# EDGAR Filing Document

**Accession Number:** 0001342947
**File Stem:** 0001003715-26-002409
**Filing Date:** 2026-6
**Character Count:** 211163
**Document Hash:** a4f5f8d569a766facadf25f3f2b2b232
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001003715-26-002409.hdr.sgml**: 20260626

**ACCESSION NUMBER**: 0001003715-26-002409

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260430

**FILED AS OF DATE**: 20260626

**DATE AS OF CHANGE**: 20260626

**PERIOD START**: 20261031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** BBH Trust
- **CENTRAL INDEX KEY:** 0001342947

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-21829
- **FILM NUMBER:** 261125643

**BUSINESS ADDRESS:**
- **STREET 1:** 140 BROADWAY
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10005
- **BUSINESS PHONE:** 800-575-1265

**MAIL ADDRESS:**
- **STREET 1:** 140 BROADWAY
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10005

## Series and Classes Contracts Data

### BBH Limited Duration Fund (Series ID: S000015110)

| Class ID   | Class Name     | Ticker Symbol   |
|:---|:---|:---|
| C000041213 | Class N Shares | BBBMX           |
| C000041214 | Class I Shares | BBBIX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** BBH Trust

- **b. Investment Company Act file number:** 811-21829

- **c. CIK number of Registrant:** 0001342947

- **d. LEI of Registrant:** 5493002QM4WBFYUZ3Y95

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

  - **Street Address 1:** 140 Broadway

  - **City:** New York

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10005-1108

  - **Telephone number:** 800-575-1265

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

- **a. Name of Series:** BBH Limited Duration Fund

- **b. EDGAR series identifier (if any):** S000015110

- **c. LEI of Series:** 549300GDZGAO1AE3NJ34

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

- **a. Date of fiscal year-end:** 2026-10-31

- **b. Date as of which information is reported:** 2026-04-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $10848315119.79

**Total Liabilities:** $335635400.36

**Net Assets:** $10512679719.43

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -58943.00000000 | **1-Year:** -690580.00000000 | **5-Year:** -548954.00000000 | **10-Year:** -10155.00000000 | **30-Year:** 0.00000000

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

- **3-Month:** -5507.00000000 | **1-Year:** -98998.00000000 | **5-Year:** -111119.00000000 | **10-Year:** -57402.00000000 | **30-Year:** -108093.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000041214 | 0.34%                | -0.11%               | 0.46%                |
| Class ID C000041213 | 0.24%                | -0.02%               | 0.46%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $3970594.70              | $-3233029.15                               |
| Month 2  | $669647.14               | $-55191357.56                              |
| Month 3  | $-4271374.36             | $11813274.19                               |

