-01-15      | Variable      | 0.06%                 | 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        |    350962 | PA      | $351082.49    | 0.01%             | 2033-04-20      | Variable      | 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      | $328086.44    | 0.01%             | 2027-01-15      | 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      | $3124608.58   | 0.09%             | 2026-05-08      | Fixed         | 0.06%                 | 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      | $846056.43    | 0.02%             | 2028-11-28      | Fixed         | 0.04%                 | 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      | $771803.10    | 0.02%             | 2041-11-13      | 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      | $242991.10    | 0.01%             | 2030-03-15      | Fixed         | 0.05%                 | 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        |    989201 | PA      | $996817.20    | 0.03%             | 2050-03-01      | Fixed         | 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        |    685187 | PA      | $625362.83    | 0.02%             | 2052-07-20      | Fixed         | 0.04%                 | 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        |    188585 | PA      | $190137.67    | 0.01%             | 2032-09-15      | 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      | $791700.89    | 0.02%             | 2027-06-23      | 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      | $393023.59    | 0.01%             | 2028-04-17      | Fixed         | 0.05%                 | 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        |   1125557 | PA      | $1075691.21   | 0.03%             | 2068-11-15      | Fixed         | 0.02%                 | 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        |   2298000 | PA      | $2336311.68   | 0.07%             | 2026-11-20      | Fixed         | 0.06%                 | 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      | $240607.58    | 0.01%             | 2026-04-28      | Fixed         | 0.04%                 | 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        |     57671 | PA      | $54566.55     | 0.00%             | 2049-11-01      | Fixed         | 0.04%                 | 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        |      3886 | PA      | $4037.36      | 0.00%             | 2038-08-01      | Variable      | 0.07%                 | 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        |      5452 | PA      | $5532.24      | 0.00%             | 2035-12-20      | Fixed         | 0.05%                 | 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        |    759907 | PA      | $671275.75    | 0.02%             | 2056-08-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| NORTHERN TRUST CORP                                                                 | NORTHERN TRUST CORP 3.95% 10/30/2025                                                             | CUSIP: 665859AP9<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |    545000 | PA      | $544287.98    | 0.02%             | 2025-10-30      | Fixed         | 0.04%                 | 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      | $1343287.27   | 0.04%             | 2028-02-13      | Fixed         | 0.05%                 | 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      | $1216348.96   | 0.03%             | 2027-01-15      | Fixed         | 0.02%                 | 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      | $233821.27    | 0.01%             | 2029-07-20      | 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      | $2542050.45   | 0.07%             | 2027-09-11      | Variable      | 0.06%                 | 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      | $1890348.67   | 0.05%             | 2035-04-20      | Variable      | 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      | $463177.00    | 0.01%             | 2029-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CITIZENS AUTO RECEIVABLES TRUST 2024-1                                              | CITIZENS AUTO RECEIVABLES TRUST 2024-1 5.43% 10/15/2026 144A                                     | CUSIP: 17331QAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     73884 | PA      | $73917.98     | 0.00%             | 2026-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMER FIN LLC                                                       | VOLKSWAGEN GROUP AMER FIN LLC 6% 11/16/2026 144A                                                 | CUSIP: 928668CA8<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    650000 | PA      | $661278.05    | 0.02%             | 2026-11-16      | Fixed         | 0.06%                 | 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        |     17062 | PA      | $15545.87     | 0.00%             | 2050-07-01      | Fixed         | 0.04%                 | 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      | $494735.70    | 0.01%             | 2031-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                       | FHLG 30YR 6% 03/01/2055#SL0666                                                                   | CUSIP: 31427MW49<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    291596 | PA      | $298434.62    | 0.01%             | 2055-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                                 | AMERICAN EXPRESS CO 5.098%/VAR 02/16/2028                                                        | CUSIP: 025816DP1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    380000 | PA      | $384541.58    | 0.01%             | 2028-02-16      | Variable      | 0.05%                 | 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      | $2007205.99   | 0.06%             | 2026-04-15      | Fixed         | 0.02%                 | 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      | $2612093.74   | 0.07%             | 2027-04-26      | Variable      | 0.05%                 | 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      | $211458.49    | 0.01%             | 2031-01-21      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR                                  | AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 6.1% 01/15/2027                               | CUSIP: 