# EDGAR Filing Document

**Accession Number:** 0001364924
**File Stem:** 0000035402-26-002690
**Filing Date:** 2026-4
**Character Count:** 684938
**Document Hash:** 8268aea76d36b08a91f80fb4e95b0fba
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000035402-26-002690.hdr.sgml**: 20260424

**ACCESSION NUMBER**: 0000035402-26-002690

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260228

**FILED AS OF DATE**: 20260424

**DATE AS OF CHANGE**: 20260424

**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:** 26895596

**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*

**February 28, 2026**

ASD-NPRT3-0426

1.934462.114 ---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Asset-Backed Securities - 9.0%** | &nbsp;&nbsp;**Asset-Backed Securities - 9.0%** | &nbsp;&nbsp;**Asset-Backed Securities - 9.0%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| BAILIWICK OF JERSEY - 0.4%  |  |  |
| Fortress Credit Bsl Xv Ltd Series 2024-2A Class AR, CME Term SOFR 3 month Index + 1.4%, 5.0676% 10/18/2033 (b)(c)(d) | 1963142 | 1963814 |
| Hartwick Park Clo Ltd Series 2024-1A Class AR, CME Term SOFR 3 month Index + 1.16%, 4.8276% 1/20/2037 (b)(c)(d) | 2899000 | 2902740 |
| Neuberger Berman Ln Advisers Nbla CLO Ltd / Neuberger Berman Ln Series 2026-50A Class AR2, CME Term SOFR 3 month Index + 1.04%, 4.6989% 7/23/2036 (b)(c)(d) | 3825000 | 3825516 |
| Neuberger Berman Loan Advisers CLO Ltd Series 2026-51A Class AR2, CME Term SOFR 3 month Index + 1%, 4.6677% 10/23/2036 (b)(c)(d) | 2025000 | 2024990 |
| Symphony CLO Ltd Series 2026-37A Class AR2, CME Term SOFR 3 month Index + 1.13%, 4.7951% 1/20/2037 (b)(c)(d) | 1815000 | 1815575 |
| Valley Stream Pk Clo Ltd / Vy Stream Pk Clo LLC Series 2024-1A Class ARR, CME Term SOFR 3 month Index + 1.19%, 4.8576% 1/20/2037 (b)(c)(d) | 1526000 | 1527271 |
| TOTAL BAILIWICK OF JERSEY |  | 14059906 |
| CANADA - 0.1%  |  |  |
| Chesapeake Funding II LLC Series 2023-1A Class A1, 5.65% 5/15/2035 (d) | 432581 | 434558 |
| Chesapeake Funding II LLC Series 2023-2A Class A1, 6.16% 10/15/2035 (d) | 106175 | 107291 |
| Chesapeake Funding II LLC Series 2024-1A Class A1, 5.52% 5/15/2036 (d) | 255249 | 258456 |
| Securitized Term Auto Receivables Trust Series 2025-A Class B, 5.038% 7/25/2031 (d) | 738300 | 746197 |
| Securitized Term Auto Receivables Trust Series 2025-B Class B, 4.925% 12/29/2032 (d) | 176266 | 178257 |
| Securitized Term Auto Receivables Trust Series 2025-B Class C, 5.121% 12/29/2032 (d) | 66981 | 67820 |
| Securitized Term Auto Receivables Trust Series 2026-A Class B, 4.284% 3/25/2033 (d) | 547619 | 550154 |
| Securitized Term Auto Receivables Trust Series 2026-A Class C, 4.431% 3/25/2033 (d) | 198276 | 199190 |
| TOTAL CANADA |  | 2541923 |
| GRAND CAYMAN (UK OVERSEAS TER) - 2.7%  |  |  |
| Alinea Clo Ltd Series 2025-1A Class BR, CME Term SOFR 3 month Index + 1.15%, 4.8176% 7/20/2031 (b)(c)(d) | 121064 | 121125 |
| Anthelion CLO 2025-1 Ltd Series 2025-1A Class A1, CME Term SOFR 3 month Index + 1.5%, 5.1697% 7/20/2036 (b)(c)(d) | 1140000 | 1141777 |
| Ares Lx Clo Ltd Series 2026-60A Class CR, CME Term SOFR 3 month Index + 1.75%, 5.4176% 7/18/2034 (b)(c)(d) | 2830000 | 2830122 |
| Ares XXXIV CLO Ltd Series 2025-2A Class X, CME Term SOFR 3 month Index + 1%, 4.6676% 7/17/2038 (b)(c)(d) | 1578571 | 1578522 |
| Bain Capital Credit Clo Ltd Series 2025-5A Class ARR, CME Term SOFR 3 month Index + 1.15%, 4.8176% 4/20/2034 (b)(c)(d) | 1485000 | 1486405 |
| Balboa Bay Loan Funding Ltd Series 2025-1A Class ARR, CME Term SOFR 3 month Index + 1.16%, 4.8276% 4/20/2036 (b)(c)(d) | 1285000 | 1287994 |
| Battalion Clo X Ltd / Battalion Clo X LLC Series 2025-10A Class A2R3, CME Term SOFR 3 month Index + 1.75%, 5.418% 1/24/2035 (b)(c)(d) | 1945000 | 1946470 |
| Battalion Clo Xv Ltd / Battalion Clo Xv LLC Series 2025-15A Class A1RR, CME Term SOFR 3 month Index + 0.98%, 4.6476% 1/17/2033 (b)(c)(d) | 2374672 | 2374750 |
| Battalion Clo Xv Ltd / Battalion Clo Xv LLC Series 2025-15A Class CR, CME Term SOFR 3 month Index + 1.9%, 5.5676% 1/17/2033 (b)(c)(d) | 715000 | 712225 |
| Bluemountain Clo Ltd / Bluemountain Clo LLC Series 2024-3A Class A1R, CME Term SOFR 3 month Index + 1.19%, 4.858% 10/25/2030 (b)(c)(d) | 218455 | 218933 |
| Bluemountain CLO Ltd Series 2024-3A Class A1R2, CME Term SOFR 3 month Index + 1.2%, 4.8525% 11/15/2030 (b)(c)(d) | 210891 | 211012 |
| Buckhorn Park Clo Ltd Series 2024-1A Class ARR, CME Term SOFR 3 month Index + 1.07%, 4.7376% 7/18/2034 (b)(c)(d) | 2500000 | 2502308 |
| Canyon Capital CLO Ltd Series 2025-2A Class AR2, CME Term SOFR 3 month Index + 1.01%, 4.6822% 10/15/2034 (b)(c)(d) | 990000 | 990708 |
| Chenango Park Clo Ltd Series 2025-1A Class A2R, CME Term SOFR 3 month Index + 1.45%, 5.1222% 4/15/2030 (b)(c)(d) | 354382 | 354429 |
| Chenango Park Clo Ltd Series 2025-1A Class BR, CME Term SOFR 3 month Index + 1.8%, 5.4722% 4/15/2030 (b)(c)(d) | 1200000 | 1201579 |
| Clover Clo Ltd Series 2025-1A Class ARR, CME Term SOFR 3 month Index + 1%, 4.6676% 4/18/2035 (b)(c)(d) | 1635000 | 1635389 |
| Dryden 45 Senior Loan Fund Series 2024-45A Class BRR, CME Term SOFR 3 month Index + 1.65%, 5.3222% 10/15/2030 (b)(c)(d) | 1290000 | 1292067 |
| Dryden 68 Clo Ltd Series 2024-68A Class ARR, CME Term SOFR 3 month Index + 1.1%, 4.7722% 7/15/2035 (b)(c)(d) | 2331000 | 2329138 |
| Flatiron Clo 28 Ltd / Flatiron Clo LLC Series 2025-1A Class A1R, CME Term SOFR 3 month Index + 1.08%, 4.7522% 7/15/2036 (b)(c)(d) | 3497000 | 3503431 |
| Fortress Credit BSL Ltd Series 2025-1A Class A1R, CME Term SOFR 3 month Index + 1.57%, 5.241% 4/23/2036 (b)(c)(d) | 265000 | 265433 |
| Fortress Credit Bsl VII Ltd Series 2024-1A Class A2R, CME Term SOFR 3 month Index + 1.4%, 5.071% 7/23/2032 (b)(c)(d) | 980000 | 979603 |
| Fortress Credit Bsl VII Ltd Series 2024-1A Class BR, CME Term SOFR 3 month Index + 1.65%, 5.321% 7/23/2032 (b)(c)(d) | 1250000 | 1250448 |
| Fortress Credit Bsl VIII Ltd Series 2024-2A Class A1AR, CME Term SOFR 3 month Index + 1.05%, 4.7197% 10/20/2032 (b)(c)(d) | 506718 | 506619 |
| Fortress Credit Bsl VIII Ltd Series 2024-2A Class A2R, CME Term SOFR 3 month Index + 1.4%, 5.0697% 10/20/2032 (b)(c)(d) | 2455000 | 2453861 |
| Galaxy Xxii Clo Ltd Series 2026-22A Class CR4, CME Term SOFR 3 month Index + 1.6%, 5.2632% 4/16/2034 (b)(c)(d) | 700000 | 700172 |
| Golub Cap Partners Static Ltd Series 2025-1A Class BR, CME Term SOFR 3 month Index + 1.5%, 5.1676% 7/20/2035 (b)(c)(d) | 2930000 | 2929883 |
| Invesco CLO 2021-3 Ltd Series 2025-3A Class A1R, CME Term SOFR 3 month Index + 1.08%, 4.7492% 10/22/2034 (b)(c)(d) | 2820000 | 2823593 |
| Kkr Clo 34 Ltd Series 2025-34A Class AR, CME Term SOFR 3 month Index + 1.1%, 4.7722% 7/15/2034 (b)(c)(d) | 845000 | 846060 |
| Kkr Clo 40 Ltd Series 2024-40A Class AR, CME Term SOFR 3 month Index + 1.3%, 4.9676% 10/20/2034 (b)(c)(d) | 1980000 | 1980937 |
| KKR Clo Ltd / KKR Clo LLC Series 2025-18 Class A1R2, CME Term SOFR 3 month Index + 1.05%, 4.7176% 10/18/2035 (b)(c)(d) | 2334188 | 2336347 |
| Kkr Clo Trust Series 2025-33A Class AR, CME Term SOFR 3 month Index + 1.08%, 4.7476% 7/20/2034 (b)(c)(d) | 1800000 | 1800815 |
| Kkr Clo Trust Series 2025-33A Class BR, CME Term SOFR 3 month Index + 1.6%, 5.2676% 7/20/2034 (b)(c)(d) | 1145000 | 1145000 |
| Lcm Ltd Series 2026-39A Class A1R2, CME Term SOFR 3 month Index + 1.04%, 4.703% 10/15/2034 (b)(c)(d) | 250000 | 249999 |
| Madison Park Funding Xxiv Ltd Series 2024-24A Class CR2, CME Term SOFR 3 month Index + 2.05%, 5.7176% 10/20/2029 (b)(c)(d) | 855000 | 855628 |
| Madison Park Funding XXXIII Ltd Series 2022-33A Class AR, CME Term SOFR 3 month Index + 1.29%, 4.9622% 10/15/2032 (b)(c)(d) | 1673707 | 1675645 |
| Madison Pk Fdg Xlv Ltd / Madison Pk Fdg Xlv LLC Series 2024-45A Class ARR, CME Term SOFR 3 month Index + 1.08%, 4.7522% 7/15/2034 (b)(c)(d) | 2860000 | 2862071 |
| Magnetite Xxii Ltd / Magnetite Xxii LLC Series 2024-22A Class ARR, CME Term SOFR 3 month Index + 1.25%, 4.9222% 7/15/2036 (b)(c)(d) | 2408000 | 2409459 |
| Magnetite Xxiii Ltd Series 2026-23A Class AR2, CME Term SOFR 3 month Index + 0.99%, 4.6371% 1/25/2035 (b)(c)(d) | 1780000 | 1781534 |
| Marble Point Clo Xv Ltd Series 2024-1A Class A1R2, CME Term SOFR 3 month Index + 1.04%, 4.711% 7/23/2032 (b)(c)(d) | 1052371 | 1052805 |
| Marble Point Clo Xxi Ltd Series 2026-3A Class BR, CME Term SOFR 3 month Index + 1.5%, 5.1679% 10/17/2034 (b)(c)(d) | 2100000 | 2100326 |
| Northwoods Capital Xiv-B Ltd Series 2024-14BA Class AR, CME Term SOFR 3 month Index + 1.25%, 4.8831% 11/13/2031 (b)(c)(d) | 1177539 | 1180524 |
| Octagon Investment Partners XXI Ltd Series 2025-1A Class A2R4, CME Term SOFR 3 month Index + 1.15%, 4.8025% 2/14/2031 (b)(c)(d) | 1925000 | 1928425 |
| Octagon Investment Partners XXI Ltd Series 2025-1A Class AAR4, CME Term SOFR 3 month Index + 0.81%, 4.4625% 2/14/2031 (b)(c)(d) | 40048 | 40059 |
| Octagon Investment Partners XXI Ltd Series 2025-1A Class BR4, CME Term SOFR 3 month Index + 1.35%, 5.0025% 2/14/2031 (b)(c)(d) | 760000 | 760128 |
| Oha Credit Funding 22 Ltd Series 2025-22A Class A1, CME Term SOFR 3 month Index + 1.33%, 4.9976% 7/20/2038 (b)(c)(d) | 1854000 | 1857727 |
| Ozlm Funding II Ltd Series 2025-2A Class AR4, CME Term SOFR 3 month Index + 1.2%, 4.8668% 7/30/2037 (b)(c)(d) | 1850000 | 1850285 |
| Ozlm Funding II Ltd Series 2025-2A Class BR4, CME Term SOFR 3 month Index + 1.75%, 5.4168% 7/30/2037 (b)(c)(d) | 1710000 | 1712681 |
| Ozlm Xix Ltd Series 2026-19A Class A1R3, CME Term SOFR 3 month Index + 1%, 4.6633% 1/15/2035 (b)(c)(d) | 2155000 | 2155399 |
| 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%, 4.6122% 7/15/2033 (b)(c)(d) | 2371897 | 2373346 |
| Palmer Square Loan Funding Ltd Series 2024-2A Class A1N, CME Term SOFR 3 month Index + 1%, 4.6722% 1/15/2033 (b)(c)(d) | 309688 | 309688 |
| Palmer Square Loan Funding Ltd Series 2026-3A Class BR, CME Term SOFR 3 month Index + 1.45%, 5.1103% 8/8/2032 (b)(c)(d) | 680000 | 680653 |
| Post CLO Ltd Series 2026-1A Class BR, CME Term SOFR 3 month Index + 1.45%, 5.1121% 4/20/2035 (b)(c)(d) | 1065000 | 1065331 |
| Romark Clo II Ltd Series 2024-2A Class A2R, CME Term SOFR 3 month Index + 1.65%, 5.318% 7/25/2031 (b)(c)(d) | 2150000 | 2152614 |
| RR Ltd Series 2025-16A Class A1R, CME Term SOFR 3 month Index + 1.05%, 4.7222% 7/15/2036 (b)(c)(d) | 1100000 | 1100105 |
| Sound Point Clo Xxii Ltd Series 2024-1A Class BRR, CME Term SOFR 3 month Index + 1.65%, 5.3176% 1/20/2032 (b)(c)(d) | 250000 | 250863 |
| Stratus Funding CLO 2025-1 Ltd Series 2025-1A Class B, CME Term SOFR 3 month Index + 1.45%, 5.1222% 7/15/2033 (b)(c)(d) | 620000 | 620083 |
| Symphony Clo Xxiii Ltd Series 2025-23A Class AR2, CME Term SOFR 3 month Index + 0.9%, 4.5722% 1/15/2034 (b)(c)(d) | 1410195 | 1410434 |
| Trinitas Clo VI Ltd / Trinitas Clo VI LLC Series 2025-6A Class AR4, CME Term SOFR 3 month Index + 1.11%, 4.778% 1/25/2034 (b)(c)(d) | 1890000 | 1891786 |
| Voya Clo 2022-1 Ltd / Voya Clo 2022-1 LLC Series 2024-1A Class A1R, CME Term SOFR 3 month Index + 1.25%, 4.9176% 4/20/2035 (b)(c)(d) | 1888000 | 1891415 |
| Voya CLO Ltd Series 2024-2A Class AR, CME Term SOFR 3 month Index + 1.2%, 4.8676% 7/20/2032 (b)(c)(d) | 2308426 | 2310243 |
| Wellfleet Clo 2021-1 Ltd Series 2025-1A Class BR, CME Term SOFR 3 month Index + 1.65%, 5.3176% 4/20/2034 (b)(c)(d) | 1510000 | 1511060 |
| TOTAL GRAND CAYMAN (UK OVERSEAS TER) |  | 89777471 |
| UNITED STATES - 5.8%  |  |  |
| Affirm Asset Securitization Trust Series 2025-X1 Class A, 5.08% 4/15/2030 (d) | 164090 | 164303 |
| Affirm Asset Securitization Trust Series 2025-X2 Class A, 4.45% 10/15/2030 (d) | 2197927 | 2200441 |
| Affirm Master Trust Series 2025-2A Class A, 4.67% 7/15/2033 (d) | 655000 | 659671 |
| Affirm Master Trust Series 2025-2A Class B, 5.06% 7/15/2033 (d) | 685000 | 690163 |
| Affirm Master Trust Series 2025-3A Class A, 4.45% 10/16/2034 (d) | 550000 | 554092 |
| Affirm Master Trust Series 2026-1A Class A, 4.37% 2/15/2034 (d) | 1385000 | 1392918 |
| Affirm Master Trust Series 2026-1A Class B, 4.57% 2/15/2034 (d) | 210000 | 210767 |
| Affirm Master Trust Series 2026-1A Class C, 4.72% 2/15/2034 (d) | 855000 | 859313 |
| Ally Auto Receivables Trust Series 2023-A Class C, 6.08% 1/17/2034 (d) | 251301 | 253276 |
| Ally Auto Receivables Trust Series 2025-1 Class A2, 4.03% 7/17/2028  | 2465000 | 2466485 |
| Ally Bank/UT Series 2024-A Class C, 6.022% 5/17/2032 (d) | 108305 | 110246 |
| Ally Bank/UT Series 2024-B Class A2, 4.97% 9/15/2032 (d) | 146546 | 147968 |
| Ally Bank/UT Series 2024-B Class C, 5.215% 9/15/2032 (d) | 162533 | 164148 |
| Ally Bank/UT Series 2025-B Class B, 4.501% 9/15/2033 (d) | 349321 | 351445 |
| Ally Bank/UT Series 2025-B Class C, 4.697% 9/15/2033 (d) | 746082 | 751543 |
| Americredit Automobile Receivables Trust Series 2023-1 Class C, 5.8% 12/18/2028  | 625000 | 636123 |
| AMSR Trust Series 2021-SFR2 Class A, 1.527% 8/17/2038 (d) | 2745926 | 2709871 |
| Amur Equipment Finance Receivables X LLC Series 2022-1A Class C, 2.37% 4/20/2028 (d) | 20172 | 20149 |
| Amur Equipment Finance Receivables X LLC Series 2022-1A Class E, 5.02% 12/20/2028 (d) | 830000 | 830771 |
| Amur Equipment Finance Receivables Xiv LLC Series 2024-2A Class C, 5.38% 7/21/2031 (d) | 1553000 | 1589773 |
| Amur Equipment Finance Receivables Xiv LLC Series 2024-2A Class D, 5.97% 10/20/2031 (d) | 245000 | 251315 |
| Arbys Funding LLC Series 2020-1A Class A2, 3.237% 7/30/2050 (d) | 2121525 | 2076688 |
| ARI Fleet Lease Trust Series 2024-B Class A2, 5.54% 4/15/2033 (d) | 465484 | 468496 |
| ARI Fleet Lease Trust Series 2026-A Class A2, 3.96% 11/15/2034 (d) | 1345000 | 1348304 |
| ARI Fleet Lease Trust Series 2026-A Class A3, 4.09% 11/15/2034 (d) | 100000 | 100814 |
| Autonation Finance Trust Series 2025-1A Class A2, 4.72% 4/10/2028 (d) | 204839 | 205237 |
| AutoNation Finance Trust Series 2026-1A Class A3, 4.03% 8/12/2030 (d) | 475000 | 477653 |
| Auxilior Term Funding LLC Series 2023-1A Class D, 7.27% 12/16/2030 (d) | 1055000 | 1092947 |
| Auxilior Term Funding LLC Series 2023-1A Class E, 10.97% 12/15/2032 (d) | 230000 | 251480 |
| Auxilior Term Funding LLC Series 2024-1A Class A3, 5.49% 7/15/2031 (d) | 485000 | 492779 |
| Avis Budget Rental Car Funding AESOP LLC Series 2024-2A Class C, 6.18% 10/20/2027 (d) | 210000 | 211215 |
| Avis Budget Rental Car Funding AESOP LLC Series 2024-5A Class C, 6.24% 4/20/2027 (d) | 100000 | 100178 |
| Avis Budget Rental Car Funding AESOP LLC Series 2025-3A Class B, 4.46% 2/20/2030 (d) | 175000 | 175812 |
| Avis Budget Rental Car Funding AESOP LLC Series 2025-3A Class C, 4.95% 2/20/2030 (d) | 100000 | 100556 |
| Battalion Clo Xii Ltd Series 2025-12A Class BRR, CME Term SOFR 3 month Index + 1.2%, 4.8525% 5/17/2031 (b)(c)(d) | 945000 | 946445 |
| Battalion Clo Xii Ltd Series 2025-12A Class CRR, CME Term SOFR 3 month Index + 1.55%, 5.2025% 5/17/2031 (b)(c)(d) | 1020000 | 1020031 |
| Battalion Clo Xxi Ltd / Battalion Clo Xxi LLC Series 2025-21A Class AR, CME Term SOFR 3 month Index + 1.15%, 4.8222% 7/15/2034 (b)(c)(d) | 1535000 | 1536276 |
| Battalion Clo Xxi Ltd / Battalion Clo Xxi LLC Series 2025-21A Class BR, CME Term SOFR 3 month Index + 1.7%, 5.3722% 7/15/2034 (b)(c)(d) | 570000 | 569996 |
| Bayview Opportunity Master Fund VII LLC Series 2024-CAR1 Class A, U.S. 30-Day Avg. SOFR Index + 1.1%, 4.7672% 12/26/2031 (b)(c)(d) | 171403 | 171868 |
| Bayview Opportunity Master Fund VII LLC Series 2025-EDU1 Class A, U.S. 30-Day Avg. SOFR Index + 1.3%, 4.9672% 7/27/2048 (b)(c)(d) | 302179 | 301817 |
| Bayview Opportunity Master Fund VII LLC Series 2025-EDU1 Class B, U.S. 30-Day Avg. SOFR Index + 1.7%, 5.3672% 7/27/2048 (b)(c)(d) | 781350 | 779920 |
| Blue Owl Asset Leasing Trust LLC Series 2024-1A Class A2, 5.05% 3/15/2029 (d) | 363291 | 364652 |
| Blue Owl Asset Leasing Trust LLC Series 2024-1A Class B, 5.41% 3/15/2030 (d) | 240000 | 242701 |
| BofA Auto Trust Series 2025-1A Class A2A, 4.52% 11/22/2027 (d) | 374618 | 375210 |
| BRE Grand Islander Timeshare Issuer Series 2019-A Class A, 3.28% 9/26/2033 (d) | 374771 | 373649 |
| Bridgecrest Lending Auto Securitization Trust Series 2026-1 Class C, 4.44% 11/17/2031  | 840000 | 845541 |
| Capital One Prime Auto Receivables Trust Series 2024-1 Class A2A, 4.61% 10/15/2027  | 493120 | 493559 |
| Capital One Prime Auto Receivables Trust Series 2025-1 Class A2A, 3.88% 1/16/2029  | 2600000 | 2602016 |
| CarMax Auto Owner Trust Series 2023-2 Class C, 5.57% 11/15/2028  | 955000 | 970747 |
| CarMax Auto Owner Trust Series 2023-2 Class D, 6.55% 10/15/2029  | 635000 | 651362 |
| CarMax Auto Owner Trust Series 2023-3 Class C, 5.61% 2/15/2029  | 975000 | 994070 |
| CarMax Auto Owner Trust Series 2023-3 Class D, 6.44% 12/16/2030  | 350000 | 359194 |
| CarMax Auto Owner Trust Series 2024-1 Class C, 5.47% 8/15/2029  | 505000 | 517267 |
| CarMax Auto Owner Trust Series 2024-2 Class D, 6.42% 10/15/2030  | 70000 | 72734 |
| CarMax Auto Owner Trust Series 2024-3 Class D, 5.67% 1/15/2031  | 255000 | 262153 |
| CarMax Auto Owner Trust Series 2025-3 Class A2A, 4.42% 8/15/2028  | 2070838 | 2075192 |
| Carmax Auto Owner Trust Series 2025-4 Class A2A, 3.95% 3/15/2029  | 2015000 | 2017306 |
| CarMax Select Receivables Trust Series 2024-A Class A2A, 5.78% 9/15/2027  | 10819 | 10831 |
| CarMax Select Receivables Trust Series 2024-A Class B, 5.35% 1/15/2030  | 270000 | 274626 |
| CarMax Select Receivables Trust Series 2024-A Class C, 5.62% 1/15/2030  | 1150000 | 1180622 |
| Carvana Auto Receivables Trust 2025-P2 Series 2025-P2 Class A2, 4.56% 8/10/2028  | 1233120 | 1235264 |
| Carvana Auto Receivables Trust Series 2021-P4 Class B, 1.98% 2/10/2028  | 445000 | 438110 |
| Carvana Auto Receivables Trust Series 2022-N1 Class C, 3.32% 12/11/2028 (d) | 49621 | 49190 |
| Carvana Auto Receivables Trust Series 2024-N2 Class B, 5.67% 9/10/2030 (d) | 815000 | 823731 |
| Carvana Auto Receivables Trust Series 2024-N2 Class C, 5.82% 9/10/2030 (d) | 1620000 | 1654882 |
| Carvana Auto Receivables Trust Series 2024-P4 Class A2, 4.62% 2/10/2028  | 85756 | 85777 |
| Carvana Auto Receivables Trust Series 2025-P1 Class A2, 4.5% 6/12/2028  | 174044 | 174181 |
| Carvana Auto Receivables Trust Series 2025-P3 Class A2, 4.07% 2/12/2029  | 1805935 | 1806665 |
| Chase Auto Credit Linked Notes Series 2025-1 Class B, 4.753% 2/25/2033 (d) | 530083 | 534662 |
| CyrusOne Data Centers Issuer I LLC Series 2024-2A Class A2, 4.5% 5/20/2049 (d) | 1500000 | 1481859 |
| Dell Equip Fin Trust Series 2025-1 Class A2, 4.68% 7/22/2027 (d) | 262630 | 263345 |
| Dell Equip Fin Trust Series 2025-1 Class C, 5.25% 2/24/2031 (d) | 100000 | 101805 |
| Dell Equipment Finance Trust Series 2023-3 Class D, 6.75% 10/22/2029 (d) | 100000 | 100555 |
| Dell Equipment Finance Trust Series 2024-1 Class D, 6.12% 9/23/2030 (d) | 195000 | 197512 |
| Dell Equipment Finance Trust Series 2024-2 Class A2, 4.69% 8/22/2030 (d) | 633887 | 634845 |
| Dell Equipment Finance Trust Series 2024-2 Class B, 4.82% 8/22/2030 (d) | 105000 | 106022 |
| Dell Equipment Finance Trust Series 2024-2 Class D, 5.29% 2/24/2031 (d) | 865000 | 872883 |
| Dext Abs LLC Series 2025-1 Class A2, 4.59% 8/16/2027 (d) | 357852 | 358662 |
| Dext Abs LLC Series 2025-2 Class A3, 4.23% 4/15/2036 (d) | 100000 | 100331 |
| Dext Abs LLC Series 2025-2 Class C, 4.89% 4/15/2036 (d) | 150000 | 151202 |
| DLLAA LLC Series 2025-1A Class A2, 4.7% 10/20/2027 (d) | 601777 | 603808 |
| DLLAA Series 2023-1A Class A3, 5.64% 2/22/2028 (d) | 438569 | 443117 |
| Dllad LLC Series 2025-1A Class A2, 4.46% 11/20/2028 (d) | 1400000 | 1407120 |
| DLLAD Series 2024-1A Class A2, 5.5% 8/20/2027 (d) | 273377 | 274358 |
| DLLMT LLC Series 2026-1A Class A3, 4.2% 12/20/2029 (d) | 160000 | 161114 |
| DLLMT LLC Series 2026-1A Class A4, 4.36% 9/20/2033 (d) | 45000 | 45558 |
| DLLST Series 2024-1A Class A3, 5.05% 8/20/2027 (d) | 135299 | 135843 |
| DLLST Series 2024-1A Class A4, 4.93% 4/22/2030 (d) | 65000 | 65588 |
| Drive Auto Receivables Trust Series 2024-2 Class C, 4.67% 5/17/2032  | 475000 | 479082 |
| Drive Auto Receivables Trust Series 2025-2 Class C, 4.39% 9/15/2032  | 380000 | 382161 |
| DRIVE Series 2025-1 Class A2, 4.87% 8/15/2028  | 455787 | 456413 |
| Eart Series 2025-5A Class B, 4.28% 7/15/2030  | 840000 | 846063 |
| Elara Hgv Timeshare Issuer LLC Series 2023-A Class A, 6.16% 2/25/2038 (d) | 150041 | 155903 |
| Elara Hgv Timeshare Issuer LLC Series 2023-A Class C, 7.3% 2/25/2038 (d) | 205441 | 213623 |
| Enterprise Fleet Financing 2025-2 LLC Series 2025-2 Class A2, 4.51% 2/22/2028 (d) | 2509291 | 2519109 |
| Enterprise Fleet Financing LLC Series 2022-3 Class A2, 4.38% 7/20/2029 (d) | 975 | 974 |
| Enterprise Fleet Financing LLC Series 2023-3 Class A2, 6.4% 3/20/2030 (d) | 288183 | 291540 |
| Enterprise Fleet Financing LLC Series 2024-1 Class A2, 5.23% 3/20/2030 (d) | 1202420 | 1211266 |
| Enterprise Fleet Financing LLC Series 2024-3 Class A2, 5.31% 4/20/2027 (d) | 587169 | 588934 |
| Enterprise Fleet Financing LLC Series 2024-3 Class A4, 5.06% 3/20/2031 (d) | 205000 | 210340 |
| Enterprise Fleet Financing LLC Series 2024-4 Class A2, 4.69% 7/20/2027 (d) | 1608009 | 1613228 |
| Enterprise Fleet Financing LLC Series 2025-1 Class A2, 4.65% 10/20/2027 (d) | 1632699 | 1639089 |
| Enterprise Fleet Financing Series 2024-2 Class A2, 5.74% 12/20/2026 (d) | 90420 | 90644 |
| Exeter Automobile Receivables Trust Series 2023-1A Class D, 6.69% 6/15/2029  | 71555 | 72657 |
| Exeter Automobile Receivables Trust Series 2025-3A Class A2, 4.83% 1/18/2028  | 696265 | 697207 |
| Exeter Automobile Receivables Trust Series 2025-4A Class A2, 4.53% 3/15/2028  | 1277455 | 1279230 |
| Exeter Automobile Receivables Trust Series 2025-4A Class B, 4.4% 5/15/2030  | 255000 | 257057 |
| Exeter Automobile Receivables Trust Series 2025-4A Class C, 4.57% 6/16/2031  | 915000 | 924626 |
| Exeter Automobile Receivables Trust Series 2026-1A Class B, 4.22% 10/15/2030  | 275000 | 276614 |
| Exeter Automobile Receivables Trust Series 2026-1A Class C, 4.4% 5/17/2032  | 800000 | 805640 |
| Exeter Select Automobile Receivables Trust Series 2025-1 Class A2, 4.83% 10/16/2028  | 39910 | 40011 |
| Exeter Select Automobile Receivables Trust Series 2025-1 Class B, 4.87% 8/15/2031  | 480000 | 486829 |
| Exeter Select Automobile Receivables Trust Series 2025-2 Class A2, 4.54% 6/15/2029  | 974580 | 977069 |
| Exeter Select Automobile Receivables Trust Series 2025-2 Class B, 4.63% 11/17/2031  | 265000 | 268589 |
| Exeter Select Automobile Receivables Trust Series 2025-2 Class C, 4.91% 12/15/2031  | 540000 | 549079 |
| Fiaot Series 2025-1A Class A2, 4.31% 12/15/2028 (d) | 1585000 | 1587497 |
| Flatiron Clo 23 LLC Series 2025-1A Class AR, CME Term SOFR 3 month Index + 1.24%, 4.9076% 4/17/2036 (b)(c)(d) | 2303000 | 2306851 |
| Flatiron Rr Clo 22 LLC Series 2025-2A Class AR, CME Term SOFR 3 month Index + 0.91%, 4.5822% 10/15/2034 (b)(c)(d) | 1900000 | 1899050 |
| Ford Credit Auto Lease Trust Series 2023-B Class C, 6.43% 4/15/2027  | 480704 | 481602 |
| Ford Credit Auto Owner Trust Series 2021-2 Class D, 2.6% 5/15/2034 (d) | 695000 | 684057 |
| Ford Credit Auto Owner Trust Series 2023-A Class B, 5.07% 1/15/2029  | 1495000 | 1511376 |
| Ford Credit Floorplan Master Owner Trust A Series 2023-1 Class C, 5.75% 5/15/2028 (d) | 405000 | 406080 |
| Ford Credit Floorplan Master Owner Trust A Series 2023-1 Class D, 6.62% 5/15/2028 (d) | 750000 | 753087 |
| Ford Credit Floorplan Master Owner Trust A Series 2024-1 Class B, 5.48% 4/15/2029 (d) | 550000 | 558823 |
| FORDO Series 2024-B Class A2A, 5.4% 4/15/2027  | 41778 | 41811 |
| Freddie Mac STACR REMIC Trust Series 2023-HQA3 Class A1, U.S. 30-Day Avg. SOFR Index + 1.85%, 5.5172% 11/25/2043 (b)(c)(d) | 249372 | 251387 |
| GM Financial Automobile Leasing Trust Series 2025-1 Class A2A, 4.54% 5/20/2027 (b) | 1791582 | 1794801 |
| GM Financial Consumer Automobile Receivables Trust Series 2024-4 Class A2A, 4.53% 10/18/2027  | 418733 | 419048 |
| GM Financial Consumer Automobile Receivables Trust Series 2025-2 Class A2A, 4.4% 2/16/2028  | 1413079 | 1415628 |
| GMF Floorplan Owner Revolving Trust Series 2023-1 Class A2, U.S. 30-Day Avg. SOFR Index + 1.15%, 4.8082% 6/15/2028 (b)(c)(d) | 1000000 | 1002138 |
| GMF Floorplan Owner Revolving Trust Series 2025-1A Class A2, U.S. 30-Day Avg. SOFR Index + 0.6%, 4.2582% 3/15/2029 (b)(c)(d) | 1650000 | 1654455 |
| Goto Foods Funding LLC Series 2017-1A Class A2II, 5.093% 4/30/2047 (d) | 1920813 | 1918957 |
| GreatAmerica Leasing Receivables Funding LLC Series 2025-2 Class A3, 4.14% 12/17/2029 (d) | 435000 | 438965 |
| Greensky Home Improvement Issuer Trust Series 2025-2A Class A2, 4.93% 6/25/2060 (d) | 111969 | 112427 |
| Greensky Home Improvement Series 2025-3A Class A1, 4.34% 12/27/2060 (d) | 1718657 | 1721999 |
| Hardee's Funding LLC / Carl's Jr Funding LLC Series 2018-1A Class A23, 5.71% 6/20/2048 (d) | 667800 | 667152 |
| Hardee's Funding LLC / Carl's Jr Funding LLC Series 2020-1A Class A2, 3.981% 12/20/2050 (d) | 2525823 | 2447350 |
| Hardee's Funding LLC / Carl's Jr Funding LLC Series 2021-1A Class A2, 2.865% 6/20/2051 (d) | 269310 | 254136 |
| Hilton Grand Vacations Trust 2025-1 Series 2025-1A Class A, 4.88% 5/27/2042 (d) | 322457 | 328389 |
| Hilton Grand Vacations Trust 2025-1 Series 2025-1A Class B, 5.18% 5/27/2042 (d) | 552783 | 562825 |
| Hilton Grand Vacations Trust Series 2020-AA Class A, 2.74% 2/25/2039 (d) | 124036 | 122210 |
| Hilton Grand Vacations Trust Series 2020-AA Class B, 4.22% 2/25/2039 (d) | 191102 | 190099 |
| Hilton Grand Vacations Trust Series 2022-1D Class A, 3.61% 6/20/2034 (d) | 86262 | 85981 |
| Hilton Grand Vacations Trust Series 2023-1A Class B, 6.11% 1/25/2038 (d) | 448821 | 462288 |
| Hilton Grand Vacations Trust Series 2023-1A Class C, 6.94% 1/25/2038 (d) | 83236 | 86203 |
| Home Partners of America Trust Series 2022-1 Class A, 3.93% 4/17/2039 (d) | 354622 | 353341 |
| Hotwire Funding LLC Series 2021-1 Class A2, 2.311% 11/20/2051 (d) | 325000 | 319887 |
| Hpefs Equipment Trust 2023-2 Series 2023-2A Class C, 6.48% 1/21/2031 (d) | 88098 | 88288 |
| Hpefs Equipment Trust 2023-2 Series 2023-2A Class D, 6.97% 7/21/2031 (d) | 215000 | 216708 |
| HPEFS Equipment Trust Series 2024-1A Class C, 5.33% 5/20/2031 (d) | 1220000 | 1225708 |
| HPEFS Equipment Trust Series 2024-2A Class B, 5.35% 10/20/2031 (d) | 170000 | 171602 |
| HPEFS Equipment Trust Series 2024-2A Class D, 5.82% 4/20/2032 (d) | 420000 | 428445 |
| Huntington Bank Auto Credit-Linked Notes Series 2024-1 Class B1, 6.153% 5/20/2032 (d) | 530201 | 539248 |
| Huntington Bank Auto Credit-Linked Notes Series 2024-2 Class B1, 5.442% 10/20/2032 (d) | 1152718 | 1165667 |
| Huntington Bank Auto Credit-Linked Notes Series 2025-2 Class B2, U.S. 30-Day Avg. SOFR Index + 1.2%, 4.8615% 9/20/2033 (b)(c)(d) | 620013 | 621718 |
| Huntington National Bank/The Series 2025-1 Class B, 4.957% 3/21/2033 (d) | 775681 | 782184 |
| Hyundai Auto Lease Securitization Trust Series 2025-B Class A3, 4.53% 4/17/2028 (d) | 390000 | 393436 |
| Hyundai Auto Lease Securitization Trust Series 2025-B Class B, 4.94% 8/15/2029 (d) | 805000 | 817458 |
| Hyundai Auto Lease Securitization Trust Series 2025-C Class A3, 4.36% 7/17/2028 (d) | 1700000 | 1711997 |
| Hyundai Auto Receivables Trust Series 2024-C Class A2A, 4.53% 9/15/2027  | 618628 | 619366 |
| Hyundai Auto Receivables Trust Series 2025-B Class A2A, 4.45% 8/15/2028  | 1247868 | 1251537 |
| Hyundai Auto Receivables Trust Series 2026-A Class C, 4.31% 6/15/2033  | 165000 | 166113 |
| Jack in the Box Funding LLC Series 2022-1A Class A2I, 3.445% 2/26/2052 (d) | 1990880 | 1941748 |
| John Deere Owner Trust Series 2024-C Class A2B, U.S. 30-Day Avg. SOFR Index + 0.43%, 4.0882% 8/16/2027 (b)(c) | 550762 | 550962 |
| JP Morgan Mortgage Trust Series 2025-HE3 Class A1, U.S. 30-Day Avg. SOFR Index + 1.35%, 5.0115% 3/20/2056 (b)(c)(d) | 411801 | 413114 |
| Juniper Valley Park CLO LLC Series 2025-1A Class ARR, CME Term SOFR 3 month Index + 1.08%, 4.7476% 7/20/2036 (b)(c)(d) | 2500000 | 2501671 |
| Kubota Credit Owner Trust 2025-2 Series 2025-2A Class A2, 4.48% 4/17/2028 (d) | 1085000 | 1090192 |
| Kubota Credit Owner Trust Series 2024-2A Class A2, 5.45% 4/15/2027 (d) | 194962 | 195372 |
| Kubota Credit Owner Trust Series 2025-1A Class A2, 4.61% 12/15/2027 (d) | 1967643 | 1975264 |
| M&T Equipment Notes Series 2025-1A Class A2, 4.7% 12/16/2027 (d) | 1001294 | 1005935 |
| Marlette Funding Trust 2025-1 Series 2025-1A Class A, 4.75% 7/16/2035 (d) | 79192 | 79308 |
| Marriott Vacations Worldwide Owner Trust Series 2023-2A Class A, 6.18% 11/20/2040 (d) | 129855 | 133813 |
| Marriott Vacations Worldwide Owner Trust Series 2023-2A Class B, 6.33% 11/20/2040 (d) | 83353 | 85426 |
| Mercedes-Benz Auto Lease Trust Series 2024-A Class A2A, 5.44% 2/16/2027  | 38210 | 38240 |
| Merchants Fleet Funding LLC Series 2025-1A Class A, 4.49% 1/20/2039 (d) | 850000 | 857124 |
| MMAF Equipment Finance LLC Series 2021-A Class A5, 1.19% 11/13/2043 (d) | 215000 | 214741 |
| Mtg Pass Thru Ctf Series 2021-INV1 Class A1, 0.852% 1/25/2056 (b)(d) | 35978 | 35288 |
| MVW LLC Series 2020-1A Class A, 1.74% 10/20/2037 (d) | 128504 | 127005 |
| MVW LLC Series 2020-1A Class B, 2.73% 10/20/2037 (d) | 90673 | 89873 |
| MVW LLC Series 2021-1WA Class B, 1.44% 1/22/2041 (d) | 32841 | 31911 |
| MVW LLC Series 2021-1WA Class C, 1.94% 1/22/2041 (d) | 52389 | 50962 |
| MVW LLC Series 2023-1A Class A, 4.93% 10/20/2040 (d) | 424107 | 430258 |
| Navient Private Education Loan Trust Series 2019-D Class A2A, 3.01% 12/15/2059 (d) | 150310 | 147255 |
| Navient Private Education Loan Trust Series 2020-CA Class A2A, 2.15% 11/15/2068 (d) | 938749 | 908791 |
| Navient Private Education Refi Loan Trust Series 2019-A Class A2A, 3.42% 1/15/2043 (d) | 86589 | 86433 |
| Navient Private Education Refi Loan Trust Series 2019-GA Class A, 2.4% 10/15/2068 (d) | 93339 | 91255 |
| Navient Private Education Refi Loan Trust Series 2020-DA Class A, 1.69% 5/15/2069 (d) | 169061 | 162202 |
| Navient Refinance Loan Trust Series 2026-A Class A, 4.5% 1/18/2056 (d) | 425000 | 425909 |
| Navient Student Loan Trust Series 2019-EA Class A2A, 2.64% 5/15/2068 (d) | 184420 | 182109 |
| Navistar Financial Dealer Note Master Trust Series 2024-1 Class B, 5.79% 4/25/2029 (d) | 100000 | 100215 |
| Navistar Financial Dealer Note Master Trust Series 2024-1 Class C, 6.13% 4/25/2029 (d) | 155000 | 155355 |
| Navistar Financial Dealer Note Master Trust Series 2025-1 Class B, 4.42% 9/25/2030 (d) | 150000 | 150360 |
| Navistar Financial Dealer Note Master Trust Series 2025-1 Class C, 4.72% 9/25/2030 (d) | 70000 | 70184 |
| Nelnet Student Loan Trust Series 2020-1A Class A, CME Term SOFR 1 month Index + 0.8545%, 4.5282% 3/26/2068 (b)(c)(d) | 130666 | 130413 |
| Nelnet Student Loan Trust Series 2021-CA Class AFX, 1.32% 4/20/2062 (d) | 541829 | 514084 |
| Nelnet Student Loan Trust Series 2021-DA Class AFX, 1.63% 4/20/2062 (d) | 189463 | 181362 |
| NMEF Funding LLC Series 2026-A Class B, 4.48% 2/15/2034 (d) | 100000 | 100455 |
| NMEF Funding LLC Series 2026-A Class C, 4.71% 2/15/2034 (d) | 170000 | 171170 |
| Octane Receivable Trust Series 2024-1A Class A2, 5.68% 5/20/2030 (d) | 121010 | 121818 |
| Octane Receivables Trust Series 2023-3A Class B, 6.48% 7/20/2029 (d) | 230000 | 232471 |
| Octane Receivables Trust Series 2023-3A Class C, 6.74% 8/20/2029 (d) | 100000 | 102265 |
| Octane Receivables Trust Series 2024-3A Class A2, 4.94% 5/20/2030 (d) | 672453 | 675253 |
| Octane Receivables Trust Series 2024-3A Class C, 5.51% 10/20/2031 (d) | 300000 | 307087 |
| Octane Receivables Trust Series 2024-RVM1 Class A, 5.01% 1/22/2046 (d) | 236725 | 240987 |
| Octane Receivables Trust Series 2025-RVM1 Class B, 4.83% 12/20/2046 (d) | 455000 | 459787 |
| Octane Receivables Trust Series 2025-RVM1 Class C, 5.26% 12/20/2046 (d) | 935000 | 952605 |
| Optn Series 2026-A Class A, 4.32% 1/9/2034 (d) | 200000 | 200640 |
| PEAC Solutions Receivables LLC Series 2026-1A Class A2, 4.27% 10/20/2028 (d) | 545000 | 546317 |
| PEAC Solutions Receivables LLC Series 2026-1A Class B, 4.75% 7/20/2033 (d) | 630000 | 636965 |
| Peac Solutions Receivables Series 2025-1A Class A2, 4.94% 10/20/2028 (d) | 551303 | 554579 |
| Peac Solutions Receivables Series 2025-1A Class A3, 5.04% 7/20/2032 (d) | 510000 | 521006 |
| Post Road Equipment Finance LLC Series 2025-1A Class A2, 4.9% 5/15/2031 (d) | 192695 | 194394 |
| Post Road Equipment Finance Series 2024-1A Class A2, 5.59% 11/15/2029 (d) | 20101 | 20167 |
| Progress Residential Trust Series 2021-SFR8 Class B, 1.681% 10/17/2038 (d) | 496000 | 488226 |
| Progress Residential Trust Series 2021-SFR8 Class C, 1.931% 10/17/2038 (d) | 2225000 | 2192000 |
| RCKT Trust Series 2025-1A Class A, 4.9% 7/25/2034 (d) | 107576 | 107831 |
| Rcktl Series 2025-2A Class A, 4.48% 11/27/2034 (d) | 228663 | 228893 |
| RKTL Series 2026-1A Class A, 4.07% 2/26/2035 (d) | 1140000 | 1141297 |
| Sabey Data Ctr Issuer LLC Series 2021-1 Class A2, 1.881% 6/20/2046 (d) | 733000 | 725551 |
| Santander Bank Auto Credit Linked Notes Series 2024-B Class B, 4.965% 1/18/2033 (d) | 204400 | 205889 |
| Santander Bank Auto Credit Linked Notes Series 2024-B Class C, 5.141% 1/18/2033 (d) | 273896 | 276166 |
| Santander Bank NA - Sbcln Series 2023-B Class A2, 5.644% 12/15/2033 (d) | 99038 | 100699 |
| Santander Bank NA - Sbcln Series 2023-B Class D, 6.663% 12/15/2033 (d) | 264202 | 268609 |
| Santander Bank NA - Sbcln Series 2024-A Class B, 5.622% 6/15/2032 (d) | 204548 | 207462 |
| Santander Bank NA - Sbcln Series 2024-A Class C, 5.818% 6/15/2032 (d) | 249015 | 252332 |
| Santander Bank NA - Sbcln Series 2025-A Class B, 4.484% 1/16/2034 (d) | 250000 | 251468 |
| Santander Bank NA - Sbcln Series 2025-A Class C, 4.661% 1/16/2034 (d) | 250000 | 251622 |
| Santander Drive Auto Receivables Trust Series 2025-2 Class A2, 4.71% 6/15/2028  | 877224 | 878231 |
| Santander Drive Auto Receivables Trust Series 2025-4 Class B, 4.27% 1/15/2032  | 770000 | 776566 |
| Santander Drive Auto Receivables Trust Series 2026-1 Class A3, 3.93% 7/15/2030  | 670000 | 671409 |
| Santander Mortgage Asset Receivable Trust Series 2025-CES1 Class A1A, 5.036% 9/25/2055 (d) | 918043 | 924946 |
| SBA Tower Trust Series 2020, 2.328% 7/15/2052 (d) | 440000 | 425154 |
| SBA Tower Trust Series 2021, 1.631% 5/15/2051 (d) | 1149000 | 1129394 |
| Scf Equipment Leasing Series 2023-1A Class A3, 6.17% 5/20/2032 (d) | 148793 | 149892 |
| SCLP Series 2025-4 Class A, 4.24% 8/25/2035 (d) | 1899912 | 1903579 |
| SEB Funding LLC Series 2021-1A Class A2, 4.969% 1/30/2052 (d) | 1511213 | 1511285 |
| SEB Funding LLC Series 2024-1A Class A2, 7.386% 4/30/2054 (d) | 925000 | 951096 |
| SFAST Series 2025-1A Class A2, 4.65% 5/22/2028 (d) | 644042 | 644756 |
| SFS Auto Receivables Securitization Trust Series 2024-1A Class A3, 4.95% 5/21/2029 (d) | 453834 | 456293 |
| SFS Auto Receivables Securitization Trust Series 2024-1A Class C, 5.51% 1/20/2032 (d) | 494000 | 509829 |
| SFS Auto Receivables Securitization Trust Series 2024-3A Class A2, 4.71% 5/22/2028 (d) | 82051 | 82098 |
| SFS Auto Receivables Securitization Trust Series 2025-2A Class A2, 4.52% 11/20/2028 (d) | 1023534 | 1025935 |
| Sfs Auto Receivables Securitization Trust Series 2025-3A Class A2, 4.11% 3/20/2029 (d) | 2067928 | 2070447 |
| SFS Auto Receivables Securitization Trust Series 2026-1A Class C, 4.46% 11/21/2033 (d) | 1590000 | 1598811 |
| Sfuel Series 2025-BA Class A2, 4.31% 5/22/2028 (d) | 2595000 | 2603447 |
| Sierra Timeshare Receivables Funding LLC Series 2025-2A Class B, 4.93% 4/20/2044 (d) | 301197 | 304936 |
| Sierra Timeshare Receivables Funding LLC Series 2025-3A Class A, 4.44% 8/22/2044 (d) | 144663 | 145628 |
| Sierra Timeshare Receivables Funding LLC Series 2025-3A Class B, 4.64% 8/22/2044 (d) | 229050 | 230676 |
| SMB Private Education Loan Trust Series 2018-B Class A2B, CME Term SOFR 1 month Index + 0.8345%, 4.4941% 1/15/2037 (b)(c)(d) | 163967 | 163841 |
| SMB Private Education Loan Trust Series 2020-B Class A1A, 1.29% 7/15/2053 (d) | 113463 | 108781 |
| SMB Private Education Loan Trust Series 2020-PTB Class A2A, 1.6% 9/15/2054 (d) | 751803 | 717455 |
| SMB Private Education Loan Trust Series 2025-A Class A1A, 5.13% 4/15/2054 (d) | 541299 | 555882 |
| Sofi Consumer Loan Program Series 2025-3 Class A, 4.47% 8/15/2034 (d) | 393288 | 394395 |
| Sonic Capital LLC Series 2020-1A Class A2II, 4.336% 1/20/2050 (d) | 727650 | 711759 |
| Stellantis Financial Underwritten Enhanced Lease Trust Series 2025-CA Class A3, 4.11% 4/20/2029 (d) | 1807000 | 1819896 |
| Stellantis Financial Underwritten Enhanced Lease Trust Series 2025-CA Class C, 4.44% 8/20/2030 (d) | 70000 | 70410 |
| Tesla Lease Electric Vehicle Securitization LLC Series 2025-A Class A2, 4.14% 6/20/2028 (d) | 1787992 | 1791290 |
| Towd Point Mortgage Trust Series 2019-1 Class A1, 3.7411% 3/25/2058 (b)(d) | 300088 | 295035 |
| Toyota Auto Receivables Owner Trust Series 2025-B Class A2A, 4.46% 3/15/2028  | 1780967 | 1785321 |
| Toyota Lease Owner Trust Series 2025-A Class A2A, 4.58% 7/20/2027 (d) | 694697 | 696085 |
| Tricon Residential Trust Series 2024-SFR2 Class A, 4.75% 6/17/2040 (d) | 558232 | 560805 |
| Tricon Residential Trust Series 2024-SFR2 Class D, 6% 6/17/2040 (d) | 1020000 | 1032470 |
| USB Auto Owner Trust 2025-1 Series 2025-1A Class A2, 4.51% 6/15/2028 (d) | 1459825 | 1462845 |
| USCLN Series 2023-1 Class B, 6.789% 8/25/2032 (d) | 87888 | 88758 |
| Verdant Receivables 2023-1 LLC Series 2023-1A Class A2, 6.24% 1/13/2031 (d) | 386653 | 393065 |
| Verdant Receivables LLC Series 2024-1A Class A2, 5.68% 12/12/2031 (d) | 162077 | 165162 |
| Verizon Master Trust Series 2024-6 Class B, 4.42% 8/20/2030  | 1355000 | 1363967 |
| Verizon Master Trust Series 2025-3 Class A1A, 4.51% 3/20/2030  | 2155000 | 2172032 |
| Volkswagen Auto Lease Trust Series 2025-B Class A2A, 3.97% 4/20/2028  | 2245000 | 2246945 |
| Wheels Fleet Lease Funding LLC Series 2023-2A Class A, 6.46% 8/18/2038 (d) | 145521 | 147117 |
| Wheels Fleet Lease Funding LLC Series 2024-1A Class A1, 5.49% 2/18/2039 (d) | 710592 | 718523 |
| Wheels Fleet Lease Funding LLC Series 2024-2A Class A1, 4.87% 6/21/2039 (d) | 490350 | 495425 |
| Wheels Fleet Lease Funding LLC Series 2025-1A Class A2, CME Term SOFR 1 month Index + 0%, 4.9868% 1/18/2040 (b)(c)(d) | 2362045 | 2372911 |
| Wheels Fleet Lease Funding LLC Series 2025-3A Class A1, 4.08% 9/18/2040 (d) | 365000 | 366562 |
| Wheels Fleet Lease Funding LLC Series 2025-3A Class C, 4.79% 9/18/2040 (d) | 585000 | 590030 |
| Wingspire Equipment FinanceLLC Series 2025-1A Class A2, 4.33% 9/20/2033 (d) | 100000 | 100373 |
| Wingspire Equipment FinanceLLC Series 2025-1A Class C, 4.76% 9/20/2033 (d) | 100000 | 100719 |
| Woart Series 2025-B Class A2A, 4.38% 8/15/2028  | 1904090 | 1907807 |
| Woart Series 2025-C Class A2A, 4.19% 10/16/2028  | 2497271 | 2500844 |
| World Omni Auto Receivables Trust 2022-A Series 2022-A Class C, 2.55% 9/15/2028  | 600000 | 599499 |
| World Omni Auto Receivables Trust Series 2025-A Class A2A, 4.49% 4/17/2028  | 907908 | 908973 |
| World Omni Select Auto Trust Series 2023-A Class B, 5.87% 8/15/2028  | 280000 | 281158 |
| World Omni Select Auto Trust Series 2025-A Class A2A, 4.14% 5/15/2030  | 1970000 | 1974411 |
| Zaxby's Funding LLC Series 2021-1A Class A2, 3.238% 7/30/2051 (d) | 735350 | 705300 |
| TOTAL UNITED STATES |  | 192057470 |
| <br> **TOTAL ASSET-BACKED SECURITIES**<br> (Cost $296,788,649) |  | <br> **298436770** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Collateralized Mortgage Obligations - 1.3%** | &nbsp;&nbsp;**Collateralized Mortgage Obligations - 1.3%** | &nbsp;&nbsp;**Collateralized Mortgage Obligations - 1.3%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| UNITED STATES - 1.3%  |  |  |
| Angel Oak Mortgage Trust 2026-2 Series 2026-2 Class AFCF, 4.631% 2/25/2071 (b)(d) | 1000000 | 1000000 |
| Angel Oak Mortgage Trust LLC Series 2020-3 Class A3, 2.872% 4/25/2065 (b)(d) | 235619 | 229594 |
| Angel Oak Mortgage Trust LLC Series 2022-2 Class A1, 3.353% 1/25/2067 (b)(d) | 1314350 | 1279231 |
| Angel Oak Mortgage Trust Series 2021-1 Class A1, 0.909% 1/25/2066 (d) | 326268 | 297053 |
| Angel Oak Mortgage Trust Series 2025-5 Class A1, 5.573% 4/25/2070 (d) | 1611512 | 1629983 |
| BINOM Securitization Trust Series 2021-INV1 Class A2, 2.37% 6/25/2056 (d) | 664674 | 623787 |
| BINOM Securitization Trust Series 2021-INV1 Class A3, 2.625% 6/25/2056 (d) | 208525 | 196033 |
| CFMT LLC Series 2024-HB13 Class A, 3% 5/25/2034 (b)(d) | 199159 | 197335 |
| Cim Tr 2021-R6 Series 2021-R6 Class A1, 1.425% 7/25/2061 (d) | 123372 | 114756 |
| Citigroup Mortgage Loan Trust Series 2020-EXP2 Class A3, 2.5% 8/25/2050 (d) | 142876 | 126148 |
| Colt Funding LLC Series 2021-1 Class A2, 1.167% 6/25/2066 (d) | 287029 | 261691 |
| COLT Mortgage Loan Trust Series 2024-6 Class A2, 5.644% 11/25/2069 (d) | 984100 | 992059 |
| COLT Mortgage Loan Trust Series 2024-INV4 Class A3, 6.111% 5/25/2069 (b)(d) | 979270 | 992922 |
| COLT Mortgage Loan Trust Series 2025-4 Class A1, 5.794% 4/25/2070 (b)(d) | 354783 | 360131 |
| Connecticut Ave Secs Trust Series 2025-R06 Class 1M1, U.S. 30-Day Avg. SOFR Index + 0.95%, 4.6172% 9/25/2045 (b)(c)(d) | 433718 | 434402 |
| Connecticut Avenue Securities Trust Series 2025-R03 Class 2A1, U.S. 30-Day Avg. SOFR Index + 1.45%, 5.1172% 3/25/2045 (b)(c)(d) | 281794 | 283496 |
| Deephaven Residential Mortgage Trust Series 2021-1 Class A2, 0.973% 5/25/2065 (d) | 32420 | 31582 |
| Deephaven Residential Mortgage Trust Series 2021-2 Class A3, 1.26% 4/25/2066 (d) | 140580 | 127350 |
| Deephaven Residential Mortgage Trust Series 2026-INV1 Class A1, 4.797% 12/25/2070 (b)(d) | 640664 | 642518 |
| EFMT Series 2025-INV2 Class A1, 5.387% 5/26/2070 (d) | 345440 | 348783 |
| EFMT Series 2025-INV5 Class A1, 0% 12/25/2070 (b)(d) | 529764 | 533649 |
| EFMT Series 2025-NQM5 Class A1, 0% 11/25/2070 (b)(d) | 272197 | 273758 |
| EFMT Series 2025-NQM6 Class A1, 0% 12/25/2070 (b)(d) | 702365 | 706343 |
| EFMT Series 2026-NQM1 Class A1F, 4.8672% 2/25/2071 (d) | 404124 | 404476 |
| EFMT Trust Series 2024-INV2 Class A2, 5.289% 10/25/2069 (d) | 458798 | 460594 |
| Ellington Financial Mortgage Trust Series 2019-2 Class A3, 3.046% 11/25/2059 (d) | 30051 | 29627 |
| Ellington Financial Mortgage Trust Series 2021-3 Class A3, 1.55% 9/25/2066 (d) | 203134 | 175474 |
| Fannie Mae Guaranteed REMIC Series 2017-90 Class KA, 3% 11/25/2047  | 297337 | 287018 |
| Flagstar Mortgage Trust Series 2020-1INV Class A11, CME Term SOFR 1 month Index + 0.9645%, 4.6382% 3/25/2050 (b)(c)(d) | 177999 | 174535 |
| Freddie Mac STACR REMIC Trust Series 2021-DNA5 Class M2, U.S. 30-Day Avg. SOFR Index + 1.65%, 5.3172% 1/25/2034 (b)(c)(d) | 90484 | 90877 |
| Freddie Mac STACR REMIC Trust Series 2021-DNA7 Class M2, U.S. 30-Day Avg. SOFR Index + 1.8%, 5.4672% 11/25/2041 (b)(c)(d) | 555000 | 558880 |
| Freddie Mac STACR REMIC Trust Series 2022-DNA5 Class M1A, U.S. 30-Day Avg. SOFR Index + 2.95%, 6.6172% 6/25/2042 (b)(c)(d) | 424119 | 430888 |
| Freddie Mac STACR REMIC Trust Series 2025-DNA1 Class A1, U.S. 30-Day Avg. SOFR Index + 0.95%, 4.6172% 1/25/2045 (b)(c)(d) | 200200 | 200705 |
| Freddie Mac STACR REMIC Trust Series 2025-DNA4 Class A1, U.S. 30-Day Avg. SOFR Index + 0.9%, 4.5672% 10/25/2045 (b)(c)(d) | 544000 | 544381 |
| Freddie Mac STACR REMIC Trust Series 2025-DNA4 Class M1, U.S. 30-Day Avg. SOFR Index + 1.1%, 4.7672% 10/25/2045 (b)(c)(d) | 179879 | 180158 |
| Freddie Mac STACR REMIC Trust Series 2026-DNA1 Class M1, U.S. 30-Day Avg. SOFR Index + 1%, 4.6579% 2/25/2046 (b)(c)(d) | 990000 | 990929 |
| Galton Funding Mortgage Trust Series 2018-1 Class A33, 3.5% 11/25/2057 (d) | 37260 | 34862 |
| Galton Funding Mortgage Trust Series 2019-1 Class A21, 4.5% 2/25/2059 (d) | 26419 | 26298 |
| Galton Funding Mortgage Trust Series 2019-1 Class A32, 4% 2/25/2059 (d) | 13354 | 13011 |
| Galton Funding Mortgage Trust Series 2019-H1 Class M1, 3.339% 10/25/2059 (d) | 600000 | 572052 |
| Galton Funding Mortgage Trust Series 2020-H1 Class M1, 2.832% 1/25/2060 (d) | 625000 | 570151 |
| GCAT Trust Series 2025-NQM1 Class A1, 5.373% 11/25/2069 (d) | 478734 | 483138 |
| GS Mortgage-Backed Securites Trust Series 2014-EB1A Class 2A1, 5.6878% 7/25/2044 (b)(d) | 2006 | 2002 |
| HOMES 2026-AFC1 Trust Series 2026-AFC1 Class A1, 4.846% 2/25/2061 (b)(d) | 890000 | 889991 |
| Homes Trust Series 2025-NQM2 Class A1, 5.425% 2/25/2070 (d) | 429158 | 433148 |
| HOMES Trust Series 2025-NQM4 Class A1, 5.22% 8/25/2070 (b)(d) | 406365 | 409588 |
| Imperial Fund Mortgage Trust Series 2021-NQM2 Class A3, 1.516% 9/25/2056 (d) | 310330 | 271281 |
| Imperial Fund Mortgage Trust Series 2022-NQM4 Class A1, 4.767% 6/25/2067 (d) | 1084563 | 1085298 |
| JP Morgan Mortgage Trust Series 2020-INV1 Class A15, 3.5% 8/25/2050 (d) | 117934 | 107138 |
| JP Morgan Mortgage Trust Series 2025-DSC2 Class A1, 5.195% 10/25/2065 (d) | 461326 | 465475 |
| JP Morgan Mortgage Trust Series Series 2025-NQM3 Class A1, 5.495% 11/25/2065 (d) | 639855 | 647741 |
| JPMorgan Mortgage Trust Series 2025-DSC1 Class A1, 5.577% 9/25/2065 (b)(d) | 962842 | 975444 |
| MAST 2026-1 LLC Series 2026-R01 Class 2A1, U.S. 30-Day Avg. SOFR Index + 0.85%, 4.5172% 1/25/2046 (b)(c)(d) | 1553952 | 1554437 |
| MFA Trust Series 2021-NQM2 Class A2, 1.317% 11/25/2064 (d) | 136315 | 124159 |
| Morgan Stanley Residential Mortgage Loan Trust Series 2025-DSC2 Class A1, 5.443% 7/25/2070 (b)(d) | 147786 | 149649 |
| New Residential Mortgage Loan Trust Series 2025-NQM4 Class A1, 5.35% 7/25/2065 (d) | 635490 | 645599 |
| New Residential Mortgage Loan Trust Series 2025-NQM4 Class A2, 5.603% 7/25/2065 (d) | 1270985 | 1293947 |
| New Residential Mortgage Loan Trust Series 2025-NQM7 Class A2, 5.264% 10/26/2065 (d) | 472873 | 475593 |
| NRZT Series 2025-NQM6 Class A1, 5.085% 10/25/2065 (b)(d) | 1472532 | 1481309 |
| NYMT Loan Trust Series 2026-INV1 Class A1, 4.766% 2/25/2061 (b)(d) | 369245 | 370083 |
| OBX Trust Series 2019-EXP2 Class 2A2, CME Term SOFR 1 month Index + 1.3145%, 4.9871% 6/25/2059 (b)(c)(d) | 44683 | 44731 |
| OBX Trust Series 2020-EXP1 Class 2A1B, CME Term SOFR 1 month Index + 0.8645%, 4.5382% 2/25/2060 (b)(c)(d) | 955666 | 941858 |
| OBX Trust Series 2020-EXP1 Class 2A2, CME Term SOFR 1 month Index + 1.0645%, 4.7382% 2/25/2060 (b)(c)(d) | 91215 | 90352 |
| OBX Trust Series 2020-EXP2 Class A9, 3% 5/25/2060 (d) | 72161 | 64811 |
| OBX Trust Series 2020-INV1 Class A5, 3.5% 12/25/2049 (d) | 68506 | 62725 |
| OBX Trust Series 2021-NQM1 Class A2, 1.175% 2/25/2066 (d) | 201331 | 182614 |
| OBX Trust Series 2025-NQM15 Class A1, 5.143% 7/27/2065 (d) | 274762 | 276725 |
| OBX Trust Series 2025-NQM15 Class A1F, 5.2218% 7/27/2065 (b)(d) | 287443 | 287676 |
| OBX Trust Series 2025-NQM6 Class A1, 5.603% 3/25/2065 (b)(d) | 1129773 | 1143836 |
| Ocwen Loan Investment Trust Series 2023-HB1 Class A, 3% 6/25/2036 (d) | 7019 | 7010 |
| Ocwen Loan Investment Trust Series 2025-HB1 Class A, 3% 6/25/2038 (b)(d) | 266430 | 262340 |
| Ocwen Loan Investment Trust Series 2025-HB2 Class A, 3% 11/25/2038 (b)(d) | 188370 | 182587 |
| OSS Mortgage Trust Series 2024-H6 Class A2, 5.383% 9/25/2069 (d) | 1212385 | 1219403 |
| RCKT Mortgage Trust Series 2024-CES9 Class A1A, 5.582% 12/25/2044 (d)(e) | 195989 | 197847 |
| Rocket Mortgage Trust Series 2024-CES8 Class A1A, 5.4896% 11/25/2044 (d)(e) | 1000829 | 1008330 |
| Santander Mortgage Asset Receivable Trust Series 2025-NQM5 Class A1, 5.067% 8/25/2065 (b)(d) | 105712 | 106330 |
| Santander Mortgage Asset Receivable Trust Series 2025-NQM6 Class A1, 5.138% 11/25/2065 (b)(d) | 235172 | 236871 |
| Sequoia Mortgage Trust Series 2018-CH2 Class A21, 4% 6/25/2048 (d) | 29576 | 27954 |
| Sequoia Mortgage Trust Series 2018-CH2 Class A3, 4% 6/25/2048 (d) | 66279 | 62645 |
| Sequoia Mortgage Trust Series 2018-CH3 Class A19, 4.5% 8/25/2048 (d) | 1097 | 1092 |
| Spruce Hill Mtg Ln Tr 2022-Sh1 Series 2022-SH1 Class A1A, 4.1% 7/25/2057 (d)(e) | 2735785 | 2723816 |
| Starwood Mortgage Residential Trust Series 2019-INV1 Class A3, 2.916% 9/27/2049 (d) | 86043 | 85493 |
| Starwood Mortgage Residential Trust Series 2020-1 Class A2, 2.408% 2/25/2050 (d) | 254413 | 245413 |
| Starwood Mortgage Residential Trust Series 2021-2 Class A1, 0.943% 5/25/2065 (d) | 153100 | 148590 |
| Starwood Mortgage Residential Trust Series 2021-4 Class A1, 1.162% 8/25/2056 (d) | 710277 | 640870 |
| Toorak Mortgage Corp Ltd Series 2021-INV1 Class A2, 1.409% 7/25/2056 (d) | 111548 | 102337 |
| TOWD Point Mortgage Trust Series 2019-HY3 Class M1, CME Term SOFR 1 month Index + 1.6145%, 5.2882% 10/25/2059 (b)(c)(d) | 420000 | 421941 |
| Towd Point Mortgage Trust Series 2024-2 Class A1B, 4.8333% 12/25/2064 (b)(d) | 919367 | 940579 |
| Towd Point Mortgage Trust Series 2026-1 Class A1B, 4.419% 1/25/2066 (d) | 1197608 | 1198021 |
| Verus Securitization Trust Series 2021-1 Class A2, 1.052% 1/25/2066 (d) | 114606 | 105869 |
| Verus Securitization Trust Series 2021-1 Class A3, 1.155% 1/25/2066 (d) | 67721 | 62636 |
| Verus Securitization Trust Series 2021-2 Class A1, 1.031% 2/25/2066 (d) | 174731 | 160228 |
| Verus Securitization Trust Series 2021-R1 Class A2, 1.057% 10/25/2063 (d) | 24440 | 24102 |
| Verus Securitization Trust Series 2021-R2 Class A1, 0.918% 2/25/2064 (d) | 167452 | 159655 |
| Verus Securitization Trust Series 2023-6 Class A2, 6.939% 9/25/2068 (d) | 223025 | 224446 |
| Verus Securitization Trust Series 2023-7 Class A2, 7.272% 10/25/2068 (d) | 91721 | 92600 |
| Verus Securitization Trust Series 2023-8 Class A2, 6.6642% 12/25/2068 (d) | 179407 | 181029 |
| Verus Securitization Trust Series 2025-3 Class A1, 5.623% 5/25/2070 (b)(d) | 348127 | 352279 |
| Verus Securitization Trust Series 2025-7 Class A1F, 5.2718% 8/25/2070 (b)(d) | 815346 | 816640 |
| Vista Point Securitization Trust Series 2020-2 Class A3, 2.496% 4/25/2065 (d) | 275396 | 268844 |
| TOTAL UNITED STATES |  | 44655665 |
| <br> **TOTAL COLLATERALIZED MORTGAGE OBLIGATIONS**<br> (Cost $44,966,863) |  | <br> **44655665** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Commercial Mortgage Securities - 1.6%** | &nbsp;&nbsp;**Commercial Mortgage Securities - 1.6%** | &nbsp;&nbsp;**Commercial Mortgage Securities - 1.6%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| UNITED STATES - 1.6%  |  |  |
| ALA Trust Series 2025-OANA Class A, CME Term SOFR 1 month Index + 1.7426%, 5.4026% 6/15/2040 (b)(c)(d) | 1920000 | 1929633 |
| BANK Series 2024-BNK47 Class A1, 5.523% 6/15/2057  | 149738 | 152941 |
| BANK5 Series 2024-5YR11 Class AS, 6.139% 11/15/2057  | 690000 | 727317 |
| BANK5 Series 2024-5YR12 Class A3, 5.902% 12/15/2057  | 1090000 | 1155273 |
| BANK5 Series 2024-5YR12 Class AS, 6.122% 12/15/2057 (b) | 485000 | 511417 |
| BANK5 Series 2024-5YR9 Class A1, 4.8894% 8/15/2057  | 681017 | 689299 |
| BBCMS Mortgage Trust Series 2026-5C40 Class A1, 4.4309% 2/15/2059  | 90000 | 90240 |
| Benchmark Mortgage Trust Series 2024-V11 Class AM, 6.201% 11/15/2057  | 585000 | 615179 |
| Benchmark Mortgage Trust Series 2024-V6 Class A1, 5.5678% 3/15/2057  | 140923 | 141856 |
| Benchmark Mortgage Trust Series 2025-B41 Class A1, 4.4006% 7/15/2068  | 418632 | 422173 |
| Benchmark Mortgage Trust Series 2025-V19 Class A3, 5.249% 1/15/2058 (b) | 970000 | 1013383 |
| Benchmark Mortgage Trust Series 2026-V20 Class A1, 4.332% 2/15/2059  | 215000 | 216141 |
| BFLD Commercial Mortgage Trust Series 2025-5MW Class C, 5.4512% 10/10/2042 (b)(d) | 300000 | 306363 |
| BLOX Trust Series 2021-BLOX Class A, CME Term SOFR 1 month Index + 1.1145%, 4.7745% 9/15/2026 (b)(c)(d) | 2040000 | 2027402 |
| BLP Commercial Mortgage Trust Series 2024-IND2 Class A, CME Term SOFR 1 month Index + 1.3422%, 5.0018% 3/15/2041 (b)(c)(d) | 657055 | 657055 |
| BMARK Trust Series 2024-V8 Class A1, 5.514% 7/15/2057  | 337215 | 343669 |
| BMO Mortgage Trust Series 2024-5C4 Class A3, 6.5262% 5/15/2057 (b) | 1000000 | 1065789 |
| BMO Mortgage Trust Series 2026-C14 Class A1, 4.3597% 2/15/2059  | 195000 | 196331 |
| BMO Series 2024-C8 Class A1, 5.5422% 3/15/2057  | 348613 | 352528 |
| BX Commercial Mortgage Trust 24-MDHS Series 2024-MDHS Class A, 5.301% 5/15/2041 (b)(d) | 675827 | 676249 |
| BX Commercial Mortgage Trust 24-MDHS Series 2024-MDHS Class B, CME Term SOFR 1 month Index + 1.841%, 5.5007% 5/15/2041 (b)(c)(d) | 696500 | 697371 |
| BX Commercial Mortgage Trust Series 2021-PAC Class A, CME Term SOFR 1 month Index + 0.8036%, 4.4636% 10/15/2036 (b)(c)(d) | 1872000 | 1868490 |
| BX Commercial Mortgage Trust Series 2022-LP2 Class A, CME Term SOFR 1 month Index + 1.0129%, 4.6726% 2/15/2039 (b)(c)(d) | 314923 | 314824 |
| BX Commercial Mortgage Trust Series 2024-GPA3 Class A, CME Term SOFR 1 month Index + 1.2928%, 4.9525% 12/15/2039 (b)(c)(d) | 217987 | 218055 |
| BX Commercial Mortgage Trust Series 2024-GPA3 Class B, CME Term SOFR 1 month Index + 1.6423%, 5.302% 12/15/2039 (b)(c)(d) | 560649 | 561000 |
| BX Commercial Mortgage Trust Series 2024-SLCT Class B, CME Term SOFR 1 month Index + 1.7928%, 5.4524% 1/15/2042 (b)(c)(d) | 410000 | 410256 |
| BX Commercial Mortgage Trust Series 2024-SLCT Class C, CME Term SOFR 1 month Index + 2.392%, 6.0516% 1/15/2042 (b)(c)(d) | 1045000 | 1045653 |
| BX Commercial Mortgage Trust Series 2026-CSMO Class C, CME Term SOFR 1 month Index + 2%, 5.6672% 2/15/2043 (b)(c)(d) | 310000 | 310775 |
| BX Commercial Mortgage Trust Series 2026-XL6 Class A, CME Term SOFR 1 month Index + 1.2%, 4.87% 3/15/2043 (b)(c)(d) | 936000 | 936589 |
| BX Trust 2025-ROIC Series 2025-ROIC Class A, CME Term SOFR 1 month Index + 1.1438%, 4.8035% 3/15/2030 (b)(c)(d) | 1916895 | 1914499 |
| BX Trust Series 2021-ACNT Class A, CME Term SOFR 1 month Index + 0.9645%, 4.6245% 11/15/2038 (b)(c)(d) | 1373084 | 1372655 |
| BX Trust Series 2021-BXMF Class A, CME Term SOFR 1 month Index + 0.7504%, 4.4104% 10/15/2026 (b)(c)(d) | 1228327 | 1227943 |
| BX Trust Series 2024-XL4 Class A, CME Term SOFR 1 month Index + 1.442%, 5.1017% 2/15/2039 (b)(c)(d) | 831950 | 831950 |
| BX Trust Series 2025-DIME Class A, CME Term SOFR 1 month Index + 1.15%, 4.8097% 2/15/2035 (b)(c)(d) | 139000 | 138811 |
| BX Trust Series 2025-GW Class A, CME Term SOFR 1 month Index + 1.6%, 5.26% 7/15/2042 (b)(c)(d) | 1150000 | 1151438 |
| BX Trust Series 2025-VOLT Class A, CME Term SOFR 1 month Index + 1.7%, 5.3597% 12/15/2044 (b)(c)(d) | 815000 | 815764 |
| BX Trust Series 2025-VOLT Class B, CME Term SOFR 1 month Index + 2.1%, 5.7597% 12/15/2044 (b)(c)(d) | 1125000 | 1127105 |
| Cent Trust Series 2025-CITY Class A, 4.92% 7/10/2040 (b)(d) | 860000 | 881620 |
| COMM Mortgage Trust Series 2014-CR15 Class B, 3.8837% 2/10/2047 (b) | 320341 | 315572 |
| DBC Mortgage Trust Series 2025-DBC Class A, CME Term SOFR 1 month Index + 1.35%, 5.01% 11/15/2042 (b)(c)(d) | 1110000 | 1111041 |
| Extended Stay America Trust Series 2025-ESH Class A, CME Term SOFR 1 month Index + 1.3%, 4.9597% 10/15/2042 (b)(c)(d) | 1165000 | 1166457 |
| Extended Stay America Trust Series 2025-ESH Class C, CME Term SOFR 1 month Index + 1.85%, 5.5097% 10/15/2042 (b)(c)(d) | 435000 | 436090 |