**Designated Index Information**

- **Index Name:** Blended LDF Benchmark

- **Index Identifier:** Blended Customized Index

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| VOLKSWAGEN GROUP 4.9% 08/14/26 | VOLKSWAGEN GROUP AMERICA REGD 144A P/P 4.90000000                                               | CUSIP: 928668CK6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  17830000 | PA      | $17853300.60   | 0.17%             | 2026-08-14      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| CONTINENTAL RE 2.268% 11/15/26 | CONTINENTAL RESOURCES REGD 144A P/P 2.26800000                                                  | CUSIP: 212015AU5<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |  26796000 | PA      | $26495825.85   | 0.25%             | 2026-11-15      | Fixed         | 2.27%                 | Yes           |                  2 | On Loan: No      |
| NORTHWESTERN MU 4.71% 01/10/29 | NORTHWESTERN MUTUAL GLBL REGD 144A P/P MTN 4.71000000                                           | CUSIP: 66815L2Q1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  24865000 | PA      | $25096914.86   | 0.24%             | 2029-01-10      | Fixed         | 4.71%                 | Yes           |                  2 | On Loan: No      |
| ASHTEAD CAPITAL 4.25% 11/01/29 | ASHTEAD CAPITAL INC REGD 144A P/P 4.25000000                                                    | CUSIP: 045054AL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  12154000 | PA      | $11916970.75   | 0.11%             | 2029-11-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN TOWER 3.375% 10/15/26 | AMERICAN TOWER CORP REGD 3.37500000                                                             | CUSIP: 03027XAK6<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |  70535000 | PA      | $70259841.55   | 0.67%             | 2026-10-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE 5.875% 10/15/28 | PUBLIC SERVICE ENTERPRIS REGD 5.87500000                                                        | CUSIP: 744573AW6<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |  18615000 | PA      | $19188360.43   | 0.18%             | 2028-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS IN 5.5% 10/17/28 | GENERAL MILLS INC REGD 5.50000000                                                               | CUSIP: 370334CW2<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |  15535000 | PA      | $15891749.62   | 0.15%             | 2028-10-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MMAF 2025-A A2 4.64% 10/13/27  | BARINGS EQUIPMENT FINANCE LLC 2025-A SER 2025-A CL A2 REGD 144A P/P 4.64000000                  | CUSIP: 06764MAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6435944 | PA      | $6459142.93    | 0.06%             | 2028-10-13      | Fixed         | 4.64%                 | Yes           |                  2 | On Loan: No      |
| VOLKSWAGEN GROU 4.85% 08/15/27 | VOLKSWAGEN GROUP AMERICA REGD 144A P/P 4.85000000                                               | CUSIP: 928668CL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  20600000 | PA      | $20651840.11   | 0.20%             | 2027-08-15      | Fixed         | 4.85%                 | Yes           |                  2 | On Loan: No      |
| DRIVE 2025-2 A 4.14% 08/16/27  | DRIVE AUTO RECEIVABLES TRUST 2025-2 SER 2025-2 CL A3 REGD 4.14000000                            | CUSIP: 262103AD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  20650000 | PA      | $20649366.05   | 0.20%             | 2032-09-15      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL 4.3% 11/05/32 | NOVARTIS CAPITAL CORP REGD 4.30000000                                                           | CUSIP: 66989HAZ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2200000 | PA      | $2169740.17    | 0.02%             | 2032-11-05      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| FCRT 2024-1 A2 5.49% 11/15/26  | FOURSIGHT CAPITAL AUTOMOBILE RECEIVABLES TRUST 2024-1 SER 2024-1 CL A2 REGD 144A P/P 5.49000000 | CUSIP: 35105AAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1710064 | PA      | $1713501.11    | 0.02%             | 2029-01-16      | Fixed         | 5.49%                 | Yes           |                  2 | On Loan: No      |
| GOLDMAN SACHS GRO V/R 02/24/28 | GOLDMAN SACHS GROUP INC REGD V/R 2.64000000                                                     | CUSIP: 38141GZK3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1925000 | PA      | $1896817.75    | 0.02%             | 2028-02-24      | Variable      | 2.64%                 | No            |                  2 | On Loan: No      |
| ASCENSION HEAL 4.078% 11/15/28 | ASCENSION HEALTH REGD SER 2025 4.07800000                                                       | CUSIP: 04351LAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  13340000 | PA      | $13281093.23   | 0.13%             | 2028-11-15      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 3.875% 07/31/30   | UNITED STATES TREASURY NOTE 3.87500000                                                          | CUSIP: 91282CNN7<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  23975000 | PA      | $23865426.82   | 0.23%             | 2030-07-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| EART 2026-1A A 4.03% 01/18/28  | EXETER AUTOMOBILE RECEIVABLES TRUST 2026-1 SER 2026-1A CL A3 REGD 4.03000000                    | CUSIP: 30168HAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  14500000 | PA      | $14457024.90   | 0.14%             | 2030-03-15      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CRE 4.5% 05/14/27 | TOYOTA MOTOR CREDIT CORP REGD 4.50000000                                                        | CUSIP: 89236TNG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  32165000 | PA      | $32309221.11   | 0.31%             | 2027-05-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| T/L NRG ENERGY INC 0% 04/16/31 | T/L NRG ENERGY INC. 0% 0.00000000                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   7939241 | PA      | $7951784.52    | 0.08%             | 2031-04-16      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| UMBS P#735997 5.5% 11/01/35    | FANNIE MAE POOL UMBS P#735997 5.50000000                                                        | CUSIP: 31402RUW7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     97459 | PA      | $100500.95     | 0.00%             | 2035-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BHG 2024-1CON  5.81% 04/17/30  | BHG SECURITIZATION TRUST 2024-1CON SER 2024-1CON CL A REGD 144A P/P 5.81000000                  | CUSIP: 08862HAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2950780 | PA      | $2994880.14    | 0.03%             | 2035-04-17      | Fixed         | 5.81%                 | Yes           |                  2 | On Loan: No      |
| BXMT 2020-FL2 A V/R 07/15/22   | BXMT 2020-FL2 LTD SER 2020-FL2 CL A V/R REGD 144A P/P 4.93244000                                | CUSIP: 12434LAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1019438 | PA      | $1018895.54    | 0.01%             | 2038-02-15      | Variable      | 4.93%                 | Yes           |                  2 | On Loan: No      |
| HONEYWELL INTERN 1.1% 03/01/27 | HONEYWELL INTERNATIONAL REGD 1.10000000                                                         | CUSIP: 438516CE4<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |   2200000 | PA      | $2148212.70    | 0.02%             | 2027-03-01      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| NORTHWESTERN MUT 4.4% 03/30/29 | NORTHWESTERN MUTUAL GLBL REGD 144A P/P 4.40000000                                               | CUSIP: 66815L3A5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  37640000 | PA      | $37696128.02   | 0.36%             | 2029-03-30      | Fixed         | 4.40%                 | Yes           |                  2 | On Loan: No      |
| CAALT 2025-1A  5.02% 03/15/35  | CREDIT ACCEPTANCE AUTO LOAN TRUST 2025-1 SER 2025-1A CL A REGD 144A P/P 5.02000000              | CUSIP: 22536KAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  17180000 | PA      | $17269619.47   | 0.16%             | 2035-03-15      | Fixed         | 5.02%                 | Yes           |                  2 | On Loan: No      |
| UBS AG STAMFORD C V/R 03/16/29 | UBS AG STAMFORD CT REGD V/R 4.30200000                                                          | CUSIP: 90261AAG7<br>LEI: N/A                  | Long             | DBT              | CORP              | CH        |  26490000 | PA      | $26463359.27   | 0.25%             | 2029-03-16      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| NMEF 2025-A A2 4.72% 07/15/32  | NMEF FUNDING 2025-A LLC SER 2025-A CL A2 REGD 144A P/P 4.72000000                               | CUSIP: 62919VAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6633616 | PA      | $6651311.88    | 0.06%             | 2032-07-15      | Fixed         | 4.72%                 | Yes           |                  2 | On Loan: No      |
| NATWEST GROUP PLC V/R 11/15/28 | NATWEST GROUP PLC REGD V/R 4.96494800                                                           | CUSIP: 639057AR9<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |  33755000 | PA      | $34043688.96   | 0.32%             | 2028-11-15      | Variable      | 4.96%                 | No            |                  2 | On Loan: No      |
| MARS INC 5% 03/01/32           | MARS INC REGD 144A P/P 5.00000000                                                               | CUSIP: 571676AZ8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   2120000 | PA      | $2150638.90    | 0.02%             | 2032-03-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| SYNCHRONY BANK 5.625% 08/23/27 | SYNCHRONY BANK REGD 5.62500000                                                                  | CUSIP: 87166FAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2200000 | PA      | $2219147.19    | 0.02%             | 2027-08-23      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITA 4.875% 11/01/27 | HYUNDAI CAPITAL AMERICA REGD 144A P/P 4.87500000                                                | CUSIP: 44891ADK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  20885000 | PA      | $20977434.09   | 0.20%             | 2027-11-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| T/L ASPLUNDH TREE 0% 09/07/27  | T/L ASPLUNDH TREE EXPERT LLC   REGD 0.00000000                                                  | CUSIP: 04538FAD1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  49572614 | PA      | $49744631.45   | 0.47%             | 2027-09-07      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL ED 5.25% 03/15/30 | SOUTHERN CAL EDISON REGD 5.25000000                                                             | CUSIP: 842400JJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2100000 | PA      | $2133482.25    | 0.02%             | 2030-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF C 4.24% 08/03/27 | ROYAL BANK OF CANADA REGD MTN SER GMTN 4.24000000                                               | CUSIP: 78016FZS6<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |  24915000 | PA      | $24940655.22   | 0.24%             | 2027-08-03      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC 4.1% 11/15/30     | ALPHABET INC REGD 4.10000000                                                                    | CUSIP: 02079KAW7<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   2200000 | PA      | $2181270.10    | 0.02%             | 2030-11-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| PENNANTPARK INVE 4.5% 05/01/26 | PENNANTPARK INVESTMENT C REGD 4.50000000                                                        | CUSIP: 708062AC8<br>LEI: 529900OK432R4C6NQQ73 | Long             | DBT              | CORP              | US        |  10878000 | PA      | $10878000.00   | 0.10%             | 2026-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROW 3.875% 04/01/29 | MEDLINE BORROWER LP REGD 144A P/P 3.87500000                                                    | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |  74315000 | PA      | $72201659.76   | 0.69%             | 2029-04-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| PROTECTIVE LIF 4.803% 06/05/30 | PROTECTIVE LIFE GLOBAL REGD 144A P/P 4.80300000                                                 | CUSIP: 74368CCC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  28265000 | PA      | $28310822.37   | 0.27%             | 2030-06-05      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| WELLS FARGO & COM V/R 04/23/29 | WELLS FARGO & COMPANY REGD V/R 4.97000000                                                       | CUSIP: 95000U3T8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |  32115000 | PA      | $32406624.75   | 0.31%             | 2029-04-23      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| WESTPAC NEW ZE 4.902% 02/15/28 | WESTPAC NEW ZEALAND LTD REGD 144A P/P 4.90200000                                                | CUSIP: 96122FAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | NZ        |  30895000 | PA      | $31191266.68   | 0.30%             | 2028-02-15      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| WILLIS NORTH AM 4.65% 06/15/27 | WILLIS NORTH AMERICA INC REGD 4.65000000                                                        | CUSIP: 970648AL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2200000 | PA      | $2205190.61    | 0.02%             | 2027-06-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC 4.65% 03/15/29  | SALESFORCE INC REGD 4.65000000                                                                  | CUSIP: 79466LAR5<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |  78135000 | PA      | $78287182.76   | 0.74%             | 2029-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| STATE STREET C 4.536% 02/28/28 | STATE STREET CORP REGD 4.53600000                                                               | CUSIP: 857477CU5<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |  47860000 | PA      | $48150281.91   | 0.46%             | 2028-02-28      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GL 4.2% 04/20/29 | NEW YORK LIFE GLOBAL FDG REGD 144A P/P 4.20000000                                               | CUSIP: 64953BCG1<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |  22295000 | PA      | $22190130.34   | 0.21%             | 2029-04-20      | Fixed         | 4.20%                 | Yes           |                  2 | On Loan: No      |