00774MBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    695000 | PA      | $710199.21    | 0.02%             | 2027-01-15      | 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        |    549230 | PA      | $558522.38    | 0.02%             | 2030-06-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ AUTO RECEIVABLES TRUST 2024-1                                         | MERCEDES-BENZ AUTO RECEIVABLES TRUST 2024-1 5.06% 05/17/2027                                     | CUSIP: 587918AB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    180683 | PA      | $180723.49    | 0.01%             | 2027-05-17      | Fixed         | 0.05%                 | 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      | $418549.82    | 0.01%             | 2052-07-15      | Fixed         | 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      | $3130509.06   | 0.09%             | 2027-06-11      | Variable      | 0.01%                 | 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      | $937439.06    | 0.03%             | 2031-05-17      | Variable      | 0.05%                 | 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      | $1311800.00   | 0.04%             | 2029-09-30      | Fixed         | 0.03%                 | 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        |     62926 | PA      | $64725.45     | 0.00%             | 2054-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DNB BANK ASA                                                                        | DNB BANK ASA 5.896%/VAR 10/09/2026 144A                                                          | CUSIP: 23341CAC7<br>LEI: 549300GKFG0RYRRQ1414 | Long             | DBT              | CORP              | NO        |   3100000 | PA      | $3103959.38   | 0.09%             | 2026-10-09      | Variable      | 0.06%                 | 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      | $1241018.71   | 0.03%             | 2027-04-21      | Fixed         | 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      | $3507823.45   | 0.10%             | 2027-04-20      | Variable      | 0.05%                 | 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      | $1196770.38   | 0.03%             | 2028-04-24      | 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      | $3394250.24   | 0.09%             | 2026-02-15      | Fixed         | 0.01%                 | 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      | $2507191.00   | 0.07%             | 2028-01-14      | Variable      | 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      | $1700000.00   | 0.05%             | 2038-07-17      | Variable      | 0.00%                 | 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      | $1441353.88   | 0.04%             | 2026-09-12      | Fixed         | 0.06%                 | 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      | $2599826.44   | 0.07%             | 2028-05-22      | Fixed         | 0.04%                 | 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      | $535957.93    | 0.01%             | 2029-11-11      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST 2021-2                                                     | ANGEL OAK MORTGAGE TRUST 2021-2 A1 0.985% 04/25/2066 144A                                        | CUSIP: 03465DAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    337937 | PA      | $300266.91    | 0.01%             | 2066-04-25      | Fixed         | 0.01%                 | 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      | $1173210.48   | 0.03%             | 2029-06-15      | Fixed         | 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      | $470992.92    | 0.01%             | 2029-08-01      | Fixed         | 0.05%                 | 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        |      5888 | PA      | $5754.99      | 0.00%             | 2048-10-01      | Fixed         | 0.04%                 | 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        |   1615946 | PA      | $1617518.55   | 0.05%             | 2027-10-15      | Fixed         | 0.05%                 | 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        |   1931338 | PA      | $1925412.54   | 0.05%             | 2047-04-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| EQUITABLE FINANCIAL LIFE GLOBAL FUNDING                                             | EQUITABLE FINANCIAL LIFE GLOBAL FUNDING 1.7% 11/12/2026 144A                                     | CUSIP: 29449WAL1<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |    460000 | PA      | $446574.72    | 0.01%             | 2026-11-12      | Fixed         | 0.02%                 | 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      | $2634733.41   | 0.07%             | 2028-01-20      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                                               | MICRON TECHNOLOGY INC 5.375% 04/15/2028                                                          | CUSIP: 595112CA9<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    935000 | PA      | $963998.77    | 0.03%             | 2028-04-15      | Fixed         | 0.05%                 | 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      | $749085.90    | 0.02%             | 2027-04-22      | Variable      | 0.05%                 | 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      | $568710.01    | 0.02%             | 2038-04-15      | Variable      | 0.06%                 | 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      | $569967.51    | 0.02%             | 2034-07-15      | Variable      | 0.06%                 | 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      | $1250282.50   | 0.03%             | 2032-07-23      | Variable      | 0.06%                 | 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        |    125683 | PA      | $114110.83    | 0.00%             | 2056-07-25      | Fixed         | 0.01%                 | 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      | $424022.97    | 0.01%             | 2028-06-23      | 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      | $2640915.90   | 0.07%             | 2026-06-29      | Fixed         | 0.02%                 | 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        |    520000 | PA      | $539025.95    | 0.02%             | 2028-03-01      | Fixed         | 0.06%                 | 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      | $454834.54    | 0.01%             | 2026-09-15      | Fixed         | 0.03%                 | 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      | $558561.94    | 0.02%             | 2050-07-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC                                                                  | ANALOG DEVICES INC 1.7% 10/01/2028                                                               | CUSIP: 032654AU9<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |    425000 | PA      | $397112.81    | 0.01%             | 2028-10-01      | Fixed         | 0.02%                 | 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      | $1192119.47   | 0.03%             | 2052-11-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                            | RTX CORP 6.7% 08/01/2028                                                                         | CUSIP: 913017AT6<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    142000 | PA      | $151748.72    | 0.00%             | 2028-08-01      | Fixed         | 0.07%                 | 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      | $2949929.32   | 0.08%             | 2029-04-23      | Variable      | 0.05%                 | 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        |    222369 | PA      | $211285.46    | 0.01%             | 2065-05-25      | Fixed         | 0.01%                 | 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      | $726936.24    | 0.02%             | 2027-12-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CFMT 2023-HB12 LLC                                                                  | CFMT 2023-HB12 LLC 4.25% 04/25/2033 144A                                                         | CUSIP: 12530QAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     12594 | PA      | $12579.15     | 0.00%             | 2033-04-25      | 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        |    739710 | PA      | $681020.33    | 0.02%             | 2050-11-20      | Fixed         | 0.04%                 | 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      | $1322938.58   | 0.04%             | 2027-05-20      | Fixed         | 0.06%                 | 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        |    955989 | PA      | $951634.89    | 0.03%             | 2034-10-01      | Fixed         | 0.04%                 | 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        |    147068 | PA      | $132153.15    | 0.00%             | 2064-11-25      | Fixed         | 0.01%                 | 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      | $849612.27    | 0.02%             | 2027-03-26      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                           | UST NOTES 5% 10/31/2025                                                                          | CUSIP: 91282CJE2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  22000000 | PA      | $22023059.96  | 0.61%             | 2025-10-31      | Fixed         | 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        |  47625000 | PA      | $47706855.47  | 1.33%             | 2027-06-30      | 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        |     72287 | PA      | $64320.03     | 0.00%             | 2049-12-25      | Fixed         | 0.04%                 | 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      | $227257.69    | 0.01%             | 2054-06-20      | Fixed         | 0.06%                 | 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      | $630172.61    | 0.02%             | 2026-09-17      | Fixed         | 0.01%                 | 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        |     88425 | PA      | $87107.86     | 0.00%             | 2038-09-20      | Fixed         | 0.02%                 | 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        |    462930 | PA      | $447141.16    | 0.01%             | 2053-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SOLVENTUM CORP                                                                      | SOLVENTUM CORP 5.45% 02/25/2027                                                                  | CUSIP: 83444MAN1<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |   2010000 | PA      | $2048534.13   | 0.06%             | 2027-02-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                                   | STATE STREET CORP 5.751%/VAR 11/04/2026                                                          | CUSIP: 857477BX0<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2004451.68   | 0.06%             | 2026-11-04      | Variable      | 0.06%                 | 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        |    473762 | PA      | $475931.48    | 0.01%             | 2070-02-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 2022-6                                                   | VERUS SECURITIZATION TRUST 2022-6 4.91% 06/25/2067 144A                                          | CUSIP: 92539AAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    453442 | PA      | $460658.90    | 0.01%             | 2067-06-25      | 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      | $306080.58    | 0.01%             | 2031-10-20      | Fixed         | 0.06%                 | 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        |    610000 | PA      | $611033.04    | 0.02%             | 2027-08-16      | Fixed         | 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        |   2140000 | PA      | $2147590.37   | 0.06%             | 2027-09-15      | Fixed         | 0.05%                 | 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      | $2599896.28   | 0.07%             | 2028-10-16      | Fixed         | 0.04%                 | 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        |    184735 | PA      | $177348.91    | 0.00%             | 2050-03-25      | Variable      | 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        |   1240000 | PA      | $1258386.93   | 0.04%             | 2028-02-10      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-09-30

**Name of Applicant:** Heather Bonner

**Signature:** Heather Bonner

**Name of Signer:** Heather Bonner

**Title:** President and Treasurer