| Extended Stay America Trust Series 2026-ESH2 Class A, CME Term SOFR 1 month Index + 1.2%, 4.87% 2/15/2043 (b)(c)(d) | 1016000 | 1016318 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2023-K753 Class A1, 4.6% 6/25/2030  | 527666 | 538942 |
| Hilt Commercial Mortgage Trust Series 2024-ORL Class B, CME Term SOFR 1 month Index + 1.9407%, 5.6003% 5/15/2037 (b)(c)(d) | 965000 | 964397 |
| HYT Commercial Mortgage Trust Series 2024-RGCY Class A, CME Term SOFR 1 month Index + 1.8415%, 5.5011% 9/15/2041 (b)(c)(d) | 1595000 | 1596456 |
| JPMorgan Chase Commercial Mortgage Securities Trust Series 2019-BKWD Class A, CME Term SOFR 1 month Index + 1.6145%, 5.2745% 9/15/2029 (b)(c)(d) | 738093 | 723546 |
| Life Financial Services Trust Series 2022-BMR2 Class A1, CME Term SOFR 1 month Index + 1.2952%, 4.9549% 5/15/2039 (b)(c)(d) | 2874000 | 2777003 |
| MARQ Trust Series 2024-HOU Class B, CME Term SOFR 1 month Index + 2.0907%, 5.7503% 6/15/2039 (b)(c)(d) | 1070000 | 1071242 |
| Medical Commercial Mtg Trust Series 2024-MOB Class A, CME Term SOFR 1 month Index + 1.5915%, 5.2512% 5/15/2041 (b)(c)(d) | 995000 | 990560 |
| MHP Commercial Mortgage Trust Series 2021-STOR Class A, CME Term SOFR 1 month Index + 0.8145%, 4.4745% 7/15/2038 (b)(c)(d) | 907000 | 906318 |
| Morgan Stanley Bank Amer Trust Series 2025-C35 Class A1, 4.609% 8/15/2058  | 191596 | 193595 |
| Morgan Stanley Capital I Trust Series 2018-BOP Class A, CME Term SOFR 1 month Index + 0.897%, 4.557% 8/15/2033 (b)(c)(d) | 3654512 | 2972799 |
| NYC Commercial Mortgage Trust Series 2025-28L Class B, 5.0069% 11/5/2038 (b)(d) | 390000 | 393468 |
| Penn Commercial Mortgage Trust Series 2025-P11 Class A, 5.344% 8/10/2042 (b)(d) | 680000 | 706217 |
| Plym Commercial Mortgage Trust Series 2026-IND Class A, CME Term SOFR 1 month Index + 1.25%, 4.9% 3/15/2043 (b)(c)(d) | 1300000 | 1300000 |
| ROCK Trust Series 2024-CNTR Class A, 5.3883% 11/13/2041 (d) | 750000 | 776357 |
| SDR Commercial Mortgage Trust Series 2024-DSNY Class B, CME Term SOFR 1 month Index + 1.7412%, 5.4008% 5/15/2039 (b)(c)(d) | 790000 | 790007 |
| SREIT Trust Series 2021-MFP Class A, CME Term SOFR 1 month Index + 0.8453%, 4.5049% 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%, 4.9026% 12/15/2039 (b)(c)(d) | 1157000 | 1158447 |
| Wells Fargo Commercial Mortgage Trust Series 2024-GRP Class A, CME Term SOFR 1 month Index + 1.7913%, 5.451% 10/15/2041 (b)(c)(d) | 1060000 | 1058620 |
| Wells Fargo Commercial Mortgage Trust Series 2025-5C6 Class A1, 4.314% 10/15/2058  | 241664 | 242580 |
| TOTAL UNITED STATES |  | 53791098 |
| <br> **TOTAL COMMERCIAL MORTGAGE SECURITIES**<br> (Cost $54,335,058) |  | <br> **53791098** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Fixed-Income Funds - 23.3%** | &nbsp;&nbsp;**Fixed-Income Funds - 23.3%** | &nbsp;&nbsp;**Fixed-Income Funds - 23.3%** |
|  | Shares | Value ($)<br>|
| Baird Short-Term Bond Fund Institutional Class  | 32711056 | 313699023 |
| iShares 1-3 Year Treasury Bond ETF  | 11189 | 930701 |
| iShares 3-7 Year Treasury Bond ETF  | 1835117 | 221535324 |
| iShares Short Duration Bond Active ETF  | 977829 | 50201741 |
| PIMCO ETF Trust: PIMCO Enhanced Low Duration Active Exchange-Traded Fund  | 1925489 | 185746340 |
| <br> **TOTAL FIXED-INCOME FUNDS**<br> (Cost $767,055,714) |  | **772113129** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Foreign Government and Government Agency Obligations - 0.0%** | &nbsp;&nbsp;**Foreign Government and Government Agency Obligations - 0.0%** | &nbsp;&nbsp;**Foreign Government and Government Agency Obligations - 0.0%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| COLOMBIA - 0.0%  |  |  |
| Colombian Republic 5.375% 1/21/2029 <br> (Cost $1,449,426) | 1460000 | **1457080** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Non-Convertible Corporate Bonds - 18.5%** | &nbsp;&nbsp;**Non-Convertible Corporate Bonds - 18.5%** | &nbsp;&nbsp;**Non-Convertible Corporate Bonds - 18.5%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| AUSTRALIA - 0.3%  |  |  |
| Communication Services - 0.1% |  |  |
| Diversified Telecommunication Services - 0.1% |  |  |
| NBN Co Ltd 1.45% 5/5/2026 (d) | 1765000 | 1757309 |
| Energy - 0.0% |  |  |
| Oil, Gas & Consumable Fuels - 0.0% |  |  |
| Woodside Finance Ltd 3.7% 9/15/2026 (d) | 487000 | 485670 |
| Health Care - 0.1% |  |  |
| Biotechnology - 0.1% |  |  |
| CSL Finance PLC 3.85% 4/27/2027 (d) | 2075000 | 2076120 |
| Industrials - 0.0% |  |  |
| Transportation Infrastructure - 0.0% |  |  |
| Sydney Airport Finance Co Pty Ltd 3.625% 4/28/2026 (d) | 242000 | 241698 |
| Materials - 0.1% |  |  |
| Metals & Mining - 0.1% |  |  |
| Glencore Funding LLC 4.907% 4/1/2028 (d) | 1740000 | 1771805 |
| Glencore Funding LLC 5.338% 4/4/2027 (d) | 2088000 | 2118157 |
| TOTAL MATERIALS |  | 3889962 |
| TOTAL AUSTRALIA |  | 8450759 |
| BERMUDA - 0.1%  |  |  |
| Consumer Staples - 0.1% |  |  |
| Beverages - 0.1% |  |  |
| Bacardi Ltd 4.7% 5/15/2028 (d) | 2001000 | 2016393 |
| Financials - 0.0% |  |  |
| Insurance - 0.0% |  |  |
| Aspen Insurance Holdings Ltd 5.75% 7/1/2030  | 490000 | 513917 |
| TOTAL BERMUDA |  | 2530310 |
| CANADA - 0.8%  |  |  |
| Communication Services - 0.2% |  |  |
| Wireless Telecommunication Services - 0.2% |  |  |
| Rogers Communications Inc 3.2% 3/15/2027  | 3705000 | 3677871 |
| Rogers Communications Inc 5% 2/15/2029  | 1835000 | 1877267 |
| TOTAL COMMUNICATION SERVICES |  | 5555138 |
| Consumer Staples - 0.1% |  |  |
| Consumer Staples Distribution & Retail - 0.1% |  |  |
| Alimentation Couche-Tard Inc 4.148% 9/29/2028 (d) | 2500000 | 2514064 |
| Energy - 0.2% |  |  |
| Oil, Gas & Consumable Fuels - 0.2% |  |  |
| Canadian Natural Resources Ltd 3.85% 6/1/2027  | 1928000 | 1927747 |
| Enbridge Inc 4.6% 6/20/2028  | 4100000 | 4155087 |
| Enbridge Inc 5.9% 11/15/2026  | 400000 | 404853 |
| Enbridge Inc 6% 11/15/2028  | 325000 | 342375 |
| South Bow USA Infrastructure Holdings LLC 4.911% 9/1/2027  | 1180000 | 1192745 |
| TOTAL ENERGY |  | 8022807 |
| Financials - 0.3% |  |  |
| Banks - 0.3% |  |  |
| Bank of Nova Scotia/The 4.247% 2/2/2030 (b) | 2500000 | 2512336 |
| Bank of Nova Scotia/The 4.932% 2/14/2029 (b) | 2902000 | 2954753 |
| Canadian Imperial Bank of Commerce 4.283% 1/29/2030 (b) | 1105000 | 1112424 |
| Canadian Imperial Bank of Commerce 4.862% 1/13/2028 (b) | 2500000 | 2517486 |
| Federation des Caisses Desjardins du Quebec 4.565% 8/26/2030 (d) | 770000 | 780229 |
| TOTAL FINANCIALS |  | 9877228 |
| Industrials - 0.0% |  |  |
| Commercial Services & Supplies - 0.0% |  |  |
| Element Fleet Management Corp 5.037% 3/25/2030 (d) | 940000 | 963565 |
| Element Fleet Management Corp 5.643% 3/13/2027 (d) | 660000 | 669613 |
| TOTAL INDUSTRIALS |  | 1633178 |
| Materials - 0.0% |  |  |
| Chemicals - 0.0% |  |  |
| Nutrien Ltd 4.9% 3/27/2028  | 400000 | 407249 |
| TOTAL CANADA |  | 28009664 |
| CHILE - 0.0%  |  |  |
| Materials - 0.0% |  |  |
| Metals & Mining - 0.0% |  |  |
| Corp Nacional del Cobre de Chile 3% 9/30/2029 (g) | 1400000 | 1340938 |
| Corp Nacional del Cobre de Chile 3.625% 8/1/2027 (g) | 404000 | 401349 |
| TOTAL CHILE |  | 1742287 |
| CHINA - 0.0%  |  |  |
| Consumer Discretionary - 0.0% |  |  |
| Broadline Retail - 0.0% |  |  |
| Prosus NV 3.257% 1/19/2027 (g) | 236000 | 233521 |
| DENMARK - 0.1%  |  |  |
| Financials - 0.1% |  |  |
| Banks - 0.1% |  |  |
| Danske Bank A/S 4.298% 4/1/2028 (b)(d) | 2544000 | 2553406 |
| Danske Bank A/S 4.613% 10/2/2030 (b)(d) | 770000 | 780091 |
| Danske Bank A/S 5.427% 3/1/2028 (b)(d) | 730000 | 740782 |
| TOTAL DENMARK |  | 4074279 |
| FRANCE - 0.4%  |  |  |
| Communication Services - 0.1% |  |  |
| Diversified Telecommunication Services - 0.1% |  |  |
| Orange SA 4% 1/13/2029 (d) | 978000 | 981042 |
| Orange SA 4.25% 1/13/2031 (d) | 945000 | 946540 |
| TOTAL COMMUNICATION SERVICES |  | 1927582 |
| Energy - 0.0% |  |  |
| Oil, Gas & Consumable Fuels - 0.0% |  |  |
| TotalEnergies Capital USA LLC 4.248% 1/13/2031  | 1760000 | 1775769 |
| Financials - 0.3% |  |  |
| Banks - 0.3% |  |  |
| BNP Paribas SA 2.591% 1/20/2028 (b)(d) | 3200000 | 3160244 |
| BNP Paribas SA 4.792% 5/9/2029 (b)(d) | 2210000 | 2238043 |
| Credit Agricole SA 5.23% 1/9/2029 (b)(d) | 705000 | 719754 |
| Societe Generale SA 5.249% 5/22/2029 (b)(d) | 1000000 | 1021780 |
| Societe Generale SA 5.5% 4/13/2029 (b)(d) | 2500000 | 2565313 |
| Societe Generale SA 5.519% 1/19/2028 (b)(d) | 770000 | 779544 |
| TOTAL FINANCIALS |  | 10484678 |
| TOTAL FRANCE |  | 14188029 |
| GERMANY - 0.9%  |  |  |
| Consumer Discretionary - 0.3% |  |  |
| Automobiles - 0.3% |  |  |
| BMW US Capital LLC 4.6% 8/13/2027 (d) | 1965000 | 1985339 |
| Mercedes-Benz Finance North America LLC 4.8% 3/30/2026 (d) | 365000 | 365313 |
| Volkswagen Group of America Finance LLC 4.450% 9/11/2027 (d) | 225000 | 226197 |
| Volkswagen Group of America Finance LLC 4.75% 11/13/2028 (d) | 420000 | 425369 |
| Volkswagen Group of America Finance LLC 4.85% 8/15/2027 (d) | 1875000 | 1894555 |
| Volkswagen Group of America Finance LLC 5.05% 3/27/2028 (d) | 2330000 | 2367880 |
| Volkswagen Group of America Finance LLC 5.7% 9/12/2026 (d) | 1425000 | 1437292 |
| Volkswagen Group of America Finance LLC 6% 11/16/2026 (d) | 2150000 | 2178478 |
| Volkswagen Group of America Finance LLC 6.2% 11/16/2028 (d) | 200000 | 209657 |
| TOTAL CONSUMER DISCRETIONARY |  | 11090080 |
| Financials - 0.3% |  |  |
| Capital Markets - 0.3% |  |  |
| Deutsche Bank AG/New York NY 2.552% 1/7/2028 (b) | 2600000 | 2567413 |
| Deutsche Bank AG/New York NY 5.373% 1/10/2029 (b) | 2500000 | 2554983 |
| Deutsche Bank AG/New York NY 5.706% 2/8/2028 (b) | 1000000 | 1014815 |
| Deutsche Bank AG/New York NY 6.72% 1/18/2029 (b) | 2792000 | 2920046 |
| TOTAL FINANCIALS |  | 9057257 |
| Health Care - 0.2% |  |  |
| Pharmaceuticals - 0.2% |  |  |
| Bayer US Finance II LLC 4.375% 12/15/2028 (d) | 4108000 | 4122726 |
| EMD Finance LLC 4.125% 8/15/2028 (d) | 1980000 | 1989743 |
| TOTAL HEALTH CARE |  | 6112469 |
| Industrials - 0.1% |  |  |
| Machinery - 0.1% |  |  |
| Daimler Truck Finance North America LLC 4.15% 1/12/2029 (d) | 310000 | 310860 |
| Daimler Truck Finance North America LLC 4.3% 8/12/2027 (d) | 870000 | 875213 |
| Daimler Truck Finance North America LLC 4.95% 1/13/2028 (d) | 2500000 | 2542751 |
| Daimler Truck Finance North America LLC 5.125% 9/25/2027 (d) | 690000 | 701887 |
| TOTAL INDUSTRIALS |  | 4430711 |
| TOTAL GERMANY |  | 30690517 |
| HONG KONG - 0.0%  |  |  |
| Industrials - 0.0% |  |  |
| Commercial Services & Supplies - 0.0% |  |  |
| HPHT Finance 21 II Ltd 1.5% 9/17/2026 (g) | 650000 | 641077 |
| INDIA - 0.1%  |  |  |
| Financials - 0.1% |  |  |
| Banks - 0.1% |  |  |
| HDFC Bank Ltd 5.686% 3/2/2026 (g) | 800000 | 800000 |
| State Bank of India/London 1.8% 7/13/2026 (g) | 1850000 | 1836076 |
| TOTAL INDIA |  | 2636076 |
| INDONESIA - 0.1%  |  |  |
| Financials - 0.1% |  |  |
| Banks - 0.1% |  |  |
| Bank Mandiri Persero Tbk PT 5.5% 4/4/2026 (g) | 1900000 | 1902109 |
| IRELAND - 0.5%  |  |  |
| Financials - 0.3% |  |  |
| Banks - 0.1% |  |  |
| Bank of Ireland Group PLC 2.029% 9/30/2027 (b)(d) | 2200000 | 2173855 |
| Consumer Finance - 0.2% |  |  |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust 3.875% 1/23/2028  | 2500000 | 2494872 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust 4.125% 2/28/2029  | 1478000 | 1478773 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust 5.75% 6/6/2028  | 2500000 | 2589037 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust 6.45% 4/15/2027  | 1551000 | 1590032 |
|  |  | 8152714 |
| TOTAL FINANCIALS |  | 10326569 |
| Industrials - 0.2% |  |  |
| Transportation Infrastructure - 0.2% |  |  |
| Avolon Holdings Funding Ltd 2.528% 11/18/2027 (d) | 2700000 | 2628878 |
| Avolon Holdings Funding Ltd 4.95% 1/15/2028 (d) | 2500000 | 2533203 |
| Avolon Holdings Funding Ltd 6.375% 5/4/2028 (d) | 300000 | 312673 |
| TOTAL INDUSTRIALS |  | 5474754 |
| TOTAL IRELAND |  | 15801323 |
| ITALY - 0.2%  |  |  |
| Utilities - 0.2% |  |  |
| Electric Utilities - 0.2% |  |  |
| Enel Finance International NV 1.625% 7/12/2026 (d)(e) | 1605000 | 1590202 |
| Enel Finance International NV 4.125% 9/30/2028 (d) | 1912000 | 1916068 |
| Enel Finance International NV 5.125% 6/26/2029 (d) | 2450000 | 2524068 |
| TOTAL ITALY |  | 6030338 |
| JAPAN - 0.2%  |  |  |
| Communication Services - 0.0% |  |  |
| Diversified Telecommunication Services - 0.0% |  |  |
| NTT Finance Corp 4.567% 7/16/2027 (d) | 200000 | 201814 |
| NTT Finance Corp 4.62% 7/16/2028 (d) | 705000 | 715651 |
| TOTAL COMMUNICATION SERVICES |  | 917465 |
| Consumer Staples - 0.0% |  |  |
| Tobacco - 0.0% |  |  |
| Japan Tobacco Inc 4.85% 5/15/2028 (d) | 1620000 | 1652966 |
| Financials - 0.2% |  |  |
| Banks - 0.2% |  |  |
| Mitsubishi UFJ Financial Group Inc 5.258% 4/17/2030 (b) | 1650000 | 1708560 |
| Mizuho Financial Group Inc 5.414% 9/13/2028 (b) | 2500000 | 2557970 |
| TOTAL FINANCIALS |  | 4266530 |
| TOTAL JAPAN |  | 6836961 |
| KAZAKHSTAN - 0.0%  |  |  |
| Energy - 0.0% |  |  |
| Oil, Gas & Consumable Fuels - 0.0% |  |  |
| Tengizchevroil Finance Co International Ltd 4% 8/15/2026 (g) | 840000 | 837732 |
| KOREA (SOUTH) - 0.2%  |  |  |
| Communication Services - 0.0% |  |  |
| Diversified Telecommunication Services - 0.0% |  |  |
| KT Corp 4.125% 2/2/2028 (d) | 900000 | 902924 |
| Financials - 0.0% |  |  |
| Financial Services - 0.0% |  |  |
| Korea Housing Finance Corp 4.625% 2/24/2028 (d) | 1600000 | 1628316 |
| Utilities - 0.2% |  |  |
| Electric Utilities - 0.2% |  |  |
| Korea Electric Power Corp 5.375% 4/6/2026 (d) | 1750000 | 1752351 |
| Korea Hydro & Nuclear Power Co Ltd 1.25% 4/27/2026 (d) | 1421000 | 1414908 |
| TOTAL UTILITIES |  | 3167259 |
| TOTAL KOREA (SOUTH) |  | 5698499 |
| KUWAIT - 0.1%  |  |  |
| Materials - 0.1% |  |  |
| Chemicals - 0.1% |  |  |
| EQUATE Petrochemical Co KSC 4.25% 11/3/2026 (g) | 1850000 | 1847688 |
| NETHERLANDS - 0.5%  |  |  |
| Consumer Staples - 0.1% |  |  |
| Beverages - 0.1% |  |  |
| Heineken NV 3.5% 1/29/2028 (d) | 3653000 | 3628708 |
| Financials - 0.3% |  |  |
| Banks - 0.3% |  |  |
| Cooperatieve Rabobank UA 4.655% 8/22/2028 (b)(d) | 2100000 | 2120295 |
| Cooperatieve Rabobank UA 5.564% 2/28/2029 (b)(d) | 1720000 | 1771142 |
| ING Groep NV 4.017% 3/28/2028 (b) | 2100000 | 2101530 |
| ING Groep NV 4.858% 3/25/2029 (b) | 1060000 | 1078422 |
| TOTAL FINANCIALS |  | 7071389 |
| Information Technology - 0.1% |  |  |
| Semiconductors & Semiconductor Equipment - 0.1% |  |  |
| NXP BV / NXP Funding LLC / NXP USA Inc 3.15% 5/1/2027  | 2195000 | 2175684 |
| NXP BV / NXP Funding LLC / NXP USA Inc 3.875% 6/18/2026  | 695000 | 694463 |
| NXP BV / NXP Funding LLC / NXP USA Inc 4.3% 6/18/2029  | 1123000 | 1129632 |
| NXP BV / NXP Funding LLC / NXP USA Inc 4.3% 8/19/2028  | 365000 | 367442 |
| NXP BV / NXP Funding LLC / NXP USA Inc 4.4% 6/1/2027  | 155000 | 155772 |
| TOTAL INFORMATION TECHNOLOGY |  | 4522993 |
| TOTAL NETHERLANDS |  | 15223090 |
| NORWAY - 0.1%  |  |  |
| Energy - 0.0% |  |  |
| Oil, Gas & Consumable Fuels - 0.0% |  |  |
| Var Energi ASA 5% 5/18/2027 (d) | 1490000 | 1503706 |
| Financials - 0.1% |  |  |
| Banks - 0.1% |  |  |
| DNB Bank ASA 1.535% 5/25/2027 (b)(d) | 2000000 | 1988416 |
| TOTAL NORWAY |  | 3492122 |
| QATAR - 0.1%  |  |  |
| Financials - 0.1% |  |  |
| Banks - 0.1% |  |  |
| QNB Finance Ltd 4.875% 1/30/2029 (g) | 1970000 | 2009400 |
| SAUDI ARABIA - 0.1%  |  |  |
| Energy - 0.1% |  |  |
| Oil, Gas & Consumable Fuels - 0.1% |  |  |
| SA Global Sukuk Ltd 4.125% 9/17/2030 (d) | 1890000 | 1870495 |
| Materials - 0.0% |  |  |
| Chemicals - 0.0% |  |  |
| Ma'aden Sukuk Ltd 5.25% 2/13/2030 (d) | 1500000 | 1540755 |
| TOTAL SAUDI ARABIA |  | 3411250 |
| SPAIN - 0.1%  |  |  |
| Financials - 0.1% |  |  |
| Banks - 0.1% |  |  |
| Banco Santander SA 5.552% 3/14/2028 (b) | 800000 | 811935 |
| CaixaBank SA 6.684% 9/13/2027 (b)(d) | 1530000 | 1551736 |
| TOTAL SPAIN |  | 2363671 |
| SWITZERLAND - 0.1%  |  |  |
| Financials - 0.1% |  |  |
| Capital Markets - 0.1% |  |  |
| UBS Group AG 1.494% 8/10/2027 (b)(d) | 3000000 | 2966415 |
| THAILAND - 0.0%  |  |  |
| Communication Services - 0.0% |  |  |
| Wireless Telecommunication Services - 0.0% |  |  |
| Advanced Info Service PCL 4.26% 3/4/2031 (g) | 980000 | 983381 |
| UNITED KINGDOM - 1.7%  |  |  |
| Consumer Staples - 0.4% |  |  |
| Beverages - 0.0% |  |  |
| Coca-Cola Europacific Partners PLC 1.5% 1/15/2027 (d) | 475000 | 464944 |
| Tobacco - 0.4% |  |  |
| BAT Capital Corp 2.259% 3/25/2028  | 2700000 | 2611783 |
| BAT Capital Corp 3.557% 8/15/2027  | 2000000 | 1989759 |
| BAT International Finance PLC 1.668% 3/25/2026  | 885000 | 883634 |
| BAT International Finance PLC 4.448% 3/16/2028  | 1985000 | 2003770 |
| Imperial Brands Finance PLC 3.5% 7/26/2026 (d) | 305000 | 304019 |
| Imperial Brands Finance PLC 4.5% 6/30/2028 (d) | 2590000 | 2617068 |
| Imperial Brands Finance PLC 6.125% 7/27/2027 (d) | 1300000 | 1335581 |
|  |  | 11745614 |
| TOTAL CONSUMER STAPLES |  | 12210558 |
| Financials - 1.3% |  |  |
| Banks - 1.2% |  |  |
| Barclays PLC 4.219% 5/24/2030 (b) | 760000 | 760166 |
| Barclays PLC 4.476% 11/11/2029 (b) | 535000 | 539141 |
| Barclays PLC 5.086% 2/25/2029 (b) | 1085000 | 1105374 |
| Barclays PLC 5.501% 8/9/2028 (b) | 2500000 | 2548889 |
| Barclays PLC 5.674% 3/12/2028 (b) | 2500000 | 2539538 |
| Barclays PLC 7.385% 11/2/2028 (b) | 2400000 | 2527440 |
| HSBC Holdings PLC 4.583% 6/19/2029 (b) | 2000000 | 2020607 |
| HSBC Holdings PLC 4.899% 3/3/2029 (b) | 1005000 | 1021399 |
| HSBC Holdings PLC 5.13% 11/19/2028 (b) | 1220000 | 1242136 |
| HSBC Holdings PLC 5.597% 5/17/2028 (b) | 2845000 | 2897036 |
| HSBC Holdings PLC 5.887% 8/14/2027 (b) | 2600000 | 2622108 |
| HSBC Holdings PLC 7.39% 11/3/2028 (b) | 2000000 | 2107339 |
| Lloyds Banking Group PLC 3.574% 11/7/2028 (b) | 2600000 | 2582762 |
| Lloyds Banking Group PLC 4.241% 2/10/2030 (b) | 1463000 | 1469771 |
| Lloyds Banking Group PLC 5.462% 1/5/2028 (b) | 800000 | 809859 |
| Lloyds Banking Group PLC 5.871% 3/6/2029 (b) | 2441000 | 2530146 |
| NatWest Group PLC 4.892% 5/18/2029 (b) | 2500000 | 2545325 |
| NatWest Group PLC 5.516% 9/30/2028 (b) | 2500000 | 2559729 |
| NatWest Group PLC 5.583% 3/1/2028 (b) | 700000 | 711115 |
| Santander UK Group Holdings PLC 1.673% 6/14/2027 (b) | 420000 | 417085 |
| Santander UK Group Holdings PLC 4.32% 9/22/2029 (b) | 550000 | 551911 |
| Standard Chartered PLC 4.299% 1/13/2030 (b)(d) | 2974000 | 2982518 |
| Standard Chartered PLC 4.3% 2/19/2027 (d) | 327000 | 327295 |
| Standard Chartered PLC 5.688% 5/14/2028 (b)(d) | 780000 | 794997 |
|  |  | 40213686 |
| Financial Services - 0.1% |  |  |
| Nationwide Building Society 6.557% 10/18/2027 (b)(d) | 2500000 | 2539621 |
| TOTAL FINANCIALS |  | 42753307 |
| Industrials - 0.0% |  |  |
| Aerospace & Defense - 0.0% |  |  |
| Rolls-Royce PLC 5.75% 10/15/2027 (d) | 1195000 | 1222250 |
| TOTAL UNITED KINGDOM |  | 56186115 |
| UNITED STATES - 11.8%  |  |  |
| Communication Services - 0.4% |  |  |
| Diversified Telecommunication Services - 0.2% |  |  |
| SBA Tower Trust 4.831% 10/15/2029 (d) | 2245000 | 2276823 |
| SBA Tower Trust 6.599% 11/15/2052 (d) | 1160000 | 1184138 |
| Verizon Communications Inc 2.1% 3/22/2028  | 1583000 | 1529649 |
|  |  | 4990610 |
| Entertainment - 0.0% |  |  |
| Take-Two Interactive Software Inc 5% 3/28/2026  | 1375000 | 1375606 |
| Interactive Media & Services - 0.1% |  |  |
| Alphabet Inc 3.7% 2/15/2029  | 1215000 | 1216176 |
| Meta Platforms Inc 4.2% 11/15/2030  | 1445000 | 1457708 |
|  |  | 2673884 |
| Media - 0.1% |  |  |
| Charter Communications Operating LLC / Charter Communications Operating Capital 4.2% 3/15/2028  | 2600000 | 2598556 |
| Cox Communications Inc 3.35% 9/15/2026 (d) | 460000 | 457764 |
| Cox Communications Inc 3.5% 8/15/2027 (d) | 600000 | 594350 |
| Omnicom Group Inc / Omnicom Capital Inc 3.6% 4/15/2026  | 370000 | 369936 |
|  |  | 4020606 |
| TOTAL COMMUNICATION SERVICES |  | 13060706 |
| Consumer Discretionary - 0.9% |  |  |
| Automobiles - 0.6% |  |  |
| American Honda Finance Corp 5.65% 11/15/2028  | 1245000 | 1299498 |
| General Motors Financial Co Inc 4.2% 10/27/2028  | 1500000 | 1505729 |
| General Motors Financial Co Inc 5.05% 4/4/2028  | 815000 | 830907 |
| General Motors Financial Co Inc 5.35% 7/15/2027  | 893000 | 908444 |
| General Motors Financial Co Inc 5.4% 4/6/2026  | 495000 | 495533 |
| General Motors Financial Co Inc 5.4% 5/8/2027  | 3211000 | 3261399 |
| General Motors Financial Co Inc 5.8% 1/7/2029  | 1000000 | 1044356 |
| General Motors Financial Co Inc 6% 1/9/2028  | 1500000 | 1549580 |
| Hyundai Capital America 4.25% 1/8/2029 (d) | 495000 | 497733 |
| Hyundai Capital America 4.85% 3/25/2027 (d) | 615000 | 620831 |
| Hyundai Capital America 4.875% 6/23/2027 (d) | 2535000 | 2565331 |
| Hyundai Capital America 5% 1/7/2028 (d) | 985000 | 1001886 |
| Hyundai Capital America 5.25% 1/8/2027 (d) | 675000 | 682273 |
| Hyundai Capital America 5.45% 6/24/2026 (d) | 2000000 | 2008193 |
| Hyundai Capital America 5.5% 3/30/2026 (d) | 935000 | 935885 |
| Hyundai Capital America 5.6% 3/30/2028 (d) | 580000 | 596913 |
|  |  | 19804491 |
| Diversified Consumer Services - 0.1% |  |  |
| ERAC USA Finance LLC 4.6% 5/1/2028 (d) | 1205000 | 1223960 |
| ERAC USA Finance LLC 5% 2/15/2029 (d) | 505000 | 520059 |
|  |  | 1744019 |
| Hotels, Restaurants & Leisure - 0.1% |  |  |
| Darden Restaurants Inc 4.35% 10/15/2027  | 1120000 | 1127674 |
| Marriott International Inc/MD 3.125% 6/15/2026  | 1628000 | 1624339 |
|  |  | 2752013 |
| Specialty Retail - 0.1% |  |  |
| AutoNation Inc 1.95% 8/1/2028  | 2700000 | 2571250 |
| AutoZone Inc 5.165% 6/15/2030  | 800000 | 829182 |
| O'Reilly Automotive Inc 4.35% 6/1/2028  | 723000 | 729817 |
|  |  | 4130249 |
| TOTAL CONSUMER DISCRETIONARY |  | 28430772 |
| Consumer Staples - 0.2% |  |  |
| Beverages - 0.1% |  |  |
| Keurig Dr Pepper Inc 3.95% 4/15/2029  | 198000 | 196887 |
| Keurig Dr Pepper Inc 4.35% 5/15/2028  | 680000 | 684091 |
| Keurig Dr Pepper Inc 5.05% 3/15/2029  | 1190000 | 1219399 |
|  |  | 2100377 |
| Consumer Staples Distribution & Retail - 0.1% |  |  |
| Dollar General Corp 4.125% 5/1/2028  | 699000 | 701656 |
| Dollar General Corp 5.2% 7/5/2028  | 584000 | 598914 |
| Mars Inc 4.55% 4/20/2028 (d) | 890000 | 902211 |
| Mars Inc 4.6% 3/1/2028 (d) | 1080000 | 1095667 |
|  |  | 3298448 |
| Food Products - 0.0% |  |  |
| Bunge Ltd Finance Corp 2% 4/21/2026  | 515000 | 513543 |
| Bunge Ltd Finance Corp 4.9% 4/21/2027  | 1230000 | 1243084 |
|  |  | 1756627 |
| Tobacco - 0.0% |  |  |
| Philip Morris International Inc 5.125% 11/17/2027  | 307000 | 313445 |
| TOTAL CONSUMER STAPLES |  | 7468897 |
| Energy - 1.2% |  |  |
| Energy Equipment & Services - 0.0% |  |  |
| Schlumberger Holdings Corp 3.9% 5/17/2028 (d) | 1363000 | 1363779 |
| Oil, Gas & Consumable Fuels - 1.2% |  |  |
| Cheniere Corpus Christi Holdings LLC 5.125% 6/30/2027  | 1005000 | 1014507 |
| Cheniere Energy Inc 4.625% 10/15/2028  | 170000 | 169939 |
| Columbia Pipelines Holding Co LLC 6.055% 8/15/2026 (d) | 150000 | 151007 |
| DCP Midstream Operating LP 5.625% 7/15/2027  | 2500000 | 2548205 |
| Diamondback Energy Inc 5.2% 4/18/2027  | 2375000 | 2405489 |
| Energy Transfer LP 4.55% 1/15/2031  | 595000 | 600702 |
| Energy Transfer LP 5.25% 7/1/2029  | 645000 | 668803 |
| Energy Transfer LP 6.05% 12/1/2026  | 1885000 | 1910114 |
| EOG Resources Inc 4.4% 1/15/2031  | 585000 | 591854 |
| EQT Corp 3.125% 5/15/2026 (d) | 1715000 | 1709901 |
| EQT Corp 3.9% 10/1/2027  | 1500000 | 1497177 |
| EQT Corp 5.7% 4/1/2028  | 2000000 | 2067857 |
| Marathon Petroleum Corp 3.8% 4/1/2028  | 2600000 | 2592954 |
| MPLX LP 4% 3/15/2028  | 2600000 | 2603096 |
| MPLX LP 4.8% 2/15/2031  | 2685000 | 2741025 |
| ONEOK Inc 4.25% 9/24/2027  | 2070000 | 2079902 |
| ONEOK Inc 4.85% 7/15/2026  | 1899000 | 1900307 |
| ONEOK Inc 5.55% 11/1/2026  | 990000 | 998879 |
| ONEOK Inc 5.625% 1/15/2028 (d) | 385000 | 393160 |
| Plains All American Pipeline LP / PAA Finance Corp 4.7% 1/15/2031  | 1090000 | 1107106 |
| Sabine Pass Liquefaction LLC 4.2% 3/15/2028  | 308000 | 309248 |
| Schlumberger Investment SA 4.5% 5/15/2028  | 749000 | 757779 |
| Targa Resources Corp 4.35% 1/15/2029  | 940000 | 947654 |
| Targa Resources Corp 5.2% 7/1/2027  | 345000 | 350536 |
| Western Gas Partners LP 4.65% 7/1/2026  | 2000000 | 2000537 |
| Williams Cos Inc/The 4.625% 6/30/2030  | 1045000 | 1063014 |
| Williams Cos Inc/The 4.8% 11/15/2029  | 670000 | 686725 |
| Williams Cos Inc/The 5.4% 3/2/2026  | 2140000 | 2140000 |
|  |  | 38007477 |
| TOTAL ENERGY |  | 39371256 |
| Financials - 5.5% |  |  |
| Banks - 2.2% |  |  |
| Bank of America Corp 1.734% 7/22/2027 (b) | 3465000 | 3433895 |
| Bank of America Corp 4.623% 5/9/2029 (b) | 4382000 | 4444194 |
| Bank of America Corp 4.948% 7/22/2028 (b) | 2902000 | 2938431 |
| Bank of America Corp 5.933% 9/15/2027 (b) | 2200000 | 2223639 |
| Citigroup Inc 3.52% 10/27/2028 (b) | 2300000 | 2282472 |
| Citigroup Inc 3.887% 1/10/2028 (b) | 2000000 | 1997224 |
| Citigroup Inc 4.075% 4/23/2029 (b) | 2300000 | 2303411 |
| Citigroup Inc 4.786% 3/4/2029 (b) | 2300000 | 2334572 |
| Citigroup Inc 5.174% 2/13/2030 (b) | 710000 | 731571 |
| Fifth Third Bancorp 4.566% 4/29/2032 (b) | 1335000 | 1342910 |
| Huntington Bancshares Inc/OH 4.623% 1/28/2032 (b) | 2240000 | 2261263 |
| Huntington National Bank/The 4.871% 4/12/2028 (b) | 2500000 | 2522596 |
| JPMorgan Chase & Co 4.851% 7/25/2028 (b) | 2491000 | 2519861 |
| JPMorgan Chase & Co 4.979% 7/22/2028 (b) | 3284000 | 3327619 |
| JPMorgan Chase & Co 5.04% 1/23/2028 (b) | 3310000 | 3339565 |
| JPMorgan Chase & Co U.S. SOFR Index + 0.885%, 4.5515% 4/22/2027 (b)(c) | 747000 | 747675 |
| Manufacturers & Traders Trust Co 4.762% 7/6/2028 (b) | 605000 | 610737 |
| Morgan Stanley Private Bank NA 4.204% 11/17/2028 (b) | 2557000 | 2566513 |
| PNC Financial Services Group Inc/The 5.582% 6/12/2029 (b) | 1500000 | 1554764 |
| Santander Holdings USA Inc 2.49% 1/6/2028 (b) | 760000 | 749045 |
| Santander Holdings USA Inc 6.124% 5/31/2027 (b) | 160000 | 160663 |
| Truist Financial Corp 1.887% 6/7/2029 (b) | 2700000 | 2580712 |
| Truist Financial Corp 4.123% 6/6/2028 (b) | 2511000 | 2516589 |
| Truist Financial Corp 4.873% 1/26/2029 (b) | 2500000 | 2540765 |
| US Bancorp 4.548% 7/22/2028 (b) | 940000 | 948056 |
| US Bancorp 5.775% 6/12/2029 (b) | 2400000 | 2495991 |
| Wells Fargo & Co 3.196% 6/17/2027 (b) | 3200000 | 3192098 |
| Wells Fargo & Co 3.526% 3/24/2028 (b) | 3130000 | 3113823 |
| Wells Fargo & Co 4.9% 1/24/2028 (b) | 1550000 | 1562226 |
| Wells Fargo & Co 4.97% 4/23/2029 (b) | 2895000 | 2951498 |
| Wells Fargo & Co 5.707% 4/22/2028 (b) | 2500000 | 2545771 |
| Wells Fargo & Co 6.303% 10/23/2029 (b) | 2000000 | 2109243 |
|  |  | 70949392 |
| Capital Markets - 1.5% |  |  |
| Athene Global Funding 4.86% 8/27/2026 (d) | 885000 | 888206 |
| Athene Global Funding 5.339% 1/15/2027 (d) | 2500000 | 2525906 |
| Athene Global Funding 5.349% 7/9/2027 (d) | 860000 | 873076 |
| Athene Global Funding 5.516% 3/25/2027 (d) | 2503000 | 2539849 |
| Charles Schwab Corp/The 4.343% 11/14/2031 (b) | 1780000 | 1791271 |
| Equitable America Global Funding 4.65% 6/9/2028 (d) | 3625000 | 3666384 |
| GA Global Funding Trust 4.4% 9/23/2027 (d) | 1490000 | 1494798 |
| GA Global Funding Trust 5.4% 1/13/2030 (d) | 1135000 | 1163022 |
| Goldman Sachs Group Inc/The 1.542% 9/10/2027 (b) | 2800000 | 2763197 |
| Goldman Sachs Group Inc/The 4.148% 1/21/2029 (b) | 3800000 | 3801574 |
| Goldman Sachs Group Inc/The 4.482% 8/23/2028 (b) | 2415000 | 2431464 |
| Goldman Sachs Group Inc/The 4.937% 4/23/2028 (b) | 1970000 | 1988604 |
| Goldman Sachs Group Inc/The 5.218% 4/23/2031 (b) | 1250000 | 1294011 |
| Goldman Sachs Group Inc/The 6.484% 10/24/2029 (b) | 1000000 | 1058613 |
| LPL Holdings Inc 4.625% 11/15/2027 (d) | 470000 | 469712 |
| LPL Holdings Inc 4.9% 4/3/2028  | 2965000 | 2999311 |
| LPL Holdings Inc 5.7% 5/20/2027  | 1298000 | 1319588 |
| LPL Holdings Inc 6.75% 11/17/2028  | 325000 | 344646 |
| Morgan Stanley 1.512% 7/20/2027 (b) | 2700000 | 2674942 |
| Morgan Stanley 4.238% 1/9/2030 (b) | 765000 | 767676 |
| Morgan Stanley 4.994% 4/12/2029 (b) | 1065000 | 1084409 |
| Morgan Stanley 5.164% 4/20/2029 (b) | 2500000 | 2556751 |
| Morgan Stanley 6.296% 10/18/2028 (b) | 2450000 | 2537996 |
| Morgan Stanley 6.407% 11/1/2029 (b) | 2400000 | 2541142 |
| Sammons Financial Group Global Funding 5.05% 1/10/2028 (d) | 3478000 | 3537722 |
|  |  | 49113870 |
| Consumer Finance - 0.4% |  |  |
| American Express Co 4.731% 4/25/2029 (b) | 840000 | 853912 |
| American Express Co 5.043% 7/26/2028 (b) | 710000 | 721096 |
| American Express Co 5.098% 2/16/2028 (b) | 380000 | 383905 |
| American Express Co 5.532% 4/25/2030 (b) | 845000 | 882357 |
| Capital One Financial Corp 7.149% 10/29/2027 (b) | 410000 | 418133 |
| Ford Motor Credit Co LLC 4.97% 4/6/2029  | 605000 | 608858 |
| Ford Motor Credit Co LLC 5.125% 11/5/2026  | 780000 | 784502 |
| Ford Motor Credit Co LLC 5.8% 3/5/2027  | 3835000 | 3887056 |
| Ford Motor Credit Co LLC 5.85% 5/17/2027  | 2500000 | 2540968 |
| Ford Motor Credit Co LLC 5.918% 3/20/2028  | 550000 | 564651 |
| Stellantis Financial Services US Corp 4.95% 9/15/2028 (d) | 568000 | 572675 |
|  |  | 12218113 |
| Financial Services - 0.7% |  |  |
| CNH Industrial Capital LLC 4.375% 3/7/2031  | 2315000 | 2313490 |
| CNH Industrial Capital LLC 4.5% 10/8/2027  | 800000 | 805696 |
| CNH Industrial Capital LLC 4.55% 4/10/2028  | 1750000 | 1767146 |
| Crown Castle Towers LLC 4.241% 7/15/2048 (d) | 435000 | 436173 |
| Equitable Holdings Inc 4.35% 4/20/2028  | 2500000 | 2512561 |
| Fiserv Inc 3.5% 7/1/2029  | 850000 | 825680 |
| Fiserv Inc 4.2% 10/1/2028  | 686000 | 686171 |
| Fiserv Inc 4.55% 2/15/2031  | 830000 | 827386 |
| Fiserv Inc 5.15% 3/15/2027  | 1805000 | 1822421 |
| Fiserv Inc 5.375% 8/21/2028  | 1090000 | 1117123 |
| Jackson Financial Inc 5.17% 6/8/2027  | 2500000 | 2530403 |
| National Rural Utilities Cooperative Finance Corp 4.05% 2/9/2029  | 2025000 | 2034852 |
| Penske Truck Leasing Co Lp / PTL Finance Corp 1.7% 6/15/2026 (d) | 364000 | 361528 |
| Penske Truck Leasing Co Lp / PTL Finance Corp 3.4% 11/15/2026 (d) | 590000 | 586875 |
| Penske Truck Leasing Co Lp / PTL Finance Corp 4.4% 7/1/2027 (d) | 129000 | 129569 |
| Penske Truck Leasing Co Lp / PTL Finance Corp 5.35% 1/12/2027 (d) | 515000 | 520199 |
| Penske Truck Leasing Co Lp / PTL Finance Corp 5.75% 5/24/2026 (d) | 2170000 | 2175133 |
| Western Union Co/The 1.35% 3/15/2026  | 2954000 | 2950610 |
|  |  | 24403016 |
| Insurance - 0.7% |  |  |
| Brighthouse Financial Global Funding 1.55% 5/24/2026 (d) | 250000 | 248209 |
| Brown & Brown Inc 4.7% 6/23/2028  | 420000 | 423972 |
| CNO Global Funding 1.75% 10/7/2026 (d) | 1810000 | 1785204 |
| CNO Global Funding 4.875% 12/10/2027 (d) | 410000 | 413951 |
| Corebridge Global Funding 4.25% 8/21/2028 (d) | 760000 | 762352 |
| Corebridge Global Funding 4.65% 8/20/2027 (d) | 415000 | 418880 |
| Corebridge Global Funding 4.9% 1/7/2028 (d) | 2500000 | 2542434 |
| Corebridge Global Funding 5.2% 1/12/2029 (d) | 325000 | 334580 |
| Equitable Financial Life Global Funding 4.6% 4/1/2027 (d) | 1597000 | 1608481 |
| Health Care Service Corp 5.2% 6/15/2029 (d) | 2085000 | 2144191 |
| Jackson National Life Global Funding 5.55% 7/2/2027 (d) | 2604000 | 2651092 |
| Jackson National Life Global Funding 5.6% 4/10/2026 (d) | 1220000 | 1222101 |
| Lincoln Financial Global Funding 5.3% 1/13/2030 (d) | 1598000 | 1641770 |
| MassMutual Global Funding II 4% 1/22/2029 (d) | 788000 | 789580 |
| RGA Global Funding 4.35% 8/25/2028 (d) | 3720000 | 3738860 |
| RGA Global Funding 4.6% 11/25/2030 (d) | 1180000 | 1189000 |
| Trinity Acq PLC 4.4% 3/15/2026  | 250000 | 249993 |
| Western-Southern Global Funding 4.25% 1/29/2029 (d) | 1720000 | 1727630 |
|  |  | 23892280 |
| TOTAL FINANCIALS |  | 180576671 |
| Health Care - 0.9% |  |  |
| Biotechnology - 0.1% |  |  |
| AbbVie Inc 3.775% 3/3/2028  | 2375000 | 2378144 |
| AbbVie Inc 4.125% 3/15/2031  | 660000 | 662097 |
|  |  | 3040241 |
| Health Care Equipment & Supplies - 0.2% |  |  |
| Becton Dickinson & Co 4.693% 2/13/2028  | 1325000 | 1343113 |
| Medline Borrower LP 3.875% 4/1/2029 (d) | 3120000 | 3068556 |
| Medline Borrower LP/Medline Co-Issuer Inc 6.25% 4/1/2029 (d) | 199000 | 205362 |
| Solventum Corp 5.45% 2/25/2027  | 617000 | 625304 |
| Stryker Corp 4.7% 2/10/2028  | 922000 | 935808 |
|  |  | 6178143 |
| Health Care Providers & Services - 0.5% |  |  |
| Cencora Inc 3.45% 12/15/2027  | 190000 | 188576 |
| Cencora Inc 3.95% 2/13/2029  | 660000 | 660280 |
| Cencora Inc 4.625% 12/15/2027  | 500000 | 506253 |
| Centene Corp 4.625% 12/15/2029  | 1235000 | 1205071 |
| CVS Health Corp 1.3% 8/21/2027  | 2675000 | 2575529 |
| CVS Health Corp 2.875% 6/1/2026  | 733000 | 731153 |
| CVS Health Corp 3% 8/15/2026  | 415000 | 413150 |
| CVS Health Corp 4.3% 3/25/2028  | 3230000 | 3248971 |
| HCA Inc 3.125% 3/15/2027  | 1140000 | 1130524 |
| HCA Inc 4.3% 11/15/2030  | 380000 | 380728 |
| HCA Inc 5.625% 9/1/2028  | 1850000 | 1909017 |
| Highmark Inc 1.45% 5/10/2026 (d) | 435000 | 432232 |
| Humana Inc 5.75% 12/1/2028  | 912000 | 945277 |
| Humana Inc 5.75% 3/1/2028  | 300000 | 308195 |
| Icon Investments Six DAC 5.809% 5/8/2027  | 1940000 | 1957343 |
|  |  | 16592299 |
| Health Care Technology - 0.0% |  |  |
| IQVIA Inc 6.25% 2/1/2029  | 440000 | 462455 |
| Life Sciences Tools & Services - 0.0% |  |  |
| Revvity Inc 1.9% 9/15/2028  | 1054000 | 998343 |
| Thermo Fisher Scientific Inc 4.215% 2/12/2031  | 1095000 | 1103987 |
|  |  | 2102330 |
| Pharmaceuticals - 0.1% |  |  |
| Utah Acquisition Sub Inc 3.95% 6/15/2026  | 1230000 | 1228607 |
| Viatris Inc 2.3% 6/22/2027  | 1236000 | 1205488 |
|  |  | 2434095 |
| TOTAL HEALTH CARE |  | 30809563 |
| Industrials - 0.6% |  |  |
| Aerospace & Defense - 0.2% |  |  |
| Boeing Co 3.2% 3/1/2029  | 845000 | 825643 |
| Boeing Co 3.25% 2/1/2028  | 1500000 | 1482051 |
| Boeing Co 3.25% 3/1/2028  | 1500000 | 1481419 |
| Boeing Co 6.259% 5/1/2027  | 1695000 | 1736422 |
| Huntington Ingalls Industries Inc 5.353% 1/15/2030  | 330000 | 342419 |
| RTX Corp 6.7% 8/1/2028  | 678000 | 719790 |
| RTX Corp 7% 11/1/2028  | 644000 | 683164 |
|  |  | 7270908 |
| Building Products - 0.0% |  |  |
| Owens Corning 3.4% 8/15/2026  | 517000 | 515256 |
| Owens Corning 5.5% 6/15/2027  | 690000 | 702625 |
|  |  | 1217881 |
| Electrical Equipment - 0.0% |  |  |
| Regal Rexnord Corp 6.05% 4/15/2028  | 1045000 | 1083583 |
| Ground Transportation - 0.1% |  |  |
| Uber Technologies Inc 4.5% 8/15/2029 (d) | 1842000 | 1843463 |
| Machinery - 0.0% |  |  |
| Fortive Corp 3.15% 6/15/2026  | 1133000 | 1129000 |
| Passenger Airlines - 0.1% |  |  |
| Delta Air Lines Inc 4.95% 7/10/2028  | 695000 | 706553 |
| Southwest Airlines Co 4.375% 11/15/2028  | 1185000 | 1195147 |
|  |  | 1901700 |
| Professional Services - 0.1% |  |  |
| Booz Allen Hamilton Inc 3.875% 9/1/2028 (d) | 2165000 | 2131876 |
| Booz Allen Hamilton Inc 4% 7/1/2029 (d) | 990000 | 969978 |
| Leidos Inc 4.1% 3/15/2029 (f) | 1425000 | 1428649 |
|  |  | 4530503 |
| Trading Companies & Distributors - 0.1% |  |  |
| GATX Corp 3.25% 9/15/2026  | 455000 | 453036 |
| GATX Corp 3.85% 3/30/2027  | 1189000 | 1187761 |
| GATX Corp 5.4% 3/15/2027  | 820000 | 831569 |
|  |  | 2472366 |
| TOTAL INDUSTRIALS |  | 21449404 |
| Information Technology - 0.6% |  |  |
| Electronic Equipment, Instruments & Components - 0.2% |  |  |
| Amphenol Corp 4.75% 3/30/2026  | 340000 | 340171 |
| Dell International LLC / EMC Corp 4.75% 4/1/2028  | 3005000 | 3053087 |
| Dell International LLC / EMC Corp 4.9% 10/1/2026  | 1750000 | 1756102 |
|  |  | 5149360 |
| IT Services - 0.0% |  |  |
| Gartner Inc 4.5% 7/1/2028 (d) | 2213000 | 2181716 |
| Semiconductors & Semiconductor Equipment - 0.2% |  |  |
| Broadcom Inc 5.05% 7/12/2029  | 2400000 | 2483246 |
| Foundry JV Holdco LLC 5.5% 1/25/2031 (d) | 380000 | 396541 |
| Foundry JV Holdco LLC 5.9% 1/25/2030 (d) | 330000 | 348258 |
| Intel Corp 3.15% 5/11/2027  | 376000 | 372349 |
| Intel Corp 3.75% 8/5/2027  | 655000 | 652874 |
| Marvell Technology Inc 1.65% 4/15/2026  | 510000 | 508519 |
| Marvell Technology Inc 4.75% 7/15/2030  | 310000 | 316041 |
| Marvell Technology Inc 4.875% 6/22/2028  | 1520000 | 1549175 |
|  |  | 6627003 |
| Software - 0.2% |  |  |
| Atlassian Corp 5.25% 5/15/2029  | 425000 | 432504 |
| Fortinet Inc 1% 3/15/2026  | 1485000 | 1482351 |
| Oracle Corp 4.45% 9/26/2030  | 1275000 | 1250461 |
| Synopsys Inc 4.65% 4/1/2028  | 2075000 | 2101427 |
| Workday Inc 3.5% 4/1/2027  | 525000 | 522157 |
|  |  | 5788900 |
| TOTAL INFORMATION TECHNOLOGY |  | 19746979 |
| Materials - 0.2% |  |  |
| Chemicals - 0.1% |  |  |
| Celanese US Holdings LLC 1.4% 8/5/2026  | 930000 | 916216 |
| Chevron Phillips Chemical Co LLC / Chevron Phillips Chemical Co LP 3.4% 12/1/2026 (d) | 2600000 | 2590286 |
|  |  | 3506502 |
| Construction Materials - 0.0% |  |  |
| Amrize Finance US LLC 4.7% 4/7/2028  | 1025000 | 1040868 |
| Amrize Finance US LLC 4.95% 4/7/2030  | 375000 | 385811 |
|  |  | 1426679 |
| Containers & Packaging - 0.0% |  |  |
| AptarGroup Inc 4.75% 3/30/2031  | 360000 | 365348 |
| Metals & Mining - 0.1% |  |  |
| Freeport-McMoRan Inc 4.125% 3/1/2028  | 276000 | 276014 |
| Freeport-McMoRan Inc 4.375% 8/1/2028  | 160000 | 160180 |
| Freeport-McMoRan Inc 5.25% 9/1/2029  | 323000 | 327953 |
| Steel Dynamics Inc 4% 12/15/2028  | 1775000 | 1776480 |
|  |  | 2540627 |
| TOTAL MATERIALS |  | 7839156 |
| Real Estate - 0.5% |  |  |
| Diversified REITs - 0.1% |  |  |
| VICI Properties LP 4.75% 4/1/2028  | 2400000 | 2423580 |
| Health Care REITs - 0.1% |  |  |
| Ventas Realty LP 4% 3/1/2028  | 2500000 | 2498889 |
| Real Estate Management & Development - 0.0% |  |  |
| CBRE Services Inc 5.1% 6/15/2030  | 390000 | 397836 |
| Essex Portfolio LP 3.375% 4/15/2026  | 794000 | 793080 |
| Extra Space Storage LP 3.875% 12/15/2027  | 1065000 | 1064115 |
|  |  | 2255031 |
| Residential REITs - 0.0% |  |  |
| American Homes 4 Rent LP 4.25% 2/15/2028  | 900000 | 901782 |
| Specialized REITs - 0.3% |  |  |
| American Tower Corp 1.5% 1/31/2028  | 2700000 | 2580985 |
| American Tower Corp 1.6% 4/15/2026  | 2043000 | 2037123 |
| American Tower Corp 3.55% 7/15/2027  | 645000 | 641746 |
| Crown Castle Inc 1.05% 7/15/2026  | 1005000 | 994029 |
| Crown Castle Inc 2.9% 3/15/2027  | 1115000 | 1102846 |
| Crown Castle Inc 4.3% 2/15/2029  | 335000 | 336700 |
| Crown Castle Inc 4.8% 9/1/2028  | 835000 | 848854 |
| Crown Castle Inc 5% 1/11/2028  | 600000 | 610489 |
| Crown Castle Inc 5.6% 6/1/2029  | 515000 | 536481 |
|  |  | 9689253 |
| TOTAL REAL ESTATE |  | 17768535 |
| Utilities - 0.8% |  |  |
| Electric Utilities - 0.6% |  |  |
| American Electric Power Co Inc 5.2% 1/15/2029  | 1165000 | 1204640 |
| Appalachian Power Co 3.3% 6/1/2027  | 1723000 | 1706614 |
| DTE Electric Co 4.25% 5/14/2027  | 474000 | 477261 |
| Duke Energy Corp 4.3% 3/15/2028  | 2500000 | 2519943 |
| Exelon Corp 5.15% 3/15/2029  | 380000 | 392798 |
| FirstEnergy Corp 3.9% 7/15/2027 (e) | 1507000 | 1513222 |
| FirstEnergy Transmission LLC 4.55% 1/15/2030  | 310000 | 314621 |
| Jersey Central Power & Light Co 4.15% 1/15/2029 (d) | 2000000 | 2008326 |
| NextEra Energy Capital Holdings Inc 1.875% 1/15/2027  | 1255000 | 1233715 |
| NextEra Energy Capital Holdings Inc 4.6% 9/1/2027  | 255000 | 257892 |
| NextEra Energy Capital Holdings Inc 4.685% 9/1/2027  | 1187000 | 1200460 |
| Niagara Mohawk Power Corp 4.647% 10/3/2030 (d) | 655000 | 665252 |
| Pacific Gas and Electric Co 3.3% 12/1/2027  | 320000 | 316146 |
| Pacific Gas and Electric Co 3.3% 3/15/2027  | 266000 | 264113 |
| Pacific Gas and Electric Co 5% 6/4/2028  | 610000 | 621404 |
| Pacific Gas and Electric Co 5.45% 6/15/2027  | 135000 | 137207 |
| Southern California Edison Co 5.15% 6/1/2029  | 1020000 | 1049287 |
| Southern Co/The 5.113% 8/1/2027 (e) | 705000 | 716627 |
| Vistra Operations Co LLC 5.05% 12/30/2026 (d) | 633000 | 639871 |
|  |  | 17239399 |
| Gas Utilities - 0.0% |  |  |
| Southern Co Gas Capital Corp 4.05% 9/15/2028  | 690000 | 692014 |
| Independent Power and Renewable Electricity Producers - 0.1% |  |  |
| AES Corp/The 5.45% 6/1/2028  | 2500000 | 2557747 |
| Constellation Energy Generation LLC 5.6% 3/1/2028  | 269000 | 277444 |
|  |  | 2835191 |
| Multi-Utilities - 0.1% |  |  |
| Ameren Corp 1.95% 3/15/2027  | 578000 | 566296 |
| DTE Energy Co 4.875% 6/1/2028  | 830000 | 845984 |
| DTE Energy Co 4.95% 7/1/2027  | 600000 | 607147 |
| DTE Energy Co 5.2% 4/1/2030  | 820000 | 852640 |
| NiSource Inc 5.25% 3/30/2028  | 210000 | 215323 |
| Public Service Enterprise Group Inc 4.9% 3/15/2030  | 1275000 | 1312692 |
| Sempra 5.4% 8/1/2026  | 330000 | 331510 |
|  |  | 4731592 |
| TOTAL UTILITIES |  | 25498196 |
| TOTAL UNITED STATES |  | 392020135 |
| <br> **TOTAL NON-CONVERTIBLE CORPORATE BONDS**<br> (Cost $606,667,639) |  | <br> **610806748** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Short-Term Funds - 23.7%** | &nbsp;&nbsp;**Short-Term Funds - 23.7%** | &nbsp;&nbsp;**Short-Term Funds - 23.7%** |
|  | Shares | Value ($)<br>|
| Baird Ultra Short Bond Fund Institutional Class  | 127856 | 1293900 |
| JPMorgan Ultra-Short Income ETF  | 5002562 | 253930047 |
| Morgan Stanley Institutional Fund Trust Ultra-Short Income Portfolio Class IR  | 4279814 | 42755340 |
| PIMCO Short-Term Fund Institutional Class  | 28918720 | 280222401 |
| T. Rowe Price Ultra Short-Term Bond Fund  | 39873967 | 202958491 |
| <br> **TOTAL SHORT-TERM FUNDS**<br> (Cost $773,216,157) |  | **781160179** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**U.S. Government Agency - Mortgage Securities - 1.5%** | &nbsp;&nbsp;**U.S. Government Agency - Mortgage Securities - 1.5%** | &nbsp;&nbsp;**U.S. Government Agency - Mortgage Securities - 1.5%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| UNITED STATES - 1.5%  |  |  |
| Fannie Mae 5.5% 9/1/2053  | 78583 | 80904 |
| Fannie Mae Mortgage pass-thru certificates 1 year FTSE USD IBOR Consumer Fallbacks + 1.523%, 6.096% 7/1/2035 (b)(c) | 1318 | 1358 |
| Fannie Mae Mortgage pass-thru certificates 1 year FTSE USD IBOR Consumer Fallbacks + 1.613%, 6.095% 12/1/2035 (b)(c) | 3205 | 3326 |
| Fannie Mae Mortgage pass-thru certificates 1 year FTSE USD IBOR Consumer Fallbacks + 1.655%, 6.28% 8/1/2037 (b)(c) | 594 | 616 |
| Fannie Mae Mortgage pass-thru certificates 1 year FTSE USD IBOR Consumer Fallbacks + 1.788%, 6.788% 5/1/2038 (b)(c) | 2048 | 2136 |
| Fannie Mae Mortgage pass-thru certificates 1 year FTSE USD IBOR Consumer Fallbacks + 1.83%, 6.83% 4/1/2038 (b)(c) | 4572 | 4776 |
| Fannie Mae Mortgage pass-thru certificates 1 year FTSE USD IBOR Consumer Fallbacks + 1.853%, 6.574% 8/1/2038 (b)(c) | 3780 | 3959 |
| Fannie Mae Mortgage pass-thru certificates 1 year FTSE USD IBOR Consumer Fallbacks + 1.907%, 6.907% 5/1/2038 (b)(c) | 5051 | 5284 |
| Fannie Mae Mortgage pass-thru certificates 1 year FTSE USD IBOR Consumer Fallbacks + 2.04%, 6.415% 12/1/2036 (b)(c) | 805 | 842 |
| Fannie Mae Mortgage pass-thru certificates 2% 10/1/2050  | 196820 | 164766 |
| Fannie Mae Mortgage pass-thru certificates 2% 2/1/2052  | 196058 | 163393 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2054  | 719847 | 627409 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2034  | 331013 | 323456 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2030  | 4591 | 4532 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2050  | 184809 | 168654 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2050  | 109718 | 100207 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2028  | 109273 | 108201 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 11/1/2026  | 6268 | 6246 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 2/1/2048  | 410196 | 391670 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 2/1/2048  | 54151 | 51705 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 6/1/2032  | 9768 | 9727 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2050  | 16174 | 15256 |
| Fannie Mae Mortgage pass-thru certificates 4% 1/1/2047  | 132905 | 131206 |
| Fannie Mae Mortgage pass-thru certificates 4% 11/1/2049  | 55991 | 54960 |
| Fannie Mae Mortgage pass-thru certificates 4% 12/1/2049  | 16519 | 16215 |
| Fannie Mae Mortgage pass-thru certificates 4% 5/1/2052  | 715529 | 698779 |
| Fannie Mae Mortgage pass-thru certificates 4% 8/1/2052  | 758216 | 738098 |
| Fannie Mae Mortgage pass-thru certificates 4% 9/1/2052  | 1588918 | 1546013 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 1/1/2050  | 26469 | 26471 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 10/1/2048  | 367432 | 369178 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 10/1/2048  | 5561 | 5565 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2048  | 51028 | 51017 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2054  | 777355 | 769352 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 3/1/2046  | 256615 | 260772 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 5/1/2041  | 103427 | 105193 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 7/1/2049  | 3417 | 3419 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2048  | 33362 | 33385 |
| Fannie Mae Mortgage pass-thru certificates 5% 1/1/2056  | 757981 | 761936 |
| Fannie Mae Mortgage pass-thru certificates 5% 10/1/2033  | 126900 | 130146 |
| Fannie Mae Mortgage pass-thru certificates 5% 10/1/2055  | 631237 | 637883 |
| Fannie Mae Mortgage pass-thru certificates 5% 2/1/2036  | 8122 | 8369 |
| Fannie Mae Mortgage pass-thru certificates 5% 3/1/2050  | 926183 | 950696 |
| Fannie Mae Mortgage pass-thru certificates 5% 4/1/2038  | 3941 | 4073 |
| Fannie Mae Mortgage pass-thru certificates 5% 6/1/2035  | 101608 | 104566 |
| Fannie Mae Mortgage pass-thru certificates 5% 6/1/2035  | 15442 | 15869 |
| Fannie Mae Mortgage pass-thru certificates 5% 6/1/2035  | 5777 | 5937 |
| Fannie Mae Mortgage pass-thru certificates 5% 6/1/2039  | 58612 | 60219 |
| Fannie Mae Mortgage pass-thru certificates 5% 6/1/2040  | 54916 | 56833 |
| Fannie Mae Mortgage pass-thru certificates 5% 7/1/2035  | 43843 | 45063 |
| Fannie Mae Mortgage pass-thru certificates 5% 7/1/2045  | 31313 | 32399 |
| Fannie Mae Mortgage pass-thru certificates 5% 9/1/2053  | 3883623 | 3937867 |
| Fannie Mae Mortgage pass-thru certificates 5% 9/1/2053  | 702555 | 713246 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 1/1/2035  | 149312 | 155696 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 1/1/2037  | 966 | 1009 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 1/1/2038  | 1617 | 1696 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 10/1/2035  | 14280 | 14927 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 10/1/2053  | 1547951 | 1592724 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 10/1/2055  | 911525 | 932762 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 12/1/2039  | 13438 | 14095 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 2/1/2054  | 1328429 | 1366437 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 3/1/2036  | 3453 | 3612 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 3/1/2054  | 739382 | 760767 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 4/1/2036  | 6293 | 6583 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 5/1/2036  | 4317 | 4517 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 5/1/2039  | 12739 | 13357 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 5/1/2054  | 144028 | 148093 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 6/1/2039  | 12675 | 13297 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 7/1/2034  | 25156 | 26201 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 8/1/2037  | 32440 | 33874 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 8/1/2037  | 29533 | 30829 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 8/1/2037  | 23310 | 24358 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 8/1/2037  | 10004 | 10440 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 9/1/2054  | 3171277 | 3246899 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 9/1/2055  | 1553684 | 1589884 |
| Fannie Mae Mortgage pass-thru certificates 6 month FTSE USD IBOR Consumer Fallbacks + 1.372%, 5.96% 10/1/2033 (b)(c) | 11322 | 11534 |
| Fannie Mae Mortgage pass-thru certificates 6% 1/1/2037  | 1000 | 1062 |
| Fannie Mae Mortgage pass-thru certificates 6% 1/1/2041  | 10352 | 11008 |
| Fannie Mae Mortgage pass-thru certificates 6% 11/1/2034  | 4764 | 5013 |
| Fannie Mae Mortgage pass-thru certificates 6% 12/1/2034  | 1152 | 1211 |
| Fannie Mae Mortgage pass-thru certificates 6% 2/1/2037  | 3195 | 3377 |
| Fannie Mae Mortgage pass-thru certificates 6% 2/1/2049  | 456657 | 483520 |
| Fannie Mae Mortgage pass-thru certificates 6% 3/1/2034  | 42263 | 44183 |
| Fannie Mae Mortgage pass-thru certificates 6% 3/1/2037  | 3298 | 3486 |
| Fannie Mae Mortgage pass-thru certificates 6% 4/1/2035  | 7583 | 7983 |
| Fannie Mae Mortgage pass-thru certificates 6% 4/1/2040  | 32863 | 34944 |
| Fannie Mae Mortgage pass-thru certificates 6% 5/1/2037  | 3563 | 3771 |
| Fannie Mae Mortgage pass-thru certificates 6% 5/1/2038  | 2245 | 2384 |
| Fannie Mae Mortgage pass-thru certificates 6% 6/1/2036  | 1200 | 1268 |
| Fannie Mae Mortgage pass-thru certificates 6% 6/1/2054  | 410032 | 423796 |
| Fannie Mae Mortgage pass-thru certificates 6% 7/1/2054  | 57174 | 59111 |
| Fannie Mae Mortgage pass-thru certificates 6% 8/1/2054  | 328128 | 339630 |
| Fannie Mae Mortgage pass-thru certificates 6% 9/1/2039  | 51358 | 54601 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 1/1/2055  | 72510 | 75275 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 12/1/2032  | 11469 | 11995 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 2/1/2055  | 194904 | 204372 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 7/1/2032  | 12970 | 13580 |
| Freddie Mac Gold Pool 2.5% 1/1/2052  | 746095 | 656581 |
| Freddie Mac Gold Pool 2.5% 4/1/2052  | 402679 | 354241 |
| Freddie Mac Gold Pool 3% 11/1/2034  | 127925 | 125085 |
| Freddie Mac Gold Pool 3.5% 12/1/2047  | 475338 | 454400 |
| Freddie Mac Gold Pool 3.5% 2/1/2052  | 868520 | 821725 |
| Freddie Mac Gold Pool 4% 12/1/2049  | 103469 | 101791 |
| Freddie Mac Gold Pool 4.5% 5/1/2050  | 93843 | 93849 |
| Freddie Mac Gold Pool 4.5% 9/1/2052  | 2333633 | 2317010 |
| Freddie Mac Gold Pool 5% 12/1/2041  | 179242 | 185529 |
| Freddie Mac Gold Pool 5% 6/1/2055  | 15836 | 15971 |
| Freddie Mac Gold Pool 5.5% 10/1/2038  | 1218 | 1280 |
| Freddie Mac Gold Pool 5.5% 10/1/2055  | 828593 | 845568 |
| Freddie Mac Gold Pool 5.5% 4/1/2055  | 1373550 | 1402870 |
| Freddie Mac Gold Pool 5.5% 7/1/2055  | 712394 | 727255 |
| Freddie Mac Gold Pool 6% 10/1/2054  | 642680 | 663731 |
| Freddie Mac Gold Pool 6% 10/1/2054  | 192693 | 199447 |
| Freddie Mac Gold Pool 6% 12/1/2054  | 971787 | 999473 |
| Freddie Mac Gold Pool 6% 2/1/2035  | 27870 | 29309 |
| Freddie Mac Gold Pool 6% 2/1/2055  | 2313421 | 2383238 |
| Freddie Mac Gold Pool 6% 5/1/2055  | 192693 | 199348 |
| Freddie Mac Gold Pool 6% 6/1/2055  | 726746 | 749211 |
| Freddie Mac Gold Pool 6% 8/1/2055  | 746744 | 771461 |
| Freddie Mac Gold Pool 6% 9/1/2034  | 1517 | 1588 |
| Freddie Mac Gold Pool 6% 9/1/2035  | 9502 | 10007 |
| Freddie Mac Gold Pool 6.5% 9/1/2054  | 412769 | 432368 |
| Freddie Mac Gold Pool 6.5% 9/1/2054  | 107482 | 111836 |
| Freddie Mac Gold Pool 7% 3/1/2039  | 44836 | 47691 |
| Freddie Mac Gold Pool 7.5% 6/1/2038  | 39356 | 41831 |
| Freddie Mac Non Gold Pool 1 year FTSE USD IBOR Consumer Fallbacks + 1.625%, 6.477% 6/1/2038 (b)(c) | 6376 | 6611 |
| Freddie Mac Non Gold Pool 1 year FTSE USD IBOR Consumer Fallbacks + 1.726%, 6.356% 7/1/2035 (b)(c) | 1550 | 1602 |
| Freddie Mac Non Gold Pool 1 year FTSE USD IBOR Consumer Fallbacks + 1.733%, 5.983% 2/1/2037 (b)(c) | 1433 | 1486 |
| Freddie Mac Non Gold Pool 1 year FTSE USD IBOR Consumer Fallbacks + 1.733%, 6.358% 10/1/2036 (b)(c) | 3294 | 3414 |
| Freddie Mac Non Gold Pool 1 year FTSE USD IBOR Consumer Fallbacks + 1.7709%, 6.616% 5/1/2038 (b)(c) | 4028 | 4191 |
| Freddie Mac Non Gold Pool 1 year FTSE USD IBOR Consumer Fallbacks + 1.775%, 6.689% 5/1/2037 (b)(c) | 1184 | 1231 |
| Freddie Mac Non Gold Pool 1 year FTSE USD IBOR Consumer Fallbacks + 1.911%, 6.219% 12/1/2036 (b)(c) | 2137 | 2234 |
| Freddie Mac Non Gold Pool 1 year FTSE USD IBOR Consumer Fallbacks + 1.934%, 6.183% 2/1/2037 (b)(c) | 751 | 782 |
| Freddie Mac Non Gold Pool 1 year FTSE USD IBOR Consumer Fallbacks + 2.032%, 6.398% 11/1/2036 (b)(c) | 2175 | 2280 |
| Freddie Mac Non Gold Pool 1 year FTSE USD IBOR Consumer Fallbacks + 2.0686%, 6.318% 2/1/2037 (b)(c) | 1019 | 1064 |
| Freddie Mac Non Gold Pool 1 year FTSE USD IBOR Consumer Fallbacks + 2.083%, 6.957% 2/1/2038 (b)(c) | 8975 | 9406 |
| Freddie Mac Non Gold Pool 1 year U.S. Treasury Index + 2.347%, 6.111% 11/1/2034 (b)(c) | 3642 | 3769 |
| Freddie Mac Non Gold Pool 6% 5/1/2055  | 610587 | 629738 |
| Freddie Mac Non Gold Pool 6.5% 6/1/2055  | 1011018 | 1055881 |
| Freddie Mac STACR REMIC Trust Series DNA3 Class M1, U.S. 30-Day Avg. SOFR Index + 1.1%, 4.7672% 9/25/2045 (b)(c)(d) | 613625 | 614563 |
| Ginnie Mae I Pool 3.5% 7/20/2052  | 654249 | 620579 |
| Ginnie Mae I Pool 3.5% 8/20/2044  | 131079 | 125447 |
| Ginnie Mae I Pool 4% 10/20/2052  | 771384 | 748041 |
| Ginnie Mae I Pool 4% 3/20/2048  | 46811 | 45775 |
| Ginnie Mae I Pool 4% 4/20/2050  | 41373 | 40302 |
| Ginnie Mae I Pool 4% 4/20/2050  | 31328 | 30498 |
| Ginnie Mae I Pool 4% 4/20/2050  | 20690 | 20155 |
| Ginnie Mae I Pool 4% 4/20/2050  | 17382 | 16921 |
| Ginnie Mae I Pool 6% 7/15/2036  | 69787 | 73259 |
| Ginnie Mae II Pool 3% 9/20/2047  | 757489 | 703208 |
| Ginnie Mae II Pool 3.5% 1/20/2047  | 58599 | 56275 |
| Ginnie Mae II Pool 3.5% 10/20/2046  | 921 | 885 |
| Ginnie Mae II Pool 3.5% 11/20/2046  | 54854 | 52712 |
| Ginnie Mae II Pool 3.5% 11/20/2050  | 705107 | 672952 |
| Ginnie Mae II Pool 3.5% 2/20/2052  | 819347 | 776349 |
| Ginnie Mae II Pool 4% 4/20/2050  | 43458 | 42333 |
| Ginnie Mae II Pool 4% 4/20/2050  | 18255 | 17800 |
| Ginnie Mae II Pool 4% 4/20/2050  | 12539 | 12226 |
| Ginnie Mae II Pool 4% 4/20/2050  | 10249 | 9977 |
| Ginnie Mae II Pool 4% 4/20/2050  | 4374 | 4258 |
| Ginnie Mae II Pool 4% 8/20/2050  | 23972 | 23434 |
| Ginnie Mae II Pool 4.5% 7/20/2041  | 190348 | 192586 |
| Ginnie Mae II Pool 4.5% 9/20/2040  | 39503 | 39967 |
| Ginnie Mae II Pool 5% 1/20/2036  | 3958 | 4057 |
| Ginnie Mae II Pool 5% 1/20/2048  | 40444 | 41535 |
| Ginnie Mae II Pool 5% 11/20/2039  | 115135 | 118487 |
| Ginnie Mae II Pool 5% 12/20/2034  | 7418 | 7594 |
| Ginnie Mae II Pool 5% 12/20/2035  | 4854 | 4975 |
| Ginnie Mae II Pool 5% 2/20/2040  | 8010 | 8244 |
| Ginnie Mae II Pool 5% 2/20/2048  | 154562 | 158876 |
| Ginnie Mae II Pool 5% 3/20/2041  | 4455 | 4589 |
| Ginnie Mae II Pool 5% 5/20/2036  | 5058 | 5187 |
| Ginnie Mae II Pool 5% 5/20/2048  | 14344 | 14722 |
| Ginnie Mae II Pool 5.5% 2/20/2049  | 63619 | 66071 |
| TOTAL UNITED STATES |  | 48144531 |
| <br> **TOTAL U.S. GOVERNMENT AGENCY - MORTGAGE SECURITIES**<br> (Cost $48,242,511) |  | <br> **48144531** |