| BHG 2025-2CON  4.84% 02/17/33  | BHG SECURITIZATION TRUST 2025-2CON SER 2025-2CON CL A REGD 144A P/P 4.84000000                  | CUSIP: 05494LAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  18031267 | PA      | $18029398.81   | 0.17%             | 2036-09-17      | Fixed         | 4.84%                 | Yes           |                  2 | On Loan: No      |
| ATHENE GLOBAL  5.583% 01/09/29 | ATHENE GLOBAL FUNDING REGD 144A P/P 5.58300000                                                  | CUSIP: 04685A3Q2<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |  47995000 | PA      | $48653714.58   | 0.46%             | 2029-01-09      | Fixed         | 5.58%                 | Yes           |                  2 | On Loan: No      |
| HAROT 2025-2 A2 4.3% 01/15/27  | HONDA AUTO RECEIVABLES 2025-2 OWNER TRUST SER 2025-2 CL A2A REGD 4.30000000                     | CUSIP: 437921AB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  15280053 | PA      | $15295177.65   | 0.15%             | 2028-01-18      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| FLX 2025-1A A2 6.03% 10/25/30  | FLEXENTIAL ISSUER LLC SER 2025-1A CL A2 REGD 144A P/P 6.03000000                                | CUSIP: 33938MAK5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  23800000 | PA      | $23668976.24   | 0.23%             | 2060-10-25      | Fixed         | 6.03%                 | Yes           |                  2 | On Loan: No      |
| TOYOTA MOTOR CR 3.05% 03/22/27 | TOYOTA MOTOR CREDIT CORP REGD MTN 3.05000000                                                    | CUSIP: 89236TJZ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2100000 | PA      | $2083432.85    | 0.02%             | 2027-03-22      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| PSTAT 2026-1A A1 V/R 07/15/34  | PALMER SQUARE LOAN FUNDING 2026-1 LTD SER 2026-1A CL A1 V/R REGD 144A P/P 0.00000000            | CUSIP: 69704KAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  32740000 | PA      | $32740000.00   | 0.31%             | 2034-07-15      | Variable      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN NATIO 4.875% 01/23/31 | AMERICAN NATIONAL GF REGD 144A P/P MTN 4.87500000                                               | CUSIP: 02771D2E3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  33170000 | PA      | $32629039.09   | 0.31%             | 2031-01-23      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| GFORT 2025-2A  4.64% 03/15/28  | GMF FLOORPLAN OWNER REVOLVING TRUST SER 2025-2A CL A REGD 144A P/P 4.64000000                   | CUSIP: 361886EB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  28000000 | PA      | $28181241.20   | 0.27%             | 2030-03-15      | Fixed         | 4.64%                 | Yes           |                  2 | On Loan: No      |
| CFII 2023-2A A 6.16% 11/15/26  | CHESAPEAKE FUNDING II LLC SER 2023-2A CL A1 REGD 144A P/P 6.16000000                            | CUSIP: 165183CZ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2481629 | PA      | $2499029.34    | 0.02%             | 2035-10-15      | Fixed         | 6.16%                 | Yes           |                  2 | On Loan: No      |
| T/L IRIDIUM COMMU 0% 09/20/30  | T/L IRIDIUM COMMUNICATIONS INC REGD 0.00000000                                                  | CUSIP: 46269KAT1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  30347290 | PA      | $29774636.78   | 0.28%             | 2030-09-20      | Variable      | 5.90%                 | No            |                  2 | On Loan: No      |
| WDMNT 2025-14A A V/R 01/20/34  | WOODMONT 2025-14 LP SER 2025-14A CL A1 V/R REGD 144A P/P 4.92523000                             | CUSIP: 97988GAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  11196428 | PA      | $11178748.88   | 0.11%             | 2034-01-20      | Variable      | 4.93%                 | Yes           |                  2 | On Loan: No      |
| GENERAL MOTORS  5.35% 04/15/28 | GENERAL MOTORS CO REGD 5.35000000                                                               | CUSIP: 37045VBC3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |  10370000 | PA      | $10513585.92   | 0.10%             | 2028-04-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| NMEF 2023-A A2 6.57% 06/17/30  | NMEF FUNDING 2023-A LLC SER 2023-A CL A2 REGD 144A P/P 6.57000000                               | CUSIP: 62890QAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1060527 | PA      | $1063121.25    | 0.01%             | 2030-06-17      | Fixed         | 6.57%                 | Yes           |                  2 | On Loan: No      |
| ARIFL 2025-B A 4.59% 03/15/34  | ARI FLEET LEASE TRUST 2025-B SER 2025-B CL A2 REGD 144A P/P 4.59000000                          | CUSIP: 00193GAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10559500 | PA      | $10591484.95   | 0.10%             | 2034-03-15      | Fixed         | 4.59%                 | Yes           |                  2 | On Loan: No      |
| LLOYDS BANKING GR V/R 03/18/28 | LLOYDS BANKING GROUP PLC REGD V/R 3.75000000                                                    | CUSIP: 53944YAS2<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |  17755000 | PA      | $17651165.21   | 0.17%             | 2028-03-18      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CAPITAL 3.4% 07/15/26 | BLUE OWL CAPITAL CORP REGD 3.40000000                                                           | CUSIP: 69121KAE4<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |  37115000 | PA      | $36962503.74   | 0.35%             | 2026-07-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL 5.45% 06/24/26 | HYUNDAI CAPITAL AMERICA REGD 144A P/P 5.45000000                                                | CUSIP: 44891ADA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  14835000 | PA      | $14860710.09   | 0.14%             | 2026-06-24      | Fixed         | 5.45%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY PV V/R 11/17/28 | MORGAN STANLEY PVT BANK REGD V/R 4.20400000                                                     | CUSIP: 61776NZU0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  47310000 | PA      | $47152198.44   | 0.45%             | 2028-11-17      | Variable      | 4.20%                 | No            |                  2 | On Loan: No      |
| MET TOWER GLOBA 1.25% 09/14/26 | MET TOWER GLOBAL FUNDING REGD 144A P/P MTN 1.25000000                                           | CUSIP: 58989V2D5<br>LEI: 635400OFJCY9IOGBGY57 | Long             | DBT              | CORP              | US        |  44790000 | PA      | $44325114.74   | 0.42%             | 2026-09-14      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| ONDK 2023-1A A 7% 08/17/26     | ONDECK ASSET SECURITIZATION TRUST IV LLC SER 2023-1A CL A REGD 144A P/P 7.00000000              | CUSIP: 67108SAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  14337000 | PA      | $14412087.17   | 0.14%             | 2030-08-19      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| BHG 2026-1CON  4.81% 06/17/36  | BHG SECURITIZATION TRUST 2026-1CON SER 2026-1CON CL A REGD 144A P/P 4.81000000                  | CUSIP: 05494TAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  19240000 | PA      | $19211274.68   | 0.18%             | 2036-06-17      | Fixed         | 4.81%                 | Yes           |                  2 | On Loan: No      |
| RPIT 2019-1 A V/R 10/25/24     | RMF PROPRIETARY ISSUANCE TRUST 2019-1 SER 2019-1 CL A V/R REGD 144A P/P 2.75000000              | CUSIP: 74968RAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4724365 | PA      | $4555430.22    | 0.04%             | 2063-10-25      | Variable      | 2.75%                 | Yes           |                  2 | On Loan: No      |
| COREBRIDGE GLOB 4.65% 08/20/27 | COREBRIDGE GLOB FUNDING REGD 144A P/P 4.65000000                                                | CUSIP: 00138CBB3<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |   2130000 | PA      | $2133044.28    | 0.02%             | 2027-08-20      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| BX 2025-LUNR A V/R 06/15/27    | BX TRUST 2025-LUNR SER 2025-LUNR CL A V/R REGD 144A P/P 5.15471000                              | CUSIP: 05594CAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  17759894 | PA      | $17793174.47   | 0.17%             | 2040-06-15      | Variable      | 5.15%                 | Yes           |                  2 | On Loan: No      |
| APPLOVIN CORP 5.125% 12/01/29  | APPLOVIN CORP REGD 5.12500000                                                                   | CUSIP: 03831WAB4<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |   2100000 | PA      | $2116764.15    | 0.02%             | 2029-12-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| T/L ALLEN MEDIA 0% 02/10/2027  | T/L ALLEN MEDIA LLC AKA ENTERT REGD 0.00000000                                                  | CUSIP: 01771JAG8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  20929017 | PA      | $13603860.76   | 0.13%             | 2027-02-10      | Variable      | 9.35%                 | No            |                  2 | On Loan: No      |
| UMBS P#310104 5.5% 08/01/37    | FANNIE MAE POOL UMBS P#310104 5.50000000                                                        | CUSIP: 31374CNV4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1098830 | PA      | $1118954.52    | 0.01%             | 2037-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL 5.65% 06/26/26 | HYUNDAI CAPITAL AMERICA REGD 144A P/P 5.65000000                                                | CUSIP: 44891ACG0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  13795000 | PA      | $13822133.52   | 0.13%             | 2026-06-26      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: No      |
| EFF 2023-3 A2 6.4% 02/22/27    | ENTERPRISE FLEET FINANCING 2023-3 LLC SER 2023-3 CL A2 REGD 144A P/P 6.40000000                 | CUSIP: 29374LAB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3260620 | PA      | $3289061.29    | 0.03%             | 2030-03-20      | Fixed         | 6.40%                 | Yes           |                  2 | On Loan: No      |
| ONDK 2025-1A A 5.08% 04/17/28  | ONDECK ASSET SECURITIZATION IV LLC SER 2025-1A CL A REGD 144A P/P 5.08000000                    | CUSIP: 68237DAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  32100000 | PA      | $32044232.67   | 0.30%             | 2032-04-19      | Fixed         | 5.08%                 | Yes           |                  2 | On Loan: No      |
| OMFIT 2022-3A  5.94% 04/14/26  | ONEMAIN FINANCIAL ISSUANCE TRUST 2022-3 SER 2022-3A CL A REGD 144A P/P 5.94000000               | CUSIP: 68269PAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1009788 | PA      | $1010817.26    | 0.01%             | 2034-05-15      | Fixed         | 5.94%                 | Yes           |                  2 | On Loan: No      |
| T/L HEALTHPEAK PRO 0% 08/20/27 | T/L HEALTHPEAK PROPERTIES      INC REGD 0.00000000                                              | CUSIP: 42250UAD4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2579851 | PA      | $2544378.48    | 0.02%             | 2027-08-20      | Variable      | 4.49%                 | No            |                  2 | On Loan: No      |
| DCAL 2015-1A A1 V/R 02/15/22   | AIM AVIATION FINANCE LTD SER 2015-1A CL A1 V/R REGD P/P 6.21300000                              | CUSIP: 001406AA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4792137 | PA      | $4713909.44    | 0.04%             | 2040-02-15      | Variable      | 6.21%                 | Yes           |                  2 | On Loan: No      |
| T/L STONEPEAK NIL ZCP 04/09/32 | T/L STONEPEAK NILE PARENT REGD ZCP TERM LOAN 0.00000000                                         | CUSIP: 86184XAD6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  23935012 | PA      | $24009929.09   | 0.23%             | 2032-04-09      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| CAALT 2024-2A  5.95% 06/15/27  | CREDIT ACCEPTANCE AUTO LOAN TRUST 2024-2 SER 2024-2A CL A REGD 144A P/P 5.95000000              | CUSIP: 22536VAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  18320000 | PA      | $18505105.28   | 0.18%             | 2034-06-15      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| PEPSICO INC 4.5% 07/17/29      | PEPSICO INC REGD 4.50000000                                                                     | CUSIP: 713448FX1<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |   2105000 | PA      | $2122998.51    | 0.02%             | 2029-07-17      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| T/L HONEYWELL 0% 05/30/2027    | T/L HONEYWELL INTERNATIONAL    INC REGD 0.00000000                                              | CUSIP: 43852TCF0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  68750000 | PA      | $68664062.50   | 0.65%             | 2027-05-30      | Variable      | 4.53%                 | No            |                  2 | On Loan: No      |