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---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Commercial Paper - 0.8%** | &nbsp;&nbsp;**Commercial Paper - 0.8%** | &nbsp;&nbsp;**Commercial Paper - 0.8%** | &nbsp;&nbsp;**Commercial Paper - 0.8%** |
|  | Yield (%) (h) | Principal<br> Amount (a)<br>| Value ($)<br>|
| Bacardi-Martini BV yankee 0% 3/27/2026  | 4.11 | 810000 | 807399 |
| Brunswick Corp/DE 0% 3/3/2026  | 4.20 | 2530000 | 2528807 |
| Crown Castle Inc 0% 3/12/2026  | 4.11 | 1730000 | 1727383 |
| Crown Castle Inc 0% 3/19/2026  | 4.10 | 2200000 | 2194886 |
| Edison International 0% 3/16/2026  | 4.23 | 1550000 | 1546979 |
| Edison International 0% 3/19/2026  | 4.21 | 1690000 | 1686120 |
| Harley-Davidson Financial Services Inc 0% 3/17/2026  | 4.21 | 1995000 | 1991052 |
| Harley-Davidson Financial Services Inc 0% 3/4/2026  | 4.14 | 1505000 | 1504190 |
| HCA Inc 0% 3/2/2026  | 4.07 | 2370000 | 2369207 |
| HCA Inc 0% 5/12/2026  | 4.24 | 2520000 | 2499126 |
| HCA Inc 0% 5/14/2026  | 4.30 | 1720000 | 1704803 |
| Ovintiv Inc 0% 3/19/2026  | 4.22 | 1990000 | 1985392 |
| Ovintiv Inc 0% 3/20/2026  | 4.22 | 2115000 | 2109852 |
| Southern California Edison Co 0% 3/27/2026  | 4.22 | 2095000 | 2088285 |
| <br> **TOTAL COMMERCIAL PAPER**<br> (Cost $26,748,456) |  |  | **26743481** |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**U.S. Treasury Obligations - 18.3%** | &nbsp;&nbsp;**U.S. Treasury Obligations - 18.3%** | &nbsp;&nbsp;**U.S. Treasury Obligations - 18.3%** | &nbsp;&nbsp;**U.S. Treasury Obligations - 18.3%** |
|  | Yield (%) (h) | Principal<br> Amount (a)<br>| Value ($)<br>|
| US Treasury Notes 3.375% 11/30/2027  | 3.48 to 3.53 | 37675000 | 37651453 |
| US Treasury Notes 3.375% 12/31/2027  | 3.45 to 3.61 | 142525000 | 142447057 |
| US Treasury Notes 3.5% 1/31/2028  | 3.45 | 975000 | 976866 |
| US Treasury Notes 3.5% 10/31/2027 (i) | 3.58 to 3.60 | 5570000 | 5576310 |
| US Treasury Notes 3.5% 11/15/2028  | 3.53 | 85486000 | 85729768 |
| US Treasury Notes 3.5% 12/15/2028  | 3.53 to 3.60 | 109614200 | 109939617 |
| US Treasury Notes 3.5% 2/15/2029  | 3.39 | 8872700 | 8900427 |
| US Treasury Notes 3.75% 5/15/2028  | 3.38 | 87450400 | 88110712 |
| US Treasury Notes 3.875% 3/15/2028 (i) | 3.48 to 3.54 | 53817300 | 54330246 |
| US Treasury Notes 3.875% 6/15/2028  | 3.37 | 69946500 | 70703343 |
| <br> **TOTAL U.S. TREASURY OBLIGATIONS**<br> (Cost $603,079,138) |  |  | **604365799** |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Money Market Funds - 2.4%** | &nbsp;&nbsp;**Money Market Funds - 2.4%** | &nbsp;&nbsp;**Money Market Funds - 2.4%** | &nbsp;&nbsp;**Money Market Funds - 2.4%** |
|  | Yield (%) | Shares | Value ($)<br>|
| Fidelity Cash Central Fund (j) | 3.70 | 12879955 | 12882531 |
| Fidelity Investments Money Market Government Portfolio - Institutional Class (k)(l) | 3.59 | 55428962 | 55428962 |
| State Street Institutional U.S. Government Money Market Fund Premier Class (l) | 3.63 | 12182263 | 12182263 |
| <br> **TOTAL MONEY MARKET FUNDS**<br> (Cost $80,493,756) |  |  | **80493756** |

---

---

| | |
|:---|:---|
| <br> **TOTAL INVESTMENT IN SECURITIES - 100.4%**<br> (Cost $3,303,043,367)<br>| <br>**3322168236** |
| **NET OTHER ASSETS (LIABILITIES) - (0.4)%**  | **(13244422)** |
| **NET ASSETS - 100.0%** | **3308923814** |

---

---

| | | | | |
|:---|:---|:---|:---|:---|
| &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 ($)<br>| Unrealized<br> Appreciation/<br> (Depreciation) ($)<br>|
| LONG |  |  |  |  |
| Interest Rate Contracts |  |  |  |  |
| CBOT 2Y US Treasury Notes Contracts (United States) | 1481 | 6/2026 | 309876109 | 323216 |
| SHORT |  |  |  |  |
| Interest Rate Contracts |  |  |  |  |
| CBOT 10Y US Treasury Notes Contracts (United States) | (170) | 6/2026 | (19342813) | (79929) |
| CBOT 10Y Ultra US Treasury Notes Contracts (United States) | (35) | 6/2026 | (4084609) | (20831) |
| CBOT 5Y US Treasury Notes Contracts (United States) | (107) | 6/2026 | (11782539) | (31816) |
| CBOT US Treasury Ultra Bond Contracts (United States) | (24) | 6/2026 | (2917500) | (27222) |
| TOTAL SHORT |  |  |  | (159798) |
| **TOTAL FUTURES CONTRACTS** |  |  |  | **163418** |
| The notional amount of long futures as a percentage of Net Assets is 9.4%. | The notional amount of long futures as a percentage of Net Assets is 9.4%. | The notional amount of long futures as a percentage of Net Assets is 9.4%. | The notional amount of long futures as a percentage of Net Assets is 9.4%. | The notional amount of long futures as a percentage of Net Assets is 9.4%. |
| The notional amount of short futures as a percentage of Net Assets is 1.2%. | The notional amount of short futures as a percentage of Net Assets is 1.2%. | The notional amount of short futures as a percentage of Net Assets is 1.2%. | The notional amount of short futures as a percentage of Net Assets is 1.2%. | The notional amount of short futures as a percentage of Net Assets is 1.2%. |

---

**Security Type Abbreviations**

ETF - EXCHANGE-TRADED FUND

**Legend**

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

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

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

(d) 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 $523,316,037 or 15.8% of net assets.