| EVERGY MISSOURI 5.15% 12/15/27 | EVERGY MISSOURI WEST INC REGD 144A P/P 5.15000000                                               | CUSIP: 30037FAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2016564.14    | 0.02%             | 2027-12-15      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY V/R 04/12/29    | MORGAN STANLEY REGD V/R SER . 4.99400000                                                        | CUSIP: 61747YFY6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |  26420000 | PA      | $26641473.58   | 0.25%             | 2029-04-12      | Variable      | 4.99%                 | No            |                  2 | On Loan: No      |
| CAUTO 2024-2A A 4.9% 05/15/29  | CAPITAL AUTOMOTIVE REIT SER 2024-2A CL A1 REGD 144A P/P 4.90000000                              | CUSIP: 12510HAV2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10617217 | PA      | $10604222.26   | 0.10%             | 2054-05-15      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| ARBOR REALTY SR  8.5% 12/15/28 | ARBOR REALTY SR INC REGD 144A P/P 8.50000000                                                    | CUSIP: 03881NAL1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  14500000 | PA      | $14366293.18   | 0.14%             | 2028-12-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| US T BILL ZCP 05/26/26         | UNITED STATES TREASURY BILL ZCP 0.00000000                                                      | CUSIP: 912797TT4<br>LEI: N/A                  | Long             | STIV             | UST               | US        | 123145000 | PA      | $122839306.63  | 1.17%             | 2026-05-26      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| APPLE INC 1.4% 08/05/28        | APPLE INC REGD 1.40000000                                                                       | CUSIP: 037833EH9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   2460000 | PA      | $2327246.17    | 0.02%             | 2028-08-05      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| MUTUAL OF OMAHA GL 5% 04/01/30 | MUTUAL OF OMAHA GLOBAL REGD 144A P/P 5.00000000                                                 | CUSIP: 62829D2F6<br>LEI: 635400AL5J3F1ZPTAN95 | Long             | DBT              | CORP              | US        |  18735000 | PA      | $18916416.63   | 0.18%             | 2030-04-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| CITIZENS BANK NA/ V/R 08/09/28 | CITIZENS BANK NA/RI REGD V/R 4.57500000                                                         | CUSIP: 75524KPG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1940000 | PA      | $1942902.61    | 0.02%             | 2028-08-09      | Variable      | 4.58%                 | No            |                  2 | On Loan: No      |
| AMERICAN NATION 5.55% 01/28/30 | AMERICAN NATIONAL GF REGD 144A P/P MTN 5.55000000                                               | CUSIP: 02771D2A1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  22375000 | PA      | $22704892.75   | 0.22%             | 2030-01-28      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: No      |
| META PLATFORMS I 4.6% 11/15/32 | META PLATFORMS INC REGD 4.60000000                                                              | CUSIP: 30303MAC6<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   2200000 | PA      | $2173547.84    | 0.02%             | 2032-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| BX 2026-LP3 A V/R 04/15/28     | BX COMMERCIAL MORTGAGE TRUST 2026-LP3 SER 2026-LP3 CL A V/R REGD 144A P/P 5.03000000            | CUSIP: 05620HAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  29240000 | PA      | $29303962.50   | 0.28%             | 2043-04-15      | Variable      | 5.03%                 | Yes           |                  2 | On Loan: No      |
| NATWEST MARKET 4.654% 03/27/29 | NATWEST MARKETS PLC REGD 144A P/P MTN 4.65400000                                                | CUSIP: 63906YAV0<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |  37695000 | PA      | $37806526.69   | 0.36%             | 2029-03-27      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| WORKDAY INC 3.8% 04/01/32      | WORKDAY INC REGD 3.80000000                                                                     | CUSIP: 98138HAJ0<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |   2400000 | PA      | $2234795.35    | 0.02%             | 2032-04-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| REPS 2025-A A 4.59% 11/20/29   | REPUBLIC FINANCE ISSUANCE TRUST 2025-A SER 2025-A CL A REGD 144A P/P 4.59000000                 | CUSIP: 76042FAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  36780000 | PA      | $36549551.23   | 0.35%             | 2034-11-20      | Fixed         | 4.59%                 | Yes           |                  2 | On Loan: No      |
| NFMOT 2024-1A  5.12% 03/15/27  | NEXTGEAR FLOORPLAN MASTER OWNER TRUST SER 2024-1A CL A2 REGD 144A P/P 5.12000000                | CUSIP: 65341KBZ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  24520000 | PA      | $24720139.60   | 0.24%             | 2029-03-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| EQUITABLE FINANCIA 5% 03/27/30 | EQUITABLE FINANCIAL LIFE REGD 144A P/P 5.00000000                                               | CUSIP: 29449WAT4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  15280000 | PA      | $15364737.53   | 0.15%             | 2030-03-27      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| NFMOT 2025-2A  4.23% 10/15/28  | NEXTGEAR FLOORPLAN MASTER OWNER TRUST SER 2025-2A CL A2 REGD 144A P/P 4.23000000                | CUSIP: 65346CAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  33840000 | PA      | $33701269.54   | 0.32%             | 2030-10-15      | Fixed         | 4.23%                 | Yes           |                  2 | On Loan: No      |
| TLOT 2025-A A3 4.75% 07/20/27  | TOYOTA LEASE OWNER TRUST 2025-A SER 2025-A CL A3 REGD 144A P/P 4.75000000                       | CUSIP: 89239NAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  14240000 | PA      | $14312800.58   | 0.14%             | 2028-02-22      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| PENSKE TRUCK LEA 4.4% 07/01/27 | PENSKE TRUCK LEASING/PTL REGD 144A P/P 4.40000000                                               | CUSIP: 709599BN3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2200000 | PA      | $2195572.17    | 0.02%             | 2027-07-01      | Fixed         | 4.40%                 | Yes           |                  2 | On Loan: No      |
| MUTUAL OF OMAH 4.514% 06/09/28 | MUTUAL OF OMAHA GLOBAL REGD 144A P/P 4.51400000                                                 | CUSIP: 62829D2G4<br>LEI: 635400AL5J3F1ZPTAN95 | Long             | DBT              | CORP              | US        |  54060000 | PA      | $53959857.63   | 0.51%             | 2028-06-09      | Fixed         | 4.51%                 | Yes           |                  2 | On Loan: No      |
| SKANDINAVISKA  4.375% 06/02/28 | SKANDINAVISKA ENSKILDA REGD 144A P/P 4.37500000                                                 | CUSIP: 830505BE2<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |  37275000 | PA      | $37342127.06   | 0.36%             | 2028-06-02      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| BANK OF NY MELLON V/R 10/25/29 | BANK OF NY MELLON CORP REGD V/R MTN 6.31700000                                                  | CUSIP: 06406RBT3<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   1925000 | PA      | $2011105.52    | 0.02%             | 2029-10-25      | Variable      | 6.32%                 | No            |                  2 | On Loan: No      |
| EART 2026-2A A 4.31% 11/15/28  | EXETER AUTOMOBILE RECEIVABLES TRUST 2026-2 SER 2026-2A CL A2 REGD 4.31000000                    | CUSIP: 30166WAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  13720000 | PA      | $13728771.20   | 0.13%             | 2028-11-15      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| COML MTG PASS V/R 07/12/28     | COML MTG PASS THRU CTF CL A    144A VARIABLE 6.89100000                                         | CUSIP: 228925AA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  11715000 | PA      | $12051409.11   | 0.11%             | 2028-07-12      | Variable      | 6.89%                 | Yes           |                  2 | On Loan: No      |
| ATLAS WAREHOUSE 4.95% 11/15/30 | ATLAS WAREHOUSE LEND REGD 144A P/P 4.95000000                                                   | CUSIP: 049463AG7<br>LEI: 25490068J12A1HV7YM70 | Long             | DBT              | CORP              | US        |   2220000 | PA      | $2182968.74    | 0.02%             | 2030-11-15      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| ROCHE HOLDINGS 5.593% 11/13/33 | ROCHE HOLDINGS INC REGD 144A P/P 5.59300000                                                     | CUSIP: 771196CH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2111793.86    | 0.02%             | 2033-11-13      | Fixed         | 5.59%                 | Yes           |                  2 | On Loan: No      |
| T/L ELANCO ANIMAL ZCP 10/28/32 | T/L ELANCO ANIMAL HEALTH INC REGD ZCP TERM LOAN 0.00000000                                      | CUSIP: 28414BAJ5<br>LEI: 549300SHPNDCE059M934 | Long             | LON              | CORP              | US        |  21697945 | PA      | $21752189.56   | 0.21%             | 2032-10-28      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| WFLF 2023-1A A 5.8% 04/18/38   | WHEELS FLEET LEASE FUNDING 1 LLC SER 2023-1A CL A REGD 144A P/P 5.80000000                      | CUSIP: 96328GAS6<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-CBDO         | CORP              | US        |   3578941 | PA      | $3593422.99    | 0.03%             | 2038-04-18      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| BMW US CAPITAL  4.15% 08/11/27 | BMW US CAPITAL LLC REGD 144A P/P 4.15000000                                                     | CUSIP: 05565EDA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  20480000 | PA      | $20428282.68   | 0.19%             | 2027-08-11      | Fixed         | 4.15%                 | Yes           |                  2 | On Loan: No      |
| WFNMT 2023-A A 5.02% 05/15/26  | WORLD FINANCIAL NETWORK CREDIT CARD MASTER TRUST SER 2023-A CL A REGD 5.02000000                | CUSIP: 981464HL7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  11295000 | PA      | $11299859.11   | 0.11%             | 2030-03-15      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| T/L AXALTA COATIN ZCP 12/20/29 | T/L AXALTA COATING SYSTEMS US H REGD ZCP TERM LOAN 0.00000000                                   | CUSIP: 90347BAP3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  19140069 | PA      | $19159974.87   | 0.18%             | 2029-12-20      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| EART 2025-1A B 4.91% 05/15/27  | EXETER AUTOMOBILE RECEIVABLES TRUST 2025-1 SER 2025-1A CL B REGD 4.91000000                     | CUSIP: 30167MAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10230000 | PA      | $10271220.76   | 0.10%             | 2029-08-15      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC V/R 05/24/28     | CITIGROUP INC REGD V/R 4.65800000                                                               | CUSIP: 172967NS6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2100000 | PA      | $2105224.40    | 0.02%             | 2028-05-24      | Variable      | 4.66%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS  V/R 04/25/29 | AMERICAN EXPRESS CO REGD V/R 4.73100000                                                         | CUSIP: 025816ED7<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |  27030000 | PA      | $27170917.39   | 0.26%             | 2029-04-25      | Variable      | 4.73%                 | No            |                  2 | On Loan: No      |
| KEYBANK NATIONA 5.85% 11/15/27 | KEYBANK NATIONAL ASSN REGD SER BKNT 5.85000000                                                  | CUSIP: 49327M3F9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  18760000 | PA      | $19118834.15   | 0.18%             | 2027-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LE 5.55% 05/01/28 | PENSKE TRUCK LEASING/PTL REGD 144A P/P 5.55000000                                               | CUSIP: 709599BT0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  31000000 | PA      | $31492069.20   | 0.30%             | 2028-05-01      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: No      |
| LFT 2025-3A A 4.51% 03/20/30   | LENDMARK FUNDING TRUST 2025-3 SER 2025-3A CL A REGD 144A P/P 4.51000000                         | CUSIP: 525951AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  42930000 | PA      | $42539049.37   | 0.40%             | 2035-05-21      | Fixed         | 4.51%                 | Yes           |                  2 | On Loan: No      |
| HPS CORPORATE L 5.15% 04/02/29 | HPS CORPORATE LENDING FU REGD 144A P/P 5.15000000                                               | CUSIP: 40440VAU9<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |  46053000 | PA      | $45092656.33   | 0.43%             | 2029-04-02      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| AXIS 2025-1A A2 4.7% 01/20/29  | AMUR EQUIPMENT FINANCE RECEIVABLES XV LLC SER 2025-1A CL A2 REGD 144A P/P 4.70000000            | CUSIP: 03237FAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   9676692 | PA      | $9733543.05    | 0.09%             | 2031-09-22      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| T/L RELAM AM 0% 07/10/28       | T/L RELAM AMSTERDAM HOLDINGS   B.V REGD 0.00000000                                              | CUSIP: N7362EAC5<br>LEI: N/A                  | Long             | LON              | CORP              | NL        |  41625000 | PA      | $41416875.00   | 0.39%             | 2028-07-10      | Variable      | 5.00%                 | No            |                  3 | On Loan: No      |
| BANK OF AMERICA C V/R 09/15/27 | BANK OF AMERICA CORP REGD V/R 5.93300000                                                        | CUSIP: 06051GLV9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  30000000 | PA      | $30156017.70   | 0.29%             | 2027-09-15      | Variable      | 5.93%                 | No            |                  2 | On Loan: No      |