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

(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 $12,833,271 or 0.4% of net assets.

(h) 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.

(i) 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 $1,817,503.

(j) 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.

(k) Affiliated fund.

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

**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 | 621488249 | 627019717 | 756355 | (12072) | - | 12882531 | 12879955 | 0.0% |
| Fidelity Securities Lending Cash Central Fund | 55644889 | 534984567 | 590629245 | 16024 | (211) | - | - | - | 0.0% |
| Total | 74070960 | 1156472816 | 1217648962 | 772379 | (12283) | - | 12882531 |  |  |

---

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 | 301717071 | 314095479 | 973107 | - | - | 55428962 | 55428962 |
| Fidelity SAI Short-Term Bond Fund | 5082980 | 25015 | 5120607 | 25342 | 103078 | (90466) | - | - |
|  | 72890350 | 301742086 | 319216086 | 998449 | 103078 | (90466) | 55428962 |  |

---

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, Foreign Government and Government Agency Obligations 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:** 2026-02-28

**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:** $3327421094.14

**Total Liabilities:** $23531714.72

**Net Assets:** $3303889379.42

**Delayed Delivery Securities:** $1424088.00

**Cash Not Reported:** $2290152.34

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 23661.42976272 | **1-Year:** 182434.34828752 | **5-Year:** 108544.82329095 | **10-Year:** 10074.81427870 | **30-Year:** 2401.30369781

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

- **3-Month:** 59.92302181 | **1-Year:** 344.16848156 | **5-Year:** 225.23331866 | **10-Year:** 0.30579912 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000108059 | 0.32%                | 0.37%                | 0.51%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $1729080.21              | $-3223105.59                               |
| Month 2  | $3288546.23              | $-1226018.99                               |
| Month 3  | $486934.50               | $6548471.28                                |

**Designated Index Information**

- **Index Name:** Bloomberg US 1-3 Year Government/Credit Bond Index

- **Index Identifier:** 19808151

### Schedule of Portfolio Investments

| Name                                                                                | Title                                                                                           | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| BAIRD FDS INC                                                                       | Baird Short-Term Bond Inst                                                                      | CUSIP: 057071409<br>LEI: 5493001CJOVRFMYFIJ62 | Long             | EC               | RF                | US        |  32711056 | NS      | $313699022.29 | 9.49%             |  |  |  | No            |                  1 | On Loan: No      |
| BAIRD FDS INC                                                                       | Baird Ultra Short Bond Institutional                                                            | CUSIP: 057071722<br>LEI: 5493001CJOVRFMYFIJ62 | Long             | EC               | RF                | US        |    127856 | NS      | $1293900.20   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| COMM 2014-CCRE15 MTG TR                                                             | COMM 2014-CCRE15 MTG TR VAR 02/10/2047                                                          | CUSIP: 12591RBD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    320341 | PA      | $315572.05    | 0.01%             | 2047-02-10      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                       | FHLG 6.00% 2/35 #G01777                                                                         | CUSIP: 31283H6N0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     27870 | PA      | $29308.96     | 0.00%             | 2035-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE COR PORATION                                             | FHLM ARM 0.0% 05/01/2038#847962                                                                 | CUSIP: 3128JRZ33<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4028 | PA      | $4190.65      | 0.00%             | 2038-05-01      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE COR PORATION                                             | FHLM ARM RFT1Y+208.3 2/38 #1J0889                                                               | CUSIP: 3128LU7A8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      8975 | PA      | $9405.51      | 0.00%             | 2038-02-01      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE COR PORATION                                             | FHLM ARM 5.21% 2/37 #1J0248                                                                     | CUSIP: 3128LUHZ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       751 | PA      | $782.81       | 0.00%             | 2037-02-01      | Variable      | 0.06%                 | 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        |      9502 | PA      | $10007.06     | 0.00%             | 2035-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                       | FHLG 5.50% 10/38 #G05979                                                                        | CUSIP: 3128M76Q4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1218 | PA      | $1280.27      | 0.00%             | 2038-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE COR PORATION                                             | FHLM ARM 2.976% 07/01/2035#1G0809                                                               | CUSIP: 3128NC3S1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1550 | PA      | $1602.38      | 0.00%             | 2035-07-01      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE COR PORATION                                             | FHLM ARM 0.0% 11/01/2034#1H1218                                                                 | CUSIP: 3128NGAT2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3642 | PA      | $3768.69      | 0.00%             | 2034-11-01      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE COR PORATION                                             | FHLM ARM 6.01% 11/36 #1G1326                                                                    | CUSIP: 3128QJPK6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2175 | PA      | $2279.86      | 0.00%             | 2036-11-01      | 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        |      2137 | PA      | $2233.85      | 0.00%             | 2036-12-01      | Variable      | 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        |      1433 | PA      | $1486.23      | 0.00%             | 2037-02-01      | Variable      | 0.06%                 | 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        |      3294 | PA      | $3414.06      | 0.00%             | 2036-10-01      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE COR PORATION                                             | FHLM ARM 0.0% 05/01/2037#1G1921                                                                 | CUSIP: 3128QSD29<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1184 | PA      | $1230.52      | 0.00%             | 2037-05-01      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE COR PORATION                                             | FHLM ARM 4.60% 6/38 #1G2860                                                                     | CUSIP: 3128QTE91<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      6376 | PA      | $6610.83      | 0.00%             | 2038-06-01      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE COR PORATION                                             | FHLM ARM 5.78% 2/37 #1Q0196                                                                     | CUSIP: 3128S4GD3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1019 | PA      | $1064.64      | 0.00%             | 2037-02-01      | 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        |      1517 | PA      | $1588.07      | 0.00%             | 2034-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                          | FNMA 6.00% 6/36 #190370                                                                         | CUSIP: 31368HMT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1200 | PA      | $1268.02      | 0.00%             | 2036-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                          | FNMA 5.00% 10/33 #254903                                                                        | CUSIP: 31371LDG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    126900 | PA      | $130146.23    | 0.00%             | 2033-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                          | FNMA 6.50% 7/32 #545759                                                                         | CUSIP: 31385JJC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12970 | PA      | $13580.14     | 0.00%             | 2032-07-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                          | FNMA 4.50% 5/41 #AI1888                                                                         | CUSIP: 3138AFC24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    103427 | PA      | $105193.42    | 0.00%             | 2041-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                          | FNMA 15YR 3.5% 11/01/2026#AJ5340                                                                | CUSIP: 3138AW5A7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6268 | PA      | $6245.65      | 0.00%             | 2026-11-01      | Fixed         | 0.04%                 | 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        |     10352 | PA      | $11007.58     | 0.00%             | 2041-01-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                          | FNMA 30YR 5.0% 06/01/39#AL7319                                                                  | CUSIP: 3138EQDZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     58612 | PA      | $60218.63     | 0.00%             | 2039-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                          | FNMA 15YR 3% 02/30#AS4509                                                                       | CUSIP: 3138WEAK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4591 | PA      | $4532.39      | 0.00%             | 2030-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                          | FNMA 6.00% 3/34 #725229                                                                         | CUSIP: 31402CVW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     42263 | PA      | $44183.13     | 0.00%             | 2034-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                          | FNMA 5.50% 7/34 #725594                                                                         | CUSIP: 31402DC73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     25156 | PA      | $26200.55     | 0.00%             | 2034-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                          | FNMA 6.00% 11/34 #735061                                                                        | CUSIP: 31402QTS0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4764 | PA      | $5012.80      | 0.00%             | 2034-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                          | FNMA 6.00% 12/34 #735115                                                                        | CUSIP: 31402QVG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1152 | PA      | $1210.92      | 0.00%             | 2034-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                          | FNMA 5.50% 1/35 #735141                                                                         | CUSIP: 31402QWA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    149312 | PA      | $155695.76    | 0.00%             | 2035-01-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                          | FNMA 6.00% 4/35 #735502                                                                         | CUSIP: 31402RDF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7583 | PA      | $7983.11      | 0.00%             | 2035-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                          | FNMA 5.00% 6/35 #735591                                                                         | CUSIP: 31402RF87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5777 | PA      | $5936.69      | 0.00%             | 2035-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                          | FNMA 5.00% 6/35 #735578                                                                         | CUSIP: 31402RFT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    101608 | PA      | $104566.04    | 0.00%             | 2035-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                          | FNMA 5.00% 6/35 #735580                                                                         | CUSIP: 31402RFV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15442 | PA      | $15868.61     | 0.00%             | 2035-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                          | FNMA 5.00% 7/35 #735676                                                                         | CUSIP: 31402RJV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     43843 | PA      | $45062.84     | 0.00%             | 2035-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                          | FNMA 30YR 5.5% 10/01/2035#735912                                                                | CUSIP: 31402RR92<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14280 | PA      | $14926.76     | 0.00%             | 2035-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                          | FNMA 5.00% 2/36 #745275                                                                         | CUSIP: 31403C6L0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8122 | PA      | $8369.11      | 0.00%             | 2036-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                          | FNMA 5.50% 3/36 #745354                                                                         | CUSIP: 31403DBX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3453 | PA      | $3611.89      | 0.00%             | 2036-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                          | FNMA 5.50% 4/36 #745418                                                                         | CUSIP: 31403DDX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6293 | PA      | $6582.96      | 0.00%             | 2036-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                          | FNMA 5.50% 5/36 #745516                                                                         | CUSIP: 31403DGZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4317 | PA      | $4516.65      | 0.00%             | 2036-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                          | FNMA ARM 3.826% 10/33 #763199                                                                   | CUSIP: 31404A3G7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11322 | PA      | $11533.81     | 0.00%             | 2033-10-01      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                          | FNMA ARM 4.58% 7/35 #826362                                                                     | CUSIP: 31407CB71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1318 | PA      | $1358.14      | 0.00%             | 2035-07-01      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                          | FNMA ARM 5.52% 12/35 #848476                                                                    | CUSIP: 31408DT95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3205 | PA      | $3326.27      | 0.00%             | 2035-12-01      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                          | FNMA 6.00% 5/37 #888608                                                                         | CUSIP: 31410GGR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3563 | PA      | $3770.55      | 0.00%             | 2037-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                          | FNMA 5.50% 1/37 #888688                                                                         | CUSIP: 31410GJ95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       966 | PA      | $1010.35      | 0.00%             | 2037-01-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                          | FNMA 6.00% 3/37 #889506                                                                         | CUSIP: 31410KGP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3298 | PA      | $3485.58      | 0.00%             | 2037-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                          | FNMA 6.00% 5/38 #889579                                                                         | CUSIP: 31410KJY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2245 | PA      | $2384.15      | 0.00%             | 2038-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                          | FNMA 30YR 5.5% 08/01/2037#889633                                                                | CUSIP: 31410KLN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23310 | PA      | $24358.31     | 0.00%             | 2037-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                          | FNMA ARM 5.92% 12/36 #905196                                                                    | CUSIP: 31411DUV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       805 | PA      | $842.88       | 0.00%             | 2036-12-01      | Variable      | 0.06%                 | 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        |      1000 | PA      | $1062.53      | 0.00%             | 2037-01-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                          | FNMA ARM RFT1Y+178.8 7 5/38 #908482                                                             | CUSIP: 31411HJ35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2048 | PA      | $2136.35      | 0.00%             | 2038-05-01      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                          | FNMA ARM 5.77% 8/37 #949782                                                                     | CUSIP: 31413MUF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       594 | PA      | $616.83       | 0.00%             | 2037-08-01      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                          | FNMA ARM RFT1Y+183 8 4/38 #956679                                                               | CUSIP: 31413VJY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4572 | PA      | $4776.17      | 0.00%             | 2038-04-01      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                          | FNMA 5.50% 1/38 #961181                                                                         | CUSIP: 31414BJ27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1617 | PA      | $1695.50      | 0.00%             | 2038-01-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                          | FNMA ARM RFT1Y+188.1 84 5/38#963117                                                             | CUSIP: 31414DPA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5051 | PA      | $5283.92      | 0.00%             | 2038-05-01      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                          | FNMA 5.00% 4/38 #974532                                                                         | CUSIP: 31414SED1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3941 | PA      | $4073.02      | 0.00%             | 2038-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                          | FNMA ARM 4.92% 8/38 #983349                                                                     | CUSIP: 31415LL62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3780 | PA      | $3958.55      | 0.00%             | 2038-08-01      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                          | FNMA 5.50% 8/37 #995024                                                                         | CUSIP: 31416BLD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     29533 | PA      | $30828.80     | 0.00%             | 2037-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                          | FNMA 30YR 6.5% 12/01/2032#995629                                                                | CUSIP: 31416CA63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11469 | PA      | $11995.42     | 0.00%             | 2032-12-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                          | FNMA 5.50% 5/39 #995838                                                                         | CUSIP: 31416CHP4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12739 | PA      | $13356.61     | 0.00%             | 2039-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                          | FNMA 30YR 6.0% 02/37#AB0299                                                                     | CUSIP: 31416VKM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3195 | PA      | $3377.41      | 0.00%             | 2037-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                          | FNMA 5.50% 6/39 #AD0527                                                                         | CUSIP: 31418MSR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12675 | PA      | $13296.54     | 0.00%             | 2039-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                          | FNMA 30YR 5.5% 08/01/2037#AD0762                                                                | CUSIP: 31418MZ47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     32440 | PA      | $33873.88     | 0.00%             | 2037-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                          | FNMA 5.00% 6/40 #AD6438                                                                         | CUSIP: 31418UEL4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     54916 | PA      | $56833.02     | 0.00%             | 2040-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                          | FNMA 6.00% #AE0801                                                                              | CUSIP: 31419A3K1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     51358 | PA      | $54600.85     | 0.00%             | 2039-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                          | FNMA 5.50% 8/37 #AE0188                                                                         | CUSIP: 31419AF69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10004 | PA      | $10440.20     | 0.00%             | 2037-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                          | FNMA 6.00% 4/40 #AE0349                                                                         | CUSIP: 31419AL70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     32863 | PA      | $34944.21     | 0.00%             | 2040-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                          | FNMA 5.50% 12/39 #AE0392                                                                        | CUSIP: 31419ANJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13438 | PA      | $14094.88     | 0.00%             | 2039-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| Fidelity Colchester Street Trust                                                    | FIMM MM Government Portfolio - Instl Cl                                                         | CUSIP: 31607A703<br>LEI: 549300SHPEJB1OPRCV46 | Long             | EC               | RF                | US        |  56513914 | NS      | $56513914.26  | 1.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity Revere Street Trust                                                        | Fidelity Cash Central Fund                                                                      | CUSIP: 31635A105<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        |  12879955 | NS      | $12882530.86  | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                           | GNII II 5% 12/34 #003651                                                                        | CUSIP: 36202EBU2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      7418 | PA      | $7593.77      | 0.00%             | 2034-12-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                           | GNII II 5.00% 12/35 #003795                                                                     | CUSIP: 36202EGC7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4854 | PA      | $4974.83      | 0.00%             | 2035-12-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                           | GNII II 5% 1/36 #003805                                                                         | CUSIP: 36202EGN3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3958 | PA      | $4056.74      | 0.00%             | 2036-01-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                           | GNII II 5% 5/36 #003850                                                                         | CUSIP: 36202EH36<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      5058 | PA      | $5187.17      | 0.00%             | 2036-05-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                           | GNII II 5.00% 11/39 #004578                                                                     | CUSIP: 36202FCP9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    115135 | PA      | $118486.76    | 0.00%             | 2039-11-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                           | GNII II 5.00% 2/40 #004637                                                                      | CUSIP: 36202FEJ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      8010 | PA      | $8244.49      | 0.00%             | 2040-02-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                           | GNII II 4.50% 9/40 #004801                                                                      | CUSIP: 36202FKN5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     39503 | PA      | $39967.36     | 0.00%             | 2040-09-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                           | GNII II 5.00% 3/41 #004979                                                                      | CUSIP: 36202FQ82<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4455 | PA      | $4589.13      | 0.00%             | 2041-03-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                           | GNII II 4.50% 7/41 #005115                                                                      | CUSIP: 36202FVG8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    190348 | PA      | $192586.40    | 0.01%             | 2041-07-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                      | GNMA 30YR 6.0% 7/15/36 #783564                                                                  | CUSIP: 36241L5Z5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     69787 | PA      | $73258.95     | 0.00%             | 2036-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GS MTG-BACKED SECS TR 2014-EB1                                                      | GS MTG-BACKED SECS TR 2014-EB1A 2A1 CSTR 07/25/2044 144A                                        | CUSIP: 36250BAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2006 | PA      | $2002.25      | 0.00%             | 2044-07-25      | Variable      | 0.06%                 | 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        |     11189 | NS      | $930701.02    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Old Name : iShares Ultra Short-Term Bond Active ETF                                 | iShares 3-7 Year Treasury Bond ETF                                                              | CUSIP: 464288661<br>LEI: 549300G3FWQPUM47D181 | Long             | EC               | RF                | US        |   1835117 | NS      | $221535324.24 | 6.71%             |  |  |  | No            |                  1 | On Loan: No      |
| ISHARES U S ETF TR                                                                  | iShares Short Duration Bond Active ETF                                                          | CUSIP: 46431W507<br>LEI: 549300BV2WH8444C2Y33 | Long             | EC               | RF                | US        |    977829 | NS      | $50201740.86  | 1.52%             |  |  |  | No            |                  1 | On Loan: No      |
| PIMCO FDS PAC INVT MGMT SER                                                         | PIMCO Short-Term Instl                                                                          | CUSIP: 693390601<br>LEI: 549300F3V4IM7FBY9U59 | Long             | EC               | RF                | US        |  28826362 | NS      | $279327450.47 | 8.45%             |  |  |  | No            |                  1 | On Loan: No      |
| ROWE T PRICE SHORT TERM BD FD INC                                                   | T. Rowe Price Ultra Short-Term Bond                                                             | CUSIP: 77957P303<br>LEI: O3EF15Z749ITOPZMGX97 | Long             | EC               | RF                | US        |  39739955 | NS      | $202276371.54 | 6.12%             |  |  |  | No            |                  1 | On Loan: No      |
| STATE STR INVT TR                                                                   | State Street Instl US Govt MMkt Premier                                                         | CUSIP: 857492706<br>LEI: 549300CCOK7OZZUAS108 | Long             | EC               | RF                | US        |  10455060 | NS      | $10455060.37  | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| RTX CORP                                                                            | RTX CORP 6.7% 08/01/2028                                                                        | CUSIP: 913017AT6<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    678000 | PA      | $719789.82    | 0.02%             | 2028-08-01      | Fixed         | 0.07%                 | 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      | $249993.12    | 0.01%             | 2026-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| OMNICOM GROUP INC / OMNICOM CAPITAL INC                                             | OMNICOM GROUP INC / OMNICOM CAPITAL INC 3.6% 04/15/2026                                         | CUSIP: 68217FAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    370000 | PA      | $369936.43    | 0.01%             | 2026-04-15      | 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      | $793080.07    | 0.02%             | 2026-04-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SYDNEY AIRPORT FINANCE CO PTY LTD                                                   | SYDNEY ARPT FIN CO PTY LTD 3.625% 04/28/2026 144A                                               | CUSIP: 87124VAF6<br>LEI: 549300MJAANHLHOVTO40 | Long             | DBT              | CORP              | AU        |    242000 | PA      | $241698.50    | 0.01%             | 2026-04-28      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK OF NEW YORK MELLON EMPLOYEE BENEFIT COLLECTIVE INVT FD PLAN.                   | Morgan Stanley Instl Ultr-Shrt Inc IR                                                           | CUSIP: 617455696<br>LEI: MMIDQLKHUPGX6F6S4D55 | Long             | EC               | RF                | US        |   4377745 | NS      | $43733677.31  | 1.32%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS HEALTH CORP                                                                     | CVS HEALTH CORP 2.875% 06/01/2026                                                               | CUSIP: 126650CU2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    733000 | PA      | $731152.64    | 0.02%             | 2026-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL INC/MD                                                       | MARRIOTT INTERNATIONAL INC/MD 3.125% 06/15/2026                                                 | CUSIP: 571903AS2<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |   1628000 | PA      | $1624339.13   | 0.05%             | 2026-06-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WESTERN GAS PARTNERS LP                                                             | WESTERN GAS PARTNERS LP 4.65% 07/01/2026                                                        | CUSIP: 958254AF1<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2000536.98   | 0.06%             | 2026-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                           | ONEOK INC 4.85% 07/15/2026                                                                      | CUSIP: 682680CL5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   1899000 | PA      | $1900306.57   | 0.06%             | 2026-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TENGIZCHEVROIL FINANCE CO INTERNATIONAL LTD                                         | TENGIZCHEVROIL FIN CO IN 4% 08/15/2026 REGS                                                     | CUSIP: N/A<br>LEI: 5493001VEV2XTJIBZH31       | Long             | DBT              | CORP              | BM        |    840000 | PA      | $837732.00    | 0.03%             | 2026-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| OWENS CORNING NEW                                                                   | OWENS CORNING NEW 3.4% 08/15/2026                                                               | CUSIP: 690742AF8<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |    517000 | PA      | $515256.40    | 0.02%             | 2026-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                                              | STANDARD CHARTERED PLC 4.3% 02/19/2027 144A                                                     | CUSIP: 853254BF6<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    327000 | PA      | $327295.72    | 0.01%             | 2027-02-19      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| COX COMMUNICATIONS INC                                                              | COX COMMUNICATIONS INC 3.35% 09/15/2026 144A                                                    | CUSIP: 224044CG0<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |    460000 | PA      | $457763.99    | 0.01%             | 2026-09-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WOODSIDE FIN LTD                                                                    | WOODSIDE FIN LTD 3.7% 09/15/2026 144A                                                           | CUSIP: 980236AN3<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |    487000 | PA      | $485669.90    | 0.01%             | 2026-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GATX CORP                                                                           | GATX CORP 3.25% 09/15/2026                                                                      | CUSIP: 361448AY9<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    455000 | PA      | $453035.79    | 0.01%             | 2026-09-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                          | FNMA 30YR 4.5% 09/46#AL9107                                                                     | CUSIP: 3138ERDM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    256615 | PA      | $260771.74    | 0.01%             | 2046-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EQUATE PETROCHEMICAL CO KSC                                                         | EQUATE PETROCHEMICAL CO KSC 4.25% 11/03/2026 REGS                                               | CUSIP: N/A<br>LEI: 635400J73BDO4TTGXD45       | Long             | DBT              | CORP              | KW        |   1850000 | PA      | $1847687.50   | 0.06%             | 2026-11-03      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING CO L P / PTL FIN CORP                                          | PENSKE TRUCK LEASING CO LP /CORP 3.4% 11/15/2026 144A                                           | CUSIP: 709599AW4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    590000 | PA      | $586875.07    | 0.02%             | 2026-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CHEVRON PHIL CHEM LLC /CHEV LP                                                      | CHEVRON PHIL CHEM LLC /CHEV LP 3.4% 12/01/2026 144A                                             | CUSIP: 166754AP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2600000 | PA      | $2590285.39   | 0.08%             | 2026-12-01      | Fixed         | 0.03%                 | 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        |     54854 | PA      | $52712.28     | 0.00%             | 2046-11-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                       | CITIGROUP INC 3.887%/VAR 01/10/2028                                                             | CUSIP: 172967LD1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1997224.30   | 0.06%             | 2028-01-10      | Variable      | 0.04%                 | 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        |       921 | PA      | $884.77       | 0.00%             | 2046-10-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                           | GNII II 3.5% 01/20/2047#MA4196                                                                  | CUSIP: 36179SUV7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     58599 | PA      | $56274.78     | 0.00%             | 2047-01-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UTAH ACQUISITION SUB INC                                                            | UTAH ACQUISITION SUB INC 3.95% 06/15/2026                                                       | CUSIP: 62854AAN4<br>LEI: 254900JOFV74IJ7H9933 | Long             | DBT              | CORP              | US        |   1230000 | PA      | $1228606.95   | 0.04%             | 2026-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GATX CORP                                                                           | GATX CORP 3.85% 03/30/2027                                                                      | CUSIP: 361448AZ6<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |   1189000 | PA      | $1187761.23   | 0.04%             | 2027-03-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS and ELECTRIC CO                                                         | PACIFIC GAS and ELECTRIC CO 3.3% 03/15/2027                                                     | CUSIP: 694308HS9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    266000 | PA      | $264112.81    | 0.01%             | 2027-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HEINEKEN NV                                                                         | HEINEKEN NV 3.5% 01/29/2028 144A                                                                | CUSIP: 423012AF0<br>LEI: 724500K5PTPSST86UQ23 | Long             | DBT              | CORP              | NL        |   3653000 | PA      | $3628708.28   | 0.11%             | 2028-01-29      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FOCUS BRANDS FUNDING LLC                                                            | FOCUS BRANDS FUNDING LLC 5.093% 04/30/2047 144A                                                 | CUSIP: 34417MAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1920812 | PA      | $1918957.00   | 0.06%             | 2047-04-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| APPALACHIAN POWER CO                                                                | APPALACHIAN POWER CO 3.3% 06/01/2027                                                            | CUSIP: 037735CW5<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |   1723000 | PA      | $1706613.70   | 0.05%             | 2027-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                          | INTEL CORP 3.15% 05/11/2027                                                                     | CUSIP: 458140AX8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    376000 | PA      | $372349.33    | 0.01%             | 2027-05-11      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATURAL RESOURCES LTD                                                      | CANADIAN NATL RESOURCES LTD 3.85% 06/01/2027                                                    | CUSIP: 136385AX9<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |   1928000 | PA      | $1927746.78   | 0.06%             | 2027-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FORTIVE CORP                                                                        | FORTIVE CORP 3.15% 06/15/2026                                                                   | CUSIP: 34959JAG3<br>LEI: 549300MU9YQJYHDQEF63 | Long             | DBT              | CORP              | US        |   1133000 | PA      | $1129000.51   | 0.03%             | 2026-06-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                                                                    | FIRSTENERGY CORP STEP 07/15/2027                                                                | CUSIP: 337932AH0<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |   1507000 | PA      | $1513221.57   | 0.05%             | 2027-07-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                                 | AMERICAN TOWER CORP 3.55% 07/15/2027                                                            | CUSIP: 03027XAP5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    645000 | PA      | $641746.16    | 0.02%             | 2027-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION LLC                                                        | SABINE PASS LIQUEFACTION LLC 4.2% 03/15/2028                                                    | CUSIP: 785592AU0<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    308000 | PA      | $309248.42    | 0.01%             | 2028-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| COX COMMUNICATIONS INC                                                              | COX COMMUNICATIONS INC 3.5% 08/15/2027 144A                                                     | CUSIP: 224044CJ4<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |    600000 | PA      | $594349.67    | 0.02%             | 2027-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CORPORACION NACIONAL DEL COBRE DE CHILE                                             | CORPORACION NACIONAL DEL COBRE DE CHILE 3.625% 08/01/2027 REGS                                  | CUSIP: N/A<br>LEI: 549300UVMBCBCIPSUI70       | Long             | DBT              | CORP              | CL        |    404000 | PA      | $401349.76    | 0.01%             | 2027-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PIMCO ETF TR                                                                        | PIMCO ETF Trust: PIMCO Enhanced Low Duration Active Exchange-Traded Fund                        | CUSIP: 72201R718<br>LEI: 3JA8FFHDP0WD6S8AJT23 | Long             | EC               | RF                | US        |   1925489 | NS      | $185746339.91 | 5.62%             |  |  |  | No            |                  1 | On Loan: No      |
| EQT CORP                                                                            | EQT CORP 3.9% 10/01/2027                                                                        | CUSIP: 26884LAF6<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1497177.36   | 0.05%             | 2027-10-01      | 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        |    297337 | PA      | $287017.73    | 0.01%             | 2047-11-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                           | GNII II 3% 09/20/2047#MA4718                                                                    | CUSIP: 36179TG33<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    757489 | PA      | $703207.55    | 0.02%             | 2047-09-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                       | CITIGROUP INC 3.52%/VAR 10/27/2028                                                              | CUSIP: 172967LS8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2300000 | PA      | $2282472.18   | 0.07%             | 2028-10-27      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                            | LLOYDS BANKING GROUP PLC 3.574%/VAR 11/07/2028                                                  | CUSIP: 539439AQ2<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   2600000 | PA      | $2582761.64   | 0.08%             | 2028-11-07      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL     | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 4.2% 03/15/2028 | CUSIP: 161175BK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2600000 | PA      | $2598555.80   | 0.08%             | 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      | $188575.74    | 0.01%             | 2027-12-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                       | FHLG 30YR 3.5% 12/01/2047#G08792                                                                | CUSIP: 3128MJ3A6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    475338 | PA      | $454400.04    | 0.01%             | 2047-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CHENIERE CORPUS CHRISTI HOLDINGS LLC                                                | CHENIERE CORPUS CHRISTI HOLDINGS LLC 5.125% 06/30/2027                                          | CUSIP: 16412XAG0<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |   1005000 | PA      | $1014506.95   | 0.03%             | 2027-06-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                          | FNMA 30YR 3.5% 01/01/2048#MA3276                                                                | CUSIP: 31418CUA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    410196 | PA      | $391670.29    | 0.01%             | 2048-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST                           | AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST 3.875% 01/23/2028                     | CUSIP: 00774MAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   2500000 | PA      | $2494872.48   | 0.08%             | 2028-01-23      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| J P MORGAN EXCHANGE-TRADED FD TR                                                    | JPMorgan Ultra-Short Income ETF                                                                 | CUSIP: 46641Q837<br>LEI: 549300IQ1GP3T78IEG61 | Long             | EC               | RF                | US        |   5002562 | NS      | $253930047.12 | 7.69%             |  |  |  | No            |                  1 | On Loan: No      |
| GALTON FDG MTG TR 2018-1                                                            | GALTON FUNDING MORTGAGE TRUST 2017-1 3.5% 11/25/2057 144A                                       | CUSIP: 36417JAS8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     37260 | PA      | $34861.61     | 0.00%             | 2057-11-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT LP                                                            | AMERICAN HOMES 4 RENT LP 4.25% 02/15/2028                                                       | CUSIP: 02666TAA5<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |    900000 | PA      | $901782.17    | 0.03%             | 2028-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                             | MPLX LP 4% 03/15/2028                                                                           | CUSIP: 55336VAR1<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   2600000 | PA      | $2603096.13   | 0.08%             | 2028-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VENTAS RLTY LTD PARTNERSHIP                                                         | VENTAS RLTY LTD PARTNERSHIP 4% 03/01/2028                                                       | CUSIP: 92277GAM9<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2498888.93   | 0.08%             | 2028-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                           | GNII II 5% 01/20/2048#MA4965                                                                    | CUSIP: 36179TQS7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     40444 | PA      | $41535.23     | 0.00%             | 2048-01-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                           | BOEING CO 3.25% 03/01/2028                                                                      | CUSIP: 097023BX2<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1481419.46   | 0.04%             | 2028-03-01      | Fixed         | 0.03%                 | 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        |   3230000 | PA      | $3248969.53   | 0.10%             | 2028-03-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DOLLAR GEN CORP NEW                                                                 | DOLLAR GEN CORP NEW 4.125% 05/01/2028                                                           | CUSIP: 256677AF2<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |    699000 | PA      | $701656.26    | 0.02%             | 2028-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                       | CITIGROUP INC 4.075%/VAR 04/23/2029                                                             | CUSIP: 172967LW9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2300000 | PA      | $2303411.20   | 0.07%             | 2029-04-23      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                           | GNII II 5% 05/01/2048#MA5194                                                                    | CUSIP: 36179TXX8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     14344 | PA      | $14721.79     | 0.00%             | 2048-05-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BACARDI LTD                                                                         | BACARDI LTD 4.7% 05/15/2028 144A                                                                | CUSIP: 067316AF6<br>LEI: 549300R32WTQNHNN5055 | Long             | DBT              | CORP              | BM        |   2001000 | PA      | $2016392.89   | 0.06%             | 2028-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| OREILLY AUTOMOTIVE INC                                                              | OREILLY AUTOMOTIVE INC 4.35% 06/01/2028                                                         | CUSIP: 67103HAG2<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |    723000 | PA      | $729816.75    | 0.02%             | 2028-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                          | FNMA 30YR 3.5% 02/01/2048#BH9277                                                                | CUSIP: 3140GYJX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     54151 | PA      | $51705.05     | 0.00%             | 2048-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SEQUOIA MTG TR 2018-CH2                                                             | SEQUOIA MTG TR 2018-CH2 A21 4% 06/25/2048 144A                                                  | CUSIP: 81747EAW7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     29576 | PA      | $27954.41     | 0.00%             | 2048-06-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SEQUOIA MTG TR 2018-CH2                                                             | SEQUOIA MTG TR 2018-CH2 A3 4% 06/25/2048 144A                                                   | CUSIP: 81747EAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     66279 | PA      | $62644.87     | 0.00%             | 2048-06-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS and ELECTRIC CO                                                         | PACIFIC GAS and ELECTRIC CO 3.3% 12/01/2027                                                     | CUSIP: 694308HW0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    320000 | PA      | $316145.94    | 0.01%             | 2027-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                                   | NATWEST GROUP PLC 4.892%/VAR 05/18/2029                                                         | CUSIP: 780097BG5<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   2500000 | PA      | $2545324.73   | 0.08%             | 2029-05-18      | Variable      | 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        |    154562 | PA      | $158876.12    | 0.00%             | 2048-02-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                   | HSBC HOLDINGS PLC 4.583%/VAR 06/19/2029                                                         | CUSIP: 404280BT5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   2000000 | PA      | $2020607.20   | 0.06%             | 2029-06-19      | 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        |    163967 | PA      | $163841.38    | 0.00%             | 2037-01-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC                                                             | BAYER US FIN II LLC 4.375% 12/15/2028 144A                                                      | CUSIP: 07274NAL7<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |   4108000 | PA      | $4122725.54   | 0.12%             | 2028-12-15      | Fixed         | 0.04%                 | 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        |    667800 | PA      | $667152.23    | 0.02%             | 2048-06-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE TOWERS LLC                                                             | CROWN CASTLE TOWERS LLC 4.241% 07/15/2048 144A                                                  | CUSIP: 22822RBH2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    435000 | PA      | $436174.33    | 0.01%             | 2048-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SEQUOIA MTG TR 2018-CH3                                                             | SEQUOIA MTG TR 2018-CH3 4.5% 08/25/2048 144A                                                    | CUSIP: 81746WAU2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1097 | PA      | $1093.05      | 0.00%             | 2048-08-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                             | HCA INC 5.625% 09/01/2028                                                                       | CUSIP: 404121AJ4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1850000 | PA      | $1909015.74   | 0.06%             | 2028-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAP I TR 2018-BOP                                                    | MORGAN STANLEY CAP I TR 2018-BOP A TSFR1M+89.7 06/15/2035 144A                                  | CUSIP: 61768FAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3654512 | PA      | $2972799.40   | 0.09%             | 2033-08-15      | Variable      | 0.05%                 | 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      | $686170.97    | 0.02%             | 2028-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMER FIN LLC                                                       | VOLKSWAGEN GROUP AMER FIN LLC 4.75% 11/13/2028 144A                                             | CUSIP: 928668AU6<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    420000 | PA      | $425369.23    | 0.01%             | 2028-11-13      | Fixed         | 0.05%                 | 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        |     33362 | PA      | $33385.28     | 0.00%             | 2048-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                    | BAT CAPITAL CORP 3.557% 08/15/2027                                                              | CUSIP: 05526DBB0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1989758.68   | 0.06%             | 2027-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                          | FNMA 30YR 4.5% 10/01/2048#MA3496                                                                | CUSIP: 31418C3E2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5561 | PA      | $5565.28      | 0.00%             | 2048-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                          | FNMA 30YR 4.5% 11/01/2048#MA3522                                                                | CUSIP: 31418C4G6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     51028 | PA      | $51016.77     | 0.00%             | 2048-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EQUITABLE HOLDINGS INC                                                              | EQUITABLE HOLDINGS INC 4.35% 04/20/2028                                                         | CUSIP: 054561AJ4<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2512561.00   | 0.08%             | 2028-04-20      | 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        |    300088 | PA      | $295035.11    | 0.01%             | 2058-03-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                          | FNMA 15YR 3.5% 06/01/2032#BE3725                                                                | CUSIP: 3140FPD71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9768 | PA      | $9726.89      | 0.00%             | 2032-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                    | CROWN CASTLE INC 4.3% 02/15/2029                                                                | CUSIP: 22822VAL5<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    335000 | PA      | $336700.86    | 0.01%             | 2029-02-15      | 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        |     86589 | PA      | $86433.32     | 0.00%             | 2043-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                           | BOEING CO 3.2% 03/01/2029                                                                       | CUSIP: 097023CD5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    845000 | PA      | $825642.69    | 0.02%             | 2029-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GALTON FDG MTG TR 2019-1                                                            | GALTON FUNDING MORTGAGE TRUST 2019-1 A32 4% 02/25/2059 144A                                     | CUSIP: 36418WAQ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     13354 | PA      | $13010.76     | 0.00%             | 2059-02-25      | 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      | $1363778.44   | 0.04%             | 2028-05-17      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BRE GRAND ISLANDER TIMESHARE ISSUER 2019-A LLC                                      | BRE GRAND ISLANDER TIMESHARE ISSUER 2019-A LLC 3.28% 09/26/2033 144A                            | CUSIP: 05588UAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    374771 | PA      | $373648.59    | 0.01%             | 2033-09-26      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MARATHON PETROLEUM CORP                                                             | MARATHON PETROLEUM CORP 3.8% 04/01/2028                                                         | CUSIP: 56585ABD3<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |   2600000 | PA      | $2592954.16   | 0.08%             | 2028-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                          | FISERV INC 3.5% 07/01/2029                                                                      | CUSIP: 337738AU2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    850000 | PA      | $825680.34    | 0.02%             | 2029-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                                  | WELLS FARGO and CO NEW 3.196%/VAR 06/17/2027                                                    | CUSIP: 95000U2F9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   3200000 | PA      | $3192097.50   | 0.10%             | 2027-06-17      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE ED LN TR 2019-D                                                     | NAVIENT PRIVATE ED LN TR 2019-D 3.01% 12/15/2059 144A                                           | CUSIP: 63941CAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    150310 | PA      | $147255.35    | 0.00%             | 2059-12-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| OBX 2019-EXP2 TR                                                                    | OBX 2019-EXP2 TR TSFR1M+131.448 07/25/2059 144A                                                 | CUSIP: 67113KAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     44683 | PA      | $44730.83     | 0.00%             | 2059-06-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                           | GNII II 5.5% 02/20/2049#MA5766                                                                  | CUSIP: 36179UMP4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     63619 | PA      | $66071.32     | 0.00%             | 2049-02-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FINANCE PLC                                                         | IMPERIAL BRANDS FINANCE PLC 3.5% 07/26/2026 144A                                                | CUSIP: 45262BAB9<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |    305000 | PA      | $304018.86    | 0.01%             | 2026-07-26      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                          | FNMA 30YR 6% 02/01/2049#FM1095                                                                  | CUSIP: 3140X4GD2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    456657 | PA      | $483519.97    | 0.01%             | 2049-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE ED REFI LN TR 2019-E                                                | NAVIENT PRIVATE ED REFI LN TR 2019-E 2.64% 05/15/2068 144A                                      | CUSIP: 63941MAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    184420 | PA      | $182108.56    | 0.01%             | 2068-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                                                                | FREEPORT-MCMORAN INC 5.25% 09/01/2029                                                           | CUSIP: 35671DCD5<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    323000 | PA      | $327952.87    | 0.01%             | 2029-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                     | CVS HEALTH CORP 3% 08/15/2026                                                                   | CUSIP: 126650DF4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    415000 | PA      | $413150.22    | 0.01%             | 2026-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                       | FHLG 30YR 7% 03/39#G62030                                                                       | CUSIP: 31335CHF4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     44836 | PA      | $47691.30     | 0.00%             | 2039-03-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                       | FHLG 30YR 7.5% 06/38#G62031                                                                     | CUSIP: 31335CHG2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     39356 | PA      | $41831.00     | 0.00%             | 2038-06-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                          | FNMA 30YR 4% 01/01/2047#AL9717                                                                  | CUSIP: 3138ERYP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    132905 | PA      | $131205.68    | 0.00%             | 2047-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                          | FNMA 30YR 4.5% 10/01/2048#CA2483                                                                | CUSIP: 3140Q9XM0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    367432 | PA      | $369177.84    | 0.01%             | 2048-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| J P MORGAN CHASE COML MTG SECS TR 2019-BROOK                                        | J P MORGAN CHASE COML MTG SECS TR 2019-BROOK TSFR1M+136.448 09/15/2029 144A                     | CUSIP: 46591JAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    738093 | PA      | $723546.03    | 0.02%             | 2029-09-15      | 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      | $1340937.50   | 0.04%             | 2029-09-30      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| STARWOOD MTG RESIDENTIAL TR 2019-INV1                                               | STARWOOD MTG RESIDENTIAL TR 2019-INV1 2.916% 09/27/2049 144A                                    | CUSIP: 85572JAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     86043 | PA      | $85492.70     | 0.00%             | 2049-09-27      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                                                    | LPL HOLDINGS INC 4.625% 11/15/2027 144A                                                         | CUSIP: 50212YAC8<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    470000 | PA      | $469711.75    | 0.01%             | 2027-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GALTON FDG MTG TR 2019-H1                                                           | GALTON FUNDING MORTGAGE TRUST 2019-H1 3.455% 10/25/2059 144A                                    | CUSIP: 36418XAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    600000 | PA      | $572051.88    | 0.02%             | 2059-10-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                          | FNMA 30YR 4% 11/49#CA4571                                                                       | CUSIP: 3140QCCH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     55991 | PA      | $54960.22     | 0.00%             | 2049-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE ED REFI LN TR 2019-G                                                | NAVIENT PRIVATE ED REFI LN TR 2019-GA A 2.4% 10/15/2068 144A                                    | CUSIP: 63941JAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     93339 | PA      | $91255.19     | 0.00%             | 2068-10-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                          | FNMA 30YR 4.5% 07/01/2049#MA3694                                                                | CUSIP: 31418DC83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3417 | PA      | $3418.57      | 0.00%             | 2049-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| OBX 2020-INV1 TRUST                                                                 | OBX 2020-INV1 TRUST 3.5% 12/25/2049 144A                                                        | CUSIP: 67113CAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     68506 | PA      | $62725.30     | 0.00%             | 2049-12-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                          | FNMA 30YR 4% 12/01/2049#CA4823                                                                  | CUSIP: 3140QCLD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16519 | PA      | $16214.98     | 0.00%             | 2049-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                          | FNMA 30YR 3% 03/01/2050#                                                                        | CUSIP: 31418DMJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    184809 | PA      | $168654.47    | 0.01%             | 2050-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                          | FNMA 30YR 4.5% 01/01/2050#CA5186                                                                | CUSIP: 3140QCXQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     26469 | PA      | $26470.83     | 0.00%             | 2050-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                          | FNMA 15YR 3% 12/01/2034#CA4885                                                                  | CUSIP: 3140QCNB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    331013 | PA      | $323456.19    | 0.01%             | 2034-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                       | FHLG 15YR 3% 11/01/2034#SB0222                                                                  | CUSIP: 3132CWG73<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    127925 | PA      | $125084.87    | 0.00%             | 2034-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NELNET STUDENT LN TR 2019-5                                                         | NELNET STUDENT LN TR 2020-1A A TSFR1M+85.448 74 03/26/2068 144A                                 | CUSIP: 64034GAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    130666 | PA      | $130412.68    | 0.00%             | 2068-03-26      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| STARWOOD MTG RESIDENTIAL TR 2020-1                                                  | STARWOOD MTG RESIDENTIAL TR 2020-1 2.408% 02/25/2050 144A                                       | CUSIP: 85573AAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    254413 | PA      | $245413.37    | 0.01%             | 2050-02-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FLAGSTAR MTG TR 2020-1INV                                                           | FLAGSTAR MTG TR 2020-1INV TSFR1M+96.448 03/25/2050 144A                                         | CUSIP: 33851YAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    177999 | PA      | $174534.87    | 0.01%             | 2050-03-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| OBX 2020-EXP1 TR                                                                    | OBX 2020-EXP1 TR TSFR1M+106.448 02/25/2060 144A                                                 | CUSIP: 67448TBF1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     91215 | PA      | $90352.34     | 0.00%             | 2060-02-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                                                                | FREEPORT-MCMORAN INC 4.125% 03/01/2028                                                          | CUSIP: 35671DCE3<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    276000 | PA      | $276013.89    | 0.01%             | 2028-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GALTON FDG MTG TR 2020-H1                                                           | GALTON FDG MTG TR 2020-H1 3.092% 01/25/2060 144A                                                | CUSIP: 36418HAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    625000 | PA      | $570150.50    | 0.02%             | 2060-01-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| J P MORGAN MTG TR 2020-INV1                                                         | J P MORGAN MTG TR 2020-INV1 3.5% 08/25/2050 144A                                                | CUSIP: 46591VBH1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    117934 | PA      | $107138.39    | 0.00%             | 2050-08-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SONIC CAP LLC / SONIC INDS LLC / SRI REAL ESTATE HLDG LLC / AMERS                   | SONIC CAP LLC/IND LLC/SRI RELS 4.336% 01/20/2050 144A                                           | CUSIP: 83546DAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    727650 | PA      | $711758.63    | 0.02%             | 2050-01-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                          | FNMA 15YR 3% 09/01/2028#AU6682                                                                  | CUSIP: 3138X6M85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    109273 | PA      | $108201.21    | 0.00%             | 2028-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE ED LN TR 2020-C                                                     | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-C 2.15% 11/15/2068 144A                          | CUSIP: 63941KAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    938749 | PA      | $908791.32    | 0.03%             | 2068-11-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                          | FNMA 30YR 5% 07/01/2045#FM2792                                                                  | CUSIP: 3140X6C66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     31313 | PA      | $32398.83     | 0.00%             | 2045-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                       | FHLG 30YR 5% 12/01/2041#ZS3941                                                                  | CUSIP: 3132A4LW6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    179242 | PA      | $185529.16    | 0.01%             | 2041-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                       | FHLG 30YR 4% 12/49#RA1906                                                                       | CUSIP: 3133KHDK9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    103469 | PA      | $101790.69    | 0.00%             | 2049-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP DEL                                                                    | CENTENE CORP 4.625% 12/15/2029                                                                  | CUSIP: 15135BAT8<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   1235000 | PA      | $1205071.37   | 0.04%             | 2029-12-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                           | GNII II 4% 04/20/2050#BS9717                                                                    | CUSIP: 3617MLYN1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     43458 | PA      | $42333.20     | 0.00%             | 2050-04-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                           | GNII II 4% 04/20/2050#BS6833                                                                    | CUSIP: 3617MHSW7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4374 | PA      | $4258.26      | 0.00%             | 2050-04-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                           | GNII II 4% 04/20/2050#BS9707                                                                    | CUSIP: 3617MLYC5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     10249 | PA      | $9976.81      | 0.00%             | 2050-04-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                      | GNMA II 4% 03/48#BE6823                                                                         | CUSIP: 3617G1SL3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     46811 | PA      | $45774.79     | 0.00%             | 2048-03-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                      | GNMA II 4% 04/20/2050#BT2983                                                                    | CUSIP: 3617MRJ47<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     20690 | PA      | $20154.62     | 0.00%             | 2050-04-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                      | GNMA II 4% 04/20/2050#BU2156                                                                    | CUSIP: 3617N3MD5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     41373 | PA      | $40302.17     | 0.00%             | 2050-04-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                      | GNMA II 4% 04/20/2050#BU2157                                                                    | CUSIP: 3617N3ME3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     31328 | PA      | $30497.88     | 0.00%             | 2050-04-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                           | GNII II 4% 04/20/2050#BS6832                                                                    | CUSIP: 3617MHSV9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     18255 | PA      | $17799.74     | 0.00%             | 2050-04-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                      | GNMA II 4% 04/20/2050#BT2982                                                                    | CUSIP: 3617MRJ39<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     17382 | PA      | $16921.09     | 0.00%             | 2050-04-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                           | GNII II 4% 04/20/2050#BS6831                                                                    | CUSIP: 3617MHSU1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     12539 | PA      | $12225.95     | 0.00%             | 2050-04-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                       | FHLG 30YR 4.5% 05/50#RA2607                                                                     | CUSIP: 3133KH3Q7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     93843 | PA      | $93849.02     | 0.00%             | 2050-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                          | FNMA 30YR 3% 07/01/2050#                                                                        | CUSIP: 31418DQ96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    109718 | PA      | $100207.34    | 0.00%             | 2050-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VACATIONS TRUST 2020-A                                                 | HILTON GRAND VACATIONS TRUST 2020-AA A 2.74% 02/25/2039 144A                                    | CUSIP: 43285HAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    124036 | PA      | $122210.29    | 0.00%             | 2039-02-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NAVIENT PRIVATE ED REFI LN TR 2020-D                                                | NAVIENT STUDENT LOAN TRUST 1.69% 05/15/2069 144A                                                | CUSIP: 63941HAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    169061 | PA      | $162202.11    | 0.00%             | 2069-05-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING LP                                                          | DCP MIDSTREAM OPER LP 5.625% 07/15/2027                                                         | CUSIP: 23311VAJ6<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2548204.90   | 0.08%             | 2027-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GARTNER INC                                                                         | GARTNER INC 4.5% 07/01/2028 144A                                                                | CUSIP: 366651AC1<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |   2213000 | PA      | $2181716.48   | 0.07%             | 2028-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VACATIONS TRUST 2020-A                                                 | HILTON GRAND VACATIONS TRUST 2020-A 4.22% 02/25/2039 144A                                       | CUSIP: 43285HAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    191102 | PA      | $190098.84    | 0.01%             | 2039-02-25      | Fixed         | 0.04%                 | 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      | $425154.27    | 0.01%             | 2052-07-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                                                                | FREEPORT-MCMORAN INC 4.375% 08/01/2028                                                          | CUSIP: 35671DCG8<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    160000 | PA      | $160180.12    | 0.00%             | 2028-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| OBX 2020-EXP2 TR                                                                    | OBX 2020-EXP2 TR 3% 05/25/2060 144A                                                             | CUSIP: 67448VAG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     72161 | PA      | $64810.63     | 0.00%             | 2060-05-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ARBYS FUNDING 2015-1A LLC                                                           | ARBYS FUNDING 2015-1A LLC 3.237% 07/30/2050 144A                                                | CUSIP: 038779AB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2121525 | PA      | $2076687.63   | 0.06%             | 2050-07-30      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| VISTA PT SECURITIZATION TR 2020-2                                                   | VISTA POINT SECURITIZATION TRUST 2.496% 04/25/2065 144A                                         | CUSIP: 92838TAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    275396 | PA      | $268844.36    | 0.01%             | 2065-04-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE EDUCATION LOAN TRUST 2020-B                                             | SMB PRIVATE EDUCATION LOAN TRUST 2020-B 1.29% 07/15/2053 144A                                   | CUSIP: 78449XAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    113463 | PA      | $108781.42    | 0.00%             | 2053-07-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                          | FNMA 30YR 3.5% 07/50#FM3972                                                                     | CUSIP: 3140X7MW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16174 | PA      | $15256.33     | 0.00%             | 2050-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                          | FNMA 30YR 2% 10/01/2050#MA4158                                                                  | CUSIP: 31418DTQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    196820 | PA      | $164766.07    | 0.00%             | 2050-10-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BOOZ ALLEN AND HAMILTON INC                                                         | BOOZ ALLEN AND HAMILTON INC 3.875% 09/01/2028 144A                                              | CUSIP: 09951LAA1<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |   2165000 | PA      | $2131875.67   | 0.06%             | 2028-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                     | CVS HEALTH CORP 1.3% 08/21/2027                                                                 | CUSIP: 126650DM9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   2675000 | PA      | $2575529.30   | 0.08%             | 2027-08-21      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| MVW 2020-1 LLC                                                                      | MVW 2020-1 LLC 1.74% 10/20/2037 144A                                                            | CUSIP: 55400EAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    128504 | PA      | $127004.33    | 0.00%             | 2037-10-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MVW 2020-1 LLC                                                                      | MVW 2020-1 LLC 2.73% 10/20/2037 144A                                                            | CUSIP: 55400EAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     90673 | PA      | $89873.47     | 0.00%             | 2037-10-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                    | BAT CAPITAL CORP 2.259% 03/25/2028                                                              | CUSIP: 05526DBR5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   2700000 | PA      | $2611782.82   | 0.08%             | 2028-03-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BAT INTERNATIONAL FINANCE PLC                                                       | BAT INTL FINANCE PLC 1.668% 03/25/2026                                                          | CUSIP: 05530QAN0<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |    885000 | PA      | $883634.62    | 0.03%             | 2026-03-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ROLLS-ROYCE PLC                                                                     | ROLLS-ROYCE PLC 5.75% 10/15/2027 144A                                                           | CUSIP: 77578JAC2<br>LEI: X57JK1U580XATGR67572 | Long             | DBT              | CORP              | GB        |   1195000 | PA      | $1222249.50   | 0.04%             | 2027-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE ED LN TR 2020-PT-B                                                      | SMB PRIVATE EDUCATION LOAN TRUST 2020-PTB 1.6% 09/15/2054 144A                                  | CUSIP: 78449DAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    751803 | PA      | $717454.88    | 0.02%             | 2054-09-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CITIGROUP MTG LN TR 2020-EXP2                                                       | CITIGROUP MORTGAGE LOAN TRUST INC 2.5% 08/25/2050 144A                                          | CUSIP: 17328PAQ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    142876 | PA      | $126147.96    | 0.00%             | 2050-08-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                           | BOEING CO 3.25% 02/01/2028                                                                      | CUSIP: 097023DB8<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1482050.72   | 0.04%             | 2028-02-01      | Fixed         | 0.03%                 | 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        |    705107 | PA      | $672951.80    | 0.02%             | 2050-11-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                                 | AMERICAN TOWER CORP 1.5% 01/31/2028                                                             | CUSIP: 03027XBJ8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   2700000 | PA      | $2580984.27   | 0.08%             | 2028-01-31      | Fixed         | 0.01%                 | 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        |   2525823 | PA      | $2447349.43   | 0.07%             | 2050-12-20      | 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        |    644000 | PA      | $683163.71    | 0.02%             | 2028-11-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                           | ONEOK INC 5.625% 01/15/2028 144A                                                                | CUSIP: 682680CM3<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    385000 | PA      | $393160.22    | 0.01%             | 2028-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| STATE BANK OF INDIA LONDON BRANCH                                                   | STATE BANK INDIA LONDON BRH 1.8% 07/13/2026 REGS                                                | CUSIP: N/A<br>LEI: 5493001JZ37UBBZF6L49       | Long             | DBT              | CORP              | GB        |   1850000 | PA      | $1836076.23   | 0.06%             | 2026-07-13      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TR 2021-R1                                                     | VERUS SECURITIZATION TR 2021-R1 1.057% 10/25/2063 144A                                          | CUSIP: 92538BAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     24440 | PA      | $24102.35     | 0.00%             | 2063-10-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ELLINGTON FINL MTG TR 2019-2                                                        | ELLINGTON FINL MTG TR 2019-2 3.046% 11/25/2059 144A                                             | CUSIP: 31573TAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     30051 | PA      | $29627.08     | 0.00%             | 2059-11-25      | Fixed         | 0.03%                 | 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        |     35978 | PA      | $35288.76     | 0.00%             | 2056-01-25      | Variable      | 0.01%                 | 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        |     32420 | PA      | $31581.55     | 0.00%             | 2065-05-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                    | CROWN CASTLE INC 1.05% 07/15/2026                                                               | CUSIP: 22822VAV3<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   1005000 | PA      | $994028.75    | 0.03%             | 2026-07-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST                                                          | VERUS SECURITIZATION TRUST 1.155% 01/25/2066 144A                                               | CUSIP: 92537QAF8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     67721 | PA      | $62636.45     | 0.00%             | 2066-01-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST                                                          | VERUS SECURITIZATION TRUST A2 1.052% 01/25/2066 144A                                            | CUSIP: 92537QAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    114606 | PA      | $105868.32    | 0.00%             | 2066-01-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST LLC                                                        | ANGEL OAK MORTGAGE TRUST LLC 2020-3 A3 2.872% 04/25/2065 144A                                   | CUSIP: 03465LAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    235619 | PA      | $229594.85    | 0.01%             | 2065-04-25      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| FORTINET INC                                                                        | FORTINET INC 1% 03/15/2026                                                                      | CUSIP: 34959EAA7<br>LEI: 549300O0QJWDBAS0QX03 | Long             | DBT              | CORP              | US        |   1485000 | PA      | $1482350.88   | 0.04%             | 2026-03-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| WESTERN UNION CO/THE                                                                | WESTERN UN CO 1.35% 03/15/2026                                                                  | CUSIP: 959802AZ2<br>LEI: 28ID94QU1140NC23S047 | Long             | DBT              | CORP              | US        |   2954000 | PA      | $2950609.64   | 0.09%             | 2026-03-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GALTON FDG MTG TR 2019-1                                                            | GALTON FDG MTG TR 2019-1 4.5% 02/25/2059 144A                                                   | CUSIP: 36418WAG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     26419 | PA      | $26298.40     | 0.00%             | 2059-02-25      | Fixed         | 0.04%                 | 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        |    326268 | PA      | $297052.79    | 0.01%             | 2066-01-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                          | VERIZON COMMUNICATIONS INC 2.1% 03/22/2028                                                      | CUSIP: 92343VGH1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1583000 | PA      | $1529648.69   | 0.05%             | 2028-03-22      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TR 2021-R2                                                     | VERUS SECURITIZATION TRUST 0.918% 02/25/2064 144A                                               | CUSIP: 92538DAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    167452 | PA      | $159655.10    | 0.00%             | 2064-02-25      | Fixed         | 0.01%                 | 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        |    201331 | PA      | $182613.89    | 0.01%             | 2066-02-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                                 | AMERICAN TOWER CORP 1.6% 04/15/2026                                                             | CUSIP: 03027XBL3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   2043000 | PA      | $2037123.11   | 0.06%             | 2026-04-15      | Fixed         | 0.02%                 | 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      | $361528.36    | 0.01%             | 2026-06-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                      | GNMA II 3.5% 08/20/2044#784101                                                                  | CUSIP: 3622A2RW4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    131079 | PA      | $125446.86    | 0.00%             | 2044-08-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 2021-2                                                   | VERUS SECURITIZATION TRUST 2021-2 A1 1.031% 02/25/2066 144A                                     | CUSIP: 92538FAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    174731 | PA      | $160227.89    | 0.00%             | 2066-02-25      | Fixed         | 0.01%                 | 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      | $747675.06    | 0.02%             | 2027-04-22      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                         | BANK OF AMERICA CORPORATION 1.734%/VAR 07/22/2027                                               | CUSIP: 06051GJS9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3465000 | PA      | $3433894.73   | 0.10%             | 2027-07-22      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                           | GNII II 4% 08/20/2050#MA6822                                                                    | CUSIP: 36179VSK7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     23972 | PA      | $23434.09     | 0.00%             | 2050-08-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| COCA-COLA EUROPACIFIC PARTNERS PLC                                                  | COCA-COLA EUROPACIFIC PARTNERS PLC 1.5% 01/15/2027 144A                                         | CUSIP: 19123MAF0<br>LEI: 549300LTH67W4GWMRF57 | Long             | DBT              | CORP              | GB        |    475000 | PA      | $464944.42    | 0.01%             | 2027-01-15      | Fixed         | 0.01%                 | 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      | $1414908.95   | 0.04%             | 2026-04-27      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| NBN CO LTD                                                                          | NBN CO LTD 1.45% 05/05/2026 144A                                                                | CUSIP: 62878U2A9<br>LEI: 2549007CRZ2NT7S96A24 | Long             | DBT              | CORP              | AU        |   1765000 | PA      | $1757309.03   | 0.05%             | 2026-05-05      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SBA TOWER TR                                                                        | SBA TOWER TR 1.631% 05/15/2051 144A                                                             | CUSIP: 78403DAT7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1149000 | PA      | $1129393.58   | 0.03%             | 2051-05-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| HIGHMARK INC                                                                        | HIGHMARK INC 1.45% 05/10/2026 144A                                                              | CUSIP: 431116AD4<br>LEI: 549300B6868ZXXEB2Y57 | Long             | DBT              | CORP              | US        |    435000 | PA      | $432232.19    | 0.01%             | 2026-05-10      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                                            | EQT CORP 3.125% 05/15/2026 144A                                                                 | CUSIP: 26884LAM1<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   1715000 | PA      | $1709901.41   | 0.05%             | 2026-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MVW 2021-1W LLC                                                                     | MVW 2021-1W LLC 1.94% 01/22/2041 144A                                                           | CUSIP: 55389TAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     52389 | PA      | $50962.21     | 0.00%             | 2041-01-22      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| STARWOOD MTG RESIDENTIAL TR 2021-2                                                  | STARWOOD MTG RESIDENTIAL TR 2021-2 0.943% 05/25/2065 144A                                       | CUSIP: 85573HAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    153100 | PA      | $148589.99    | 0.00%             | 2065-05-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BRIGHTHOUSE FINANCIAL GLOBAL FUNDING                                                | BRIGHTHOUSE FINANCIAL GLOBAL FUNDING 1.55% 05/24/2026 144A                                      | CUSIP: 10921U2C1<br>LEI: 549300BLFX3KJ2IFOA78 | Long             | DBT              | CORP              | US        |    250000 | PA      | $248210.05    | 0.01%             | 2026-05-24      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| DNB BANK ASA                                                                        | DNB BANK ASA 1.535%/VAR 05/25/2027 144A                                                         | CUSIP: 23329PAG5<br>LEI: 549300GKFG0RYRRQ1414 | Long             | DBT              | CORP              | NO        |   2000000 | PA      | $1988415.60   | 0.06%             | 2027-05-25      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| ZAXBY'S FUNDING LLC                                                                 | ZAXBY'S FUNDING LLC 21-1A A2 3.238% 07/30/2051 144A                                             | CUSIP: 98920MAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    735350 | PA      | $705299.55    | 0.02%             | 2051-07-30      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MMAF 2021-A                                                                         | MMAF 2021-A 1.19% 11/13/2043 144A                                                               | CUSIP: 55317JAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    215000 | PA      | $214741.20    | 0.01%             | 2043-11-13      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                               | TRUIST FINANCIAL CORP 1.887%/VAR 06/07/2029                                                     | CUSIP: 89788MAE2<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   2700000 | PA      | $2580712.25   | 0.08%             | 2029-06-07      | Variable      | 0.02%                 | 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        |    990000 | PA      | $969978.07    | 0.03%             | 2029-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HOLDINGS PLC                                                     | SANTANDER UK GROUP HOLDINGS PLC 1.673%/VAR 06/14/2027                                           | CUSIP: 80281LAQ8<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    420000 | PA      | $417086.30    | 0.01%             | 2027-06-14      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                       | GOLDMAN SACHS GROUP INC (THE) 1.542%/VAR 09/10/2027                                             | CUSIP: 38141GYG3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2800000 | PA      | $2763197.16   | 0.08%             | 2027-09-10      | Variable      | 0.02%                 | 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        |    140580 | PA      | $127350.06    | 0.00%             | 2066-04-25      | Fixed         | 0.01%                 | 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        |    287029 | PA      | $261691.08    | 0.01%             | 2066-06-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| HARDEES FDG LLC / CARLS JR FDG LLC                                                  | HARDEES FDG LLC / CARLS JR FDG LLC 2.865% 06/20/2051 144A                                       | CUSIP: 411707AK8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    269310 | PA      | $254136.13    | 0.01%             | 2051-06-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DELL INTERNATIONAL LLC / EMC CORP                                                   | DELL INTL/EMC CORP 4.9% 10/01/2026                                                              | CUSIP: 24703TAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1756101.81   | 0.05%             | 2026-10-01      | 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        |     32841 | PA      | $31910.52     | 0.00%             | 2041-01-22      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                                                | ENEL FINANCE INTL NV STEP 07/12/2026 144A                                                       | CUSIP: 29278GAM0<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |   1605000 | PA      | $1590202.85   | 0.05%             | 2026-07-12      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY INC                                                                 | CHENIERE ENERGY INC 4.625% 10/15/2028                                                           | CUSIP: 16411RAK5<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |    170000 | PA      | $169939.27    | 0.01%             | 2028-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MHP COML MTG TR 2021-STOR                                                           | MERIT 2021-STOR A TSFR1M+81.448 07/15/2038 144A                                                 | CUSIP: 55293BAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    907000 | PA      | $906318.39    | 0.03%             | 2038-07-15      | Variable      | 0.04%                 | 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      | $2674941.81   | 0.08%             | 2027-07-20      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST 2021-DNA1                                             | FREDDIE MAC STACR REMIC TRUST 2021-DNA1 SOFR30A+165 01/25/2034 144A                             | CUSIP: 35564KHE2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |     90484 | PA      | $90877.49     | 0.00%             | 2034-01-25      | Variable      | 0.05%                 | 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        |    111548 | PA      | $102337.10    | 0.00%             | 2056-07-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| AUTONATION INC DEL                                                                  | AUTONATION INC DEL 1.95% 08/01/2028                                                             | CUSIP: 05329WAR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2700000 | PA      | $2571249.66   | 0.08%             | 2028-08-01      | Fixed         | 0.02%                 | 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      | $916216.19    | 0.03%             | 2026-08-05      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                        | UBS GROUP AG 1.494%/VAR 08/10/2027 144A                                                         | CUSIP: 902613AH1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   3000000 | PA      | $2966414.70   | 0.09%             | 2027-08-10      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                                               | UBER TECHNOLOGIES INC 4.5% 08/15/2029 144A                                                      | CUSIP: 90353TAK6<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |   1842000 | PA      | $1843462.55   | 0.06%             | 2029-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LTD                                                         | AVOLON HOLDINGS FUNDING LTD 2.528% 11/18/2027 144A                                              | CUSIP: 05401AAR2<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   2700000 | PA      | $2628878.09   | 0.08%             | 2027-11-18      | 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        |    541829 | PA      | $514084.44    | 0.02%             | 2062-04-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| MFA 2021-NQM2 TR                                                                    | MFA 2021-NQM2 TR 1.317% 11/25/2064 144A                                                         | CUSIP: 55283WAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    136315 | PA      | $124158.73    | 0.00%             | 2064-11-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BLOX 2021-BLOX                                                                      | BLOX 2021-BLOX A TSFR1M+86.448 09/15/2026 144A                                                  | CUSIP: 055522AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2040000 | PA      | $2027401.98   | 0.06%             | 2026-09-15      | 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        |    310330 | PA      | $271281.03    | 0.01%             | 2056-09-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| REVVITY INC                                                                         | REVVITY INC 1.9% 09/15/2028                                                                     | CUSIP: 714046AM1<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |   1054000 | PA      | $998343.36    | 0.03%             | 2028-09-15      | Fixed         | 0.02%                 | 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      | $641077.16    | 0.02%             | 2026-09-17      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BANK OF IRELAND GROUP PLC                                                           | BANK IRELAND GROUP PLC 2.029%/VAR 09/30/2027 144A                                               | CUSIP: 06279JAB5<br>LEI: 635400C8EK6DRI12LJ39 | Long             | DBT              | CORP              | IE        |   2200000 | PA      | $2173854.98   | 0.07%             | 2027-09-30      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| STARWOOD MORTGAGE RESIDENTIAL TRUST 2021-4                                          | STARWOOD MORTGAGE RESIDENTIAL TRUST 2021-4 1.162% 08/25/2056 144A                               | CUSIP: 85573PAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    710277 | PA      | $640870.05    | 0.02%             | 2056-08-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                                                                 | MEDLINE BORROWER LP 3.875% 04/01/2029 144A                                                      | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |   3120000 | PA      | $3068555.57   | 0.09%             | 2029-04-01      | Fixed         | 0.04%                 | 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      | $1785203.22   | 0.05%             | 2026-10-07      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ELLINGTON FINANCIAL MORTGAGE TRUST 2021-3                                           | ELLINGTON FINANCIAL MORTGAGE TRUST 2021-3 A3 1.55% 09/25/2066 144A                              | CUSIP: 31573JAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    203134 | PA      | $175473.95    | 0.01%             | 2066-09-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CIM TR 2021-R6                                                                      | CIM TR 2021-R6 1.425% 07/25/2061 144A                                                           | CUSIP: 12567RAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    123372 | PA      | $114755.55    | 0.00%             | 2061-07-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                                                              | MARVELL TECHNOLOGY INC 1.65% 04/15/2026                                                         | CUSIP: 573874AC8<br>LEI: 254900WVU0BM7ZCJ9E93 | Long             | DBT              | CORP              | US        |    510000 | PA      | $508519.22    | 0.02%             | 2026-04-15      | Fixed         | 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      | $1868490.00   | 0.06%             | 2036-10-15      | Variable      | 0.04%                 | 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        |    189463 | PA      | $181362.39    | 0.01%             | 2062-04-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BX 2021-BXMF                                                                        | BX 2021-BXMF TSFR1M+75.041 10/15/2026 144A                                                      | CUSIP: 05609RAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1228327 | PA      | $1227943.30   | 0.04%             | 2026-10-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                                                                         | VIATRIS INC 2.3% 06/22/2027                                                                     | CUSIP: 92556VAC0<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |   1236000 | PA      | $1205488.17   | 0.04%             | 2027-06-22      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BX TR 2021-ACNT                                                                     | BX TR 2021-ACNT TSFR1M+96.448 11/15/2026 144A                                                   | CUSIP: 05609QAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1373084 | PA      | $1372654.68   | 0.04%             | 2038-11-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST 2021-DNA1                                             | FREDDIE MAC STACR REMIC TRUST 2021-DNA1 M2 SOFR30A+180 11/25/2041 144A                          | CUSIP: 35564KMH9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    555000 | PA      | $558880.34    | 0.02%             | 2041-11-25      | Variable      | 0.05%                 | 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      |