| PROV ST JOSEPH 2.532% 10/01/29 | PROV ST JOSEPH HLTH OBL REGD SER 19A 2.53200000                                                 | CUSIP: 743820AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  12919000 | PA      | $12053902.16   | 0.11%             | 2029-10-01      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| EFF 2022-4 A2 5.76% 05/20/26   | ENTERPRISE FLEET FINANCING 2022-4 LLC SER 2022-4 CL A2 REGD 144A P/P 5.76000000                 | CUSIP: 29374GAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     12311 | PA      | $12323.30      | 0.00%             | 2029-10-22      | Fixed         | 5.76%                 | Yes           |                  2 | On Loan: No      |
| CREDIT ACCEPTAN 9.25% 12/15/28 | CREDIT ACCEPTANC REGD 144A P/P 9.25000000                                                       | CUSIP: 225310AQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  18620000 | PA      | $19417084.96   | 0.18%             | 2028-12-15      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| T/L SBA SENIOR 0% 01/25/2031   | T/L SBA SENIOR FINANCE II LLC  REGD 0.00000000                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |  39127837 | PA      | $39286696.46   | 0.37%             | 2031-01-25      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| PFSFC 2025-B A 4.85% 02/15/28  | PFS FINANCING CORP SER 2025-B CL A REGD 144A P/P 4.85000000                                     | CUSIP: 69335PFU4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  12690000 | PA      | $12812311.30   | 0.12%             | 2030-02-15      | Fixed         | 4.85%                 | Yes           |                  2 | On Loan: No      |
| DRAWBRIDGE SPEC 5.95% 09/17/30 | DRAWBRIDGE SPEC OPPOR FU REGD 144A P/P 5.95000000                                               | CUSIP: 26150TAF6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  30835000 | PA      | $29215556.28   | 0.28%             | 2030-09-17      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| EFF 2025-3 A2 4.5% 10/20/27    | ENTERPRISE FLEET FINANCING 2025-3 LLC SER 2025-3 CL A2 REGD 144A P/P 4.50000000                 | CUSIP: 29375UAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   9204156 | PA      | $9229080.26    | 0.09%             | 2028-04-20      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| T/L SETANTA AIR 0% 11/05/28    | T/L SETANTA AIRCRAFT LEASING   DESIGNATED ACTVITY COMPANY     REGD 0.00000000                   | CUSIP: G8057JAC0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   9284243 | PA      | $9332149.90    | 0.09%             | 2028-11-05      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| US T BILL ZCP 09/24/26         | UNITED STATES TREASURY BILL ZCP 0.00000000                                                      | CUSIP: 912797UH8<br>LEI: N/A                  | Long             | STIV             | UST               | US        |  10250000 | PA      | $10100079.81   | 0.10%             | 2026-09-24      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UNILEVER CAPITA 4.25% 08/12/27 | UNILEVER CAPITAL CORP REGD 4.25000000                                                           | CUSIP: 904764BU0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  19550000 | PA      | $19608235.74   | 0.19%             | 2027-08-12      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| OPTN 2025-D A 4.53% 02/08/33   | OPORTUN ISSUANCE TRUST 2025-D SER 2025-D CL A REGD 144A P/P 4.53000000                          | CUSIP: 68379HAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  31980000 | PA      | $31853902.86   | 0.30%             | 2033-02-08      | Fixed         | 4.53%                 | Yes           |                  2 | On Loan: No      |
| ECAF 2015-1A  3.473% 06/15/22  | ECAF I LTD SER 2015-1A CL A1 REGD 144A P/P 3.47300000                                           | CUSIP: 26827EAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1563908 | PA      | $1411426.81    | 0.01%             | 2040-06-15      | Fixed         | 3.47%                 | Yes           |                  2 | On Loan: No      |
| BLACKSTONE PRIV 4.95% 09/26/27 | BLACKSTONE PRIVATE CRE REGD SER WI 4.95000000                                                   | CUSIP: 09261HBR7<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |  25975000 | PA      | $25780080.74   | 0.25%             | 2027-09-26      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| SORT 2020-1 A1 1.69% 07/15/25  | CF HIPPOLYTA ISSUER LLC SER 2020-1 CL A1 REGD 144A P/P 1.69000000                               | CUSIP: 12530MAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  22424820 | PA      | $18665558.77   | 0.18%             | 2060-07-15      | Fixed         | 1.69%                 | Yes           |                  2 | On Loan: No      |
| AUGUSTA SPINCO 4.321% 09/23/27 | AUGUSTA SPINCO CORPORATI REGD 4.32100000                                                        | CUSIP: 051473AB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  57515000 | PA      | $57421106.19   | 0.55%             | 2027-09-23      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GR 1.15% 05/15/26 | UNITEDHEALTH GROUP INC REGD 1.15000000                                                          | CUSIP: 91324PEC2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   2355000 | PA      | $2352382.09    | 0.02%             | 2026-05-15      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ  4.125% 03/10/28 | MERCEDES-BENZ FIN NA REGD 144A P/P 4.12500000                                                   | CUSIP: 58769JBJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  47800000 | PA      | $47563007.60   | 0.45%             | 2028-03-10      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| MERCK & CO INC 4.15% 09/15/30  | MERCK & CO INC REGD 4.15000000                                                                  | CUSIP: 58933YBQ7<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |  33465000 | PA      | $33289724.72   | 0.32%             | 2030-09-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| FCITL 2024-1A  5.44% 08/15/36  | FCI FUNDING 2024-1 LLC SER 2024-1A CL A REGD 144A P/P 5.44000000                                | CUSIP: 31425BAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7508664 | PA      | $7508790.50    | 0.07%             | 2036-08-15      | Fixed         | 5.44%                 | Yes           |                  2 | On Loan: No      |
| HYUNDAI CAPITA 4.875% 06/23/27 | HYUNDAI CAPITAL AMERICA REGD 144A P/P 4.87500000                                                | CUSIP: 44891ADU8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  44615000 | PA      | $44789431.71   | 0.43%             | 2027-06-23      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| PUBLIC SERVICE  5.35% 05/15/34 | PUBLIC SERVICE COLORADO REGD 5.35000000                                                         | CUSIP: 744448CZ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2100000 | PA      | $2135467.34    | 0.02%             | 2034-05-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE &  V/R 07/22/28 | JPMORGAN CHASE & CO REGD V/R 4.97900000                                                         | CUSIP: 46647PEL6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  12600000 | PA      | $12684935.47   | 0.12%             | 2028-07-22      | Variable      | 4.98%                 | No            |                  2 | On Loan: No      |
| OPTN 2021-C A 2.18% 10/08/31   | OPORTUN ISSUANCE TRUST 2021-C SER 2021-C CL A REGD 144A P/P 2.18000000                          | CUSIP: 68377WAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  12951940 | PA      | $12783687.56   | 0.12%             | 2031-10-08      | Fixed         | 2.18%                 | Yes           |                  2 | On Loan: No      |
| MTN 2022-LPFL A V/R 03/15/27   | MTN COMMERCIAL MORTGAGE TRUST 2022-LPFL SER 2022-LPFL CL A V/R REGD 144A P/P 5.05690000         | CUSIP: 62475WAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  16040000 | PA      | $16034987.50   | 0.15%             | 2039-03-15      | Variable      | 5.06%                 | Yes           |                  2 | On Loan: No      |
| CGMS 2019-2A AR2 V/R 10/15/37  | CARLYLE US CLO 2019-2 LTD SER 2019-2A CL AR2 V/R REGD 144A P/P 5.03310000                       | CUSIP: 14316EAY5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  32520000 | PA      | $32575697.00   | 0.31%             | 2037-10-15      | Variable      | 5.03%                 | Yes           |                  2 | On Loan: No      |
| WESTERN-SOUTHERN 4.9% 05/01/30 | WESTERN-SOUTHERN GLOBAL REGD 144A P/P 4.90000000                                                | CUSIP: 95954A2A0<br>LEI: 635400PFYEGVSGK4VB37 | Long             | DBT              | CORP              | US        |  11106000 | PA      | $11164566.16   | 0.11%             | 2030-05-01      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| NORTH HAVEN PRI 5.75% 02/01/30 | NORTH HAVEN PRIVATE INC REGD 5.75000000                                                         | CUSIP: 65960NAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  35359000 | PA      | $34546853.98   | 0.33%             | 2030-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| EART 2025-3A A 4.78% 05/17/27  | EXETER AUTOMOBILE RECEIVABLES TRUST SER 2025-3A CL A3 REGD 4.78000000                           | CUSIP: 30166XAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  13560000 | PA      | $13608760.40   | 0.13%             | 2029-07-16      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| T/L HEALTHPEAK PRO 0% 02/22/27 | T/L HEALTHPEAK PROPERTIES      INC REGD 0.00000000                                              | CUSIP: 42250UAE2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2579851 | PA      | $2544378.48    | 0.02%             | 2027-02-22      | Variable      | 4.49%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS  V/R 02/16/28 | AMERICAN EXPRESS CO REGD V/R 5.09800000                                                         | CUSIP: 025816DP1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   2175000 | PA      | $2187844.01    | 0.02%             | 2028-02-16      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & E 5.55% 05/15/29 | PACIFIC GAS & ELECTRIC REGD 5.55000000                                                          | CUSIP: 694308KQ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2130000 | PA      | $2178120.45    | 0.02%             | 2029-05-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP 3.375% 02/15/30   | CENTENE CORP REGD SER WI 3.37500000                                                             | CUSIP: 15135BAV3<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |  56710000 | PA      | $52697098.32   | 0.50%             | 2030-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| AMRIZE FINANCE U 4.6% 04/07/27 | AMRIZE FINANCE US LLC REGD SER WI 4.60000000                                                    | CUSIP: 43475RAP1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  29770000 | PA      | $29854959.71   | 0.28%             | 2027-04-07      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| BROOKLYN UNION 4.632% 08/05/27 | BROOKLYN UNION GAS CO REGD 144A P/P 4.63200000                                                  | CUSIP: 114259AV6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1940000 | PA      | $1939774.05    | 0.02%             | 2027-08-05      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| HORMEL FOODS COR 4.8% 03/30/27 | HORMEL FOODS CORP REGD 4.80000000                                                               | CUSIP: 440452AK6<br>LEI: MSD54751OJP1FS2ND863 | Long             | DBT              | CORP              | US        |  12590000 | PA      | $12674948.51   | 0.12%             | 2027-03-30      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE GLOB 5.35% 06/24/26 | COREBRIDGE GLOB FUNDING REGD 144A P/P 5.35000000                                                | CUSIP: 00138CAY4<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |  30350000 | PA      | $30403721.62   | 0.29%             | 2026-06-24      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| PROTECTIVE LIF 4.335% 09/13/27 | PROTECTIVE LIFE GLOBAL REGD 144A P/P 4.33500000                                                 | CUSIP: 74368CBZ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  36560000 | PA      | $36513166.64   | 0.35%             | 2027-09-13      | Fixed         | 4.33%                 | Yes           |                  2 | On Loan: No      |
| TRUIST BANK V/R 05/20/27       | TRUIST BANK REGD V/R SER BKNT 4.67100000                                                        | CUSIP: 89788JAE9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  72735000 | PA      | $72725462.99   | 0.69%             | 2027-05-20      | Variable      | 4.67%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS F 1.5% 06/10/26 | GENERAL MOTORS FINL CO REGD 1.50000000                                                          | CUSIP: 37045XDK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1993788.38    | 0.02%             | 2026-06-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPIT 4.2% 07/15/27 | JOHN DEERE CAPITAL CORP REGD MTN 4.20000000                                                     | CUSIP: 24422EXV6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  27370000 | PA      | $27435276.63   | 0.26%             | 2027-07-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| AESOP 2023-7A A 5.9% 08/20/27  | AVIS BUDGET RENTAL CAR FUNDING AESOP LLC SER 2023-7A CL A REGD 144A P/P 5.90000000              | CUSIP: 05377RHL1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   9500000 | PA      | $9659655.10    | 0.09%             | 2028-08-21      | Fixed         | 5.90%                 | Yes           |                  2 | On Loan: No      |
| FELLS POINT FU 3.046% 01/31/27 | FELLS POINT FUNDING TR REGD 144A P/P 3.04600000                                                 | CUSIP: 314382AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1930000 | PA      | $1911763.22    | 0.02%             | 2027-01-31      | Fixed         | 3.05%                 | Yes           |                  2 | On Loan: No      |
| DK 2024-SPBX A V/R 03/15/26    | DK TRUST 2024-SPBX SER 2024-SPBX CL A V/R REGD 144A P/P 5.15471000                              | CUSIP: 23346LAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  20885000 | PA      | $20885000.00   | 0.20%             | 2034-03-15      | Variable      | 5.15%                 | Yes           |                  2 | On Loan: No      |
| CANADIAN IMPER 5.001% 04/28/28 | CANADIAN IMPERIAL BANK REGD 5.00100000                                                          | CUSIP: 13607LNG4<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |  19725000 | PA      | $19965273.38   | 0.19%             | 2028-04-28      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON NATION V/R 05/17/28 | HUNTINGTON NATIONAL BANK REGD V/R 4.55200000                                                    | CUSIP: 44644MAF8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1915000 | PA      | $1914145.53    | 0.02%             | 2028-05-17      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| F&G GLOBAL FUND 4.65% 09/08/28 | F&G GLOBAL FUNDING REGD 144A P/P 4.65000000                                                     | CUSIP: 30321L2K7<br>LEI: 6354009CCUKJIZ7KFX73 | Long             | DBT              | CORP              | US        |  17735000 | PA      | $17507877.96   | 0.17%             | 2028-09-08      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| ONDK 2024-1A A 6.27% 06/17/27  | ONDECK ASSET SECURITIZATION TRUST IV LLC SER 2024-1A CL A REGD 144A P/P 6.27000000              | CUSIP: 67118NAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  19615000 | PA      | $19752754.18   | 0.19%             | 2031-06-17      | Fixed         | 6.27%                 | Yes           |                  2 | On Loan: No      |
| ROCHE HOLDINGS  4.79% 03/08/29 | ROCHE HOLDINGS INC REGD 144A P/P 4.79000000                                                     | CUSIP: 771196CJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  22000000 | PA      | $22344382.28   | 0.21%             | 2029-03-08      | Fixed         | 4.79%                 | Yes           |                  2 | On Loan: No      |
| WFNMT 2024-B A 4.62% 07/15/27  | WORLD FINANCIAL NETWORK CREDIT CARD MASTER NOTE TRUST 2024-B SER 2024-B CL A REGD 4.62000000    | CUSIP: 981464HU7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  32195000 | PA      | $32368379.73   | 0.31%             | 2031-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKIN 5.457% 11/18/27 | WESTPAC BANKING CORP REGD 5.45700000                                                            | CUSIP: 961214FK4<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |  26655000 | PA      | $27180864.23   | 0.26%             | 2027-11-18      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| F/C US 5YR NOTE (CBT) JUN26    | FUTURE CONTRACT ON           US 5YR NOTE (CBT) JUN26 0.00000000                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |     -5050 | NC      | $-544571486.90 | -5.18%            |  |  |  | No            |                  1 | On Loan: No      |
| MEDTRONIC GLOBA 4.25% 03/30/28 | MEDTRONIC GLOBAL HLDINGS REGD 4.25000000                                                        | CUSIP: 58507LBB4<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |  24315000 | PA      | $24314929.49   | 0.23%             | 2028-03-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| VDCR 2023-1A A2A 5% 09/15/28   | RETAINED VANTAGE DATA CENTERS ISSUER LLC SER 2023-1A CL A2A REGD 144A P/P 5.00000000            | CUSIP: 76134KAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  23320000 | PA      | $23206508.56   | 0.22%             | 2048-09-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| FORDF 2025-1 A 4.63% 04/15/28  | FORD CREDIT FLOORPLAN MASTER OWNER TRUST A SER 2025-1 CL A1 REGD 4.63000000                     | CUSIP: 34529BAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  20530000 | PA      | $20678663.89   | 0.20%             | 2030-04-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| ILLUMINA INC 5.75% 12/13/27    | ILLUMINA INC REGD 5.75000000                                                                    | CUSIP: 452327AP4<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |   1910000 | PA      | $1943994.14    | 0.02%             | 2027-12-13      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| OMFIT 2025-1A  4.82% 10/14/29  | ONEMAIN FINANCIAL ISSUANCE TRUST 2025-1 SER 2025-1A CL A REGD 144A P/P 4.82000000               | CUSIP: 68270DAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  25010000 | PA      | $25006423.57   | 0.24%             | 2038-07-14      | Fixed         | 4.82%                 | Yes           |                  2 | On Loan: No      |
| RMIT 2025-1 A 4.99% 04/17/34   | REGIONAL MANAGEMENT ISSUANCE TRUST 2025-1 SER 2025-1 CL A REGD 144A P/P 4.99000000              | CUSIP: 75908AAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  30830000 | PA      | $30925085.89   | 0.29%             | 2034-04-17      | Fixed         | 4.99%                 | Yes           |                  2 | On Loan: No      |
| SANTANDER HOLDING V/R 03/20/29 | SANTANDER HOLDINGS USA REGD V/R 5.47300000                                                      | CUSIP: 80282KBN5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  28865000 | PA      | $29285529.57   | 0.28%             | 2029-03-20      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| CAALT 2023-1A  7.71% 11/16/26  | CREDIT ACCEPTANCE AUTO LOAN TRUST 2023-1 SER 2023-1A CL C REGD 144A P/P 7.71000000              | CUSIP: 224927AE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6470000 | PA      | $6550910.59    | 0.06%             | 2033-07-15      | Fixed         | 7.71%                 | Yes           |                  2 | On Loan: No      |
| FHLB D/N 05/01/26              | FEDERAL HOME LOAN BANK DISCOUNT NOTES 0.00000000                                                | CUSIP: 313385WF9<br>LEI: N/A                  | Long             | STIV             | USGA              | US        | 150280000 | PA      | $150280000.00  | 1.43%             | 2026-05-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GA GLOBAL FUNDIN 5.5% 01/08/29 | GA GLOBAL FUNDING TRUST REGD 144A P/P 5.50000000                                                | CUSIP: 36143L2L8<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |  17225000 | PA      | $17438900.05   | 0.17%             | 2029-01-08      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| PENNANTPARK INVEST 4% 11/01/26 | PENNANTPARK INVESTMENT C REGD 4.00000000                                                        | CUSIP: 708062AD6<br>LEI: 529900OK432R4C6NQQ73 | Long             | DBT              | CORP              | US        |  17345000 | PA      | $17147560.13   | 0.16%             | 2026-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| T/L UGI ENERGY 0% 02/22/30     | T/L UGI ENERGY SERVICES LLC    REGD 0.00000000                                                  | CUSIP: 90276DAE9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  16791470 | PA      | $16877106.96   | 0.16%             | 2030-02-22      | Variable      | 6.15%                 | No            |                  2 | On Loan: No      |
| MFIT 2025-BA A 4.59% 11/20/29  | MARINER FINANCE ISSUANCE TRUST 2025-B SER 2025-BA CL A REGD 144A P/P 4.59000000                 | CUSIP: 56847TAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  16140000 | PA      | $16061327.18   | 0.15%             | 2038-11-22      | Fixed         | 4.59%                 | Yes           |                  2 | On Loan: No      |
| ARBOR REALTY TRU 4.5% 09/01/26 | ARBOR REALTY TRUST INC REGD 144A P/P SER QIB 4.50000000                                         | CUSIP: 038923AX6<br>LEI: 549300ASFUWYQO0RW077 | Long             | DBT              | CORP              | US        |  19450000 | PA      | $19281980.98   | 0.18%             | 2026-09-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| FNMA P887626 V/R 07/01/36      | FNMA P887626 V/R 07/01/36 6.71400000                                                            | CUSIP: 31410FD77<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     13872 | PA      | $14432.99      | 0.00%             | 2036-07-01      | Variable      | 6.71%                 | No            |                  2 | On Loan: No      |
| MUTUAL OF OMAHA 5.35% 04/09/27 | MUTUAL OF OMAHA GLOBAL REGD 144A P/P 5.35000000                                                 | CUSIP: 62829D2D1<br>LEI: 635400AL5J3F1ZPTAN95 | Long             | DBT              | CORP              | US        |  28050000 | PA      | $28353598.33   | 0.27%             | 2027-04-09      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| HOME DEPOT INC 5.15% 06/25/26  | HOME DEPOT INC REGD 5.15000000                                                                  | CUSIP: 437076CZ3<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |  22320000 | PA      | $22362565.13   | 0.21%             | 2026-06-25      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| SHRN 2025-MF18 A V/R 10/15/27  | SHRN TRUST 2025-MF18 SER 2025-MF18 CL A V/R REGD 144A P/P 4.85471000                            | CUSIP: 82556AAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  29100000 | PA      | $29063659.92   | 0.28%             | 2040-10-15      | Variable      | 4.85%                 | Yes           |                  2 | On Loan: No      |
| NATIONAL SECS C 4.35% 05/20/27 | NATIONAL SECS CLEARING REGD 144A P/P 4.35000000                                                 | CUSIP: 637639AN5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2215000 | PA      | $2224696.89    | 0.02%             | 2027-05-20      | Fixed         | 4.35%                 | Yes           |                  2 | On Loan: No      |
| PNC BANK NA V/R 05/13/27       | PNC BANK NA REGD V/R 4.54300000                                                                 | CUSIP: 69353RFY9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  45895000 | PA      | $45899433.00   | 0.44%             | 2027-05-13      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| SYMP 2012-9A AR3 V/R 07/16/32  | CALIFORNIA STREET CLO IX LP SER 2012-9A CL AR3 V/R REGD 144A P/P 5.04113000                     | CUSIP: 13079WDC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  13820297 | PA      | $13813504.37   | 0.13%             | 2032-07-16      | Variable      | 5.04%                 | Yes           |                  2 | On Loan: No      |
| PACIFICORP 5.45% 02/15/34      | PACIFICORP REGD 5.45000000                                                                      | CUSIP: 695114DD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1940000 | PA      | $1963403.05    | 0.02%             | 2034-02-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC 3.85% 03/15/29  | MERCK & CO INC REGD 3.85000000                                                                  | CUSIP: 58933YBW4<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |  27840000 | PA      | $27615673.63   | 0.26%             | 2029-03-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| RGA GLOBAL FUN 5.448% 05/24/29 | RGA GLOBAL FUNDING REGD 144A P/P 5.44800000                                                     | CUSIP: 76209PAE3<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |  17755000 | PA      | $18161216.29   | 0.17%             | 2029-05-24      | Fixed         | 5.45%                 | Yes           |                  2 | On Loan: No      |
| MAIN STREET CAPITA 3% 07/14/26 | MAIN STREET CAPITAL CORP REGD 3.00000000                                                        | CUSIP: 56035LAE4<br>LEI: 5493001FS9QJLJNF3E20 | Long             | DBT              | CORP              | US        |  74189000 | PA      | $73877157.67   | 0.70%             | 2026-07-14      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL 5.25% 01/08/27 | HYUNDAI CAPITAL AMERICA REGD 144A P/P 5.25000000                                                | CUSIP: 44891ACT2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  11580000 | PA      | $11647098.69   | 0.11%             | 2027-01-08      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| FIDELITY NATL I 4.45% 03/10/28 | FIDELITY NATL INFO SERV REGD 4.45000000                                                         | CUSIP: 31620MCA2<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |  27660000 | PA      | $27582391.85   | 0.26%             | 2028-03-10      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ZAYO 2026-1A  5.546% 04/20/31  | ZAYO ISSUER LLC SER 2026-1A CL A2 REGD 144A P/P 5.54600000                                      | CUSIP: 98919WAU7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  28590000 | PA      | $28553862.24   | 0.27%             | 2056-04-20      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: No      |
| GSAR 2025-1A A 4.71% 04/15/28  | GLS AUTO SELECT RECEIVABLES TRUST 2025-1 SER 2025-1A CL A2 REGD 144A P/P 4.71000000             | CUSIP: 36271FAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6406490 | PA      | $6428206.87    | 0.06%             | 2030-04-15      | Fixed         | 4.71%                 | Yes           |                  2 | On Loan: No      |
| RGA GLOBAL FUNDI 2.7% 01/18/29 | RGA GLOBAL FUNDING REGD 144A P/P 2.70000000                                                     | CUSIP: 76209PAB9<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |   2280000 | PA      | $2164423.45    | 0.02%             | 2029-01-18      | Fixed         | 2.70%                 | Yes           |                  2 | On Loan: No      |