| AMEREN CORP                                                                         | AMEREN CORP 1.95% 03/15/2027                                                                    | CUSIP: 023608AL6<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |    578000 | PA      | $566296.30    | 0.02%             | 2027-03-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FORD CR AUTO OWNER TR 2021-REV2                                                     | FORD CR AUTO OWNER TR 2021-REV2 2.6% 05/15/2034 144A                                            | CUSIP: 345285AD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    695000 | PA      | $684057.23    | 0.02%             | 2034-05-15      | 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        |    208525 | PA      | $196032.90    | 0.01%             | 2056-06-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BINOM SECURITIZATION TRUST 2021-INV1                                                | BINOM SECURITIZATION TRUST 2021-INV1 A2 2.37% 06/25/2056 144A                                   | CUSIP: 05552UAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    664674 | PA      | $623786.74    | 0.02%             | 2056-06-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAP HLDGS INC                                                        | NEXTERA ENERGY CAP HLDGS INC 1.875% 01/15/2027                                                  | CUSIP: 65339KBY5<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   1255000 | PA      | $1233715.21   | 0.04%             | 2027-01-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                                                              | MARVELL TECHNOLOGY INC 4.875% 06/22/2028                                                        | CUSIP: 573874AN4<br>LEI: 254900WVU0BM7ZCJ9E93 | Long             | DBT              | CORP              | US        |   1520000 | PA      | $1549174.62   | 0.05%             | 2028-06-22      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TR 2021-P4                                                 | CARVANA AUTO RECEIVABLES TR 2021-P4 1.98% 02/10/2028                                            | CUSIP: 14687KAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    445000 | PA      | $438109.84    | 0.01%             | 2028-02-10      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| HOTWIRE FUNDING LLC                                                                 | HOTWIRE FUNDING LLC 2.311% 11/20/2051 144A                                                      | CUSIP: 44148JAA7<br>LEI: 254900ZCO90MCT7Y9348 | Long             | ABS-CBDO         | CORP              | US        |    325000 | PA      | $319886.52    | 0.01%             | 2051-11-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SANTANDER HLDGS USA INC                                                             | SANTANDER HLDGS USA INC 2.49%/VAR 01/06/2028                                                    | CUSIP: 80282KBC9<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    760000 | PA      | $749044.88    | 0.02%             | 2028-01-06      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG NEW YORK BNCH                                                      | DEUTSCHE BANK AG NEW YORK BNCH 2.552%/VAR 01/07/2028                                            | CUSIP: 25160PAH0<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | US        |   2600000 | PA      | $2567412.64   | 0.08%             | 2028-01-07      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                       | FHLG 30YR 2.5% 01/01/2052#RA6623                                                                | CUSIP: 3133KNLC5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    746095 | PA      | $656580.66    | 0.02%             | 2052-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PROSUS NV                                                                           | PROSUS NV 3.257% 01/19/2027 REGS                                                                | CUSIP: N/A<br>LEI: 635400Z5LQ5F9OLVT688       | Long             | DBT              | CORP              | NL        |    236000 | PA      | $233520.82    | 0.01%             | 2027-01-19      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                         | BNP PARIBAS 2.591%/VAR 01/20/2028 144A                                                          | CUSIP: 09659W2T0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   3200000 | PA      | $3160244.32   | 0.10%             | 2028-01-20      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| MADISON PARK FUNDING XXXIII LTD                                                     | MADISON PARK FUNDING XXXIII LTD AR TSFR3M+129 10/15/2032 144A                                   | CUSIP: 55819JAN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1673707 | PA      | $1675644.96   | 0.05%             | 2032-10-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2021-VINO                                              | BX COMMERCIAL MORTGAGE TRUST 22-LP2 A TSFR1M+96.27 02/15/2039 144A                              | CUSIP: 05610HAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    314923 | PA      | $314824.22    | 0.01%             | 2039-02-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI AUTO RECEIVABLES TRUST 2022-A                                            | WORLD OMNI AUTO RECEIVABLES TRUST 2022-A 2.55% 09/15/2028                                       | CUSIP: 98164GAF7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    600000 | PA      | $599498.70    | 0.02%             | 2028-09-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AMUR EQUIPMENT FINANCE RECEIVABLES X LLC                                            | AMUR EQUIPMENT FINANCE RECEIVABLES X LLC 2.37% 04/20/2028 144A                                  | CUSIP: 03236VAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     20172 | PA      | $20148.66     | 0.00%             | 2028-04-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                    | CROWN CASTLE INC 2.9% 03/15/2027                                                                | CUSIP: 22822VAZ4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   1115000 | PA      | $1102845.55   | 0.03%             | 2027-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SEB FUNDING LLC                                                                     | SEB FUNDING LLC 4.969% 01/30/2052 144A                                                          | CUSIP: 78433DAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1511212 | PA      | $1511285.19   | 0.05%             | 2052-01-30      | Fixed         | 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        |    819347 | PA      | $776348.56    | 0.02%             | 2052-02-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST LLC                                                        | ANGEL OAK MORTGAGE TRUST LLC VAR 01/25/2067 144A                                                | CUSIP: 03464PAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1314350 | PA      | $1279230.62   | 0.04%             | 2067-01-25      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TR 2022-N1                                                 | CARVANA AUTO RECEIVABLES TR 2022-N1 3.32% 12/11/2028 144A                                       | CUSIP: 14686GAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     49621 | PA      | $49191.09     | 0.00%             | 2028-12-11      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BAT INTERNATIONAL FINANCE PLC                                                       | BAT INTL FINANCE PLC 4.448% 03/16/2028                                                          | CUSIP: 05530QAP5<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |   1985000 | PA      | $2003769.86   | 0.06%             | 2028-03-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                                  | WELLS FARGO and CO NEW 3.526%/VAR 03/24/2028                                                    | CUSIP: 95000U2V4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   3130000 | PA      | $3113823.00   | 0.09%             | 2028-03-24      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                                        | ING GROEP NV 4.017%/VAR 03/28/2028                                                              | CUSIP: 456837BB8<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   2100000 | PA      | $2101530.31   | 0.06%             | 2028-03-28      | Variable      | 0.04%                 | 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        |    354622 | PA      | $353341.10    | 0.01%             | 2039-04-17      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                                                     | DANSKE BANK AS (UNGTD) 4.298%/VAR 04/01/2028 144A                                               | CUSIP: 23636ABC4<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |   2544000 | PA      | $2553405.65   | 0.08%             | 2028-04-01      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| WORKDAY INC                                                                         | WORKDAY INC 3.5% 04/01/2027                                                                     | CUSIP: 98138HAG6<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |    525000 | PA      | $522156.94    | 0.02%             | 2027-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JACK IN THE BOX FUNDING LLC                                                         | JACK IN THE BOX FUNDING LLC 3.445% 02/26/2052 144A                                              | CUSIP: 466365AD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2001700 | PA      | $1952301.45   | 0.06%             | 2052-02-26      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                                | KEURIG DR PEPPER INC 3.95% 04/15/2029                                                           | CUSIP: 49271VAP5<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    198000 | PA      | $196887.52    | 0.01%             | 2029-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CSL FINANCE PLC                                                                     | CSL FINANCE PLC 3.85% 04/27/2027 144A                                                           | CUSIP: 12661PAA7<br>LEI: 2549007CCNBNAF4HBC02 | Long             | DBT              | CORP              | GB        |   2075000 | PA      | $2076120.13   | 0.06%             | 2027-04-27      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SABEY DATA CTR ISSUER LLC                                                           | SABEY DATA CTR ISSUER LLC 1.881% 06/20/2046 144A                                                | CUSIP: 78520EAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    733000 | PA      | $725550.52    | 0.02%             | 2046-06-20      | Fixed         | 0.02%                 | 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      | $2777002.50   | 0.08%             | 2039-05-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COMPANY                                                                    | SOUTHERN COMPANY STEP 08/01/2027                                                                | CUSIP: 842587DD6<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    705000 | PA      | $716626.97    | 0.02%             | 2027-08-01      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| NXP B V/NXP FDG LLC/NXP USA INC                                                     | NXP B V/NXP FDG LLC/NXP USA INC 4.4% 06/01/2027                                                 | CUSIP: 62954HBE7<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    155000 | PA      | $155772.18    | 0.00%             | 2027-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VAR ENERGI ASA                                                                      | VAR ENERGI ASA 5% 05/18/2027 144A                                                               | CUSIP: 92212WAA8<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |   1490000 | PA      | $1503706.42   | 0.05%             | 2027-05-18      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NXP B V/NXP FDG LLC/NXP USA INC                                                     | NXP B V/NXP FDG LLC/NXP USA INC 3.875% 06/18/2026                                               | CUSIP: 62954HAZ1<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    695000 | PA      | $694463.16    | 0.02%             | 2026-06-18      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NXP B V/NXP FDG LLC/NXP USA INC                                                     | NXP B V/NXP FDG LLC/NXP USA INC 3.15% 05/01/2027                                                | CUSIP: 62954HAX6<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   2195000 | PA      | $2175683.12   | 0.07%             | 2027-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NXP B V/NXP FDG LLC/NXP USA INC                                                     | NXP B V/NXP FDG LLC/NXP USA INC 4.3% 06/18/2029                                                 | CUSIP: 62954HAV0<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   1123000 | PA      | $1129632.04   | 0.03%             | 2029-06-18      | Fixed         | 0.04%                 | 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        |     86262 | PA      | $85981.31     | 0.00%             | 2034-06-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                          | FNMA 30YR 4% 05/01/2052#CB3627                                                                  | CUSIP: 3140QPA56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    715529 | PA      | $698778.97    | 0.02%             | 2052-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| IMPERIAL FUND MORTGAGE TRUST 2022-NQM4                                              | IMPERIAL FUND MORTGAGE TRUST 2022-NQM4 A1 4.767% 06/25/2067 144A                                | CUSIP: 45276NAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1084563 | PA      | $1085298.16   | 0.03%             | 2067-06-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                               | TRUIST FINANCIAL CORP 4.123%/VAR 06/06/2028                                                     | CUSIP: 89788MAG7<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   2511000 | PA      | $2516589.06   | 0.08%             | 2028-06-06      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| JACKSON FINANCIAL INC                                                               | JACKSON FINANCIAL INC 5.17% 06/08/2027                                                          | CUSIP: 46817MAR8<br>LEI: 213800WXW2KG1N4CO374 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2530402.63   | 0.08%             | 2027-06-08      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING CO L P / PTL FIN CORP                                          | PENSKE TRUCK LEASING CO LP /CORP 4.4% 07/01/2027 144A                                           | CUSIP: 709599BN3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    129000 | PA      | $129568.63    | 0.00%             | 2027-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS and ELECTRIC CO                                                         | PACIFIC GAS and ELECTRIC CO 5.45% 06/15/2027                                                    | CUSIP: 694308KF3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    135000 | PA      | $137207.25    | 0.00%             | 2027-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST 2021-DNA1                                             | FREDDIE MAC STACR REMIC TRUST 2021-DNA1 SOFR30A+295 06/25/2042 144A                             | CUSIP: 35564KYN3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    424119 | PA      | $430887.83    | 0.01%             | 2042-06-25      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                          | FNMA 30YR 2% 02/01/2052#FS2040                                                                  | CUSIP: 3140XHHS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    196058 | PA      | $163393.42    | 0.00%             | 2052-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| TARGA RES CORP                                                                      | TARGA RES CORP 5.2% 07/01/2027                                                                  | CUSIP: 87612KAA0<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    345000 | PA      | $350536.35    | 0.01%             | 2027-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                                   | NATWEST GROUP PLC 5.516%/VAR 09/30/2028                                                         | CUSIP: 639057AF5<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   2500000 | PA      | $2559729.18   | 0.08%             | 2028-09-30      | Variable      | 0.06%                 | 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        |    758216 | PA      | $738097.83    | 0.02%             | 2052-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                               | JPMORGAN CHASE and CO 4.851%/VAR 07/25/2028                                                     | CUSIP: 46647PDG8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2491000 | PA      | $2519860.83   | 0.08%             | 2028-07-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                         | BANK OF AMERICA CORPORATION 4.948%/VAR 07/22/2028                                               | CUSIP: 06051GKW8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2902000 | PA      | $2938430.72   | 0.09%             | 2028-07-22      | Variable      | 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        |    940000 | PA      | $948056.24    | 0.03%             | 2028-07-22      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                      | GNMA II 3.5% 07/20/2052#MA8149                                                                  | CUSIP: 36179XBS4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    654249 | PA      | $620579.47    | 0.02%             | 2052-07-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FINANCE PLC                                                         | IMPERIAL BRANDS FINANCE PLC 6.125% 07/27/2027 144A                                              | CUSIP: 45262BAF0<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |   1300000 | PA      | $1335580.70   | 0.04%             | 2027-07-27      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                        | BARCLAYS PLC 5.501%/VAR 08/09/2028                                                              | CUSIP: 06738EBY0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   2500000 | PA      | $2548888.55   | 0.08%             | 2028-08-09      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                          | INTEL CORP 3.75% 08/05/2027                                                                     | CUSIP: 458140BY5<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    655000 | PA      | $652873.20    | 0.02%             | 2027-08-05      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP NEW                                                                | DUKE ENERGY CORP NEW 4.3% 03/15/2028                                                            | CUSIP: 26441CBS3<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2519942.58   | 0.08%             | 2028-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                          | FNMA 30YR 4% 09/01/2052#MA4732                                                                  | CUSIP: 31418EHJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1588918 | PA      | $1546012.58   | 0.05%             | 2052-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                       | FHLG 30YR 4.5% 09/01/2052#SD8245                                                                | CUSIP: 3132DWES8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2333633 | PA      | $2317010.45   | 0.07%             | 2052-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FING 2022-3 LLC                                                    | ENTERPRISE FLEET FING 2022-3 LLC 4.38% 07/20/2029 144A                                          | CUSIP: 29374FAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       975 | PA      | $975.25       | 0.00%             | 2029-07-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                                            | COOPERATIEVE RABOBANK UA 4.655%/VAR 08/22/2028 144A                                             | CUSIP: 74977RDR2<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   2100000 | PA      | $2120294.46   | 0.06%             | 2028-08-22      | Variable      | 0.05%                 | 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        |   2415000 | PA      | $2431463.80   | 0.07%             | 2028-08-23      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP INC                                                          | MIZUHO FINL GROUP INC 5.414%/VAR 09/13/2028                                                     | CUSIP: 60687YCL1<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |   2500000 | PA      | $2557969.70   | 0.08%             | 2028-09-13      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                                            | EQT CORP 5.7% 04/01/2028                                                                        | CUSIP: 26884LAQ2<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2067856.24   | 0.06%             | 2028-04-01      | Fixed         | 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      | $1752350.53   | 0.05%             | 2026-04-06      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                      | MORGAN STANLEY 6.296%/VAR 10/18/2028                                                            | CUSIP: 61747YEV3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2450000 | PA      | $2537995.55   | 0.08%             | 2028-10-18      | Variable      | 0.06%                 | 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        |    771384 | PA      | $748040.74    | 0.02%             | 2052-10-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                   | HSBC HOLDINGS PLC 7.39%/VAR 11/03/2028                                                          | CUSIP: 404280DR7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   2000000 | PA      | $2107338.78   | 0.06%             | 2028-11-03      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                        | BARCLAYS PLC 7.385%/VAR 11/02/2028                                                              | CUSIP: 06738ECD5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   2400000 | PA      | $2527439.81   | 0.08%             | 2028-11-02      | Variable      | 0.07%                 | 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      | $308195.30    | 0.01%             | 2028-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                     | PHILIP MORRIS INTL INC 5.125% 11/17/2027                                                        | CUSIP: 718172CV9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    307000 | PA      | $313445.81    | 0.01%             | 2027-11-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SBA TOWER TR                                                                        | SBA TOWER TR 6.599% 11/15/2052 144A                                                             | CUSIP: 78403DAZ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1160000 | PA      | $1184137.98   | 0.04%             | 2052-11-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GENERAL MTRS FINL CO INC                                                            | GENERAL MTRS FINL CO INC 6% 01/09/2028                                                          | CUSIP: 37045XEB8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1549579.65   | 0.05%             | 2028-01-09      | Fixed         | 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      | $610488.91    | 0.02%             | 2028-01-11      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG NEW YORK BNCH                                                      | DEUTSCHE BANK AG NEW YORK BNCH 6.72%/VAR 01/18/2029                                             | CUSIP: 251526CS6<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | US        |   2792000 | PA      | $2920045.75   | 0.09%             | 2029-01-18      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                           | UST NOTES 3.5% 01/31/2028                                                                       | CUSIP: 91282CGH8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    975000 | PA      | $976866.21    | 0.03%             | 2028-01-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                               | TRUIST FINANCIAL CORP 4.873%/VAR 01/26/2029                                                     | CUSIP: 89788MAL6<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2540764.85   | 0.08%             | 2029-01-26      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAP HLDGS INC                                                        | NEXTERA ENERGY CAP HLDGS INC 4.6% 09/01/2027                                                    | CUSIP: N/A<br>LEI: UMI46YPGBLUE4VGNNT48       | Long             | DBT              | CORP              | US        |    255000 | PA      | $257891.61    | 0.01%             | 2027-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON and CO                                                             | BECTON DICKINSON and CO 4.693% 02/13/2028                                                       | CUSIP: 075887CQ0<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |   1325000 | PA      | $1343113.27   | 0.04%             | 2028-02-13      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| KOREA HOUSING FINANCE CORP                                                          | KOREA HSG FIN CORP 4.625% 02/24/2028 144A                                                       | CUSIP: 50065RAK3<br>LEI: 9884002AAOBT56QW9B80 | Long             | DBT              | CORP              | KR        |   1600000 | PA      | $1628315.97   | 0.05%             | 2028-02-24      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST                                                 | EXETER AUTOMOBILE RECEIVABLES TRUST 6.69% 06/15/2029                                            | CUSIP: 30168BAF7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     71555 | PA      | $72657.55     | 0.00%             | 2029-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                                            | COOPERATIEVE RABOBANK UA 5.564%/VAR 02/28/2029 144A                                             | CUSIP: 74977RDS0<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   1720000 | PA      | $1771142.02   | 0.05%             | 2029-02-28      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION ENERGY GENERATION LLC                                                 | CONSTELLATION ENERGY GENERATION LLC 5.6% 03/01/2028                                             | CUSIP: 210385AB6<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    269000 | PA      | $277444.34    | 0.01%             | 2028-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HDFC BANK LTD                                                                       | HDFC BANK LTD 5.686% 03/02/2026 REGS                                                            | CUSIP: N/A<br>LEI: 335800ZQ6I4E2JXENC50       | Long             | DBT              | CORP              | IN        |    800000 | PA      | $800000.00    | 0.02%             | 2026-03-02      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COS INC                                                                    | WILLIAMS COS INC 5.4% 03/02/2026                                                                | CUSIP: 969457CH1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   2140000 | PA      | $2140000.00   | 0.06%             | 2026-03-02      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                            | LLOYDS BANKING GROUP PLC 5.871%/VAR 03/06/2029                                                  | CUSIP: 539439AX7<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   2441000 | PA      | $2530145.98   | 0.08%             | 2029-03-06      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2023-1                                     | AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2023-1 5.8% 12/18/2028                                 | CUSIP: 03067BAF6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    625000 | PA      | $636122.88    | 0.02%             | 2028-12-18      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI SELECT AUTO TR 2023-A                                                    | WORLD OMNI SELECT AUTO TR 2023-A 5.87% 08/15/2028                                               | CUSIP: 98163UAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    280000 | PA      | $281158.00    | 0.01%             | 2028-08-15      | 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      | $215322.87    | 0.01%             | 2028-03-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                                                         | NUTRIEN LTD 4.9% 03/27/2028                                                                     | CUSIP: 67077MBA5<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    400000 | PA      | $407248.63    | 0.01%             | 2028-03-27      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FINANCE NORTH AMERICA LLC                                             | MERCEDES-BENZ FINANCE NORTH AMERICA LLC 4.8% 03/30/2026 144A                                    | CUSIP: 58769JAF4<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    365000 | PA      | $365312.80    | 0.01%             | 2026-03-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORPORATION NEW                                                            | AMPHENOL CORPORATION NEW 4.75% 03/30/2026                                                       | CUSIP: 032095AM3<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    340000 | PA      | $340171.51    | 0.01%             | 2026-03-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK MANDIRI PERSERO TBK PT                                                         | BANK MANDIRI PERSERO TBK PT 5.5% 04/04/2026 REGS                                                | CUSIP: N/A<br>LEI: 549300RSKQN4Z5ZSGH94       | Long             | DBT              | CORP              | ID        |   1900000 | PA      | $1902109.00   | 0.06%             | 2026-04-04      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                             | HYUNDAI CAP AMER 5.5% 03/30/2026 144A                                                           | CUSIP: 44891ACB1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    935000 | PA      | $935884.58    | 0.03%             | 2026-03-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                             | HYUNDAI CAP AMER 5.6% 03/30/2028 144A                                                           | CUSIP: 44891ACD7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    580000 | PA      | $596912.90    | 0.02%             | 2028-03-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST 2023-A                                                 | FORD CREDIT AUTO OWNER TRUST 2023-A 5.07% 01/15/2029                                            | CUSIP: 344928AF3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1495000 | PA      | $1511376.08   | 0.05%             | 2029-01-15      | Fixed         | 0.05%                 | 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        |    495000 | PA      | $495533.28    | 0.01%             | 2026-04-06      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAPITAL LLC                                                          | CNH INDUSTRIAL CAPITAL LLC 4.55% 04/10/2028                                                     | CUSIP: 12592BAQ7<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1767145.96   | 0.05%             | 2028-04-10      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MVW 2023-1 LLC                                                                      | MVW 2023-1 LLC 4.93% 10/20/2040 144A                                                            | CUSIP: 62848PAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    424107 | PA      | $430257.85    | 0.01%             | 2040-10-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TAKE-TWO INTERACTV SOFTWR INC                                                       | TAKE-TWO INTERACTV SOFTWR INC 5% 03/28/2026                                                     | CUSIP: 874054AJ8<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |   1375000 | PA      | $1375606.54   | 0.04%             | 2026-03-28      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CHESAPEAKE FUNDING II LLC                                                           | CHESAPEAKE FUNDING II LLC 5.65% 05/15/2035 144A                                                 | CUSIP: 165183CU6<br>LEI: 5493000HT7H4OFOD6Z12 | Long             | ABS-CBDO         | CORP              | US        |    432581 | PA      | $434556.97    | 0.01%             | 2035-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                                            | MARS INC 4.55% 04/20/2028 144A                                                                  | CUSIP: 571676AT2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    890000 | PA      | $902210.83    | 0.03%             | 2028-04-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                       | FHLG 30YR 2.5% 04/01/2052#SD0998                                                                | CUSIP: 3132DNDB6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    402679 | PA      | $354241.21    | 0.01%             | 2052-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                      | MORGAN STANLEY 5.164%/VAR 04/20/2029                                                            | CUSIP: 61747YFD2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2556751.43   | 0.08%             | 2029-04-20      | Variable      | 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      | $970746.61    | 0.03%             | 2028-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TR 2023-2                                                         | CARMAX AUTO OWNER TR 2023-2 D 6.55% 10/15/2029                                                  | CUSIP: 142921AH8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    635000 | PA      | $651361.92    | 0.02%             | 2029-10-15      | Fixed         | 0.07%                 | 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      | $848853.88    | 0.03%             | 2028-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ERAC USA FIN LLC                                                                    | ERAC USA FIN LLC 4.6% 05/01/2028 144A                                                           | CUSIP: 26884TAV4<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |   1205000 | PA      | $1223959.64   | 0.04%             | 2028-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LTD                                                         | AVOLON HOLDINGS FUNDING LTD 6.375% 05/04/2028 144A                                              | CUSIP: 05401AAS0<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    300000 | PA      | $312673.37    | 0.01%             | 2028-05-04      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SCHLUMBERGER INVT SA                                                                | SCHLUMBERGER INVT SA 4.5% 05/15/2028                                                            | CUSIP: 806854AK1<br>LEI: 529900EZ29I5KXPV2J32 | Long             | DBT              | CORP              | LU        |    749000 | PA      | $757778.56    | 0.02%             | 2028-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                                                       | DTE ENERGY CO 4.875% 06/01/2028                                                                 | CUSIP: 233331BJ5<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    830000 | PA      | $845984.47    | 0.03%             | 2028-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FORD CR FLOORPLN MAST OWN TR A                                                      | FORD CR FLOORPLN MAST OWN TR 2023-1 C 5.75% 05/15/2028 144A                                     | CUSIP: 34528QHY3<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-CBDO         | CORP              | US        |    405000 | PA      | $406080.22    | 0.01%             | 2028-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FORD CR FLOORPLN MAST OWN TR A                                                      | FORD CR FLOORPLN MAST OWN TR 2023-1 D 6.62% 05/15/2028 144A                                     | CUSIP: 34528QHZ0<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-CBDO         | CORP              | US        |    750000 | PA      | $753086.70    | 0.02%             | 2028-05-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| AES CORP                                                                            | AES CORP 5.45% 06/01/2028                                                                       | CUSIP: 00130HCH6<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2557746.90   | 0.08%             | 2028-06-01      | Fixed         | 0.05%                 | 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      | $2175132.53   | 0.07%             | 2026-05-24      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST                           | AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST 5.75% 06/06/2028                      | CUSIP: 00774MBC8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   2500000 | PA      | $2589036.60   | 0.08%             | 2028-06-06      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DOLLAR GEN CORP NEW                                                                 | DOLLAR GEN CORP NEW 5.2% 07/05/2028                                                             | CUSIP: 256677AN5<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |    584000 | PA      | $598913.94    | 0.02%             | 2028-07-05      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GRP INC                                                      | PNC FINANCIAL SERVICES GRP INC 5.582%/VAR 06/12/2029                                            | CUSIP: 693475BR5<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1554763.83   | 0.05%             | 2029-06-12      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| US BANCORP DEL                                                                      | US BANCORP DEL 5.775%/VAR 06/12/2029                                                            | CUSIP: 91159HJM3<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   2400000 | PA      | $2495990.50   | 0.08%             | 2029-06-12      | Variable      | 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        |      7019 | PA      | $7009.84      | 0.00%             | 2036-06-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                                              | SEMPRA 5.4% 08/01/2026                                                                          | CUSIP: 816851BQ1<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    330000 | PA      | $331510.07    | 0.01%             | 2026-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GMF FLOORPLAN OWNER REVOLVING TR                                                    | GMF FLOORPLAN OWNER REVOLVING TR 2023-1 A2 SOFR30A+115 06/15/2028 144A                          | CUSIP: 361886CS1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $1002137.90   | 0.03%             | 2028-06-15      | Variable      | 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        |    926183 | PA      | $950696.46    | 0.03%             | 2050-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CARMX 2023-3 A3                                                                     | CARMX 2023-3 A3 5.61% 02/15/2029                                                                | CUSIP: 14319BAF9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    975000 | PA      | $994069.54    | 0.03%             | 2029-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CARMX 2023-3 A3                                                                     | CARMX 2023-3 A3 6.44% 12/16/2030                                                                | CUSIP: 14319BAG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    350000 | PA      | $359194.85    | 0.01%             | 2030-12-16      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DLLAA 2023-1A                                                                       | DLLAA 2023-1A 5.64% 02/22/2028 144A                                                             | CUSIP: 23292HAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    438569 | PA      | $443117.34    | 0.01%             | 2028-02-22      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                                              | EXTRA SPACE STORAGE LP 3.875% 12/15/2027                                                        | CUSIP: 30225VAM9<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |   1065000 | PA      | $1064115.29   | 0.03%             | 2027-12-15      | 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        |   3705000 | PA      | $3677871.47   | 0.11%             | 2027-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VACATIONS TRUST 2023-1A                                                | HILTON GRAND VACATIONS TRUST 2023-1A 6.11% 01/25/2038 144A                                      | CUSIP: 432917AB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    448821 | PA      | $462288.17    | 0.01%             | 2038-01-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VACATIONS TRUST 2023-1A                                                | HILTON GRAND VACATIONS TRUST 2023-1A C 6.94% 01/25/2038 144A                                    | CUSIP: 432917AC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     83236 | PA      | $86202.89     | 0.00%             | 2038-01-25      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINES HOLDING CO LLC                                                   | COLUMBIA PIPELINES HOLDING CO LLC 6.055% 08/15/2026 144A                                        | CUSIP: 19828AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $151006.83    | 0.00%             | 2026-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                   | HSBC HOLDINGS PLC 5.887%/VAR 08/14/2027                                                         | CUSIP: 404280DZ9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   2600000 | PA      | $2622107.75   | 0.08%             | 2027-08-14      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                             | HCA INC 3.125% 03/15/2027                                                                       | CUSIP: 404119CH0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1140000 | PA      | $1130524.34   | 0.03%             | 2027-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                           | ONEOK INC 5.55% 11/01/2026                                                                      | CUSIP: 682680BH5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    990000 | PA      | $998878.71    | 0.03%             | 2026-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| VERDANT RECEIVABLES 2023-1 LLC                                                      | VERDANT RECEIVABLES 2023-1 LLC 6.24% 01/13/2031 144A                                            | CUSIP: 92339GAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    386653 | PA      | $393065.05    | 0.01%             | 2031-01-13      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                          | FISERV INC 5.375% 08/21/2028                                                                    | CUSIP: 337738BG2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   1090000 | PA      | $1117122.58   | 0.03%             | 2028-08-21      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMER FIN LLC                                                       | VOLKSWAGEN GROUP AMER FIN LLC 5.7% 09/12/2026 144A                                              | CUSIP: 928668BV3<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   1425000 | PA      | $1437291.78   | 0.04%             | 2026-09-12      | Fixed         | 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      | $1551735.55   | 0.05%             | 2027-09-13      | Variable      | 0.07%                 | 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        |    223025 | PA      | $224446.09    | 0.01%             | 2068-09-25      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                         | BANK OF AMERICA CORPORATION 5.933%/VAR 09/15/2027                                               | CUSIP: 06051GLV9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2200000 | PA      | $2223638.89   | 0.07%             | 2027-09-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CHESAPEAKE FUNDING II LLC                                                           | CHESAPEAKE FUNDING II LLC 6.16% 10/15/2035 144A                                                 | CUSIP: 165183CZ5<br>LEI: 5493000HT7H4OFOD6Z12 | Long             | ABS-CBDO         | CORP              | US        |    106175 | PA      | $107291.16    | 0.00%             | 2035-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO LEASE TRUST 2023-B                                                 | FORD CREDIT AUTO LEASE TRUST 2023-B C 6.43% 04/15/2027                                          | CUSIP: 34529NAG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    480704 | PA      | $481602.28    | 0.01%             | 2027-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HPEFS EQUIPMENT TRUST 2023-2                                                        | HPEFS EQUIPMENT TRUST 2023-2 6.48% 01/21/2031 144A                                              | CUSIP: 44328UAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     88098 | PA      | $88287.89     | 0.00%             | 2031-01-21      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HPEFS EQUIPMENT TRUST 2023-2                                                        | HPEFS EQUIPMENT TRUST 2023-2 6.97% 07/21/2031 144A                                              | CUSIP: 44328UAF3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    215000 | PA      | $216708.05    | 0.01%             | 2031-07-21      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| OCTANE RECEIVABLES TRUST 2023-3                                                     | OCTANE RECEIVABLES TRUST 2023-3 B 6.48% 07/20/2029 144A                                         | CUSIP: 67571CAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    230000 | PA      | $232470.66    | 0.01%             | 2029-07-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| OCTANE RECEIVABLES TRUST 2023-3                                                     | OCTANE RECEIVABLES TRUST 2023-3A C 6.74% 08/20/2029 144A                                        | CUSIP: 67571CAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    100000 | PA      | $102265.22    | 0.00%             | 2029-08-20      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ELARA HGV TIMESHARE ISSUER 2023-A LLC                                               | ELARA HGV TIMESHARE ISSUER 2023-A C LLC 7.3% 02/25/2038 144A                                    | CUSIP: 28415AAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    205441 | PA      | $213622.49    | 0.01%             | 2038-02-25      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ELARA HGV TIMESHARE ISSUER 2023-A LLC                                               | ELARA HGV TIMESHARE ISSUER 2023-A A LLC 6.16% 02/25/2038 144A                                   | CUSIP: 28415AAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    150041 | PA      | $155903.39    | 0.00%             | 2038-02-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TR 2023-7                                                      | VERUS SECURITIZATION TR 2023-7 A2 7.272% 10/25/2068 144A                                        | CUSIP: 92539YAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     91721 | PA      | $92600.12     | 0.00%             | 2068-10-25      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                  | ENERGY TRANSFER LP 6.05% 12/01/2026                                                             | CUSIP: 29273VAR1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1885000 | PA      | $1910113.55   | 0.06%             | 2026-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                          | FNMA 30YR 5.5% 10/01/2053#CB7333                                                                | CUSIP: 3140QTEF2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1547951 | PA      | $1592723.70   | 0.05%             | 2053-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                          | FNMA 30YR 5% 09/01/2053#CB7095                                                                  | CUSIP: 3140QS3D1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    702555 | PA      | $713246.25    | 0.02%             | 2053-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DELL EQUIPMENT FINANCE TRUST 2023-3                                                 | DELL EQUIPMENT FINANCE TRUST 2023-3 6.75% 10/22/2029 144A                                       | CUSIP: 24702EAF7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    100000 | PA      | $100555.30    | 0.00%             | 2029-10-22      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BUILDING SOCIETY                                                         | NATIONWIDE BUILDING SOC(UNGTD) 6.557%/VAR 10/18/2027 144A                                       | CUSIP: 63861VAJ6<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |   2500000 | PA      | $2539621.40   | 0.08%             | 2027-10-18      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                                  | WELLS FARGO and CO NEW 6.303%/VAR 10/23/2029                                                    | CUSIP: 95000U3G6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2109243.44   | 0.06%             | 2029-10-23      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| WHEELS FLEET LEASE FUNDING 1 LLC                                                    | WHEELS FLEET LEASE FUNDING 1 LLC 6.46% 08/18/2038 144A                                          | CUSIP: 96328GBG1<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-CBDO         | CORP              | US        |    145521 | PA      | $147118.16    | 0.00%             | 2038-08-18      | 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        |    288183 | PA      | $291539.98    | 0.01%             | 2030-03-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                       | GOLDMAN SACHS GROUP INC (THE) 6.484%/VAR 10/24/2029                                             | CUSIP: 38141GA46<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1058612.60   | 0.03%             | 2029-10-24      | Variable      | 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      | $418133.30    | 0.01%             | 2027-10-29      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                      | MORGAN STANLEY 6.407%/VAR 11/01/2029                                                            | CUSIP: 61747YFH3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2400000 | PA      | $2541142.25   | 0.08%             | 2029-11-01      | Variable      | 0.06%                 | 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        |    251301 | PA      | $253275.52    | 0.01%             | 2034-01-17      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                               | FEDERAL HOME LN MTG MLT CTF GT 4.6% 06/25/2030                                                  | CUSIP: 3137HAZH2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    527666 | PA      | $538942.41    | 0.02%             | 2030-06-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                          | HUMANA INC 5.75% 12/01/2028                                                                     | CUSIP: 444859BZ4<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    912000 | PA      | $945276.67    | 0.03%             | 2028-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                        | ENBRIDGE INC 5.9% 11/15/2026                                                                    | CUSIP: 29250NBW4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    400000 | PA      | $404852.57    | 0.01%             | 2026-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                        | ENBRIDGE INC 6% 11/15/2028                                                                      | CUSIP: 29250NBX2<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    325000 | PA      | $342375.75    | 0.01%             | 2028-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMER FIN LLC                                                       | VOLKSWAGEN GROUP AMER FIN LLC 6% 11/16/2026 144A                                                | CUSIP: 928668CA8<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   2150000 | PA      | $2178477.63   | 0.07%             | 2026-11-16      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMER FIN LLC                                                       | VOLKSWAGEN GROUP AMER FIN LLC 6.2% 11/16/2028 144A                                              | CUSIP: 928668CB6<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    200000 | PA      | $209657.71    | 0.01%             | 2028-11-16      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SCF EQUIPMENT LEASING 2023-1 LLC                                                    | SCF EQUIPMENT LEASING 2023-1A A3 LLC 6.17% 05/20/2032 144A                                      | CUSIP: 784024AC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    148793 | PA      | $149891.55    | 0.00%             | 2032-05-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MVWOT 2023-2A                                                                       | MVWOT 2023-2A A 6.18% 11/20/2040 144A                                                           | CUSIP: 55400WAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    129855 | PA      | $133813.15    | 0.00%             | 2040-11-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MVWOT 2023-2A                                                                       | MVWOT 2023-2A B 6.33% 11/20/2040 144A                                                           | CUSIP: 55400WAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     83353 | PA      | $85425.64     | 0.00%             | 2040-11-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST 2021-DNA1                                             | FREDDIE MAC STACR REMIC TRUST 2021-DNA1 SOFR30A+185 11/25/2043 144A                             | CUSIP: 35564K3F4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    249372 | PA      | $251387.15    | 0.01%             | 2043-11-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                                                    | LPL HOLDINGS INC 6.75% 11/17/2028                                                               | CUSIP: 50212YAH7<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    325000 | PA      | $344646.27    | 0.01%             | 2028-11-17      | Fixed         | 0.07%                 | 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      | $1299498.56   | 0.04%             | 2028-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GENERAL MTRS FINL CO INC                                                            | GENERAL MTRS FINL CO INC 5.8% 01/07/2029                                                        | CUSIP: 37045XEN2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1044355.72   | 0.03%             | 2029-01-07      | Fixed         | 0.06%                 | 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      | $536481.95    | 0.02%             | 2029-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| USCLN 2023-1                                                                        | USCLN 2023-1 6.789% 08/25/2032 144A                                                             | CUSIP: 90357PAV6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     87888 | PA      | $88758.37     | 0.00%             | 2032-08-25      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 2023-8                                                   | VERUS SECURITIZATION TRUST 2023-8 6.6642% 12/25/2068 144A                                       | CUSIP: 92540DAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    179407 | PA      | $181029.10    | 0.01%             | 2068-12-25      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER CO INC                                                      | AMERICAN ELECTRIC POWER INC 5.2% 01/15/2029                                                     | CUSIP: 025537AY7<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |   1165000 | PA      | $1204640.14   | 0.04%             | 2029-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AMUR EQUIPMENT FINANCE RECEIVABLES X LLC                                            | AMUR EQUIPMENT FINANCE RECEIVABLES X LLC 22-1A E 5.02% 12/20/2028 144A                          | CUSIP: 03236VAF8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    830000 | PA      | $830771.40    | 0.03%             | 2028-12-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AUXILIOR TERM FDG 2023-1 LLC                                                        | AUXILIOR TERM FDG 2023-1A D 7.27% 12/16/2030 144A                                               | CUSIP: 05335JAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1055000 | PA      | $1092946.87   | 0.03%             | 2030-12-16      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SANTANDER BANK NA - SBCLN                                                           | SANTANDER BANK NA - SBCLN 5.644% 12/15/2033 144A                                                | CUSIP: 80290CCA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     99038 | PA      | $100699.01    | 0.00%             | 2033-12-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SANTANDER BANK NA - SBCLN                                                           | SANTANDER BANK NA - SBCLN 6.663% 12/15/2033 144A                                                | CUSIP: 80290CCD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    264202 | PA      | $268609.44    | 0.01%             | 2033-12-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                            | FORD MOTOR CREDIT CO LLC 5.8% 03/05/2027                                                        | CUSIP: 345397D83<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   3835000 | PA      | $3887055.02   | 0.12%             | 2027-03-05      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                            | LLOYDS BANKING GROUP PLC 5.462%/VAR 01/05/2028                                                  | CUSIP: 53944YAZ6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    800000 | PA      | $809858.97    | 0.02%             | 2028-01-05      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                             | HYUNDAI CAP AMER 5.25% 01/08/2027 144A                                                          | CUSIP: 44891ACT2<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    675000 | PA      | $682273.04    | 0.02%             | 2027-01-08      | 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        |    453834 | PA      | $456292.75    | 0.01%             | 2029-05-21      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE GLOBAL FUNDING                                                           | COREBRIDGE GBL FUNDING 5.2% 01/12/2029 144A                                                     | CUSIP: 00138CAX6<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |    325000 | PA      | $334579.68    | 0.01%             | 2029-01-12      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING CO L P / PTL FIN CORP                                          | PENSKE TRUCK LEASING CO LP /CORP 5.35% 01/12/2027 144A                                          | CUSIP: 709599BY9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    515000 | PA      | $520199.36    | 0.02%             | 2027-01-12      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SFS AUTO RECEIVABLES SECURITIZATION TR 2024-1                                       | SFS AUTO RECEIVABLES SECURITIZATION TR 2024-1 5.51% 01/20/2032 144A                             | CUSIP: 78435VAF9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    494000 | PA      | $509829.04    | 0.02%             | 2032-01-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                                    | SOCIETE GENERALE FRANCE 5.519%/VAR 01/19/2028 144A                                              | CUSIP: 83368RBV3<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    770000 | PA      | $779543.66    | 0.02%             | 2028-01-19      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                               | ATHENE GLOBAL FUNDING 5.339% 01/15/2027 144A                                                    | CUSIP: 04685A3R0<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2525905.73   | 0.08%             | 2027-01-15      | 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        |    135299 | PA      | $135843.20    | 0.00%             | 2027-08-20      | Fixed         | 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        |   3310000 | PA      | $3339565.05   | 0.10%             | 2028-01-23      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| DLLST 2024-1 LLC                                                                    | DLLST 2024-1 LLC 4.93% 04/22/2030 144A                                                          | CUSIP: 23346HAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     65000 | PA      | $65587.80     | 0.00%             | 2030-04-22      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BX COML MTG TR 2024-XL4                                                             | BX COML MTG TR 2024-XL4 A TSFR1M+144.203 02/15/2039 144A                                        | CUSIP: 05611VAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    831950 | PA      | $831949.64    | 0.03%             | 2039-02-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST 2024-1                                                      | CARMAX AUTO OWNER TRUST 2024-1 5.47% 08/15/2029                                                 | CUSIP: 14318WAG2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    505000 | PA      | $517266.55    | 0.02%             | 2029-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| QNB FINANCE LTD                                                                     | QNB FINANCE LTD 4.875% 01/30/2029 REGS                                                          | CUSIP: N/A<br>LEI: 549300MY0DXTHQEX5O57       | Long             | DBT              | CORP              | KY        |   1970000 | PA      | $2009400.00   | 0.06%             | 2029-01-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING LLC 2024-1                                               | ENTERPRISE FLEET FINANCING LLC 2024-1 5.23% 03/20/2030 144A                                     | CUSIP: 29375PAB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1202420 | PA      | $1211266.06   | 0.04%             | 2030-03-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HPEFS EQIPMENT TR 2024-1                                                            | HPEFS EQIPMENT TR 2024-1 5.33% 05/20/2031 144A                                                  | CUSIP: 403963AE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1220000 | PA      | $1225708.01   | 0.04%             | 2031-05-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET RENT CAR FDG AESOP LLC                                                  | AVIS BUDGET RENTCAR FDG AE LLC 6.24% 04/20/2027 144A                                            | CUSIP: 05377RFX7<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-CBDO         | CORP              | US        |    100000 | PA      | $100178.93    | 0.00%             | 2027-04-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET RENT CAR FDG AESOP LLC                                                  | AVIS BUDGET RENTCAR FDG AE LLC 6.18% 10/20/2027 144A                                            | CUSIP: 05377RGN8<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-CBDO         | CORP              | US        |    210000 | PA      | $211215.19    | 0.01%             | 2027-10-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                                                           | IQVIA INC 6.25% 02/01/2029                                                                      | CUSIP: 46266TAF5<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    440000 | PA      | $462454.52    | 0.01%             | 2029-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG NEW YORK BNCH                                                      | DEUTSCHE BANK AG NEW YORK BNCH 5.706%/VAR 02/08/2028                                            | CUSIP: 251526CV9<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1014815.03   | 0.03%             | 2028-02-08      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GENERAL MTRS FINL CO INC                                                            | GENERAL MTRS FINL CO INC 5.4% 05/08/2027                                                        | CUSIP: 37045XEQ5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   3211000 | PA      | $3261399.44   | 0.10%             | 2027-05-08      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ERAC USA FIN LLC                                                                    | ERAC USA FIN LLC 5% 02/15/2029 144A                                                             | CUSIP: 26884TAY8<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |    505000 | PA      | $520059.47    | 0.02%             | 2029-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                       | CITIGROUP INC 5.174%/VAR 02/13/2030                                                             | CUSIP: 172967PF2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    710000 | PA      | $731571.13    | 0.02%             | 2030-02-13      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| POST RD EQUIP FIN 2024-1                                                            | POST RD EQUIP FIN 2024-1 5.59% 11/15/2029 144A                                                  | CUSIP: 737473AB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     20101 | PA      | $20168.33     | 0.00%             | 2029-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS INC                                                           | ROGERS COMMUNICATIONS INC 5% 02/15/2029                                                         | CUSIP: 775109DE8<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |   1835000 | PA      | $1877266.80   | 0.06%             | 2029-02-15      | 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        |    719847 | PA      | $627408.63    | 0.02%             | 2054-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                                 | AMERICAN EXPRESS CO 5.098%/VAR 02/16/2028                                                       | CUSIP: 025816DP1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    380000 | PA      | $383905.21    | 0.01%             | 2028-02-16      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BLP COML MTG 2024-INDS                                                              | BLP COML MTG 2024-IND2 A TSFR1M+139.208 03/15/2041 144A                                         | CUSIP: 05625AAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    657055 | PA      | $657055.02    | 0.02%             | 2041-03-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| OCTANE RECEIVABLE TRUST                                                             | OCTANE RECEIVABLE TRUST 5.68% 05/20/2030 144A                                                   | CUSIP: 67571FAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    121010 | PA      | $121817.67    | 0.00%             | 2030-05-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                                         | EXELON CORP 5.15% 03/15/2029                                                                    | CUSIP: 30161NBM2<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    380000 | PA      | $392798.38    | 0.01%             | 2029-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                                                     | DANSKE BANK AS (UNGTD) 5.427%/VAR 03/01/2028 144A                                               | CUSIP: 23636ABG5<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    730000 | PA      | $740782.84    | 0.02%             | 2028-03-01      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                                   | NATWEST GROUP PLC 5.583%/VAR 03/01/2028                                                         | CUSIP: 639057AL2<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    700000 | PA      | $711114.80    | 0.02%             | 2028-03-01      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                          | FISERV INC 5.15% 03/15/2027                                                                     | CUSIP: 337738BJ6<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   1805000 | PA      | $1822420.85   | 0.06%             | 2027-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GATX CORP                                                                           | GATX CORP 5.4% 03/15/2027                                                                       | CUSIP: 361448BP7<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    820000 | PA      | $831569.04    | 0.03%             | 2027-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                       | SOUTHERN CALIFORNIA EDISON CO 5.15% 06/01/2029                                                  | CUSIP: 842400JC8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   1020000 | PA      | $1049287.24   | 0.03%             | 2029-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ELEMENT FLEET MANAGEMENT CORP                                                       | ELEMENT FLEET MANAGEMENT CORP 5.643% 03/13/2027 144A                                            | CUSIP: 286181AM4<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |    660000 | PA      | $669613.34    | 0.02%             | 2027-03-13      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                        | BARCLAYS PLC 5.674%/VAR 03/12/2028                                                              | CUSIP: 06738ECP8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   2500000 | PA      | $2539538.35   | 0.08%             | 2028-03-12      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                                | KEURIG DR PEPPER INC 5.05% 03/15/2029                                                           | CUSIP: 49271VAT7<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |   1190000 | PA      | $1219398.94   | 0.04%             | 2029-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| OCTAGON INVESTMENT PARTNERS 39 LTD                                                  | OCTAGON INVESTMENT PARTNERS 39 LTD AR TSFR3M+115 10/20/2030 144A                                | CUSIP: 67592CAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     49754 | PA      | $49760.43     | 0.00%             | 2030-10-20      | 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      | $811935.79    | 0.02%             | 2028-03-14      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BMO 2024-C8                                                                         | BMO 2024-C8 A1 5.54224% 03/15/2057                                                              | CUSIP: 05593HAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    348613 | PA      | $352528.38    | 0.01%             | 2057-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2024-V6 MTG TR                                                            | BENCHMARK 2024-V6 MTG TR 5.56775% 03/15/2057                                                    | CUSIP: 081927AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    140923 | PA      | $141856.64    | 0.00%             | 2057-03-15      | Fixed         | 0.06%                 | 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        |    210891 | PA      | $211012.68    | 0.01%             | 2030-11-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP/MEDLINE CO-ISSUER INC                                           | MEDLINE BORROWER LP/MEDLINE CO-ISSUER INC 6.25% 04/01/2029 144A                                 | CUSIP: 58506DAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    199000 | PA      | $205362.43    | 0.01%             | 2029-04-01      | Fixed         | 0.06%                 | 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      | $951095.82    | 0.03%             | 2054-04-30      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| VOYA CLO 2019-2 LLC                                                                 | VOYA CLO 2019-2 LLC AR TSFR3M+120 07/20/2032 144A                                               | CUSIP: 92917RAL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2308426 | PA      | $2310242.99   | 0.07%             | 2032-07-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                               | ATHENE GLOBAL FUNDING 5.516% 03/25/2027 144A                                                    | CUSIP: 04685A3T6<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   2503000 | PA      | $2539848.82   | 0.08%             | 2027-03-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GLENCORE FDG LLC                                                                    | GLENCORE FDG LLC 5.338% 04/04/2027 144A                                                         | CUSIP: 378272BR8<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   2088000 | PA      | $2118156.32   | 0.06%             | 2027-04-04      | 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        |    171403 | PA      | $171867.55    | 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        |    218455 | PA      | $218932.78    | 0.01%             | 2030-10-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CHESAPEAKE FUNDING II LLC                                                           | CHESAPEAKE FUNDING II LLC 5.52% 05/15/2036 144A                                                 | CUSIP: 165183DE1<br>LEI: 5493000HT7H4OFOD6Z12 | Long             | ABS-CBDO         | CORP              | US        |    255249 | PA      | $258456.44    | 0.01%             | 2036-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WHEELS FLEET LEASE FUNDING 1 LLC                                                    | WHEELS FLEET LEASE FUNDING 1 LLC 24-1A A1 5.49% 02/18/2039 144A                                 | CUSIP: 96328GBM8<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-CBDO         | CORP              | US        |    710592 | PA      | $718522.80    | 0.02%             | 2039-02-18      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                          | FNMA 30YR 5.5% 03/01/2054#FS7426                                                                | CUSIP: 3140XPHC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    739382 | PA      | $760767.41    | 0.02%             | 2054-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FINANCIAL GROUP INC                                                  | MITSUBISHI UFJ FIN GRP INC 5.258%/VAR 04/17/2030                                                | CUSIP: 606822DE1<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   1650000 | PA      | $1708560.40   | 0.05%             | 2030-04-17      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                              | DIAMONDBACK ENERGY INC 5.2% 04/18/2027                                                          | CUSIP: 25278XAX7<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |   2375000 | PA      | $2405488.61   | 0.07%             | 2027-04-18      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DELL EQUIPMENT FINANCE TRUST 24-1                                                   | DELL EQUIPMENT FINANCE TRUST 24-1 D 6.12% 09/23/2030 144A                                       | CUSIP: 24702GAL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    195000 | PA      | $197512.13    | 0.01%             | 2030-09-23      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| JACKSON NATL LIFE GLOBAL FDG                                                        | JACKSON NATL LIFE GLOBAL FDG 5.6% 04/10/2026 144A                                               | CUSIP: 46849LUZ2<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |   1220000 | PA      | $1222101.02   | 0.04%             | 2026-04-10      | 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      | $2545771.13   | 0.08%             | 2028-04-22      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST                           | AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST 6.45% 04/15/2027                      | CUSIP: 00774MBG9<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   1551000 | PA      | $1590031.86   | 0.05%             | 2027-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SDR COML MTG TR 2024-DSNY                                                           | SDR COMMERCIAL MORTGAGE TRUST 2024-DSNY TSFR1M+174.115 05/15/2039 144A                          | CUSIP: 811304AE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    790000 | PA      | $790006.87    | 0.02%             | 2039-05-15      | Variable      | 0.05%                 | 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      | $72735.42     | 0.00%             | 2030-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING 2024-2                                                   | ENTERPRISE FLEET FINANCING 2024-2 5.74% 12/20/2026 144A                                         | CUSIP: 29375RAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     90420 | PA      | $90644.18     | 0.00%             | 2026-12-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                                 | AMERICAN EXPRESS CO 5.532%/VAR 04/25/2030                                                       | CUSIP: 025816DU0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    845000 | PA      | $882357.35    | 0.03%             | 2030-04-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BMO 2024-5C4 MTG TR                                                                 | BMO 2024-5C4 MTG TR VAR 05/15/2057                                                              | CUSIP: 09660SAU4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1065788.50   | 0.03%             | 2057-05-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| ICON INVESTMENTS SIX DESIGNATED ACTIVITY CO                                         | ICON INVESTMENTS SIX DESIGNATED ACTIVITY CO 5.809% 05/08/2027                                   | CUSIP: 45115AAA2<br>LEI: 635400FQ1M7J2CHLAS59 | Long             | DBT              | CORP              | IE        |   1940000 | PA      | $1957343.29   | 0.06%             | 2027-05-08      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MED COML MTG TR 2024-MOB                                                            | MED COML MTG TR 2024-MOB A TSFR1M+159.151 05/15/2041                                            | CUSIP: 55287BAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    995000 | PA      | $990560.01    | 0.03%             | 2041-05-15      | Variable      | 0.05%                 | 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        |    675827 | PA      | $676249.35    | 0.02%             | 2041-05-15      | Floating      | 0.05%                 | 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      | $1083583.83   | 0.03%             | 2028-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                                               | FOUNDRY JV HOLDCO LLC 5.9% 01/25/2030 144A                                                      | CUSIP: 350930AB9<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    330000 | PA      | $348258.12    | 0.01%             | 2030-01-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CYRUSONE DATA CENTERS ISSUER I LLC                                                  | CYRUSONE DATA CENTERS ISSUER I LLC2A A2 4.5% 05/20/2049 144A                                    | CUSIP: 23284BAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1500000 | PA      | $1481859.00   | 0.04%             | 2049-05-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BX COML MTG TR 2024-MDHS                                                            | BX COML MTG TR 2024-MDHS TSFR1M+184.1 05/15/2041 144A                                           | CUSIP: 12433BAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    696500 | PA      | $697370.64    | 0.02%             | 2041-05-15      | Variable      | 0.06%                 | 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        |    273377 | PA      | $274357.78    | 0.01%             | 2027-08-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FORD CR FLOORPLN MAST OWN TR A                                                      | FORD CR FLOORPLN MAST OWN TR A 5.48% 04/15/2029 144A                                            | CUSIP: 34528QJC9<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-CBDO         | CORP              | US        |    550000 | PA      | $558823.05    | 0.02%             | 2029-04-15      | 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        |   1177539 | PA      | $1180524.02   | 0.04%             | 2031-11-13      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ATLASSIAN CORP PLC                                                                  | ATLASSIAN CORP PLC 5.25% 05/15/2029                                                             | CUSIP: 049468AA9<br>LEI: 549300V7ZY5P02D2MY38 | Long             | DBT              | CORP              | US        |    425000 | PA      | $432504.31    | 0.01%             | 2029-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                   | HSBC HOLDINGS PLC 5.597%/VAR 05/17/2028                                                         | CUSIP: 404280EF2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   2845000 | PA      | $2897035.88   | 0.09%             | 2028-05-17      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                                              | STANDARD CHARTERED PLC 5.688%/VAR 05/14/2028 144A                                               | CUSIP: 853254DB3<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    780000 | PA      | $794996.93    | 0.02%             | 2028-05-14      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| HILT COMMERCIAL MORTGAGE TRUST 2024-ORL                                             | HILT COMMERCIAL MORTGAGE TRUST 2024-ORL B TSFR1M+194.067 05/15/2037 