| SIRIUSPOINT LTD 7% 04/05/29    | SIRIUSPOINT LTD REGD 7.00000000                                                                 | CUSIP: 82969BAA0<br>LEI: 549300OGXFI85N3YZZ51 | Long             | DBT              | CORP              | BM        |  27515000 | PA      | $28826393.79   | 0.27%             | 2029-04-05      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC 4.55% 04/01/27    | SYNOPSYS INC REGD 4.55000000                                                                    | CUSIP: 871607AA5<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |  36227000 | PA      | $36363030.57   | 0.35%             | 2027-04-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ADVENT HEALTH  2.952% 03/01/29 | ADVENT HEALTH SYSTEM REGD 2.95200000                                                            | CUSIP: 007944AF8<br>LEI: 5493008YM33UCY5QPW83 | Long             | DBT              | CORP              | US        |   1925000 | PA      | $1834291.48    | 0.02%             | 2029-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP 4.65% 05/06/30     | ORACLE CORP REGD 4.65000000                                                                     | CUSIP: 68389XCN3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   2200000 | PA      | $2156661.63    | 0.02%             | 2030-05-06      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| AHPT 2025-ATRM A V/R 08/15/27  | ATRIUM HOTEL PORTFOLIO TRUST 2025-ATRM SER 2025-ATRM CL A V/R REGD 144A P/P 5.30471000          | CUSIP: 049917AA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  31250000 | PA      | $31298371.88   | 0.30%             | 2042-08-15      | Variable      | 5.30%                 | Yes           |                  2 | On Loan: No      |
| ELI LILLY & CO 4.55% 02/12/28  | ELI LILLY & CO REGD 4.55000000                                                                  | CUSIP: 532457CU0<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |  48105000 | PA      | $48438749.13   | 0.46%             | 2028-02-12      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FINAN 2.75% 05/14/31 | BUNGE LTD FINANCE CORP REGD 2.75000000                                                          | CUSIP: 120568BC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2420000 | PA      | $2211728.15    | 0.02%             | 2031-05-14      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| OPTN 2025-B A 4.88% 05/09/33   | OPORTUN ISSUANCE TRUST 2025-B SER 2025-B CL A REGD 144A P/P 4.88000000                          | CUSIP: 68378QAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  33240000 | PA      | $33282131.70   | 0.32%             | 2033-05-09      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| STELLANTIS FINA 4.95% 09/15/28 | STELLANTIS FINANCIAL SER REGD 144A P/P 4.95000000                                               | CUSIP: 85855FAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2200000 | PA      | $2192232.02    | 0.02%             | 2028-09-15      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| BOLT 2025-1CON A 5% 08/18/36   | BHG OWNER LOAN TRUST SERIES 2025-1CON SER 2025-1CON CL A REGD 144A P/P 5.00000000               | CUSIP: 08860KAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  23921838 | PA      | $24011348.80   | 0.23%             | 2036-08-18      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| EART 2025-5A A 4.38% 06/15/28  | EXETER AUTOMOBILE RECEIVABLES TRUST 2025-5 SER 2025-5A CL A2 REGD 4.38000000                    | CUSIP: 30166VAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  17825342 | PA      | $17840851.62   | 0.17%             | 2028-06-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| F&G GLOBAL FUNDI 2.3% 04/11/27 | F&G GLOBAL FUNDING REGD 144A P/P 2.30000000                                                     | CUSIP: 30321L2D3<br>LEI: 6354009CCUKJIZ7KFX73 | Long             | DBT              | CORP              | US        |  25964000 | PA      | $25398078.53   | 0.24%             | 2027-04-11      | Fixed         | 2.30%                 | Yes           |                  2 | On Loan: No      |
| OMFIT 2022-S1  4.13% 08/14/26  | ONEMAIN FINANCIAL ISSUANCE TRUST 2022-S1 SER 2022-S1 CL A REGD 144A P/P 4.13000000              | CUSIP: 68267HAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3377269 | PA      | $3376811.02    | 0.03%             | 2035-05-14      | Fixed         | 4.13%                 | Yes           |                  2 | On Loan: No      |
| GMCAR 2025-2 A2 4.4% 12/16/26  | GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2025-2 SER 2025-2 CL A2A REGD 4.40000000     | CUSIP: 362549AB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4057405 | PA      | $4061900.58    | 0.04%             | 2028-02-16      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| BX 2025-ROIC A V/R 03/15/27    | BX TRUST 2025-ROIC SER 2025-ROIC CL A V/R REGD 144A P/P 4.79854000                              | CUSIP: 05593VAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  27631003 | PA      | $27596439.66   | 0.26%             | 2030-03-15      | Variable      | 4.80%                 | Yes           |                  2 | On Loan: No      |
| SANTANDER HOLDING V/R 03/09/29 | SANTANDER HOLDINGS USA REGD V/R 6.49900000                                                      | CUSIP: 80282KBF2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  12379000 | PA      | $12764589.76   | 0.12%             | 2029-03-09      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| ROCHE HOLDINGS 5.265% 11/13/26 | ROCHE HOLDINGS INC REGD 144A P/P 5.26500000                                                     | CUSIP: 771196CE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  32090000 | PA      | $32256128.97   | 0.31%             | 2026-11-13      | Fixed         | 5.26%                 | Yes           |                  2 | On Loan: No      |
| GUARDIAN LIFE  4.402% 12/11/30 | GUARDIAN LIFE GLOB FUND REGD 144A P/P 4.40200000                                                | CUSIP: 40139LBP7<br>LEI: 635400NHILJ5JEKILC36 | Long             | DBT              | CORP              | US        |  23835000 | PA      | $23665035.48   | 0.23%             | 2030-12-11      | Fixed         | 4.40%                 | Yes           |                  2 | On Loan: No      |
| SCFET 2025-2A  4.26% 04/20/28  | SCF EQUIPMENT LEASING 2025-2 LLC SER 2025-2A CL A2 REGD 144A P/P 4.26000000                     | CUSIP: 78439XAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  13300000 | PA      | $13315381.45   | 0.13%             | 2031-12-22      | Fixed         | 4.26%                 | Yes           |                  2 | On Loan: No      |
| BMW US CAPITAL L 4.3% 03/17/28 | BMW US CAPITAL LLC REGD 144A P/P 4.30000000                                                     | CUSIP: 05565EDF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  42490000 | PA      | $42460349.63   | 0.40%             | 2028-03-17      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| REPS 2024-B A 5.42% 11/20/28   | REPUBLIC FINANCE ISSUANCE TRUST 2024-B SER 2024-B CL A REGD 144A P/P 5.42000000                 | CUSIP: 76042GAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  21950000 | PA      | $22197464.30   | 0.21%             | 2037-11-20      | Fixed         | 5.42%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN COASTA 6.25% 12/15/27 | AMERICAN COASTAL INSURAN REGD 6.25000000                                                        | CUSIP: 910710AA0<br>LEI: 5299002P9105LJQA8G51 | Long             | DBT              | CORP              | US        |  26415000 | PA      | $26349781.37   | 0.25%             | 2027-12-15      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FI 4.8% 11/13/26 | MERCEDES-BENZ FIN NA REGD 144A P/P 4.80000000                                                   | CUSIP: 58769JBB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  31410000 | PA      | $31527826.13   | 0.30%             | 2026-11-13      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| FLORIDA POWER &  5.1% 04/01/33 | FLORIDA POWER & LIGHT CO REGD 5.10000000                                                        | CUSIP: 341081GL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2100000 | PA      | $2143136.39    | 0.02%             | 2033-04-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL  4.65% 08/13/26 | BMW US CAPITAL LLC REGD 144A P/P 4.65000000                                                     | CUSIP: 05565ECP8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  21515000 | PA      | $21552739.46   | 0.21%             | 2026-08-13      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| MDPK 2023-63A A1 V/R 07/21/38  | MADISON PARK FUNDING LXIII LTD SER 2023-63A CL A1R V/R REGD 144A P/P 5.07214000                 | CUSIP: 55817GAN1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  38520000 | PA      | $38576963.38   | 0.37%             | 2038-07-21      | Variable      | 5.07%                 | Yes           |                  2 | On Loan: No      |
| TARGA RESOURCES  5.2% 07/01/27 | TARGA RESOURCES CORP REGD 5.20000000                                                            | CUSIP: 87612KAA0<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2014713.22    | 0.02%             | 2027-07-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY PEN 4.15% 03/15/28 | FIRSTENERGY PENN ELECTRI REGD 144A P/P 4.15000000                                               | CUSIP: 33767QAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  10240000 | PA      | $10197075.15   | 0.10%             | 2028-03-15      | Fixed         | 4.15%                 | Yes           |                  2 | On Loan: No      |
| PRINCIPAL LFE GLB  5% 01/16/27 | PRINCIPAL LFE GLB FND II REGD 144A P/P 5.00000000                                               | CUSIP: 74256LEX3<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |  12560000 | PA      | $12627323.86   | 0.12%             | 2027-01-16      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| DUKE ENERGY PR 1.295% 07/01/28 | DUKE ENERGY PROGRESS NC REGD SER A-1 1.29500000                                                 | CUSIP: 26444BAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  21932382 | PA      | $21133549.30   | 0.20%             | 2028-07-01      | Fixed         | 1.29%                 | No            |                  2 | On Loan: No      |
| BHG 2023-B A 6.92% 01/17/30    | BHG SECURITIZATION TRUST 2023-B SER 2023-B CL A REGD 144A P/P 6.92000000                        | CUSIP: 08862GAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2517816 | PA      | $2610317.87    | 0.02%             | 2036-12-17      | Fixed         | 6.92%                 | Yes           |                  2 | On Loan: No      |
| MASSMUTUAL GLOBA 5.1% 04/09/27 | MASSMUTUAL GLOBAL FUNDIN REGD 144A P/P MTN 5.10000000                                           | CUSIP: 57629W4S6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1924000 | PA      | $1942409.02    | 0.02%             | 2027-04-09      | Fixed         | 5.10%                 | Yes           |                  2 | On Loan: No      |
| ENACT HOLDINGS  6.25% 05/28/29 | ENACT HOLDINGS INC REGD 6.25000000                                                              | CUSIP: 29249EAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2100000 | PA      | $2169646.50    | 0.02%             | 2029-05-28      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BRIGHTHSE FIN G 5.55% 04/09/27 | BRIGHTHSE FIN GLBL FUND REGD 144A P/P MTN 5.55000000                                            | CUSIP: 10921U2J6<br>LEI: 549300BLFX3KJ2IFOA78 | Long             | DBT              | CORP              | US        |   1925000 | PA      | $1935133.07    | 0.02%             | 2027-04-09      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: No      |
| HYUNDAI CAPITAL 4.85% 03/25/27 | HYUNDAI CAPITAL AMERICA REGD 144A P/P 4.85000000                                                | CUSIP: 44891ADP9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  18920000 | PA      | $18996825.61   | 0.18%             | 2027-03-25      | Fixed         | 4.85%                 | Yes           |                  2 | On Loan: No      |
| HYUNDAI CAPITAL 4.75% 04/06/29 | HYUNDAI CAPITAL AMERICA REGD 144A P/P MTN 4.75000000                                            | CUSIP: 44891AEK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  20170000 | PA      | $20200985.76   | 0.19%             | 2029-04-06      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| F&G GLOBAL FUNDI 4.5% 01/09/29 | F&G GLOBAL FUNDING REGD 144A P/P 4.50000000                                                     | CUSIP: 30321L2M3<br>LEI: 6354009CCUKJIZ7KFX73 | Long             | DBT              | CORP              | US        |  31655000 | PA      | $31038288.43   | 0.30%             | 2029-01-09      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| US T BILL ZCP 05/12/26         | UNITED STATES TREASURY BILL ZCP 0.00000000                                                      | CUSIP: 912797TR8<br>LEI: N/A                  | Long             | STIV             | UST               | US        | 128070000 | PA      | $127929837.98  | 1.22%             | 2026-05-12      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| HERCULES CAPIT 3.375% 01/20/27 | HERCULES CAPITAL INC REGD 3.37500000                                                            | CUSIP: 427096AJ1<br>LEI: 549300UJ5OC256GR2B73 | Long             | DBT              | CORP              | US        |  18411000 | PA      | $18168252.25   | 0.17%             | 2027-01-20      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| XPLR INFRASTRUCT 2.5% 06/15/26 | XPLR INFRASTRUCTURE LP REGD 144A P/P CONVERTIBLE 2.50000000                                     | CUSIP: 65341BAG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  22605000 | PA      | $22491975.00   | 0.21%             | 2026-06-15      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| UMBS P#735676 5% 07/01/35      | FANNIE MAE POOL UMBS P#735676 5.00000000                                                        | CUSIP: 31402RJV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1578861 | PA      | $1587090.47    | 0.02%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NESTLE CAPITAL  4.65% 03/12/29 | NESTLE CAPITAL CORP REGD 144A P/P 4.65000000                                                    | CUSIP: 64105MAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  21220000 | PA      | $21462445.29   | 0.20%             | 2029-03-12      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| NEUB 2021-40A AR V/R 10/16/37  | NEUBERGER BERMAN LOAN ADVISERS CLO 4 SER 2021-40A CL AR V/R REGD 144A P/P 4.90952000            | CUSIP: 64134JAL7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  13580000 | PA      | $13589352.55   | 0.13%             | 2037-10-16      | Variable      | 4.91%                 | Yes           |                  2 | On Loan: No      |