144A                        | CUSIP: 403956AC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    965000 | PA      | $964396.88    | 0.03%             | 2037-05-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| NAVISTAR FINL DEALER NT MASTER OWNER TR II                                          | NAVISTAR FINL DEALER NT MASTER OWNER TR II 24-1 B 5.79% 04/25/2029 144A                         | CUSIP: 63938PBX6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    100000 | PA      | $100215.45    | 0.00%             | 2029-04-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NAVISTAR FINL DEALER NT MASTER OWNER TR II                                          | NAVISTAR FINL DEALER NT MASTER OWNER TR II 24-1 C 6.13% 04/25/2029 144A                         | CUSIP: 63938PBY4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    155000 | PA      | $155353.96    | 0.00%             | 2029-04-25      | Fixed         | 0.06%                 | 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      | $1319588.06   | 0.04%             | 2027-05-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                            | FORD MOTOR CREDIT CO LLC 5.85% 05/17/2027                                                       | CUSIP: 345397E74<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2540968.03   | 0.08%             | 2027-05-17      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ AUTO LEASE TRUST 2024-A                                               | MERCEDES-BENZ AUTO LEASE TRUST 2024-A 5.44% 02/16/2027                                          | CUSIP: 58770JAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     38210 | PA      | $38239.73     | 0.00%             | 2027-02-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MADISON PARK FUNDING XXIV LTD                                                       | MADISON PARK FUNDING XXIV LTD CR2 TSFR3M+205 10/20/2029 144A                                    | CUSIP: 55820NBA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    855000 | PA      | $855627.57    | 0.03%             | 2029-10-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| VERDANT RECEIVABLES 2024-1 LLC                                                      | VERDANT RECEIVABLES 2024-1 LLC 5.68% 12/12/2031 144A                                            | CUSIP: 92339MAB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    162077 | PA      | $165162.08    | 0.00%             | 2031-12-12      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TRICON RESIDENTIAL 2024-SFR2 TR                                                     | TRICON RESIDENTIAL 2024-SFR2 A 4.75% 06/17/2040 144A                                            | CUSIP: 89616VAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    558232 | PA      | $560805.37    | 0.02%             | 2040-06-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TRICON RESIDENTIAL 2024-SFR2 TR                                                     | TRICON RESIDENTIAL 2024-SFR2 TR 6% 06/17/2040 144A                                              | CUSIP: 89616VAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1020000 | PA      | $1032469.30   | 0.03%             | 2040-06-17      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CFMT 2024-HB13 LLC                                                                  | CFMT 2024-HB13 LLC VAR 05/25/2034 144A                                                          | CUSIP: 12530VAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    199159 | PA      | $197335.19    | 0.01%             | 2034-05-25      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| KKR CLO 40 LTD                                                                      | KKR CLO 40 LTD AR TSFR3M+130 10/20/2034 144A                                                    | CUSIP: 48254UAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   1980000 | PA      | $1980936.54   | 0.06%             | 2034-10-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SANTANDER HLDGS USA INC                                                             | SANTANDER HLDGS USA INC 6.124%/VAR 05/31/2027                                                   | CUSIP: 80282KBK1<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    160000 | PA      | $160662.91    | 0.00%             | 2027-05-31      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| OWENS CORNING NEW                                                                   | OWENS CORNING NEW 5.5% 06/15/2027                                                               | CUSIP: 690742AN1<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |    690000 | PA      | $702624.60    | 0.02%             | 2027-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ROMARK CLO II LTD                                                                   | ROMARK CLO II LTD A2R TSFR3M+165 07/25/2031 144A                                                | CUSIP: 77587EAN8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2150000 | PA      | $2152614.40   | 0.07%             | 2031-07-25      | Variable      | 0.05%                 | 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      | $1071242.16   | 0.03%             | 2039-06-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ARI FLEET LEASE TRUST 2024-B                                                        | ARI FLEET LEASE TRUST 2024-B 5.54% 04/15/2033 144A                                              | CUSIP: 04033HAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    465484 | PA      | $468496.39    | 0.01%             | 2033-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HEALTH CARE SVCS CORP                                                               | HEALTH CARE SVCS CORP 5.2% 06/15/2029 144A                                                      | CUSIP: 42218SAK4<br>LEI: 549300TMJ1FKCKECR148 | Long             | DBT              | CORP              | US        |   2085000 | PA      | $2144190.90   | 0.06%             | 2029-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                  | ENERGY TRANSFER LP 5.25% 07/01/2029                                                             | CUSIP: 29273VAZ3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    645000 | PA      | $668803.38    | 0.02%             | 2029-07-01      | Fixed         | 0.05%                 | 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        |   1963142 | PA      | $1963813.63   | 0.06%             | 2033-10-18      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK 2024-BNK47                                                                     | BANK 2024-BNK47 A1 5.523% 06/15/2057                                                            | CUSIP: 06540GAQ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    149738 | PA      | $152940.93    | 0.00%             | 2057-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST 2024-N2                                              | CARVANA AUTO RECEIVABLES TRUST 2024-N2 B 5.67% 09/10/2030 144A                                  | CUSIP: 14687VAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    815000 | PA      | $823730.93    | 0.02%             | 2030-09-10      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST 2024-N2                                              | CARVANA AUTO RECEIVABLES TRUST 2024-N2 C 5.82% 09/10/2030 144A                                  | CUSIP: 14687VAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1620000 | PA      | $1654881.84   | 0.05%             | 2030-09-10      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FORDO 2024-B                                                                        | FORDO 2024-B 5.4% 04/15/2027                                                                    | CUSIP: 34531QAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     41778 | PA      | $41812.01     | 0.00%             | 2027-04-15      | Fixed         | 0.05%                 | 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        |     10818 | PA      | $10830.72     | 0.00%             | 2027-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ALLY BK MIDVALE UTAH                                                                | ALLY BK MIDVALE UTAH 24-A C 6.022% 05/17/2032 144A                                              | CUSIP: 02007GZ63<br>LEI: 549300C04BJ0G297NC13 | Long             | ABS-CBDO         | CORP              | US        |    108305 | PA      | $110245.88    | 0.00%             | 2032-05-17      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GENERAL MTRS FINL CO INC                                                            | GENERAL MTRS FINL CO INC 5.35% 07/15/2027                                                       | CUSIP: 37045XEX0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    893000 | PA      | $908443.65    | 0.03%             | 2027-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANK AUTO CREDIT-LINKED NOTES SERIES 2024-1                              | HUNTINGTON BANK AUTO CREDIT-LINKED NOTES SERIES 2024-1 6.153% 05/20/2032 144A                   | CUSIP: 44644NAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    530201 | PA      | $539247.77    | 0.02%             | 2032-05-20      | Fixed         | 0.06%                 | 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      | $701886.64    | 0.02%             | 2027-09-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                             | HYUNDAI CAP AMER 5.45% 06/24/2026 144A                                                          | CUSIP: 44891ADA2<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2008192.52   | 0.06%             | 2026-06-24      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| KUBOTA CREDIT OWNER TRUST 2024-2                                                    | KUBOTA CREDIT OWNER TRUST 2024-2 5.45% 04/15/2027 144A                                          | CUSIP: 50117DAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    194962 | PA      | $195371.95    | 0.01%             | 2027-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                                                | ENEL FINANCE INTL NV 5.125% 06/26/2029 144A                                                     | CUSIP: 29278GBD9<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |   2450000 | PA      | $2524067.84   | 0.08%             | 2029-06-26      | 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        |    204548 | PA      | $207461.86    | 0.01%             | 2032-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HPEFS EQUIP TR 2024-2                                                               | HPEFS EQUIP TR 2024-2A B 5.35% 10/20/2031 144A                                                  | CUSIP: 40444MAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    170000 | PA      | $171602.35    | 0.01%             | 2031-10-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CARMAX SELECT RECEIVABLES TRUST 2024-A                                              | CARMAX SELECT RECEIVABLES TRUST 2024-A 5.35% 01/15/2030                                         | CUSIP: 14319FAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    270000 | PA      | $274626.40    | 0.01%             | 2030-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HPEFS EQUIP TR 2024-2                                                               | HPEFS EQUIP TR 2024-2A D 5.82% 04/20/2032 144A                                                  | CUSIP: 40444MAL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    420000 | PA      | $428444.31    | 0.01%             | 2032-04-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SANTANDER BANK NA - SBCLN                                                           | SANTANDER BANK NA - SBCLN 24-A C 5.818% 06/15/2032 144A                                         | CUSIP: 80290CCK8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    249015 | PA      | $252331.50    | 0.01%             | 2032-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CARMAX SELECT RECEIVABLES TRUST 2024-A                                              | CARMAX SELECT RECEIVABLES TRUST 2024-A 5.62% 01/15/2030                                         | CUSIP: 14319FAF0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1150000 | PA      | $1180621.97   | 0.04%             | 2030-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| JACKSON NATL LIFE GLOBAL FDG                                                        | JACKSON NATL LIFE GLOBAL FDG 5.55% 07/02/2027 144A                                              | CUSIP: 46849LVA6<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |   2604000 | PA      | $2651091.65   | 0.08%             | 2027-07-02      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AUXILIOR TERM FUNDING 2024-1 LLC                                                    | AUXILIOR TERM FUNDING 2024-1 LLC 24-1A A3 5.49% 07/15/2031 144A                                 | CUSIP: 05335FAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    485000 | PA      | $492778.96    | 0.01%             | 2031-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BMARK 2024-V8                                                                       | BMARK 2024-V8 5.514% 07/15/2057                                                                 | CUSIP: 08190AAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    337215 | PA      | $343668.51    | 0.01%             | 2057-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                               | ATHENE GLOBAL FUNDING 5.349% 07/09/2027 144A                                                    | CUSIP: 04685A3X7<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    860000 | PA      | $873075.81    | 0.03%             | 2027-07-09      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                        | BROADCOM INC 5.05% 07/12/2029                                                                   | CUSIP: 11135FBX8<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   2400000 | PA      | $2483245.27   | 0.08%             | 2029-07-12      | Fixed         | 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        |   3284000 | PA      | $3327618.88   | 0.10%             | 2028-07-22      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING 2024-3 LLC                                               | ENTERPRISE FLEET FINANCING 2024-3 LLC 5.31% 04/20/2027 144A                                     | CUSIP: 29375QAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    587169 | PA      | $588933.51    | 0.02%             | 2027-04-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING 2024-3 LLC                                               | ENTERPRISE FLEET FINANCING 2024-3 LLC 5.06% 03/20/2031 144A                                     | CUSIP: 29375QAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    205000 | PA      | $210340.02    | 0.01%             | 2031-03-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                                 | AMERICAN EXPRESS CO 5.043%/VAR 07/26/2028                                                       | CUSIP: 025816DV8<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    710000 | PA      | $721095.61    | 0.02%             | 2028-07-26      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MAGNETITE XXII LTD / MAGNETITE XXII LLC                                             | MAGNETITE XXII LTD / MAGNETITE XXII LLC ARR TSFR3M+125 07/15/2036 144A                          | CUSIP: 55954HAW2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2408000 | PA      | $2409459.25   | 0.07%             | 2036-07-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST 2024-3                                                      | CARMAX AUTO OWNER TRUST 2024-3 5.67% 01/15/2031                                                 | CUSIP: 14319GAH4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    255000 | PA      | $262153.31    | 0.01%             | 2031-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                                                       | DTE ENERGY CO 4.95% 07/01/2027                                                                  | CUSIP: 233331BM8<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    600000 | PA      | $607146.66    | 0.02%             | 2027-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                                                                  | BMW US CAPITAL LLC 4.6% 08/13/2027 144A                                                         | CUSIP: 05565ECQ6<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |   1965000 | PA      | $1985338.52   | 0.06%             | 2027-08-13      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMER FIN LLC                                                       | VOLKSWAGEN GROUP AMER FIN LLC 4.85% 08/15/2027 144A                                             | CUSIP: 928668CL4<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   1875000 | PA      | $1894555.37   | 0.06%             | 2027-08-15      | Fixed         | 0.05%                 | 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      | $686725.01    | 0.02%             | 2029-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AMUR EQUIPMENT FINANCE RECEIVABLES XIV LLC                                          | AMUR EQUIPMENT FINANCE RECEIVABLES XIV LLC 5.38% 07/21/2031 144A                                | CUSIP: 03238BAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1553000 | PA      | $1589772.71   | 0.05%             | 2031-07-21      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AMUR EQUIPMENT FINANCE RECEIVABLES XIV LLC                                          | AMUR EQUIPMENT FINANCE RECEIVABLES XIV LLC 5.97% 10/20/2031 144A                                | CUSIP: 03238BAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    245000 | PA      | $251315.05    | 0.01%             | 2031-10-20      | Fixed         | 0.06%                 | 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        |    490350 | PA      | $495424.85    | 0.01%             | 2039-06-21      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HYT COMMERCIAL MORTGAGE TRUST 2024-RGCY                                             | HYT COMMERCIAL MORTGAGE TRUST 2024-RGCY TSFR1M+184.146 09/15/2041 144A                          | CUSIP: 449173AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1595000 | PA      | $1596456.08   | 0.05%             | 2041-09-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL TRUST 2021-SFR8                                                | PROGRESS RESIDENTIAL TRUST 2021-SFR8 1.931% 10/17/2038 144A                                     | CUSIP: 74333TAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2225000 | PA      | $2191999.25   | 0.07%             | 2038-10-17      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL TRUST 2021-SFR8                                                | PROGRESS RESIDENTIAL TRUST 2021-SFR8 1.681% 10/17/2038 144A                                     | CUSIP: 74333TAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    496000 | PA      | $488226.49    | 0.01%             | 2038-10-17      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE GLOBAL FUNDING                                                           | COREBRIDGE GBL FUNDING 4.65% 08/20/2027 144A                                                    | CUSIP: 00138CBB3<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |    415000 | PA      | $418880.42    | 0.01%             | 2027-08-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK5 2024-5YR9                                                                     | BANK5 2024-5YR9 4.8894% 08/15/2057                                                              | CUSIP: 06644VBA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    681017 | PA      | $689298.71    | 0.02%             | 2057-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON and CO                                                             | BECTON DICKINSON and CO 6.7% 12/01/2026                                                         | CUSIP: 075887CE7<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    731000 | PA      | $741862.43    | 0.02%             | 2026-12-01      | Fixed         | 0.07%                 | 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        |    885000 | PA      | $888206.41    | 0.03%             | 2026-08-27      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VOYA CLO 2022-1 LTD / VOYA CLO 2022-1 LLC                                           | VOYA CLO 2022-1 LTD / VOYA CLO 2022-1 LLC A1R TSFR3M+125 04/20/2035 144A                        | CUSIP: 92918UAL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1888000 | PA      | $1891415.39   | 0.06%             | 2035-04-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                            | FORD MOTOR CREDIT CO LLC 5.125% 11/05/2026                                                      | CUSIP: 345397F81<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    780000 | PA      | $784502.47    | 0.02%             | 2026-11-05      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                           | ONEOK INC 4.25% 09/24/2027                                                                      | CUSIP: 682680CB7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   2070000 | PA      | $2079901.53   | 0.06%             | 2027-09-24      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                          | FNMA 30YR 5.5% 09/01/2054#CB9209                                                                | CUSIP: 3140QVGT5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3171277 | PA      | $3246898.81   | 0.10%             | 2054-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE OWNER TR 2024-C                                                          | JOHN DEERE OWNER TR 2024-C A2B SOFR30A+43 08/16/2027                                            | CUSIP: 477911AC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    550762 | PA      | $550961.76    | 0.02%             | 2027-08-16      | Variable      | 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      | $2276823.10   | 0.07%             | 2029-10-15      | Fixed         | 0.05%                 | 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        |   3883623 | PA      | $3937866.64   | 0.12%             | 2053-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GA GLOBAL FUNDING TRUST                                                             | GA GLOBAL FUNDING TRUST 4.4% 09/23/2027 144A                                                    | CUSIP: 36143L2N4<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |   1490000 | PA      | $1494797.74   | 0.05%             | 2027-09-23      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| OSS 2024-H6 MTG TR                                                                  | OSS 2024-H6 MTG TR 5.383% 09/25/2069 144A                                                       | CUSIP: 227919AB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1212385 | PA      | $1219403.16   | 0.04%             | 2069-09-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2019-HY3                                                  | TOWD POINT MORTGAGE TRUST 2019-HY3 M1 TSFR1M+161.448 10/25/2059 144A                            | CUSIP: 89177XAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    420000 | PA      | $421940.95    | 0.01%             | 2059-10-25      | Variable      | 0.05%                 | 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      | $780090.87    | 0.02%             | 2030-10-02      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| DRYDEN 45 SENIOR LOAN FUND                                                          | DRYDEN 45 SENIOR LOAN FUND BRR TSFR3M+165 10/15/2030 144A                                       | CUSIP: 26244MBA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1290000 | PA      | $1292066.58   | 0.04%             | 2030-10-15      | Variable      | 0.05%                 | 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      | $902923.96    | 0.03%             | 2028-02-02      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EFMT 2024-INV2                                                                      | EFMT 2024-INV2 5.289% 10/25/2069 144A                                                           | CUSIP: 26844LAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    458798 | PA      | $460593.71    | 0.01%             | 2069-10-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DRIVE AUTO RECEIVABLES TR 2024-2                                                    | DRIVE AUTO RECEIVABLES TR 2024-2 4.67% 05/17/2032                                               | CUSIP: 26207AAF0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    475000 | PA      | $479082.39    | 0.01%             | 2032-05-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DARDEN RESTAURANTS INC                                                              | DARDEN RESTAURANTS INC 4.35% 10/15/2027                                                         | CUSIP: 237194AP0<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | DBT              | CORP              | US        |   1120000 | PA      | $1127674.12   | 0.03%             | 2027-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING 2024-4 LLC                                               | ENTERPRISE FLEET FINANCING 2024-4 LLC 4.69% 07/20/2027 144A                                     | CUSIP: 29374MAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1608009 | PA      | $1613227.60   | 0.05%             | 2027-07-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DELL EQUIP FIN TR 2024-2                                                            | DELL EQUIP FIN TR 2024-2 4.69% 08/22/2030 144A                                                  | CUSIP: 24704EAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    633887 | PA      | $634844.88    | 0.02%             | 2030-08-22      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VERIZON MASTER TRUST                                                                | VERIZON MASTER TRUST 4.42% 08/20/2030                                                           | CUSIP: 92348KDG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1355000 | PA      | $1363967.25   | 0.04%             | 2030-08-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO RECEIVABLES TRUST 2024-C                                               | HYUNDAI AUTO RECEIVABLES TRUST 2024-C 4.53% 09/15/2027                                          | CUSIP: 448976AB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    618628 | PA      | $619365.54    | 0.02%             | 2027-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GM FINL CONSUMER AUTOMOBILE RECEIVABLES TR 2024-4                                   | GM FINL CONSUMER AUTOMOBILE RECEIVABLES TR 2024-4 4.53% 10/18/2027                              | CUSIP: 38014AAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    418733 | PA      | $419047.92    | 0.01%             | 2027-10-18      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SFS AUTO RECEIVABLES SECURITIZATION TRUST 2024-3                                    | SFS AUTO RECEIVABLES SECURITIZATION TRUST 2024-3 4.71% 05/22/2028 144A                          | CUSIP: 78436XAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     82051 | PA      | $82097.93     | 0.00%             | 2028-05-22      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COML MTG TR 2024-GRP                                                    | WELLS FARGO COML MTG 2024-GRP A TSFR1M+179.132 10/15/2041 144A                                  | CUSIP: 95003YAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1060000 | PA      | $1058619.99   | 0.03%             | 2041-10-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAPITAL LLC                                                          | CNH INDUSTRIAL CAPITAL LLC 4.5% 10/08/2027                                                      | CUSIP: 12592BAT1<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |    800000 | PA      | $805695.73    | 0.02%             | 2027-10-08      | Fixed         | 0.04%                 | 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      | $872883.18    | 0.03%             | 2031-02-24      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                       | FHLG 30YR 3.5% 02/01/2052#SD1932                                                                | CUSIP: 3132DPED6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    868520 | PA      | $821725.37    | 0.02%             | 2052-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DELL EQUIP FIN TR 2024-2                                                            | DELL EQUIP FIN TR 2024-2 B 4.82% 08/22/2030 144A                                                | CUSIP: 24704EAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    105000 | PA      | $106022.24    | 0.00%             | 2030-08-22      | Fixed         | 0.05%                 | 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        |    984100 | PA      | $992058.91    | 0.03%             | 2069-11-25      | 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        |   1000829 | PA      | $1008329.52   | 0.03%             | 2044-11-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ROCC 2024-CNTR E                                                                    | ROCC 2024-CNTR A 5.38834% 11/13/2041 144A                                                       | CUSIP: 74970WAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    750000 | PA      | $776357.18    | 0.02%             | 2041-11-13      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                          | FNMA 30YR 4.5% 11/01/2054#MA5529                                                                | CUSIP: 31418FEB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    777355 | PA      | $769351.64    | 0.02%             | 2054-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE LOAN FUNDING 2024-2 LTD                                               | PALMER SQUARE LOAN FUNDING 2024-2 LTD A1N TSFR3M+100 01/15/2033 144A                            | CUSIP: 69703RAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    309688 | PA      | $309687.81    | 0.01%             | 2033-01-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ALLY BK MIDVALE UTAH                                                                | ALLY BK MIDVALE UTAH 24-B C 5.215% 09/15/2032 144A                                              | CUSIP: 02007G4D2<br>LEI: 549300C04BJ0G297NC13 | Long             | ABS-CBDO         | CORP              | US        |    162533 | PA      | $164148.45    | 0.00%             | 2032-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANK AUTO CREDIT-LINKED NOTES SERIES 2024-1                              | HUNTINGTON BANK AUTO CREDIT-LINKED NOTES SERIES 2024-2 B1 5.442% 10/20/2032 144A                | CUSIP: 44644NAG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1152718 | PA      | $1165666.79   | 0.04%             | 2032-10-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ALLY BK MIDVALE UTAH                                                                | ALLY BK MIDVALE UTAH 4.97% 09/15/2032 144A                                                      | CUSIP: 02007G4B6<br>LEI: 549300C04BJ0G297NC13 | Long             | ABS-CBDO         | CORP              | US        |    146546 | PA      | $147967.94    | 0.00%             | 2032-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BLUE OWL ASSET LEASING TRUST 2024-1 LLC                                             | BLUE OWL ASSET LEASING TRUST 2024-1A A2 LLC 5.05% 03/15/2029 144A                               | CUSIP: 095921AB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    363291 | PA      | $364652.11    | 0.01%             | 2029-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BLUE OWL ASSET LEASING TRUST 2024-1 LLC                                             | BLUE OWL ASSET LEASING TRUST 2024-1 LLC 5.41% 03/15/2030 144A                                   | CUSIP: 095921AC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    240000 | PA      | $242700.94    | 0.01%             | 2030-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| OCTANE RECEIVABLES TRUST 2024-3                                                     | OCTANE RECEIVABLES TRUST 2024-3 5.51% 10/20/2031 144A                                           | CUSIP: 67571GAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    300000 | PA      | $307087.65    | 0.01%             | 2031-10-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| OCTANE RECEIVABLES TRUST 2024-3                                                     | OCTANE RECEIVABLES TRUST 2024-3 4.94% 05/20/2030 144A                                           | CUSIP: 67571GAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    672453 | PA      | $675252.52    | 0.02%             | 2030-05-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FORTRESS CREDIT BSL VII LTD                                                         | FORTRESS CREDIT BSL VII LTD A2R TSFR3M+140 07/23/2032 144A                                      | CUSIP: 34956NAN2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    980000 | PA      | $979603.10    | 0.03%             | 2032-07-23      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FORTRESS CREDIT BSL VII LTD                                                         | FORTRESS CREDIT BSL VII LTD BR TSFR3M+165 07/23/2032 144A                                       | CUSIP: 34956NAQ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1250000 | PA      | $1250447.50   | 0.04%             | 2032-07-23      | 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      | $615178.75    | 0.02%             | 2057-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BANK5 2024-5YR11                                                                    | BANK5 2024-5YR11 AS 6.139% 11/15/2057                                                           | CUSIP: 06644WBL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    690000 | PA      | $727317.48    | 0.02%             | 2057-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| VALLEY STREAM PK CLO LTD / VY STREAM PK CLO LLC                                     | VALLEY STREAM PK CLO LTD / VY STREAM PK CLO LLC ARR TSFR3M+119 01/20/2037 144A                  | CUSIP: 92013AAT6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   1526000 | PA      | $1527271.16   | 0.05%             | 2037-01-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                   | HSBC HOLDINGS PLC 5.13%/VAR 11/19/2028                                                          | CUSIP: 404280EM7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1220000 | PA      | $1242136.14   | 0.04%             | 2028-11-19      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BUCKHORN PARK CLO LTD                                                               | BUCKHORN PARK CLO LTD ARR TSFR3M+107 07/18/2034 144A                                            | CUSIP: 118382BA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2502307.50   | 0.08%             | 2034-07-18      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON INGALLS INDUSTRIES INC                                                   | HUNTINGTON INGALLS INDUSTRIES INC 5.353% 01/15/2030                                             | CUSIP: 446413BA3<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |    330000 | PA      | $342419.20    | 0.01%             | 2030-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MARBLE POINT CLO XV LTD                                                             | MARBLE POINT CLO XV LTD A1R2 TSFR3M+104 07/23/2032 144A                                         | CUSIP: 56606YAW5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1052371 | PA      | $1052804.78   | 0.03%             | 2032-07-23      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE PRIME AUTO RECEIVABLES TR 2024-1                                        | CAPITAL ONE PRIME AUTO RECEIVABLES TR 2024-1 4.61% 10/15/2027                                   | CUSIP: 14043NAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    493120 | PA      | $493559.47    | 0.01%             | 2027-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| COLT 2024-INV4 MTG LN TR                                                            | COLT 2024-INV4 A3 MORTGAGE LOAN TRUST VAR 05/25/2069 144A                                       | CUSIP: 19688QAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    979270 | PA      | $992921.94    | 0.03%             | 2069-05-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                                            | VISTRA OPERATIONS CO LLC 5.05% 12/30/2026 144A                                                  | CUSIP: 92840VAT9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    633000 | PA      | $639871.04    | 0.02%             | 2026-12-30      | Fixed         | 0.05%                 | 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      | $1736422.24   | 0.05%             | 2027-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BANK5 2024-5YR12                                                                    | BANK5 2024-5YR12 5.902% 12/15/2057                                                              | CUSIP: 06644XBG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1090000 | PA      | $1155272.80   | 0.03%             | 2057-12-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BANK5 2024-5YR12                                                                    | BANK5 2024-5YR12 AS VAR 12/15/2057                                                              | CUSIP: 06644XBP0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    485000 | PA      | $511416.79    | 0.02%             | 2057-12-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| HARTWICK PARK CLO LTD                                                               | HARTWICK PARK CLO LTD AR TSFR3M+116 01/20/2037 144A                                             | CUSIP: 417403AN2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   2899000 | PA      | $2902739.71   | 0.09%             | 2037-01-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| DRYDEN 68 CLO LTD                                                                   | DRYDEN 68 CLO LTD ARR TSFR3M+110 07/15/2035 144A                                                | CUSIP: 26252QAS1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2331000 | PA      | $2329137.53   | 0.07%             | 2035-07-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SOUND POINT CLO XXII LTD                                                            | SOUND POINT CLO XXII LTD BRR TSFR3M+165 01/20/2032 144A                                         | CUSIP: 83611KAY8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250863.25    | 0.01%             | 2032-01-20      | Variable      | 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        |   2860000 | PA      | $2862070.64   | 0.09%             | 2034-07-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CENCORA INC                                                                         | CENCORA INC 4.625% 12/15/2027                                                                   | CUSIP: 03073EAV7<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    500000 | PA      | $506253.25    | 0.02%             | 2027-12-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LTD                                                         | AVOLON HOLDINGS FUNDING LTD 4.95% 01/15/2028 144A                                               | CUSIP: 05401AAW1<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   2500000 | PA      | $2533202.58   | 0.08%             | 2028-01-15      | Fixed         | 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        |    217987 | PA      | $218054.88    | 0.01%             | 2039-12-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FORTRESS CREDIT BSL VIII LTD                                                        | FORTRESS CREDIT BSL VIII LTD A2R TSFR3M+140 10/20/2032 144A                                     | CUSIP: 34962DAQ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2455000 | PA      | $2453860.88   | 0.07%             | 2032-10-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FORTRESS CREDIT BSL VIII LTD                                                        | FORTRESS CREDIT BSL VIII LTD A1AR TSFR3M+105 10/20/2032 144A                                    | CUSIP: 34962DAN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    506718 | PA      | $506618.75    | 0.02%             | 2032-10-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| TCO COML MTG TR 2024-DPM                                                            | TAUBMAN CENTERS COMMERCIAL MORTGAGE TRUST 24-DPM A TSFR1M+139.27 12/15/2039 144A                | CUSIP: 87231EAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1157000 | PA      | $1158447.18   | 0.04%             | 2039-12-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST 2024-P4                                              | CARVANA AUTO RECEIVABLES TRUST 2024-P4 4.62% 02/10/2028                                         | CUSIP: 14076LAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     85756 | PA      | $85776.77     | 0.00%             | 2028-02-10      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BX COML MTG TR 2024-GPA3                                                            | BX COML MTG TR 2024-GPA3 TSFR1M+164.233 12/15/2039 144A                                         | CUSIP: 123910AC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    560649 | PA      | $560999.84    | 0.02%             | 2039-12-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                          | FNMA 30YR 5.5% 05/01/2054#CB8483                                                                | CUSIP: 3140QUM94<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    144028 | PA      | $148092.89    | 0.00%             | 2054-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                          | FNMA 30YR 5.5% 02/01/2054#CB7985                                                                | CUSIP: 3140QT2T5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1328429 | PA      | $1366437.38   | 0.04%             | 2054-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                          | FANNIEMAE 30YR 5.5% 09/01/2053#FA0048                                                           | CUSIP: 3140W0BS3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     78583 | PA      | $80904.87     | 0.00%             | 2053-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CNO GLOBAL FUNDING                                                                  | CNO GLOBAL FUNDING 4.875% 12/10/2027 144A                                                       | CUSIP: 18977W2G4<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |    410000 | PA      | $413951.40    | 0.01%             | 2027-12-10      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SANTANDER BK AUTO CR LINKED NTS SER 2024-B                                          | SANTANDER BK AUTO CR LINKED NTS SER 2024-B 4.965% 01/18/2033 144A                               | CUSIP: 80280BAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    204400 | PA      | $205888.68    | 0.01%             | 2033-01-18      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SANTANDER BK AUTO CR LINKED NTS SER 2024-B                                          | SANTANDER BK AUTO CR LINKED NTS SER 2024-B 5.141% 01/18/2033 144A                               | CUSIP: 80280BAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    273896 | PA      | $276166.46    | 0.01%             | 2033-01-18      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| OCTANE RECEIVABLES TR 2024-RVM1                                                     | OCTANE RECEIVABLES TR 2024-RVM1 5.01% 01/22/2046 144A                                           | CUSIP: 67579FAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    236725 | PA      | $240986.97    | 0.01%             | 2046-01-22      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| RCKT MORTGAGE TRUST 2024-CES9                                                       | RCKT MORTGAGE TRUST 2024-CES9 STEP 12/25/2044 144A                                              | CUSIP: 749426AA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    195989 | PA      | $197847.07    | 0.01%             | 2044-12-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BX COML MTG TR 2024-SLCT                                                            | BX COMMERCIAL MORTGAGE TRUST 2024-SLCT TSFR1M+ 01/15/2030 144A                                  | CUSIP: 12433JAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    410000 | PA      | $410256.25    | 0.01%             | 2042-01-15      | Variable      | 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      | $1045653.13   | 0.03%             | 2042-01-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| SOLVENTUM CORP                                                                      | SOLVENTUM CORP 5.45% 02/25/2027                                                                 | CUSIP: 83444MAN1<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |    617000 | PA      | $625304.47    | 0.02%             | 2027-02-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                                                  | CREDIT AGRICOLE SA 5.23%/VAR 01/09/2029 144A                                                    | CUSIP: 22535WAP2<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    705000 | PA      | $719753.77    | 0.02%             | 2029-01-09      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SAMMONS FINANCIAL GROUP GLOBAL FUNDING                                              | SAMMONS FINANCIAL GROUP GLOBAL FUNDING 5.05% 01/10/2028 144A                                    | CUSIP: 79587J2B8<br>LEI: 635400IPRNPM6HDHRS48 | Long             | DBT              | CORP              | US        |   3478000 | PA      | $3537721.64   | 0.11%             | 2028-01-10      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                             | HYUNDAI CAP AMER 5% 01/07/2028 144A                                                             | CUSIP: 44891ADL8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    985000 | PA      | $1001885.87   | 0.03%             | 2028-01-07      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE GLOBAL FUNDING                                                           | COREBRIDGE GBL FUNDING 4.9% 01/07/2028 144A                                                     | CUSIP: 00138CBD9<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2542433.58   | 0.08%             | 2028-01-07      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                                    | SOCIETE GENERALE FRANCE 5.5%/VAR 04/13/2029 144A                                                | CUSIP: 83368RCC4<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   2500000 | PA      | $2565313.43   | 0.08%             | 2029-04-13      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| LINCOLN FINANCIAL GLOBAL FUNDING                                                    | LINCOLN FINANCIAL GLOBAL FUNDING 5.3% 01/13/2030 144A                                           | CUSIP: 53359KAA9<br>LEI: 984500OC010458395923 | Long             | DBT              | CORP              | US        |   1598000 | PA      | $1641769.78   | 0.05%             | 2030-01-13      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                                                  | CANADIAN IMPERIAL BK OF COMM 4.862%/VAR 01/13/2028                                              | CUSIP: 13607PVP6<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   2500000 | PA      | $2517485.95   | 0.08%             | 2028-01-13      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCKS FINANCE NORTH AMERICA LLC                                            | DAIMLER TRUCKS FINANCE NORTH AMERICA LLC 4.95% 01/13/2028 144A                                  | CUSIP: 233853BC3<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2542750.63   | 0.08%             | 2028-01-13      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GA GLOBAL FUNDING TRUST                                                             | GA GLOBAL FUNDING TRUST 5.4% 01/13/2030 144A                                                    | CUSIP: 36143L2R5<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |   1135000 | PA      | $1163022.67   | 0.04%             | 2030-01-13      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG NEW YORK BNCH                                                      | DEUTSCHE BANK AG NEW YORK BNCH 5.373%/VAR 01/10/2029                                            | CUSIP: 25160PAQ0<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2554983.48   | 0.08%             | 2029-01-10      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| DLLAA 2025-1 LLC                                                                    | DLLAA 2025-1 LLC 4.7% 10/20/2027 144A                                                           | CUSIP: 233249AB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    601777 | PA      | $603808.26    | 0.02%             | 2027-10-20      | 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        |    971787 | PA      | $999473.02    | 0.03%             | 2054-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                       | FHLG 30YR 6% 10/01/2054#SD7360                                                                  | CUSIP: 3132DVE92<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    192693 | PA      | $199446.97    | 0.01%             | 2054-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                       | FHLG 30YR 6.5% 09/01/2054#QJ5643                                                                | CUSIP: 3133CWHU9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    107482 | PA      | $111836.40    | 0.00%             | 2054-09-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                          | FEDERAL NATL 30YR 6.5% 01/01/2055#DC9630                                                        | CUSIP: 3140AXVY0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     72510 | PA      | $75274.79     | 0.00%             | 2055-01-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                                  | WELLS FARGO and CO NEW 4.9%/VAR 01/24/2028                                                      | CUSIP: 95000U3R2<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1550000 | PA      | $1562225.97   | 0.05%             | 2028-01-24      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST 2024-HQA1                                             | FREDDIE MAC STACR REMIC TRUST 25-DNA1 A1 SOFR30A+95 01/25/2045 144A                             | CUSIP: 35564NFY4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    200200 | PA      | $200705.34    | 0.01%             | 2045-01-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI AUTO RECEIVABLES TRUST 2025-A                                            | WORLD OMNI AUTO RECEIVABLES TRUST 2025-A 4.49% 04/17/2028                                       | CUSIP: 98164YAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    907908 | PA      | $908973.31    | 0.03%             | 2028-04-17      | Fixed         | 0.04%                 | 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        |    738300 | PA      | $746196.85    | 0.02%             | 2031-07-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2025-DIME                                                                  | BX TRUST 2025-DIME A TSFR1M+115 02/15/2035 144A                                                 | CUSIP: 05613UAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    139000 | PA      | $138812.13    | 0.00%             | 2035-02-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ALINEA CLO 2018-1 LTD                                                               | ALINEA CLO 2018-1 LTD BR TSFR3M+115 07/20/2031 144A                                             | CUSIP: 016269AG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    121064 | PA      | $121126.11    | 0.00%             | 2031-07-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING 2025-1 LLC                                               | ENTERPRISE FLEET FINANCING 2025-1 LLC 4.65% 10/20/2027 144A                                     | CUSIP: 29390HAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1632699 | PA      | $1639089.08   | 0.05%             | 2027-10-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| POST ROAD EQUIPMENT FINANCE 2025-1 LLC                                              | POST ROAD EQUIPMENT FINANCE 2025-1 LLC 4.9% 05/15/2031 144A                                     | CUSIP: 73747LAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    192695 | PA      | $194393.50    | 0.01%             | 2031-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY TRANSMISSION LLC                                                        | FIRSTENERGY TRANSMISSION LLC 4.55% 01/15/2030                                                   | CUSIP: 33767BAG4<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |    310000 | PA      | $314621.13    | 0.01%             | 2030-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                                                        | STRYKER CORP 4.7% 02/10/2028                                                                    | CUSIP: 863667BK6<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    922000 | PA      | $935807.56    | 0.03%             | 2028-02-10      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| THE BANK OF NOVA SCOTIA                                                             | BANK OF NOVA SCOTIA 4.932%/VAR 02/14/2029                                                       | CUSIP: 06418GAP2<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   2902000 | PA      | $2954751.74   | 0.09%             | 2029-02-14      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SYMPHONY CLO XXIII LTD                                                              | SYMPHONY CLO XXIII LTD AR2 TSFR3M+90 01/15/2034 144A                                            | CUSIP: 87167NDL6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1410195 | PA      | $1410434.40   | 0.04%             | 2034-01-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL AUTOMOBILE LEASING TRUST 2025-1                                        | GM FINANCIAL AUTOMOBILE LEASING TRUST 2025-1 VAR 05/20/2027                                     | CUSIP: 36271VAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1791582 | PA      | $1794801.24   | 0.05%             | 2027-05-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| PEAC SOLUTIONS RECEIVABLES 2025-1 LLC                                               | PEAC SOLUTIONS RECEIVABLES 2025-1 LLC 4.94% 10/20/2028 144A                                     | CUSIP: 69392HAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    551303 | PA      | $554579.26    | 0.02%             | 2028-10-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PEAC SOLUTIONS RECEIVABLES 2025-1 LLC                                               | PEAC SOLUTIONS RECEIVABLES 2025-1 LLC 5.04% 07/20/2032 144A                                     | CUSIP: 69392HAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    510000 | PA      | $521006.21    | 0.02%             | 2032-07-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BATTALION CLO XV LTD / BATTALION CLO XV LLC                                         | BATTALION CLO XV LTD / BATTALION CLO XV LLC A1RR TSFR3M+98 01/17/2033 144A                      | CUSIP: 07131AAM6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2374672 | PA      | $2374750.08   | 0.07%             | 2033-01-17      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BATTALION CLO XV LTD / BATTALION CLO XV LLC                                         | BATTALION CLO XV LTD / BATTALION CLO XV LLC CR TSFR3M+190 01/17/2033 144A                       | CUSIP: 07131AAT1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    715000 | PA      | $712225.09    | 0.02%             | 2033-01-17      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                                               | FOUNDRY JV HOLDCO LLC 5.5% 01/25/2031 144A                                                      | CUSIP: 350930AF0<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    380000 | PA      | $396540.82    | 0.01%             | 2031-01-25      | 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      | $1540755.00   | 0.05%             | 2030-02-13      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FLATIRON RR CLO 22 LLC                                                              | FLATIRON RR CLO 22 LLC AR TSFR3M+91 10/15/2034 144A                                             | CUSIP: 33883QAQ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1900000 | PA      | $1899050.00   | 0.06%             | 2034-10-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| KUBOTA CREDIT OWNER TRUST 2025-1                                                    | KUBOTA CREDIT OWNER TRUST 2025-1 4.61% 12/15/2027 144A                                          | CUSIP: 50117FAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1967643 | PA      | $1975264.33   | 0.06%             | 2027-12-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SFAST 2025-1A                                                                       | SFAST 2025-1A 4.65% 05/22/2028 144A                                                             | CUSIP: 81885BAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    644042 | PA      | $644756.18    | 0.02%             | 2028-05-22      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2025-ROIC                                                                  | BX Trust 2025-ROIC VAR 03/15/2030 144A                                                          | CUSIP: 05593VAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1916895 | PA      | $1914498.63   | 0.06%             | 2030-03-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| TOYOTA LEASE OWNER TRUST 2025-A                                                     | TOYOTA LEASE OWNER TRUST 2025-A 4.58% 07/20/2027 144A                                           | CUSIP: 89239NAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    694697 | PA      | $696085.19    | 0.02%             | 2027-07-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BATTALION CLO XII LTD                                                               | BATTALION CLO XII LTD BRR TSFR3M+120 05/17/2031 144A                                            | CUSIP: 07133RAY1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    945000 | PA      | $946445.85    | 0.03%             | 2031-05-17      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BATTALION CLO XII LTD                                                               | BATTALION CLO XII LTD CRR TSFR3M+155 05/17/2031 144A                                            | CUSIP: 07133RBA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1020000 | PA      | $1020030.60   | 0.03%             | 2031-05-17      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                                                       | DTE ENERGY CO 5.2% 04/01/2030                                                                   | CUSIP: 233331BN6<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    820000 | PA      | $852639.43    | 0.03%             | 2030-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                        | BARCLAYS PLC 5.086%/VAR 02/25/2029                                                              | CUSIP: 06738ECX1<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1085000 | PA      | $1105374.24   | 0.03%             | 2029-02-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CLOVER CLO 2019-1 LTD.                                                              | CLOVER CLO 2019-1 LTD 19-1A ARR TSFR3M+100 04/18/2035 144A                                      | CUSIP: 102875AA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1635000 | PA      | $1635389.13   | 0.05%             | 2035-04-18      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON NATIONAL BANK                                                            | HUNTINGTON NATL BK COLUMBUS OH 4.871%/VAR 04/12/2028                                            | CUSIP: 44644MAK7<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2522595.75   | 0.08%             | 2028-04-12      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| OCTAGON INVT PARTNERS XXI LTD / OCTAGON INVT PARTNERS XXI LLC                       | OCTAGON INVT PARTNERS XXI LTD / OCTAGON INVT PARTNERS XXI LLC BR4 TSFR3M+135 02/14/2031 144A    | CUSIP: 67590QCC9<br>LEI: 549300XIS9D4AHDX5A35 | Long             | ABS-CBDO         | CORP              | KY        |    760000 | PA      | $760128.44    | 0.02%             | 2031-02-14      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| OCTAGON INVT PARTNERS XXI LTD / OCTAGON INVT PARTNERS XXI LLC                       | OCTAGON INVT PARTNERS XXI LTD / OCTAGON INVT PARTNERS XXI LLC AAR4 TSFR3M+81 02/14/2031 144A    | CUSIP: 67590QBW6<br>LEI: 549300XIS9D4AHDX5A35 | Long             | ABS-CBDO         | CORP              | KY        |     40048 | PA      | $40058.93     | 0.00%             | 2031-02-14      | Variable      | 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      | $1928424.58   | 0.06%             | 2031-02-14      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                       | CITIGROUP INC 4.786%/VAR 03/04/2029                                                             | CUSIP: 17327CAW3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2300000 | PA      | $2334571.51   | 0.07%             | 2029-03-04      | Variable      | 0.05%                 | 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      | $1021398.91   | 0.03%             | 2029-03-03      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GENERAL MTRS FINL CO INC                                                            | GENERAL MTRS FINL CO INC 5.05% 04/04/2028                                                       | CUSIP: 37045XFE1<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    815000 | PA      | $830906.91    | 0.03%             | 2028-04-04      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                                                        | SYNOPSYS INC 4.65% 04/01/2028                                                                   | CUSIP: 871607AB3<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |   2075000 | PA      | $2101426.60   | 0.06%             | 2028-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CANYON CAPITAL CLO 2019-2 LTD                                                       | CANYON CAPITAL CLO 2019-2 LTD AR2 TSFR3M+101 10/15/2034 144A                                    | CUSIP: 13887WAS9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    990000 | PA      | $990707.85    | 0.03%             | 2034-10-15      | Variable      | 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      | $1095666.49   | 0.03%             | 2028-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TR 2025-P1                                                 | CARVANA AUTO RECEIVABLES TR 2025-P1 4.5% 06/12/2028                                             | CUSIP: 14689MAB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    174044 | PA      | $174181.39    | 0.01%             | 2028-06-12      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRISE GROUP INC                                                 | PUBLIC SVC ENTERPRISE GRP INC 4.9% 03/15/2030                                                   | CUSIP: 744573BA3<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |   1275000 | PA      | $1312691.96   | 0.04%             | 2030-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                           | UST NOTES 3.875% 03/15/2028                                                                     | CUSIP: 91282CMS7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 105834900 | PA      | $106843638.89 | 3.23%             | 2028-03-15      | Fixed         | 0.04%                 | 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        |   2362045 | PA      | $2372910.65   | 0.07%             | 2040-01-18      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| DEXT ABS 2025-1 LLC                                                                 | DEXT ABS 2025-1 LLC 4.59% 08/16/2027 144A                                                       | CUSIP: 252154AB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    357852 | PA      | $358662.03    | 0.01%             | 2027-08-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON NATIONAL BANK                                                            | HUNTINGTON NATL BK COLUMBUS OH 4.957% 03/21/2033 144A                                           | CUSIP: 446438SX2<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | ABS-CBDO         | CORP              | US        |    775681 | PA      | $782184.09    | 0.02%             | 2033-03-21      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                          | FNMA 30YR 6% 08/01/2054#CB9011                                                                  | CUSIP: 3140QVAM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    328128 | PA      | $339630.03    | 0.01%             | 2054-08-01      | Fixed         | 0.06%                 | 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        |    877224 | PA      | $878230.63    | 0.03%             | 2028-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GMF FLOORPLAN OWNER REVOLVING TR                                                    | GMF FLOORPLAN OWNER REVOLVING TR SOFR30A+55 03/15/2029 144A                                     | CUSIP: 361886DX9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1650000 | PA      | $1654455.00   | 0.05%             | 2029-03-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                                        | ING GROEP NV 4.858%/VAR 03/25/2029                                                              | CUSIP: 456837BQ5<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   1060000 | PA      | $1078421.76   | 0.03%             | 2029-03-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                            | FORD MOTOR CREDIT CO LLC 5.918% 03/20/2028                                                      | CUSIP: 345397G72<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    550000 | PA      | $564650.61    | 0.02%             | 2028-03-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMER FIN LLC                                                       | VOLKSWAGEN GROUP AMER FIN LLC 5.05% 03/27/2028 144A                                             | CUSIP: 928668CP5<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   2330000 | PA      | $2367879.56   | 0.07%             | 2028-03-27      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ELEMENT FLEET MANAGEMENT CORP                                                       | ELEMENT FLEET MANAGEMENT CORP 5.037% 03/25/2030 144A                                            | CUSIP: 286181AP7<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |    940000 | PA      | $963565.12    | 0.03%             | 2030-03-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                          | FNMA 30YR 6% 06/01/2054#CB8755                                                                  | CUSIP: 3140QUWR3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    410032 | PA      | $423795.51    | 0.01%             | 2054-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                          | FNMA 30YR 6% 07/01/2054#CB8858                                                                  | CUSIP: 3140QUZY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     57174 | PA      | $59110.87     | 0.00%             | 2054-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GLENCORE FDG LLC                                                                    | GLENCORE FDG LLC 4.907% 04/01/2028 144A                                                         | CUSIP: 378272BY3<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   1740000 | PA      | $1771805.23   | 0.05%             | 2028-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                             | HYUNDAI CAP AMER 4.85% 03/25/2027 144A                                                          | CUSIP: 44891ADP9<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    615000 | PA      | $620831.15    | 0.02%             | 2027-03-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VERIZON MASTER TRUST                                                                | VERIZON MASTER TRUST 4.51% 03/20/2030                                                           | CUSIP: 92348KDY6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2155000 | PA      | $2172031.61   | 0.07%             | 2030-03-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CHENANGO PARK CLO LTD                                                               | CHENANGO PARK CLO LTD BR TSFR3M+180 04/15/2030 144A                                             | CUSIP: 16409TAS8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1200000 | PA      | $1201579.20   | 0.04%             | 2030-04-15      | Variable      | 0.05%                 | 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        |    354382 | PA      | $354429.25    | 0.01%             | 2030-04-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                                  | VICI PROPERTIES LP 4.75% 04/01/2028                                                             | CUSIP: 925650AJ2<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |   2400000 | PA      | $2423579.50   | 0.07%             | 2028-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DELL INTERNATIONAL LLC / EMC CORP                                                   | DELL INTL/EMC CORP 4.75% 04/01/2028                                                             | CUSIP: 24703TAL0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3005000 | PA      | $3053087.09   | 0.09%             | 2028-04-01      | Fixed         | 0.05%                 | 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      | $1608481.06   | 0.05%             | 2027-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                                                    | LPL HOLDINGS INC 4.9% 04/03/2028                                                                | CUSIP: 50212YAN4<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |   2965000 | PA      | $2999310.80   | 0.09%             | 2028-04-03      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| OBX 2025-NQM6 TR                                                                    | OBX 2025-NQM6 A1 TR VAR 03/25/2065 144A                                                         | CUSIP: 67448UAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1129773 | PA      | $1143836.17   | 0.03%             | 2065-03-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                                                        | AUTOZONE INC 5.165% 06/15/2030                                                                  | CUSIP: 053332BM3<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    800000 | PA      | $829182.45    | 0.03%             | 2030-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JAPAN TOBACCO INC                                                                   | JAPAN TOBACCO INC 4.85% 05/15/2028 144A                                                         | CUSIP: 471105AC0<br>LEI: 353800Z0ENYBQO0XRJ31 | Long             | DBT              | CORP              | JP        |   1620000 | PA      | $1652965.82   | 0.05%             | 2028-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| COLT 2025-4 A2                                                                      | COLT 2025-4 A2 A1 VAR 04/25/2070 144A                                                           | CUSIP: 12674HAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    354783 | PA      | $360131.05    | 0.01%             | 2070-04-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                      | MORGAN STANLEY 4.994%/VAR 04/12/2029                                                            | CUSIP: 61747YFY6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1065000 | PA      | $1084408.76   | 0.03%             | 2029-04-12      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| EXETER SELECT AUTOMOBILE RECEIVABLES TR 2025-1                                      | EXETER SELECT AUTOMOBILE RECEIVABLES TR 2025-1 4.83% 10/16/2028                                 | CUSIP: 30185AAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     39910 | PA      | $40010.54     | 0.00%             | 2028-10-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                                  | WELLS FARGO and CO NEW 4.97%/VAR 04/23/2029                                                     | CUSIP: 95000U3T8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2895000 | PA      | $2951497.66   | 0.09%             | 2029-04-23      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                       | GOLDMAN SACHS GROUP INC (THE) 4.937%/VAR 04/23/2028                                             | CUSIP: 38141GC77<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1970000 | PA      | $1988604.31   | 0.06%             | 2028-04-23      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                       | GOLDMAN SACHS GROUP INC (THE) 5.218%/VAR 04/23/2031                                             | CUSIP: 38141GC93<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1294010.93   | 0.04%             | 2031-04-23      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| VERUS SECURITIZATION TR 2025-3                                                      | VERUS SECURITIZATION TR 2025-3 A1 VAR 05/25/2070 144A                                           | CUSIP: 924928AA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    348127 | PA      | $352279.14    | 0.01%             | 2070-05-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST 2025-R03                                        | CONNECTICUT AVENUE SECURITIES TRUST 2025-R03 SOFR30A+145 03/25/2045 144A                        | CUSIP: 20754VAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    281794 | PA      | $283496.47    | 0.01%             | 2045-03-25      | Variable      | 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      | $486829.15    | 0.01%             | 2031-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                                 | AMERICAN EXPRESS CO 4.731%/VAR 04/25/2029                                                       | CUSIP: 025816ED7<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    840000 | PA      | $853912.22    | 0.03%             | 2029-04-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO LEASE SECURITIZATION TRUST 2025-B                                      | HYUNDAI AUTO LEASE SECURITIZATION TRUST 2025-B 4.53% 04/17/2028 144A                            | CUSIP: 44935DAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    390000 | PA      | $393435.90    | 0.01%             | 2028-04-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DELL EQUIP FIN TR 2025-1                                                            | DELL EQUIP FIN TR 2025-1 4.68% 07/22/2027 144A                                                  | CUSIP: 24703UAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    262630 | PA      | $263344.98    | 0.01%             | 2027-07-22      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TOYOTA AUTO RECEIVABLES 2025-B OWNER TR                                             | TOYOTA AUTO RECEIVABLES 2025-B OWNER TR 4.46% 03/15/2028                                        | CUSIP: 89231HAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1780967 | PA      | $1785321.14   | 0.05%             | 2028-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                       | FHLG 30YR 6% 10/01/2054#SD6767                                                                  | CUSIP: 3132DUQU4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    642680 | PA      | $663731.24    | 0.02%             | 2054-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE COR PORATION                                             | FHLM 30YR 6% 05/01/2055#QY1706                                                                  | CUSIP: 31426K3Q7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    610587 | PA      | $629737.90    | 0.02%             | 2055-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                       | FHLG 30YR 5.5% 04/01/2055#SL0876                                                                | CUSIP: 31427M6N6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1373550 | PA      | $1402869.95   | 0.04%             | 2055-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DELL EQUIP FIN TR 2025-1                                                            | DELL EQUIP FIN TR 2025-1 C 5.25% 02/24/2031 144A                                                | CUSIP: 24703UAJ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    100000 | PA      | $101804.58    | 0.00%             | 2031-02-24      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| J P MORGAN MTG TR 2025-DSC1                                                         | JP MORGAN MORTGAGE TRUST SERIES 2025-DSC1 A1 VAR 09/25/2065 144A                                | CUSIP: 46593TAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    962842 | PA      | $975443.83    | 0.03%             | 2065-09-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO LEASE SECURITIZATION TRUST 2025-B                                      | HYUNDAI AUTO LEASE SECURITIZATION TRUST 2025-B 4.94% 08/15/2029 144A                            | CUSIP: 44935DAF6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    805000 | PA      | $817458.42    | 0.02%             | 2029-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MTG TR 2025-5                                                             | ANGEL OAK MTG TR 2025-5 5.573% 04/25/2070 144A                                                  | CUSIP: 03466EAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1611512 | PA      | $1629983.31   | 0.05%             | 2070-04-25      | Fixed         | 0.06%                 | 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        |   2509291 | PA      | $2519109.07   | 0.08%             | 2028-02-22      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CBRE SERVICES INC                                                                   | CBRE SERVICES INC 5.1% 06/15/2030                                                               | CUSIP: 12505BAJ9<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |    390000 | PA      | $397835.73    | 0.01%             | 2030-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| EFMT 2025-INV2                                                                      | EFMT 2025-INV2 5.387% 05/26/2070 144A                                                           | CUSIP: 281914AA9<br>LEI: 254900ZO1GLQXE3JWX68 | Long             | ABS-CBDO         | CORP              | US        |    345440 | PA      | $348783.07    | 0.01%             | 2070-05-26      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AFFIRM ASSET SECURITIZATION TR 2025-X1                                              | AFFIRM ASSET SECURITIZATION TR 2025-X1 A 5.24% 04/15/2030 144A                                  | CUSIP: 00834MAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    164090 | PA      | $164302.55    | 0.00%             | 2030-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                                | KEURIG DR PEPPER INC 4.35% 05/15/2028                                                           | CUSIP: 49271VAZ3<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    680000 | PA      | $684090.65    | 0.02%             | 2028-05-15      | Fixed         | 0.04%                 | 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        |   2210000 | PA      | $2238042.84   | 0.07%             | 2029-05-09      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SMB PRIVATE ED LN TR 2025-A                                                         | SMB PRIVATE ED LN TR 2025-A 5.13% 04/15/2054 144A                                               | CUSIP: 83207EAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    541299 | PA      | $555882.47    | 0.02%             | 2054-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GCAT 2025-NQM1 TRUST                                                                | GCAT 2025-NQM1 TRUST 5.373% 11/25/2069 144A                                                     | CUSIP: 36171GAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    478734 | PA      | $483138.42    | 0.01%             | 2069-11-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HOMES 2025-NQM2 TRUST                                                               | HOMES 2025-NQM2 TRUST 5.425% 02/25/2070 144A                                                    | CUSIP: 403966AA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    429158 | PA      | $433148.37    | 0.01%             | 2070-02-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GM FINL CONSUMER AUTOMOBILE RECEIVABLES TR 2025-2                                   | GM FINL CONSUMER AUTOMOBILE RECEIVABLES TR 2025-2 4.4% 02/16/2028                               | CUSIP: 362549AB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1413079 | PA      | $1415627.57   | 0.04%             | 2028-02-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WOART 2025-B                                                                        | WOART 2025-B 4.38% 08/15/2028                                                                   | CUSIP: 98164TAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1904090 | PA      | $1907807.18   | 0.06%             | 2028-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BOFA AUTO TRUST 2025-1                                                              | BOFA AUTO TRUST 2025-1 4.52% 11/22/2027 144A                                                    | CUSIP: 05594BAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    374618 | PA      | $375210.09    | 0.01%             | 2027-11-22      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DTE ELEC CO                                                                         | DTE ELEC CO 4.25% 05/14/2027                                                                    | CUSIP: 23338VAW6<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    474000 | PA      | $477260.62    | 0.01%             | 2027-05-14      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                         | BANK OF AMERICA CORPORATION 4.623%/VAR 05/09/2029                                               | CUSIP: 06051GMT3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   4382000 | PA      | $4444194.21   | 0.13%             | 2029-05-09      | 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      | $1857726.54   | 0.06%             | 2038-07-20      | Variable      | 0.05%                 | 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        |    204839 | PA      | $205236.56    | 0.01%             | 2028-04-10      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MTLRF 2025-1A                                                                       | MTLRF 2025-1A 4.7% 12/16/2027 144A                                                              | CUSIP: 55340QAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1001294 | PA      | $1005934.50   | 0.03%             | 2027-12-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                                    | SOCIETE GENERALE FRANCE 5.249%/VAR 05/22/2029 144A                                              | CUSIP: 83368RCH3<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   1000000 | PA      | $1021780.16   | 0.03%             | 2029-05-22      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ALA TRUST 2025-OANA                                                                 | ALA TRUST 2025-OANA A VAR 06/15/2040 144A                                                       | CUSIP: 009920AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1920000 | PA      | $1929632.64   | 0.06%             | 2040-06-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST 25-3A                                           | EXETER AUTOMOBILE RECEIVABLES TRUST 25-3A A2 4.94% 01/18/2028                                   | CUSIP: 30166XAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    696265 | PA      | $697207.25    | 0.02%             | 2028-01-18      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DRIVE 2025-1 A2                                                                     | DRIVE 2025-1 A2 5.05% 08/15/2028                                                                | CUSIP: 262102AB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    455787 | PA      | $456412.53    | 0.01%             | 2028-08-15      | Fixed         | 0.05%                 | 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      | $265432.75    | 0.01%             | 2036-04-23      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FLATIRON CLO 23 LLC                                                                 | FLATIRON CLO 23-1A AR LLC TSFR3M+124 04/17/2036 144A                                            | CUSIP: 33883DAQ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2303000 | PA      | $2306850.62   | 0.07%             | 2036-04-17      | Variable      | 0.05%                 | 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        |   1247868 | PA      | $1251536.53   | 0.04%             | 2028-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS and ELECTRIC CO                                                         | PACIFIC GAS and ELECTRIC CO 5% 06/04/2028                                                       | CUSIP: 694308KW6<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    610000 | PA      | $621404.05    | 0.02%             | 2028-06-04      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| EQUITABLE AMERICA GLOBAL FUNDING                                                    | EQUITABLE AMERICA GLOBAL FUNDING 4.65% 06/09/2028 144A                                          | CUSIP: 29446Q2A0<br>LEI: 98450066CCBIACF06694 | Long             | DBT              | CORP              | US        |   3625000 | PA      | $3666383.91   | 0.11%             | 2028-06-09      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST 2025-P2                                              | CARVANA AUTO RECEIVABLES TRUST 2025-P2 4.56% 08/10/2028                                         | CUSIP: 14688YAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1233120 | PA      | $1235263.62   | 0.04%             | 2028-08-10      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES INC                                                                 | DELTA AIR LINES INC 4.95% 07/10/2028                                                            | CUSIP: 247361A24<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |    695000 | PA      | $706553.03    | 0.02%             | 2028-07-10      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| USB AUTO OWNER TRUST 2025-1                                                         | USB AUTO OWNER TRUST 2025-1 4.51% 06/15/2028 144A                                               | CUSIP: 90367VAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1459825 | PA      | $1462845.36   | 0.04%             | 2028-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                       | FHLG 30YR 6% 06/01/2055#QY4616                                                                  | CUSIP: 31426PDW2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    726746 | PA      | $749210.75    | 0.02%             | 2055-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                       | FHLG 30YR 6% 05/01/2055#QY2115                                                                  | CUSIP: 31426LK52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    192693 | PA      | $199347.50    | 0.01%             | 2055-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ASPEN INSURANCE HLDS LTD                                                            | ASPEN INSURANCE HLDS LTD 5.75% 07/01/2030                                                       | CUSIP: 04530DAE2<br>LEI: 549300YX6HECG9XQCQ75 | Long             | DBT              | CORP              | BM        |    490000 | PA      | $513917.13    | 0.02%             | 2030-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MANUFACTURERS and TRADERS TRUST COMPANY                                             | MANUFACTURERS and TRADERS TR CO 4.762%/VAR 07/06/2028                                           | CUSIP: 564760CC8<br>LEI: WWB2V0FCW3A0EE3ZJN75 | Long             | DBT              | CORP              | US        |    605000 | PA      | $610737.78    | 0.02%             | 2028-07-06      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                          | FNMA 30YR 6.5% 02/01/2055#BU5727                                                                | CUSIP: 3140M7LH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    194904 | PA      | $204372.33    | 0.01%             | 2055-02-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE COR PORATION                                             | FHLM 30YR 6.5% 06/01/2055#SL1563                                                                | CUSIP: 31427NWZ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1011018 | PA      | $1055880.91   | 0.03%             | 2055-06-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VACATIONS TRUST 2025-1                                                 | HILTON GRAND VACATIONS TRUST 2025-1A A 4.88% 05/27/2042 144A                                    | CUSIP: 43283CAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    322457 | PA      | $328389.04    | 0.01%             | 2042-05-27      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VACATIONS TRUST 2025-1                                                 | HILTON GRAND VACATIONS TRUST 2025-1A B 5.18% 05/27/2042 144A                                    | CUSIP: 43283CAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    552783 | PA      | $562825.17    | 0.02%             | 2042-05-27      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BROWN and BROWN INC                                                                 | BROWN and BROWN INC 4.7% 06/23/2028                                                             | CUSIP: 115236AJ0<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    420000 | PA      | $423971.77    | 0.01%             | 2028-06-23      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| KUBOTA CREDIT OWNER TRUST 2025-2                                                    | KUBOTA CREDIT OWNER TRUST 2025-2 4.48% 04/17/2028 144A                                          | CUSIP: 50117LAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1085000 | PA      | $1090192.16   | 0.03%             | 2028-04-17      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SFS AUTO RECEIVABLES SECURITIZATION TRUST 2025-2                                    | SFS AUTO RECEIVABLES SECURITIZATION TRUST 2025-2A A2 4.85% 11/20/2028 144A                      | CUSIP: 78398HAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1023534 | PA      | $1025934.74   | 0.03%             | 2028-11-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BALBOA BAY LOAN FUNDING 2023-1 LTD                                                  | BALBOA BAY LOAN FUNDING LTD 2023-1A ARR TSFR3M+116 04/20/2036 144A                              | CUSIP: 05765DAR6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1285000 | PA      | $1287994.05   | 0.04%             | 2036-04-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| AFFIRM MASTER TRUST                                                                 | AFFIRM MASTER TRUST 4.67% 07/15/2033 144A                                                       | CUSIP: 00833BAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    655000 | PA      | $659671.13    | 0.02%             | 2033-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                        | ENBRIDGE INC 4.6% 06/20/2028                                                                    | CUSIP: 29250NCH6<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   4100000 | PA      | $4155086.70   | 0.13%             | 2028-06-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SECURITIZED TERM AUTO RECEIVABLES TRUST                                             | SECURITIZED TERM AUTO RECEIVABLES TRUST 4.925% 12/29/2032 144A                                  | CUSIP: 81378WAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | CA        |    176266 | PA      | $178256.78    | 0.01%             | 2032-12-29      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SECURITIZED TERM AUTO RECEIVABLES TRUST                                             | SECURITIZED TERM AUTO RECEIVABLES TRUST 5.121% 12/29/2032 144A                                  | CUSIP: 81378WAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | CA        |     66981 | PA      | $67820.34     | 0.00%             | 2032-12-29      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                             | HYUNDAI CAP AMER 4.875% 06/23/2027 144A                                                         | CUSIP: 44891ADU8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   2535000 | PA      | $2565331.43   | 0.08%             | 2027-06-23      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BATTALION CLO XXI LTD / BATTALION CLO XXI LLC                                       | BATTALION CLO XXI LTD BR TSFR3M+170 07/15/2034 144A                                             | CUSIP: 07134WAS2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    570000 | PA      | $569996.01    | 0.02%             | 2034-07-15      | Variable      | 0.05%                 | 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      | $1536275.59   | 0.05%             | 2034-07-15      | Variable      | 0.05%                 | 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      | $620083.08    | 0.02%             | 2033-07-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2025-GW                                                                    | BX TRUST 2025-GW A TSFR1M+160 07/15/2042 144A                                                   | CUSIP: 12433GAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1150000 | PA      | $1151437.50   | 0.03%             | 2042-07-15      | Variable      | 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        |    530083 | PA      | $534661.64    | 0.02%             | 2033-02-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AFFIRM MASTER TRUST                                                                 | AFFIRM MASTER TRUST 5.06% 07/15/2033 144A                                                       | CUSIP: 00833BAH1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    685000 | PA      | $690162.91    | 0.02%             | 2033-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                                                              | MARVELL TECHNOLOGY INC 4.75% 07/15/2030                                                         | CUSIP: 573874AR5<br>LEI: 254900WVU0BM7ZCJ9E93 | Long             | DBT              | CORP              | US        |    310000 | PA      | $316041.62    | 0.01%             | 2030-07-15      | Fixed         | 0.05%                 | 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        |   2590000 | PA      | $2617068.25   | 0.08%             | 2028-06-30      | 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        |   2371897 | PA      | $2373346.48   | 0.07%             | 2033-07-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GOLUB CAP PARTNERS STATIC 2024-1 LT                                                 | GOLUB CAP PARTNERS STATIC 2024-1A LT BR TSFR3M+150 07/20/2035 144A                              | CUSIP: 381929AQ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2930000 | PA      | $2929882.80   | 0.09%             | 2035-07-20      | Variable      | 0.05%                 | 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      | $1063013.84   | 0.03%             | 2030-06-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                       | FHLG 30YR 6.5% 09/01/2054 SD6376                                                                | CUSIP: 3132DUCM7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    412769 | PA      | $432368.20    | 0.01%             | 2054-09-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MARLETTE FUNDING TRUST 2025-1                                                       | MARLETTE FUNDING TRUST 2025-1A A 4.75% 07/16/2035 144A                                          | CUSIP: 570920AA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     79192 | PA      | $79308.48     | 0.00%             | 2035-07-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| OZLM FUNDING II LTD                                                                 | OZLM FUNDING II LTD BR4 TSFR3M+175 07/30/2037 144A                                              | CUSIP: 67108BCJ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1710000 | PA      | $1712681.28   | 0.05%             | 2037-07-30      | Variable      | 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      | $1850284.90   | 0.06%             | 2037-07-30      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| OCWEN LOAN INVESTMENT TRUST                                                         | OCWEN LOAN INVESTMENT TRUST HB1 A VAR 06/25/2038 144A                                           | CUSIP: 68278EAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    266430 | PA      | $262339.61    | 0.01%             | 2038-06-25      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| ANTHELION CLO 2025-1 LTD                                                            | ANTHELION CLO 2025-1 LTD A1 TSFR3M+150 07/20/2036 144A                                          | CUSIP: 03676GAA9<br>LEI: 254900S9YB3JCLS0SX64 | Long             | ABS-CBDO         | CORP              | KY        |   1140000 | PA      | $1141777.26   | 0.03%             | 2036-07-20      | Floating      | 0.05%                 | 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      | $665252.27    | 0.02%             | 2030-10-03      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CENT TRUST 2025-CITY                                                                | CENT TRUST 2025-CITY A VAR 07/10/2040 144A                                                      | CUSIP: 12517TAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    860000 | PA      | $881620.49    | 0.03%             | 2040-07-10      | Variable      | 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      | $1511060.02   | 0.05%             | 2034-04-20      | Variable      | 0.05%                 | 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      | $715650.65    | 0.02%             | 2028-07-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP                                                                    | NTT FINANCE CORP 4.567% 07/16/2027 144A                                                         | CUSIP: 62954WAP0<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $201814.29    | 0.01%             | 2027-07-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                       | FHLG 30YR 6% 02/01/2055#SL0205                                                                  | CUSIP: 31427MGP0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2313421 | PA      | $2383237.14   | 0.07%             | 2055-02-01      | Fixed         | 0.06%                 | 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        |    111969 | PA      | $112427.47    | 0.00%             | 2060-06-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2025-DSC2                            | MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2025-DSC2 A1 VAR 07/25/2070 144A                 | CUSIP: 61778XAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    147786 | PA      | $149649.15    | 0.00%             | 2070-07-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CARMX 2025-3                                                                        | CARMX 2025-3 4.42% 08/15/2028                                                                   | CUSIP: 14290FAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2070838 | PA      | $2075191.79   | 0.06%             | 2028-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SIERRA TIMESHARE 2025-2 RECEIVABLES FUNDING LLC                                     | SIERRA TIMESHARE 2025-2A B RECEIVABLES FUNDING LLC 4.93% 04/20/2044 144A                        | CUSIP: 82653HAB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    301197 | PA      | $304936.15    | 0.01%             | 2044-04-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PENN COMMERCIAL MORTGAGE TRUST                                                      | PENN COMMERCIAL MORTGAGE TRUST 2025-P11 A VAR CSTR 08/12/2042 144A                              | CUSIP: 69382VAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    680000 | PA      | $706217.13    | 0.02%             | 2042-08-10      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO LEASE SECURITIZATION TR 2025-C                                         | HYUNDAI AUTO LEASE SECURITIZATION TR 2025-C A3 4.36% 07/17/2028 144A                            | CUSIP: 44935GAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1700000 | PA      | $1711996.56   | 0.05%             | 2028-07-17      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DLLAD LLC                                                                           | DLLAD LLC 4.46% 11/20/2028 144A                                                                 | CUSIP: 23347BAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1400000 | PA      | $1407119.98   | 0.04%             | 2028-11-20      | Fixed         | 0.04%                 | 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        |    974580 | PA      | $977068.55    | 0.03%             | 2029-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BK AMER TR 2025-C35                                                  | MORGAN STANLEY BK AMER TR 2025-C35 4.609% 08/15/2058                                            | CUSIP: 61779CAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    191596 | PA      | $193595.28    | 0.01%             | 2058-08-15      | 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        |    107576 | PA      | $107830.98    | 0.00%             | 2034-07-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| EXETER SELECT AUTOMOBILE RECEIVABLES TR 2025-2                                      | EXETER SELECT AUTOMOBILE RECEIVABLES TR 2025-2 B 4.63% 11/17/2031                               | CUSIP: 30185EAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    265000 | PA      | $268588.95    | 0.01%             | 2031-11-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| EXETER SELECT AUTOMOBILE RECEIVABLES TR 2025-2                                      | EXETER SELECT AUTOMOBILE RECEIVABLES TR 2025-2 C 4.91% 12/15/2031                               | CUSIP: 30185EAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    540000 | PA      | $549079.02    | 0.02%             | 2031-12-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST 2025-NQM4                                       | NEW RESIDENTIAL MORTGAGE LOAN TRUST 2025-NQM4 A2 5.603% 07/25/2065 144A                         | CUSIP: 64832FAD8<br>LEI: 2138001CG5SYL78G3648 | Long             | ABS-CBDO         | CORP              | US        |   1270985 | PA      | $1293946.96   | 0.04%             | 2065-07-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST 2025-NQM4                                       | NEW RESIDENTIAL MORTGAGE LOAN TRUST 2025-NQM4 A1 5.35% 07/25/2065 144A                          | CUSIP: 64832FAC0<br>LEI: 2138001CG5SYL78G3648 | Long             | ABS-CBDO         | CORP              | US        |    635490 | PA      | $645598.55    | 0.02%             | 2065-07-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST SERIES 2025-NQM3                                           | JP MORGAN MORTGAGE TRUST SERIES 2025-NQM3 5.495% 11/25/2065 144A                                | CUSIP: 46659QAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    639855 | PA      | $647740.51    | 0.02%             | 2065-11-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AUXILIOR TERM FDG 2023-1 LLC                                                        | AUXILIOR TERM FDG 2023-1A E LLC 10.97% 12/15/2032 144A                                          | CUSIP: 05335JAF0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    230000 | PA      | $251479.82    | 0.01%             | 2032-12-15      | Fixed         | 0.11%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAP HLDGS INC                                                        | NEXTERA ENERGY CAP HLDGS INC 4.685% 09/01/2027                                                  | CUSIP: 65339KCL2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   1187000 | PA      | $1200460.16   | 0.04%             | 2027-09-01      | 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        |   2497271 | PA      | $2500844.05   | 0.08%             | 2028-10-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| OBX 2020-EXP1 TR                                                                    | OBX 2020-EXP1 TR TSFR1M+86.448 02/25/2060 144A                                                  | CUSIP: 67448TBD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    955666 | PA      | $941858.08    | 0.03%             | 2060-02-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                          | FISERV INC 4.55% 02/15/2031                                                                     | CUSIP: 337738BP2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    830000 | PA      | $827385.94    | 0.03%             | 2031-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                        | BARCLAYS PLC 4.476%/VAR 11/11/2029                                                              | CUSIP: 06738EDD4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    535000 | PA      | $539140.55    | 0.02%             | 2029-11-11      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| BAIN CAPITAL CREDIT CLO 2020-5 LTD                                                  | BAIN CAPITAL CREDIT CLO 2020-5 LTD ARR TSFR3M+115 04/20/2034 144A                               | CUSIP: 05683FBE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1485000 | PA      | $1486404.81   | 0.04%             | 2034-04-20      | Variable      | 0.05%                 | 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      | $875213.18    | 0.03%             | 2027-08-12      | 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        |   2685000 | PA      | $2741025.34   | 0.08%             | 2031-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SOUTH BOW USA INFRASTRUCTURE HOLDINGS LLC                                           | SOUTH BOW USA INFRASTRUCTURE HOLDINGS LLC 4.911% 09/01/2027                                     | CUSIP: 83007CAB8<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |   1180000 | PA      | $1192745.36   | 0.04%             | 2027-09-01      | Fixed         | 0.05%                 | 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        |    815346 | PA      | $816639.55    | 0.02%             | 2070-08-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SFUEL 25-BA                                                                         | SFUEL 25-BA 4.31% 05/22/2028 144A                                                               | CUSIP: 858933AB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2595000 | PA      | $2603446.73   | 0.08%             | 2028-05-22      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HOMES 2025-NQM4 TRUST                                                               | HOMES 25-NQM4 A1 TRUST 5.22% 08/25/2070 144A                                                    | CUSIP: 403958AA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    406365 | PA      | $409587.63    | 0.01%             | 2070-08-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                       | FHLG 30YR 5.5% 07/01/2055#SL1856                                                                | CUSIP: 31427PB29<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    712394 | PA      | $727255.30    | 0.02%             | 2055-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SOFI CONSUMER LOAN PROGRAM 2025-3                                                   | SOFI CONSUMER LOAN PROGRAM 2025-3 4.47% 08/15/2034 144A                                         | CUSIP: 83390JAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    393288 | PA      | $394394.72    | 0.01%             | 2034-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NXP B V/NXP FDG LLC/NXP USA INC                                                     | NXP B V/NXP FDG LLC/NXP USA INC 4.3% 08/19/2028                                                 | CUSIP: 62954HBF4<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    365000 | PA      | $367442.47    | 0.01%             | 2028-08-19      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EMD FIN LLC                                                                         | EMD FIN LLC 4.125% 08/15/2028 144A                                                              | CUSIP: 26867LAN0<br>LEI: 529900C8KS5G529A0B76 | Long             | DBT              | CORP              | US        |   1980000 | PA      | $1989743.40   | 0.06%             | 2028-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FLATIRON CLO 28 LTD / FLATIRON CLO 28 LLC                                           | FLATIRON CLO 28 LTD / FLATIRON CLO 28 LLC A1R TSFR3M+108 07/15/2036 144A                        | CUSIP: 33884EAQ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3497000 | PA      | $3503430.98   | 0.11%             | 2036-07-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANK AUTO CREDIT-LINKED NOTES SERIES 2024-1                              | HUNTINGTON BANK AUTO CREDIT-LINKED NOTES SERIES 2024-1 2025-2 B2 SOFR30A+120 09/20/2033 144A    | CUSIP: 44644NAP4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    620013 | PA      | $621717.96    | 0.02%             | 2033-09-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2025-B41 MTG TR                                                           | BENCHMARK 2025-B41 MTG TR 4.40064% 07/15/2068                                                   | CUSIP: 081935AU2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    418632 | PA      | $422172.84    | 0.01%             | 2068-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2025-DSC2                                                  | JP MORGAN MORTGAGE TRUST 2025-DSC2 5.195% 10/25/2065 144A                                       | CUSIP: 46659VAA6<br>LEI: 529900SXYOW2J5ABY729 | Long             | ABS-CBDO         | CORP              | US        |    461326 | PA      | $465474.95    | 0.01%             | 2065-10-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ARES XXXIV CLO LTD                                                                  | ARES XXXIV CLO LTD X TSFR3M+100 07/17/2038 144A                                                 | CUSIP: 04015GAZ2<br>LEI: 549300VDFIIXSFET0S73 | Long             | ABS-CBDO         | CORP              | KY        |   1578571 | PA      | $1578522.49   | 0.05%             | 2038-07-17      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE GLOBAL FUNDING                                                           | COREBRIDGE GBL FUNDING 4.25% 08/21/2028 144A                                                    | CUSIP: 00138CBG2<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |    760000 | PA      | $762352.22    | 0.02%             | 2028-08-21      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| RGA GLOBAL FUNDING                                                                  | RGA GLOBAL FUNDING 4.35% 08/25/2028 144A                                                        | CUSIP: 76209PAH6<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |   3720000 | PA      | $3738859.73   | 0.11%             | 2028-08-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TR 2025-4                                             | EXETER AUTOMOBILE RECEIVABLES TR 2025-4 4.4% 05/15/2030                                         | CUSIP: 30167KAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    255000 | PA      | $257056.96    | 0.01%             | 2030-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TR 2025-4                                             | EXETER AUTOMOBILE RECEIVABLES TR 2025-4 4.53% 03/15/2028                                        | CUSIP: 30167KAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1277455 | PA      | $1279229.63   | 0.04%             | 2028-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FIN CORP                                                                  | BUNGE LTD FIN CORP 2% 04/21/2026                                                                | CUSIP: 120568BL3<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |    515000 | PA      | $513543.42    | 0.02%             | 2026-04-21      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FIN CORP                                                                  | BUNGE LTD FIN CORP 4.9% 04/21/2027                                                              | CUSIP: 120568BM1<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |   1230000 | PA      | $1243083.49   | 0.04%             | 2027-04-21      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERATION DES CAISSES DESJARD INS DU QUEBEC                                        | FEDERATION DES CAISE DESJARDIN 4.565% 08/26/2030 144A                                           | CUSIP: 31429KAP8<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |    770000 | PA      | $780229.20    | 0.02%             | 2030-08-26      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TR 2025-4                                             | EXETER AUTOMOBILE RECEIVABLES TR 2025-4A C 4.57% 06/16/2031                                     | CUSIP: 30167KAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    915000 | PA      | $924626.07    | 0.03%             | 2031-06-16      | 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: 254900Y3YIZHUWMEGC78 | Long             | ABS-CBDO         | CORP              | US        |    274762 | PA      | $276724.69    | 0.01%             | 2065-07-27      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| OBX 2025-NQM15 TRUST                                                                | OBX 2025-NQM15 TRUST 5.4927% 07/27/2065 144A                                                    | CUSIP: 67122CAD7<br>LEI: 254900Y3YIZHUWMEGC78 | Long             | ABS-CBDO         | CORP              | US        |    287443 | PA      | $287676.02    | 0.01%             | 2065-07-27      | Floating      | 0.05%                 | No            |                  2 | On Loan: No      |
| KKR CLO 18 LTD / KKR CLO 18 LLC                                                     | KKR CLO 18 LTD / KKR CLO 18 LLC 18 A1R2 TSFR3M+105 10/18/2035 144A                              | CUSIP: 48251JAS2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2334188 | PA      | $2336347.45   | 0.07%             | 2035-10-18      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| JERSEY CENTRAL POWR and LIGHT CO                                                    | JERSEY CENTRAL POWR and LIGHT CO 4.15% 01/15/2029 144A                                          | CUSIP: 476556DJ1<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2008326.28   | 0.06%             | 2029-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMER FIN LLC                                                       | VOLKSWAGEN GROUP AMER FIN LLC 4.45% 09/11/2027 144A                                             | CUSIP: 928668CV2<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    225000 | PA      | $226197.09    | 0.01%             | 2027-09-11      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AM PIPELN/PAA FIN C                                                      | PLAINS ALL AM PIPELN/PAA FIN C 4.7% 01/15/2031                                                  | CUSIP: 72650RBR2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1090000 | PA      | $1107106.44   | 0.03%             | 2031-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL CORP                                                        | SOUTHERN CO GAS CAP 4.05% 09/15/2028                                                            | CUSIP: 8426EPAJ7<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    690000 | PA      | $692013.76    | 0.02%             | 2028-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN AUTO LEASE TRUST 2025-B                                                  | VOLKSWAGEN AUTO LEASE TRUST 2025-B 3.97% 04/20/2028                                             | CUSIP: 92868BAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2245000 | PA      | $2246944.62   | 0.07%             | 2028-04-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET RENT CAR FDG AESOP LLC                                                  | AVIS BUDGET RENTCAR FDG AE LLC 4.46% 02/20/2030 144A                                            | CUSIP: 05377RKX1<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-CBDO         | CORP              | US        |    175000 | PA      | $175811.55    | 0.01%             | 2030-02-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| STELLANTIS FINL SVC US CORP                                                         | STELLANTIS FINL SVC US CORP 4.95% 09/15/2028 144A                                               | CUSIP: 85855FAA1<br>LEI: 5493000KNKFDOC1BOW59 | Long             | DBT              | CORP              | US        |    568000 | PA      | $572674.92    | 0.02%             | 2028-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET RENT CAR FDG AESOP LLC                                                  | AVIS BUDGET RENTCAR FDG AE LLC 4.95% 02/20/2030 144A                                            | CUSIP: 05377RKY9<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-CBDO         | CORP              | US        |    100000 | PA      | $100555.65    | 0.00%             | 2030-02-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| KKR CLO 34 LTD                                                                      | KKR CLO 34 LTD AR TSFR3M+110 07/15/2034 144A                                                    | CUSIP: 48253UAJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    845000 | PA      | $846060.48    | 0.03%             | 2034-07-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SA GLOBAL SUKUK LTD                                                                 | SA GLOBAL SUKUK LTD 4.125% 09/17/2030 144A                                                      | CUSIP: 78397PAG6<br>LEI: 5493007DFAVKU7UOGR47 | Long             | DBT              | CORP              | KY        |   1890000 | PA      | $1870495.20   | 0.06%             | 2030-09-17      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI SELECT AUTO TRUST 2025-A                                                 | WORLD OMNI SELECT AUTO TRUST 2025-A 4.14% 05/15/2030                                            | CUSIP: 98164UAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1970000 | PA      | $1974410.83   | 0.06%             | 2030-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AFFIRM MASTER TRUST                                                                 | AFFIRM MASTER TRUST 4.45% 10/16/2034 144A                                                       | CUSIP: 00833BAN8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    550000 | PA      | $554091.67    | 0.02%             | 2034-10-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST 2025-P3                                              | CARVANA AUTO RECEIVABLES TR 2025-P3 4.07% 02/12/2029                                            | CUSIP: 14688AAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1805935 | PA      | $1806664.89   | 0.05%             | 2029-02-12      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| INVESCO U S CLO 2021-3 LTD / INVESCO U S CLO 2021-3 LLC                             | INVESCO CLO 2021-3A A1R TSFR3M+108 10/22/2034 144A                                              | CUSIP: 46151VAA9<br>LEI: 5493000BVI47XOSBML18 | Long             | ABS-CBDO         | CORP              | KY        |   2820000 | PA      | $2823592.68   | 0.09%             | 2034-10-22      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST 2021-DNA1                                             | STACR 2025-DNA3 30YR 0% 09/25/2045#                                                             | CUSIP: 35564UAR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    613625 | PA      | $614563.11    | 0.02%             | 2045-09-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                          | FANNIE MAE OR 30YR 5.5% 09/01/2055#CC1020                                                       | CUSIP: 3140Y7D21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1553684 | PA      | $1589883.53   | 0.05%             | 2055-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HOLDINGS PLC                                                     | SANTANDER UK GROUP HOLDINGS PLC 4.32%/VAR 09/22/2029                                            | CUSIP: 80281LAX3<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    550000 | PA      | $551910.78    | 0.02%             | 2029-09-22      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| DRIVE AUTO RECEIVABLES TR 2025-2                                                    | DRIVE AUTO RECEIVABLES TRUST 2025-2 C 4.39% 09/15/2032                                          | CUSIP: 262103AF1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    380000 | PA      | $382161.02    | 0.01%             | 2032-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                              | US ULTRA BOND CBT FUT JUN26 WNM6                                                                | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |       -25 | NC      | $-28355.81    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                              | US 10YR ULTRA FUT JUN26 UXYM6                                                                   | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |       -41 | NC      | $-24401.97    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                              | US 10YR NOTE FUT (CBT)JUN26 TYM6                                                                | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |      -170 | NC      | $-79928.63    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BFLD COML MTG TR 2025-5MW                                                           | BFLD COMMERCIAL MORTGAGE TRUST 2025-5MW C 5.45123% 10/10/2042 144A                              | CUSIP: 088921AC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    300000 | PA      | $306363.15    | 0.01%             | 2042-10-10      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| JUNIPER VALLEY PARK CLO LLC                                                         | JUNIPER VALLEY PARK CLO LLC 1A ARR TSFR3M+108 07/20/2036 144A                                   | CUSIP: 48206KAY2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   2500000 | PA      | $2501670.00   | 0.08%             | 2036-07-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| TESLA LEASE ELECTRIC VEHICLE SECURITIZATION 2025-A LLC                              | TESLA LEASE ELECTRIC VEHICLE SECURITIZATION 2025-A LLC 4.14% 06/20/2028 144A                    | CUSIP: 88162VAB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1787992 | PA      | $1791290.16   | 0.05%             | 2028-06-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COML MTG TR 2025-5C6                                                    | WELLS FARGO COML MTG TR 2025-5C6 A1 4.314% 10/15/2058                                           | CUSIP: 95004TAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    241664 | PA      | $242580.32    | 0.01%             | 2058-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                                                | ENEL FINANCE INTL NV 4.125% 09/30/2028 144A                                                     | CUSIP: 29278GBF4<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |   1912000 | PA      | $1916067.76   | 0.06%             | 2028-09-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                         | ORACLE CORP 4.45% 09/26/2030                                                                    | CUSIP: 68389XDH5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1275000 | PA      | $1250460.93   | 0.04%             | 2030-09-26      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WINGSPIRE EQUIP FIN 2025-1 LLC                                                      | WINGSPIRE EQUIPMENT FINANCE 2025-1A C LLC 4.76% 09/20/2033 144A                                 | CUSIP: 97415CAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    100000 | PA      | $100718.97    | 0.00%             | 2033-09-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WINGSPIRE EQUIP FIN 2025-1 LLC                                                      | WINGSPIRE EQUIP FIN 2025-1A A2 LLC 4.33% 09/20/2033 144A                                        | CUSIP: 97415CAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    100000 | PA      | $100373.37    | 0.00%             | 2033-09-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ALIMENTATION COUCHE-TARD INC                                                        | ALIMENTATION COUCHE-TARD INC 4.148% 09/29/2028 144A                                             | CUSIP: 01626PAW6<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |   2500000 | PA      | $2514063.95   | 0.08%             | 2028-09-29      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                              | US 5YR NOTE (CBT) FUT JUN26 FVM6                                                                | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |      -107 | NC      | $-31816.14    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                              | US 2YR NOTE (CBT) FUT JUN26 TUM6                                                                | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |      1461 | NC      | $324181.57    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SANTANDER MORTGAGE ASSET RECEIVABLE TRUST 2025-NQM5                                 | SANTANDER MORTGAGE ASSET RECEIVABLE TRUST 2025-NQM5 VAR 08/25/2065 144A                         | CUSIP: 80262CAA6<br>LEI: 254900FHBJ2YHHBOAU80 | Long             | ABS-CBDO         | CORP              | US        |    105712 | PA      | $106329.92    | 0.00%             | 2065-08-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| EXTENDED STAY AMERICA TRUST 2025-ESH                                                | EXTENDED STAY AMERICA TRUST 2025-ESH VAR 10/15/2042 144A                                        | CUSIP: 30227TAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1165000 | PA      | $1166456.25   | 0.04%             | 2042-10-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| EXTENDED STAY AMERICA TRUST 2025-ESH                                                | EXTENDED STAY AMERICA TRUST 2025-ESH C TSFR1M+185 10/15/2042 144A                               | CUSIP: 30227TAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    435000 | PA      | $436090.33    | 0.01%             | 2042-10-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BAYVIEW OPPORTUNITY MASTER FD VII 2025-EDU1 LLC                                     | BAYVIEW OPPORTUNITY MASTER FUND VII 2025-EDU1 LLC SOFR30A+ 07/27/2048 144A                      | CUSIP: 07337GAB9<br>LEI: 2549001VJ64UFK8PZA41 | Long             | ABS-CBDO         | CORP              | US        |    781350 | PA      | $779919.83    | 0.02%             | 2048-07-27      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BAYVIEW OPPORTUNITY MASTER FD VII 2025-EDU1 LLC                                     | BAYVIEW OPPORTUNITY MASTER FD VII 2025-EDU1 LLC SOFR30A+130 07/27/2048 144A                     | CUSIP: 07337GAA1<br>LEI: 2549001VJ64UFK8PZA41 | Long             | ABS-CBDO         | CORP              | US        |    302179 | PA      | $301816.86    | 0.01%             | 2048-07-27      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| TRINITAS CLO VI LTD / TRINITAS CLO VI LLC                                           | TRINITAS CLO VI LTD / TRINITAS CLO VI LLC 2017-6A AR4 TSFR3M+111 01/25/2034 144A                | CUSIP: 89640YBQ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1890000 | PA      | $1891786.05   | 0.06%             | 2034-01-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SFS AUTO RECEIVABLES SECURITIZATION TRUST 25-3A                                     | SFS AUTO RECEIVABLES SECURITIZATION TRUST 25-3A 4.11% 03/20/2029 144A                           | CUSIP: 78398KAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2067928 | PA      | $2070446.55   | 0.06%             | 2029-03-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SCLP 2025-4                                                                         | SCLP 2025-4 4.24% 08/25/2035 144A                                                               | CUSIP: 83405UAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1899912 | PA      | $1903578.97   | 0.06%             | 2035-08-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ALLY AUTO RECEIVABLES TRUST 2025-1                                                  | ALLY AUTO RECEIVABLES TRUST 2025-1 A2 4.28% 07/17/2028                                          | CUSIP: 02008KAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2465000 | PA      | $2466485.16   | 0.07%             | 2028-07-17      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SIERRA TIMESHARE 2025-3 RECEIVABLES FDG LLC                                         | SIERRA TIMESHARE 2025-3A RECEIVABLES FDG LLC 3A B 4.64% 08/22/2044 144A                         | CUSIP: 82650FAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    229050 | PA      | $230676.06    | 0.01%             | 2044-08-22      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SIERRA TIMESHARE 2025-3 RECEIVABLES FDG LLC                                         | SIERRA TIMESHARE 2025-3 RECEIVABLES FDG LLC 3A A 4.44% 08/22/2044 144A                          | CUSIP: 82650FAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    144663 | PA      | $145628.43    | 0.00%             | 2044-08-22      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| RR 16 LTD                                                                           | RR 16 LTD A1R TSFR3M+105 07/15/2036 144A                                                        | CUSIP: 74971CAJ2<br>LEI: 549300FLUOZC8QYYKL96 | Long             | ABS-CBDO         | CORP              | KY        |   1100000 | PA      | $1100104.50   | 0.03%             | 2036-07-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| NAVISTAR FINL DEALER NT MASTER OWNER TR II                                          | NAVISTAR FINL DEALER NT MASTER OWNER TR II 4.42% 09/25/2030 144A                                | CUSIP: 63938PCA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    150000 | PA      | $150360.17    | 0.00%             | 2030-09-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NAVISTAR FINL DEALER NT MASTER OWNER TR II                                          | NAVISTAR FINL DEALER NT MASTER OWNER TR II 4.72% 09/25/2030 144A                                | CUSIP: 63938PCB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     70000 | PA      | $70183.92     | 0.00%             | 2030-09-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                       | FHLG 30YR 6% 08/01/2055#RJ4695                                                                  | CUSIP: 3142GVGD7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    746744 | PA      | $771460.77    | 0.02%             | 2055-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVE SECS TR 2025-R06                                                    | CONNECTICUT AVE SECS TR 2025-R06 SOFR30A+95 09/25/2045 144A                                     | CUSIP: 20754YAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    433718 | PA      | $434402.12    | 0.01%             | 2045-09-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST 2025-4                                                      | CARMAX AUTO OWNER TRUST 2025-4 3.95% 03/15/2029                                                 | CUSIP: 14320HAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2015000 | PA      | $2017305.97   | 0.06%             | 2029-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| RCKTL 2025-2                                                                        | RCKTL 2025-2 4.48% 11/25/2034 144A                                                              | CUSIP: 74939HAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    228663 | PA      | $228892.87    | 0.01%             | 2034-11-27      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                          | FNMA 30YR 5.5% 10/01/2055#CC1228                                                                | CUSIP: 3140Y7LJ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    911525 | PA      | $932762.10    | 0.03%             | 2055-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SANTANDER MORTGAGE ASSET RECEIVABLE TRUST 2025-CES1                                 | SANTANDER MORTGAGE ASSET RECEIVABLE TRUST 2025-CES1 5.036% 09/25/2055 144A                      | CUSIP: 802650AB7<br>LEI: 254900WEZWXJLYHMU869 | Long             | ABS-CBDO         | CORP              | US        |    918043 | PA      | $924945.63    | 0.03%             | 2055-09-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DBC 2025-DBC MORTGAGE TRUST                                                         | DBC 2025-DBC MORTGAGE TRUST TSFR1M+ 06/15/2038 144A                                             | CUSIP: 23306HAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1110000 | PA      | $1111040.63   | 0.03%             | 2042-11-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GENERAL MTRS FINL CO INC                                                            | GENERAL MTRS FINL CO INC 4.2% 10/27/2028                                                        | CUSIP: 37045XFL5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1505729.13   | 0.05%             | 2028-10-27      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                           | UST NOTES 3.5% 10/31/2027                                                                       | CUSIP: 91282CPE5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5570000 | PA      | $5576309.75   | 0.17%             | 2027-10-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WHEELS FLEET LEASE FUNDING 1 LLC                                                    | WHEELS FLEET LEASE FUNDING 1 LLC 25-3A A1 0% 09/18/2040 144A                                    | CUSIP: 96328GCP0<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-CBDO         | CORP              | US        |    365000 | PA      | $366561.54    | 0.01%             | 2040-09-18      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE PRIME AUTO RECEIVABLES TRUST 2025-1                                     | CAPITAL ONE PRIME AUTO RECEIVABLES TRUST 2025-1 A2A 4.39% 01/16/2029                            | CUSIP: 14043YAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2600000 | PA      | $2602016.04   | 0.08%             | 2029-01-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NYC COML MTG TR 2025-28L                                                            | NYC COMMERCIAL MORTGAGE TRUST 2025-28L B VAR 11/05/2038 144A                                    | CUSIP: 67123JAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    390000 | PA      | $393467.69    | 0.01%             | 2038-11-05      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                             | HCA INC 4.3% 11/15/2030                                                                         | CUSIP: 404119DD8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    380000 | PA      | $380728.45    | 0.01%             | 2030-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST 2021-DNA1                                             | STACR REMIC TRUST 2025-DNA4 A1 SOFR30A+90 10/25/2045 144A                                       | CUSIP: 35564UBQ9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    544000 | PA      | $544381.24    | 0.02%             | 2045-10-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST AIRLINES CO                                                               | SOUTHWEST AIRLINES CO 4.375% 11/15/2028                                                         | CUSIP: 844741BL1<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |   1185000 | PA      | $1195146.52   | 0.04%             | 2028-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST 2021-DNA1                                             | STACR 2025-DNA4 M1 SOFR30A+110 10/25/2045 144A                                                  | CUSIP: 35564UBR7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    179879 | PA      | $180158.03    | 0.01%             | 2045-10-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| WHEELS FLEET LEASE FUNDING 1 LLC                                                    | WHEELS FLEET LEASE FUNDING 1 LLC 25 3A-C 4.79% 09/18/2040 144A                                  | CUSIP: 96328GCS4<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-CBDO         | CORP              | US        |    585000 | PA      | $590030.47    | 0.02%             | 2040-09-18      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                                  | META PLATFORMS INC 4.2% 11/15/2030                                                              | CUSIP: 30303MAB8<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   1445000 | PA      | $1457708.08   | 0.04%             | 2030-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EFMT 2025-NQM5                                                                      | EFMT 2025-NQM5 A1 VAR 11/25/2070 144A                                                           | CUSIP: 28225KAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    272197 | PA      | $273758.07    | 0.01%             | 2070-11-25      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| ALLY BK MIDVALE UTAH                                                                | ALLY BK MIDVALE UTAH 2025-B C 4.697% 09/15/2033 144A                                            | CUSIP: 02007G6Q1<br>LEI: 549300C04BJ0G297NC13 | Long             | ABS-CBDO         | CORP              | US        |    746082 | PA      | $751543.07    | 0.02%             | 2033-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ALLY BK MIDVALE UTAH                                                                | ALLY BK MIDVALE UTAH 2025-B B 4.501% 09/15/2033 144A                                            | CUSIP: 02007G6P3<br>LEI: 549300C04BJ0G297NC13 | Long             | ABS-CBDO         | CORP              | US        |    349321 | PA      | $351444.94    | 0.01%             | 2033-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AFFIRM ASSET SECURITIZATION TRUST 2025-X2                                           | SEAFFIRM ASSET SECURITIZATION TRUST 2025-X2 4.66% 10/15/2030 144A                               | CUSIP: 00835DAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2197927 | PA      | $2200440.75   | 0.07%             | 2030-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GREATAMERICA LEASING RECEIV- ABLES FDG LLC                                          | GREATAMERICA LSNG REC FDS LLC 4.39% 12/17/2029 144A                                             | CUSIP: 39154TCQ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    435000 | PA      | $438964.85    | 0.01%             | 2029-12-17      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FIAOT 2025-1A                                                                       | FIAOT 2025-1A A2 4.42% 12/15/2028 144A                                                          | CUSIP: 32059WAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1585000 | PA      | $1587496.69   | 0.05%             | 2028-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EART 2025-5A                                                                        | EART 2025-5A 4.28% 07/15/2030                                                                   | CUSIP: 30166VAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    840000 | PA      | $846063.46    | 0.03%             | 2030-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                           | UST NOTES 3.5% 11/15/2028                                                                       | CUSIP: 91282CPK1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  85486000 | PA      | $85729768.46  | 2.59%             | 2028-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TARGA RES CORP                                                                      | TARGA RES CORP 4.35% 01/15/2029                                                                 | CUSIP: 87612GAR2<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    940000 | PA      | $947653.46    | 0.03%             | 2029-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SANTANDER MORTGAGE ASSET RECEIVABLE TRUST 2025-NQM6                                 | SANTANDER MORTGAGE ASSET RECEIVABLE TRUST 2025-NQM6 A1 VAR 11/25/2065 144A                      | CUSIP: 80265DAA1<br>LEI: 2549003RXF6LNJ2GP990 | Long             | ABS-CBDO         | CORP              | US        |    235172 | PA      | $236870.82    | 0.01%             | 2065-11-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| KKR CLO TRUST                                                                       | KKR CLO TRUST BR TSFR3M+160 07/20/2034 144A                                                     | CUSIP: 48254QAH7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1145000 | PA      | $1145000.00   | 0.03%             | 2034-07-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| KKR CLO TRUST                                                                       | KKR CLO TRUST 33A AR TSFR3M+108 07/20/2034 144A                                                 | CUSIP: 48254QAF1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1800000 | PA      | $1800815.40   | 0.05%             | 2034-07-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SCHWAB CHARLES CORP                                                                 | SCHWAB CHARLES CORP 4.343%/VAR 11/14/2031                                                       | CUSIP: 808513CK9<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   1780000 | PA      | $1791271.99   | 0.05%             | 2031-11-14      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                          | FNMA 30YR 5% 10/01/2055#CC1154                                                                  | CUSIP: 3140Y7H84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    631237 | PA      | $637883.42    | 0.02%             | 2055-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                       | FHLG 30YR 5% 06/01/2055#SL3158                                                                  | CUSIP: 31427QQL9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     15836 | PA      | $15970.77     | 0.00%             | 2055-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST 2025-4                                       | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2025-4 4.27% 01/15/2032                                  | CUSIP: 802923AD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    770000 | PA      | $776565.56    | 0.02%             | 2032-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BX 2025-VOLT                                                                        | BX 2025-VOLT A VAR 12/15/2044 144A                                                              | CUSIP: 05619PAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    815000 | PA      | $815764.06    | 0.02%             | 2044-12-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BX 2025-VOLT                                                                        | BX 2025-VOLT B TSFR1M+210 12/15/2044 144A                                                       | CUSIP: 05619PAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1125000 | PA      | $1127104.54   | 0.03%             | 2044-12-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY PRIVATE BANK NA                                                      | MORGAN STANLEY PRIVATE BANK NA 4.204%/VAR 11/17/2028                                            | CUSIP: 61776NZU0<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |   2557000 | PA      | $2566513.32   | 0.08%             | 2028-11-17      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| APTARGROUP INC                                                                      | APTARGROUP INC 4.75% 03/30/2031                                                                 | CUSIP: 038336AB9<br>LEI: VNPEQDQFAA7IY1T2PX43 | Long             | DBT              | CORP              | US        |    360000 | PA      | $365348.19    | 0.01%             | 2031-03-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| STEEL DYNAMICS INC                                                                  | STEEL DYNAMICS INC 4% 12/15/2028                                                                | CUSIP: 858119BU3<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |   1775000 | PA      | $1776480.23   | 0.05%             | 2028-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| RGA GLOBAL FUNDING                                                                  | RGA GLOBAL FUNDING 4.6% 11/25/2030 144A                                                         | CUSIP: 76209PAK9<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |   1180000 | PA      | $1189000.27   | 0.04%             | 2030-11-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| OCTANE RECEIVABLES TR 2025-RVM1                                                     | OCTANE RECEIVABLES TRUST 2025-RVM1 5.26% 12/20/2046 144A                                        | CUSIP: 67571HAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    935000 | PA      | $952604.74    | 0.03%             | 2046-12-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| OCTANE RECEIVABLES TR 2025-RVM1                                                     | OCTANE RECEIVABLES TR 2025-RVM1 B 4.83% 12/20/2046 144A                                         | CUSIP: 67571HAB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    455000 | PA      | $459787.24    | 0.01%             | 2046-12-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GREENSKY HOME IMPROVEMENT 2025-3A                                                   | GREENSKY HOME IMPROVEMENT 2025-3A A1 4.63% 12/27/2060 144A                                      | CUSIP: 39571WAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1718657 | PA      | $1721998.74   | 0.05%             | 2060-12-27      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EOG RESOURCES INC                                                                   | EOG RESOURCES INC 4.4% 01/15/2031                                                               | CUSIP: 26875PBB6<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |    585000 | PA      | $591854.13    | 0.02%             | 2031-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                           | UST NOTES 3.375% 11/30/2027                                                                     | CUSIP: 91282CPL9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  37675000 | PA      | $37651453.13  | 1.14%             | 2027-11-30      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2025-HE3                                                   | JP MORGAN MORTGAGE TRUST 2025-HE3 A1 SOFR30A +135 03/25/2056 144A                               | CUSIP: 46660CAA5<br>LEI: 529900FDW9QWEZPAFE21 | Long             | ABS-CBDO         | CORP              | US        |    411801 | PA      | $413113.50    | 0.01%             | 2056-03-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| NRZT 2025-NQM6                                                                      | NRZT 2025-NQM6 VAR 10/25/2065 144A                                                              | CUSIP: 64832KAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1472532 | PA      | $1481309.45   | 0.04%             | 2065-10-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| OCWEN LOAN INVESTMENT TRUST                                                         | OCWEN LOAN INVESTMENT TRUST 25-HB2 A VAR 11/25/2038 144A                                        | CUSIP: 68278FAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    188370 | PA      | $182587.21    | 0.01%             | 2038-11-25      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| STELLANTIS FINANCIAL UNDERWRITTEN ENHANCED LEASE TRUST 2025-C                       | STELLANTIS FINANCIAL UNDERWRITTEN ENHANCED LEASE TRUST 2025-CA A3 4.41% 04/20/2029 144A         | CUSIP: 85855EAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1807000 | PA      | $1819895.66   | 0.06%             | 2029-04-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                           | UST NOTES 3.5% 12/15/2028                                                                       | CUSIP: 91282CPP0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 109614200 | PA      | $109939617.16 | 3.33%             | 2028-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| STELLANTIS FINANCIAL UNDERWRITTEN ENHANCED LEASE TRUST 2025-C                       | STELLANTIS FINANCIAL UNDERWRITTEN ENHANCED LEASE TRUST 2025-CA C 4.44% 08/20/2030 144A          | CUSIP: 85855EAF3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     70000 | PA      | $70410.34     | 0.00%             | 2030-08-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BATTALION CLO X LTD / BATTALION CLO X LLC                                           | BATTALION CLO X LTD 16-10A A2R3 TSFR3M+175 01/24/2035 144A                                      | CUSIP: 07132JBN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1945000 | PA      | $1946470.42   | 0.06%             | 2035-01-24      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| EFMT 2025-INV5                                                                      | EFMT 2025-INV5 A1 5.077% 12/01/2070 144A                                                        | CUSIP: 28224UAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    529764 | PA      | $533649.19    | 0.02%             | 2070-12-25      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| MERCHANTS FLEET FUNDING LLC                                                         | MERCHANTS FLEET FUNDING LLC 4.66% 01/20/2039 144A                                               | CUSIP: 588926AL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    850000 | PA      | $857123.60    | 0.03%             | 2039-01-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DEXT ABS 2025-2 LLC                                                                 | DEXT ABS 2025-2 A3 LLC 4.31% 04/15/2036 144A                                                    | CUSIP: 252153AC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    100000 | PA      | $100331.33    | 0.00%             | 2036-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2025-V19 MORTGAGE TRUST                                                   | BENCHMARK 2025-V19 MORTGAGE TRUST VAR 01/15/2058                                                | CUSIP: 08164DAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    970000 | PA      | $1013382.77   | 0.03%             | 2058-01-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SANTANDER BANK NA - SBCLN                                                           | SANTANDER BANK NA - SBCLN 4.94% 01/16/2034 144A                                                 | CUSIP: 80290CCS1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    250000 | PA      | $251622.13    | 0.01%             | 2034-01-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SANTANDER BANK NA - SBCLN                                                           | SANTANDER BANK NA - SBCLN 4.744% 01/16/2034 144A                                                | CUSIP: 80290CCR3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    250000 | PA      | $251468.30    | 0.01%             | 2034-01-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DEXT ABS 2025-2 LLC                                                                 | DEXT ABS 2025-2 LLC 4.89% 04/15/2036 144A                                                       | CUSIP: 252153AE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    150000 | PA      | $151202.12    | 0.00%             | 2036-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST 2025-NQM7                                       | NEW RESIDENTIAL MORTGAGE LOAN TRUST 2025-NQM7 5.264% 10/26/2065 144A                            | CUSIP: 64831YAF3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    472873 | PA      | $475592.94    | 0.01%             | 2065-10-26      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| EFMT 2025-NQM6                                                                      | EFMT 2025-NQM6 A1 VAR 12/25/2070 144A                                                           | CUSIP: 281916AE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    702365 | PA      | $706343.12    | 0.02%             | 2070-12-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                          | FNMA 30YR 5% 01/01/2056#MA5944                                                                  | CUSIP: 31418FTA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    757981 | PA      | $761935.56    | 0.02%             | 2056-01-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                           | UST NOTES 3.375% 12/31/2027                                                                     | CUSIP: 91282CPS4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 250856100 | PA      | $250718911.82 | 7.59%             | 2027-12-31      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AMRIZE FINANCE US LLC                                                               | AMRIZE FINANCE US LLC 4.95% 04/07/2030                                                          | CUSIP: 43475RAR7<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |    375000 | PA      | $385811.24    | 0.01%             | 2030-04-07      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AMRIZE FINANCE US LLC                                                               | AMRIZE FINANCE US LLC 4.7% 04/07/2028                                                           | CUSIP: 43475RAQ9<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |   1025000 | PA      | $1040868.12   | 0.03%             | 2028-04-07      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                            | FORD MOTOR CREDIT CO LLC 4.97% 04/06/2029                                                       | CUSIP: 345397J20<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    605000 | PA      | $608858.28    | 0.02%             | 2029-04-06      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                             | HYUNDAI CAP AMER 4.25% 01/08/2029 144A                                                          | CUSIP: 44891AED5<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    495000 | PA      | $497733.14    | 0.02%             | 2029-01-08      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HARLEY DAVIDSON FINANCIAL SERVICES INC                                              | HARLEY DAVIDSON FINL SVCS INC CP 0% 03/17/2026                                                  | CUSIP: 41282KCH9<br>LEI: RLUFFFFW4GRYU77BTS24 | Long             | DBT              | CORP              | US        |   1995000 | PA      | $1991051.90   | 0.06%             | 2026-03-17      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ORANGE                                                                              | ORANGE 4% 01/13/2029 144A                                                                       | CUSIP: 685218AH2<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |    978000 | PA      | $981041.79    | 0.03%             | 2029-01-13      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ORANGE                                                                              | ORANGE 4.25% 01/13/2031 144A                                                                    | CUSIP: 685218AD1<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |    945000 | PA      | $946539.85    | 0.03%             | 2031-01-13      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAPITAL LLC                                                          | CNH INDUSTRIAL CAPITAL LLC 4.375% 03/07/2031                                                    | CUSIP: 12592BAW4<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |   2315000 | PA      | $2313490.20   | 0.07%             | 2031-03-07      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST                           | AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST 4.125% 02/28/2029                     | CUSIP: 00774MBT1<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   1478000 | PA      | $1478773.01   | 0.04%             | 2029-02-28      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                                              | STANDARD CHARTERED PLC 4.299%/VAR 01/13/2030 144A                                               | CUSIP: 85325C2K7<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   2974000 | PA      | $2982517.63   | 0.09%             | 2030-01-13      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL USA LLC                                                       | TOTALENERGIES CAPITAL USA LLC 4.248% 01/13/2031                                                 | CUSIP: 89158TAA7<br>LEI: 9845000979865101C194 | Long             | DBT              | CORP              | US        |   1760000 | PA      | $1775769.56   | 0.05%             | 2031-01-13      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCKS FINANCE NORTH AMERICA LLC                                            | DAIMLER TRUCKS FINANCE NORTH AMERICA LLC 4.15% 01/12/2029 144A                                  | CUSIP: 233853BK5<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    310000 | PA      | $310861.20    | 0.01%             | 2029-01-12      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ARI FLEET LEASE TRUST                                                               | ARI FLEET LEASE TRUST 2026-A A3 4.46% 11/15/2034 144A                                           | CUSIP: 04033DAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    100000 | PA      | $100814.06    | 0.00%             | 2034-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ARI FLEET LEASE TRUST                                                               | ARI FLEET LEASE TRUST 4.35% 11/15/2034 144A                                                     | CUSIP: 04033DAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1345000 | PA      | $1348303.45   | 0.04%             | 2034-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                  | ENERGY TRANSFER LP 4.55% 01/15/2031                                                             | CUSIP: 29273VBJ8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    595000 | PA      | $600702.06    | 0.02%             | 2031-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                                                | COLOMBIA REPUBLIC OF 5.375% 01/21/2029                                                          | CUSIP: 195325ET8<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   1460000 | PA      | $1457080.00   | 0.04%             | 2029-01-21      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MASSMUTUAL GLOBAL FDG II                                                            | MASSMUTUAL GLOBAL FDG II 4% 01/22/2029 144A                                                     | CUSIP: 57629TCB1<br>LEI: 549300K1IE3K7YU6VG29 | Long             | DBT              | CORP              | US        |    788000 | PA      | $789580.09    | 0.02%             | 2029-01-22      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TR 2026-1                                             | EXETER AUTO RECEIVBLES 2012-2 4.4% 10/15/2030                                                   | CUSIP: 30168HAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    275000 | PA      | $276613.76    | 0.01%             | 2030-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                       | GOLDMAN SACHS GROUP INC (THE) 4.148%/VAR 01/21/2029                                             | CUSIP: 38145GAP5<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   3800000 | PA      | $3801573.92   | 0.12%             | 2029-01-21      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                      | MORGAN STANLEY 4.238%/VAR 01/09/2030                                                            | CUSIP: 61748UAR3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    765000 | PA      | $767676.31    | 0.02%             | 2030-01-09      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| AFFIRM MASTER TRUST                                                                 | AFFIRM MASTER TRUST 4.33% 02/15/2034 144A                                                       | CUSIP: 00833BAU2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1385000 | PA      | $1392917.21   | 0.04%             | 2034-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AFFIRM MASTER TRUST                                                                 | AFFIRM MASTER TRUST 1A B 4.62% 02/15/2034 144A                                                  | CUSIP: 00833BAV0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    210000 | PA      | $210767.26    | 0.01%             | 2034-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DLLMT 2026-1 LLC                                                                    | DLLMT 2026-1 LLC 4.44% 12/20/2029 144A                                                          | CUSIP: 23347JAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    160000 | PA      | $161114.45    | 0.00%             | 2029-12-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PEAC SOLUTIONS RECEIVABLES 2026-1 LLC                                               | PEAC SOLUTIONS RECEIVABLES 2026-1A A2 LLC 4.49% 10/20/2028 144A                                 | CUSIP: 704583AB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    545000 | PA      | $546317.32    | 0.02%             | 2028-10-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EXTENDED STAY AMER TR 2026-ESH2                                                     | EXTENDED STAY AMER TR 2026-ESH2 A TSFR1M+130 02/15/2043 144A                                    | CUSIP: 30227WAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1016000 | PA      | $1016317.50   | 0.03%             | 2043-02-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                             | HCA INC CP 0% 03/02/2026                                                                        | CUSIP: 40412DC23<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   2370000 | PA      | $2369207.47   | 0.07%             | 2026-03-02      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                                | EDISON INTERNATIONAL CP 0% 03/16/2026                                                           | CUSIP: 28103BCG5<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |   1550000 | PA      | $1546979.05   | 0.05%             | 2026-03-16      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GALAXY XXII CLO LTD                                                                 | GALAXY XXII CLO LTD 16-22A CR4 TSFR3M+160 04/16/2034 144A                                       | CUSIP: 36320TBR3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    700000 | PA      | $700171.50    | 0.02%             | 2034-04-16      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| DLLMT 2026-1 LLC                                                                    | DLLMT 2026-1A A4 LLC 4.36% 09/20/2033 144A                                                      | CUSIP: 23347JAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     45000 | PA      | $45558.00     | 0.00%             | 2033-09-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AUTONATION FINANCE TRUST 2026-1                                                     | AUTONATION FINANCE TRUST 2026-1A A3 4.23% 08/12/2030 144A                                       | CUSIP: 05330WAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    475000 | PA      | $477653.45    | 0.01%             | 2030-08-12      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SECURITIZED TERM AUTO RECEIVABLES TRUST                                             | SECURITIZED TERM AUTO RECEIVABLES TRUST 4.284% 03/25/2033 144A                                  | CUSIP: 81378WAF0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | CA        |    547619 | PA      | $550153.86    | 0.02%             | 2033-03-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMSR 2021-SFR2 TR                                                                   | AMSR 2021-SFR2 TR 1.527% 08/17/2038 144A                                                        | CUSIP: 00179VAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2745926 | PA      | $2709870.51   | 0.08%             | 2038-08-17      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BRIDGECREST LENDING AUTO SECURITIZATION TRUST 2026-1                                | BRIDGECREST LENDING AUTO SECURITIZATION TRUST 2026-1 C 4.44% 11/17/2031                         | CUSIP: 107927AE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    840000 | PA      | $845541.23    | 0.03%             | 2031-11-17      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                                                  | CANADIAN IMPERIAL BK OF COMM 4.283%/VAR 01/29/2030                                              | CUSIP: 13607QWB4<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   1105000 | PA      | $1112424.08   | 0.03%             | 2030-01-29      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TR 2026-1                                             | EXETER AUTOMOBILE RECEIVABLES TR 2026-1 4.73% 05/17/2032                                        | CUSIP: 30168HAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    800000 | PA      | $805640.16    | 0.02%             | 2032-05-17      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                       | FHLG 30YR 5.5% 10/01/2055#SL3489                                                                | CUSIP: 31427Q2X9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    828593 | PA      | $845567.60    | 0.03%             | 2055-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PEAC SOLUTIONS RECEIVABLES 2026-1 LLC                                               | PEAC SOLUTIONS RECEIVABLES LLC 26-1A B 4.75% 07/20/2033 144A                                    | CUSIP: 704583AD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    630000 | PA      | $636964.34    | 0.02%             | 2033-07-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SECURITIZED TERM AUTO RECEIVABLES TRUST                                             | SECURITIZED TERM AUTO RECEIVABLES TRUST 26-A C 4.431% 03/25/2033 144A                           | CUSIP: 81378WAG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | CA        |    198276 | PA      | $199190.39    | 0.01%             | 2033-03-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WESTERN-SOUTHERN GLOBAL FUNDING                                                     | WESTERN-SOUTHERN GLOBAL FUNDING 4.25% 01/29/2029 144A                                           | CUSIP: 95954A2D4<br>LEI: 635400PFYEGVSGK4VB37 | Long             | DBT              | CORP              | US        |   1720000 | PA      | $1727629.85   | 0.05%             | 2029-01-29      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| THE BANK OF NOVA SCOTIA                                                             | BANK OF NOVA SCOTIA 4.247%/VAR 02/02/2030                                                       | CUSIP: 06418GAY3<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   2500000 | PA      | $2512336.13   | 0.08%             | 2030-02-02      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| POST CLO 2022-1 LTD                                                                 | POST CLO 2022-1 LTD BR TSFR3M+150 04/20/2035 144A                                               | CUSIP: 73742YAL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1065000 | PA      | $1065331.22   | 0.03%             | 2035-04-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SYMPHONY CLO 37 LTD                                                                 | SYMPHONY CLO 37 LTD AR2 TSFR3M+113 01/20/2037 144A                                              | CUSIP: 87169VBG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   1815000 | PA      | $1815575.36   | 0.05%             | 2037-01-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| AFFIRM MASTER TRUST                                                                 | AFFIRM MASTER TRUST 4.72% 02/15/2034 144A                                                       | CUSIP: 00833BAW8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    855000 | PA      | $859313.48    | 0.03%             | 2034-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BBCMS MTG TR 2026-5C40                                                              | BBCMS MTG TR 2026-5C40 A1 4.43094% 02/15/2031                                                   | CUSIP: 05557AAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     90000 | PA      | $90241.12     | 0.00%             | 2059-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES INC/OH                                                        | HUNTINGTON BANCSHARES INC/OH 4.623%/VAR 01/28/2032                                              | CUSIP: 446150BK9<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |   2240000 | PA      | $2261262.71   | 0.07%             | 2032-01-28      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| HARLEY DAVIDSON FINANCIAL SERVICES INC                                              | HARLEY DAVIDSON FINL SVCS INC CP 0% 03/04/2026                                                  | CUSIP: 41282KC48<br>LEI: RLUFFFFW4GRYU77BTS24 | Long             | DBT              | CORP              | US        |   1505000 | PA      | $1504190.16   | 0.05%             | 2026-03-04      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| MARBLE POINT CLO XXI LTD                                                            | MARBLE POINT CLO XXI LTD BR TSFR3M+150 10/17/2034 144A                                          | CUSIP: 56606KAS4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2100000 | PA      | $2100325.50   | 0.06%             | 2034-10-17      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                                                 | FIFTH THIRD BANCORP 4.566%/VAR 04/29/2032                                                       | CUSIP: 316773DN7<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |   1335000 | PA      | $1342909.93   | 0.04%             | 2032-04-29      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BMO 2026-C14 MORTGAGE TRUST                                                         | BMO 2026-C14 MORTGAGE TRUST 4.3186% 02/15/2059                                                  | CUSIP: 096942AS6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    195000 | PA      | $196331.11    | 0.01%             | 2059-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TOWD POINT MORTGAGE TRUST 2024-2                                                    | TOWD POINT MORTGAGE TRUST 2 A1B VAR 12/25/2064                                                  | CUSIP: 89183AAQ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    919367 | PA      | $940578.82    | 0.03%             | 2064-12-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| NYMT LN TR 2026-INV1                                                                | NYMT LOAN TRUST 2026-INV1 A1 VAR 02/25/2061 144A                                                | CUSIP: 62957GAF4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    369245 | PA      | $370082.56    | 0.01%             | 2061-02-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| DEEPHAVEN RESIDENTIAL MTG TR 2026-INV1                                              | DEEPHAVEN RESIDENTIAL MORTGAGE TRUST 2026-INV1 A1 VAR 12/25/2070 144A                           | CUSIP: 24381GAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    650000 | PA      | $651880.71    | 0.02%             | 2070-12-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MAGNETITE XXIII LTD                                                                 | MAGNETITE XXIII LTD AR2 TSFR3M+99 01/25/2035 144A                                               | CUSIP: 55954NAS8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1780000 | PA      | $1781534.36   | 0.05%             | 2035-01-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| OPTN 2026-A                                                                         | OPTN 2026-A A 0% 01/09/2034 144A                                                                | CUSIP: 68390VAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    200000 | PA      | $200640.00    | 0.01%             | 2034-01-09      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2026-V20 MTG TR                                                           | BENCHMARK MTG TR 2026-V20 A1 4.332% 02/15/2059                                                  | CUSIP: 08164KAU4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    215000 | PA      | $216141.11    | 0.01%             | 2059-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                             | HCA INC CP 0% 05/14/2026                                                                        | CUSIP: 40412DEE5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1720000 | PA      | $1704802.60   | 0.05%             | 2026-05-14      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BACARDI MARTINI BV                                                                  | BACARDI MARTINI BV YCP 0% 03/27/2026                                                            | CUSIP: 05634FCT4<br>LEI: 5493002XXBV8B88K2408 | Long             | DBT              | CORP              | NL        |    810000 | PA      | $807399.09    | 0.02%             | 2026-03-27      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE LOAN FUNDING 2024-3 LTD                                               | PALMER SQUARE LOAN FUNDING 2024-3 LTD 3A BR TSFR3M+145 08/08/2032 144A                          | CUSIP: 69690EAN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    680000 | PA      | $680652.80    | 0.02%             | 2032-08-08      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| EFMT 2026-NQM1                                                                      | EFMT 2026-NQM1 A1F 4.89962% 02/25/2071 144A                                                     | CUSIP: 26846GAG2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    404124 | PA      | $404476.36    | 0.01%             | 2071-02-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                    | CROWN CASTLE INC CP 0% 03/12/2026                                                               | CUSIP: 22823QCC3<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   1730000 | PA      | $1727384.07   | 0.05%             | 2026-03-12      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| OZLM XIX LTD                                                                        | OZLM XIX LTD 19A A1R3 TSFR3M+100 01/15/2035 144A                                                | CUSIP: 67112CBN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2155000 | PA      | $2155398.68   | 0.07%             | 2035-01-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                            | LLOYDS BANKING GROUP PLC 4.241%/VAR 02/10/2030                                                  | CUSIP: 53944YBG7<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   1463000 | PA      | $1469771.09   | 0.04%             | 2030-02-10      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| TOWD PT MTG TR 2026-1                                                               | TOWD PT MTG TR 2026-1 A1B 4.41904% 01/25/2066 144A                                              | CUSIP: 891959AB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1197608 | PA      | $1198020.75   | 0.04%             | 2066-01-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORP                                   | NATIONAL RURAL UTL COOP FIN 4.05% 02/09/2029                                                    | CUSIP: 63743HGE6<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |   2025000 | PA      | $2034851.60   | 0.06%             | 2029-02-09      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NEUBERGER BERMAN LN ADVISERS NBLA CLO 50 LTD / NEUBERGER BERMAN LN                  | NEUBERGER BERMAN CLO LTD 22-50A AR2 VAR 07/23/2036 144A                                         | CUSIP: 64134VAY2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   3825000 | PA      | $3825516.38   | 0.12%             | 2036-07-23      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVE SECS TR 2026-R01                                                    | CONNECTICUT AVE SECS TR 2026-R01 SOFR30A+85 01/25/2046 144A                                     | CUSIP: 20755BAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1553952 | PA      | $1554437.20   | 0.05%             | 2046-01-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BX COML MTG TR 2026-CSMO                                                            | BX COML MTG TR 2026-CSMO C TSFR1M+200 02/15/2042 144A                                           | CUSIP: 12433LAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    310000 | PA      | $310775.00    | 0.01%             | 2042-02-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ARES LX CLO LTD                                                                     | ARES LX CLO LTD CR TSFR3M+ 07/18/2034 144A                                                      | CUSIP: 04018FAQ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2830000 | PA      | $2830121.69   | 0.09%             | 2034-07-18      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                        | ALPHABET INC 3.7% 02/15/2029                                                                    | CUSIP: 02079KBJ5<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   1215000 | PA      | $1216175.97   | 0.04%             | 2029-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC INC                                                        | THERMO FISHER SCIENTIFIC INC 4.215% 02/12/2031                                                  | CUSIP: 883556DG4<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |   1095000 | PA      | $1103986.97   | 0.03%             | 2031-02-12      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PLYM COMMERCIAL MORTGAGE TRUST 2026-IND                                             | PLYM COMMERCIAL MORTGAGE TRUST 2026-IND A TSFR1M+125 03/15/2043 144A                            | CUSIP: 69292BAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1300000 | PA      | $1300000.00   | 0.04%             | 2043-03-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CENCORA INC                                                                         | CENCORA INC 3.95% 02/13/2029                                                                    | CUSIP: 03073EBC8<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    660000 | PA      | $660280.17    | 0.02%             | 2029-02-13      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO RECEIVABLES TRUST 2026-A                                               | HYUNDAI AUTO RECEIVABLES TRUST 2026-A 4.31% 06/15/2033                                          | CUSIP: 448981AG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    165000 | PA      | $166113.24    | 0.01%             | 2033-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST 2021-DNA1                                             | FREDDIE MAC STACR REMIC TRUST 2021-DNA1 SOFR30A+ 02/25/2056 144A                                | CUSIP: 35564UCR6<br>LEI: N/A                  | Long             | ABS-CBDO         | USGA              | US        |    990000 | PA      | $990928.13    | 0.03%             | 2046-02-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                       | SOUTHERN CALIFORNIA EDISON CO CP 0% 03/27/2026                                                  | CUSIP: 8424C1CT3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   2095000 | PA      | $2088285.11   | 0.06%             | 2026-03-27      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2026-XL6                                               | BX COMMERCIAL MORTGAGE TRUST 2026-XL6 TSFR1M+130 03/15/2043 144A                                | CUSIP: 12433NAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    936000 | PA      | $936588.74    | 0.03%             | 2043-03-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| RKTL 2026-1A                                                                        | RKTL 2026-1A 4.31% 02/26/2035 144A                                                              | CUSIP: 74990JAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1140000 | PA      | $1141297.32   | 0.03%             | 2035-02-26      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST 2026-1                                       | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2026-1 A3 4.18% 07/15/2030                               | CUSIP: 80288FAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    670000 | PA      | $671409.35    | 0.02%             | 2030-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NMEF FUNDING 2026-A LLC                                                             | NMEF FUNDING 2026-A C LLC 4.71% 02/15/2034 144A                                                 | CUSIP: 62919FAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    170000 | PA      | $171170.21    | 0.01%             | 2034-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NMEF FUNDING 2026-A LLC                                                             | NMEF FUNDING 2026-A LLC 4.48% 02/15/2034 144A                                                   | CUSIP: 62919FAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    100000 | PA      | $100455.05    | 0.00%             | 2034-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                        | BARCLAYS PLC 4.219%/VAR 05/24/2030                                                              | CUSIP: 06738EDG7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    760000 | PA      | $760166.17    | 0.02%             | 2030-05-24      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| NAVIENT REFINANCE LOAN TRUST 2026-A                                                 | NAVIENT REFINANCE LOAN TRUST 2026-A 4.5% 01/18/2056 144A                                        | CUSIP: 63943HAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    425000 | PA      | $425909.46    | 0.01%             | 2056-01-18      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LEIDOS INC                                                                          | LEIDOS INC 4.1% 03/15/2029                                                                      | CUSIP: 52532XAM7<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |   1425000 | PA      | $1428649.33   | 0.04%             | 2029-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                                                         | OVINTIV INC CP 0% 03/19/2026                                                                    | CUSIP: 69047KCK9<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |   1990000 | PA      | $1985392.16   | 0.06%             | 2026-03-19      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SFS AUTO RECEIVABLES SECURITIZATION TRUST 2026-1                                    | SFS AUTO RECEIVABLES SECURITIZATION TRUST 2026-1 4.46% 11/21/2033 144A                          | CUSIP: 81885FAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1590000 | PA      | $1598810.83   | 0.05%             | 2033-11-21      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MORTGAGE TRUST 2026-2                                                     | AOMT 2026-2 VAR 02/25/2071 144A                                                                 | CUSIP: 03466LAD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $1000000.00   | 0.03%             | 2071-02-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                                | EDISON INTERNATIONAL CP 0% 03/19/2026                                                           | CUSIP: 28103BCK6<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |   1690000 | PA      | $1686119.93   | 0.05%             | 2026-03-19      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                                                         | OVINTIV INC CP 0% 03/20/2026                                                                    | CUSIP: 69047KCL7<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |   2115000 | PA      | $2109851.46   | 0.06%             | 2026-03-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| LCM 39 LTD                                                                          | LCM 39 LTD A1R2 TSFR3M+104 10/15/2034 144A                                                      | CUSIP: 50204NBA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    250000 | PA      | $249998.75    | 0.01%             | 2034-10-15      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| ADVANCED INFO SERVICE PCL                                                           | ADVANCED INFO SERVICE PCL 4.26% 03/04/2031 REGS                                                 | CUSIP: N/A<br>LEI: 529900DU2YW1NO5RMU78       | Long             | DBT              | CORP              | TH        |    980000 | PA      | $983381.00    | 0.03%             | 2031-03-04      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BRUNSWICK CORP                                                                      | BRUNSWICK CORP CP 0% 03/03/2026                                                                 | CUSIP: 11704NC37<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | DBT              | CORP              | US        |   2530000 | PA      | $2528806.60   | 0.08%             | 2026-03-03      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                          | ABBVIE INC 3.775% 03/03/2028                                                                    | CUSIP: 00287YED7<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   2375000 | PA      | $2378143.86   | 0.07%             | 2028-03-03      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                          | ABBVIE INC 4.125% 03/15/2031                                                                    | CUSIP: 00287YEE5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    660000 | PA      | $662097.35    | 0.02%             | 2031-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                    | CROWN CASTLE INC CP 0% 03/19/2026                                                               | CUSIP: 22823QCK5<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   2200000 | PA      | $2194885.88   | 0.07%             | 2026-03-19      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| NEUBERGER BERMAN LOAN ADVISERS CLO 51 LTD                                           | NEUBERGER BERMAN LOAN ADVISERS CLO 51 LTD AR2 TSFR3M+100 10/23/2036 144A                        | CUSIP: 64135BAW9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   2025000 | PA      | $2024989.88   | 0.06%             | 2036-10-23      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| HOMES 2026-AFC1 TR                                                                  | HOMES 2026-AFC1 A1 TRUST VAR 02/25/2061 144A                                                    | CUSIP: 403972AC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    890000 | PA      | $889990.57    | 0.03%             | 2061-02-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-03-30

**Name of Applicant:** Heather Bonner

**Signature:** Heather Bonner

**Name of Signer:** Heather Bonner

**Title:** President and Treasurer