| HAT HOLDINGS I 3.375% 06/15/26 | HAT HOLDINGS I LLC/HAT REGD 144A P/P 3.37500000                                                 | CUSIP: 418751AE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  48540000 | PA      | $48439460.07   | 0.46%             | 2026-06-15      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| CITIGROUP INC V/R 05/07/28     | CITIGROUP INC REGD V/R 4.64300000                                                               | CUSIP: 172967PZ8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |  45795000 | PA      | $45874673.23   | 0.44%             | 2028-05-07      | Variable      | 4.64%                 | No            |                  2 | On Loan: No      |
| WLAKE 2023-4A  6.64% 07/15/26  | WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2023-4 SER 2023-4A CL C REGD 144A P/P 6.64000000          | CUSIP: 96041AAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7040000 | PA      | $7107005.31    | 0.07%             | 2028-11-15      | Fixed         | 6.64%                 | Yes           |                  2 | On Loan: No      |
| MARS INC 4.45% 03/01/27        | MARS INC REGD 144A P/P 4.45000000                                                               | CUSIP: 571676AW5<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |  78823000 | PA      | $79102340.83   | 0.75%             | 2027-03-01      | Fixed         | 4.45%                 | Yes           |                  2 | On Loan: No      |
| DBC 2025-DBC A V/R 11/15/27    | DBC 2025-DBC MORTGAGE TRUST SER 2025-DBC CL A V/R REGD 144A P/P 5.00500000                      | CUSIP: 23306HAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  25310000 | PA      | $25325818.75   | 0.24%             | 2042-11-15      | Variable      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| EF HOLD/EF KY/ 5.875% 04/01/27 | EF HOLD/EF KY/ELL KY/TRS REGD 144A P/P SER QIB 5.87500000                                       | CUSIP: 26845AAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |  25360000 | PA      | $24465452.63   | 0.23%             | 2027-04-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| GSAR 2025-3A A 4.46% 10/15/30  | GLS AUTO SELECT RECEIVABLES TRUST 2025-3 SER 2025-3A CL A2 REGD 144A P/P 4.46000000             | CUSIP: 36272GAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  12283939 | PA      | $12289568.91   | 0.12%             | 2030-10-15      | Fixed         | 4.46%                 | Yes           |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC V/R 08/14/27 | HSBC HOLDINGS PLC REGD V/R 5.88700000                                                           | CUSIP: 404280DZ9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |  25640000 | PA      | $25738445.29   | 0.24%             | 2027-08-14      | Variable      | 5.89%                 | No            |                  2 | On Loan: No      |
| ONDK 2024-2A A 4.98% 10/18/27  | ONDECK ASSET SECURITIZATION TRUST IV LLC SER 2024-2A CL A REGD 144A P/P 4.98000000              | CUSIP: 67108SAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  13920000 | PA      | $13907335.58   | 0.13%             | 2031-10-17      | Fixed         | 4.98%                 | Yes           |                  2 | On Loan: No      |
| US T BILL ZCP 06/18/26         | UNITED STATES TREASURY BILL ZCP 0.00000000                                                      | CUSIP: 912797TD9<br>LEI: N/A                  | Long             | STIV             | UST               | US        | 115845000 | PA      | $115290303.44  | 1.10%             | 2026-06-18      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SIDC 2026-1A A2 5% 03/25/31    | STACK INFRASTRUCTURE ISSUER LLC SER 2026-1A CL A2 REGD 144A P/P 5.00000000                      | CUSIP: 85236KAR3<br>LEI: 254900AV7V87H3A2WM57 | Long             | ABS-CBDO         | CORP              | US        |  56420000 | PA      | $54465515.29   | 0.52%             | 2056-03-27      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| MAIN STREET CAPI 5.4% 08/15/28 | MAIN STREET CAPITAL CORP REGD 5.40000000                                                        | CUSIP: 56035LAK0<br>LEI: 5493001FS9QJLJNF3E20 | Long             | DBT              | CORP              | US        |  13000000 | PA      | $12947802.14   | 0.12%             | 2028-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| EART 2025-1A A 4.67% 08/15/26  | EXETER AUTOMOBILE RECEIVABLES TRUST 2025-1 SER 2025-1A CL A3 REGD 4.67000000                    | CUSIP: 30167MAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6432764 | PA      | $6438385.46    | 0.06%             | 2028-08-15      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| NAROT 2023-B A 5.93% 11/16/26  | NISSAN AUTO RECEIVABLES 2023-B OWNER TRUST SER 2023-B CL A3 REGD 5.93000000                     | CUSIP: 65480MAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2160312 | PA      | $2172404.69    | 0.02%             | 2028-03-15      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| KENVUE INC 5% 03/22/30         | KENVUE INC REGD 5.00000000                                                                      | CUSIP: 49177JAH5<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |   2100000 | PA      | $2141607.76    | 0.02%             | 2030-03-22      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE SEC 2.125% 02/15/27 | BLACKSTONE SECURED LEND REGD SER WI 2.12500000                                                  | CUSIP: 09261XAD4<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |  10211000 | PA      | $9969084.56    | 0.09%             | 2027-02-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| AMCOR FLEXIBLES  4.8% 03/17/28 | AMCOR FLEXIBLES NORTH AM REGD SER WI 4.80000000                                                 | CUSIP: 02344AAF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  37691000 | PA      | $37912447.06   | 0.36%             | 2028-03-17      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| PSTAT 2025-3A A1 V/R 01/15/34  | PALMER SQUARE LOAN FUNDING 2025-3 LTD SER 2025-3A CL A1 V/R REGD 144A P/P 4.66000000            | CUSIP: 696918AA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  14230000 | PA      | $14229381.00   | 0.14%             | 2034-01-15      | Variable      | 4.66%                 | Yes           |                  2 | On Loan: No      |
| NATWEST MARKET 4.789% 03/21/28 | NATWEST MARKETS PLC REGD 144A P/P 4.78900000                                                    | CUSIP: 63906YAM0<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |  19015000 | PA      | $19148323.10   | 0.18%             | 2028-03-21      | Fixed         | 4.79%                 | Yes           |                  2 | On Loan: No      |
| ASCENSION HEAL 4.294% 11/15/30 | ASCENSION HEALTH REGD SER 2025 4.29400000                                                       | CUSIP: 04351LAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2200000 | PA      | $2176156.31    | 0.02%             | 2030-11-15      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| T/L MPH ACQUIS 0% 12/31/30     | T/L MPH ACQUISITION HOLDINGS   LLC REGD 0.00000000                                              | CUSIP: 55328HAQ4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  31440697 | PA      | $28049503.15   | 0.27%             | 2030-12-31      | Variable      | 8.26%                 | No            |                  2 | On Loan: No      |
| T/L ALLSPRING BUY ZCP 11/01/30 | T/L ALLSPRING BUYER LLC REGD ZCP TERM LOAN 0.00000000                                           | CUSIP: 98922AAE6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  20210987 | PA      | $20286778.06   | 0.19%             | 2030-11-01      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| GCPAF 2021-2A 2.943% 10/19/29  | GOLUB CAPITAL PARTNERS ABS FUNDING 2021-2 LTD SER 2021-2A CL A REGD 144A P/P 2.94360000         | CUSIP: 38178XAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  35818610 | PA      | $32684245.05   | 0.31%             | 2029-10-19      | Fixed         | 2.94%                 | Yes           |                  2 | On Loan: No      |
| JACKSON NATL LI 5.55% 07/02/27 | JACKSON NATL LIFE GLOBAL REGD 144A P/P 5.55000000                                               | CUSIP: 46849LVA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2059000 | PA      | $2080314.19    | 0.02%             | 2027-07-02      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: No      |
| NOVARTIS CAPITAL 4.1% 03/16/29 | NOVARTIS CAPITAL CORP REGD 4.10000000                                                           | CUSIP: 66989HBF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  18445000 | PA      | $18388961.51   | 0.17%             | 2029-03-16      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| ROCHE HOLDINGS 4.075% 12/02/30 | ROCHE HOLDINGS INC REGD 144A P/P 4.07500000                                                     | CUSIP: 771196CS9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7490000 | PA      | $7390889.62    | 0.07%             | 2030-12-02      | Fixed         | 4.08%                 | Yes           |                  2 | On Loan: No      |
| UMBS P#889633 5.5% 08/01/37    | FANNIE MAE POOL UMBS P#889633 5.50000000                                                        | CUSIP: 31410KLN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     94831 | PA      | $97791.72      | 0.00%             | 2037-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MFIT 2025-AA A 4.98% 05/20/29  | MARINER FINANCE ISSUANCE TRUST 2025-A SER 2025-AA CL A REGD 144A P/P 4.98000000                 | CUSIP: 567920AA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  14700000 | PA      | $14782746.30   | 0.14%             | 2038-05-20      | Variable      | 4.98%                 | Yes           |                  2 | On Loan: No      |
| CNO GLOBAL FUN 5.875% 06/04/27 | CNO GLOBAL FUNDING REGD 144A P/P MTN 5.87500000                                                 | CUSIP: 18977W2D1<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |   1910000 | PA      | $1934482.27    | 0.02%             | 2027-06-04      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| REPS 2026-A A 4.82% 05/20/30   | REPUBLIC FINANCE ISSUANCE TRUST 2026-A SER 2026-A CL A REGD 144A P/P 4.82000000                 | CUSIP: 76042LAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  30230000 | PA      | $30162877.31   | 0.29%             | 2039-06-20      | Fixed         | 4.82%                 | Yes           |                  2 | On Loan: No      |
| CONCENTRIX CORP 6.6% 08/02/28  | CONCENTRIX CORP REGD 6.60000000                                                                 | CUSIP: 20602DAB7<br>LEI: 5493000EAJN1KMPVA737 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1982019.42    | 0.02%             | 2028-08-02      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| AXIS 2024-2A A 5.19% 04/20/28  | AMUR EQUIPMENT FINANCE RECEIVABLES XIV LLC SER 2024-2A CL A2 REGD 144A P/P 5.19000000           | CUSIP: 03238BAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  11486445 | PA      | $11590246.66   | 0.11%             | 2031-07-21      | Fixed         | 5.19%                 | Yes           |                  2 | On Loan: No      |
| T/L HEALTHPEAK OP ZCP 03/01/29 | T/L HEALTHPEAK OP LLC REGD ZCP TERM LOAN 0.00000000                                             | CUSIP: 42250UAF9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   5448842 | PA      | $5346676.16    | 0.05%             | 2029-03-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| AMCAR 2025-1 A 4.12% 05/18/28  | AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2025-1 SER 2025-1 CL A3 REGD 144A P/P 4.12000000       | CUSIP: 03067FAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  19550000 | PA      | $19495338.20   | 0.19%             | 2030-05-20      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| F/C US 2YR NOTE (CBT) JUN26    | FUTURE CONTRACT ON           US 2YR NOTE (CBT) JUN26 0.00000000                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | US        |     -2100 | NC      | $-434962500.00 | -4.14%            |  |  |  | No            |                  1 | On Loan: No      |
| MERCEDES-BENZ F 4.65% 04/01/27 | MERCEDES-BENZ FIN NA REGD 144A P/P 4.65000000                                                   | CUSIP: 58769JBC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  57680000 | PA      | $57953363.98   | 0.55%             | 2027-04-01      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| BJETS 2022-1A 4.455% 06/15/28  | BUSINESS JET SECURITIES 2022-1 LLC SER 2022-1A CL A REGD 144A P/P 4.45500000                    | CUSIP: 12327AAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4565120 | PA      | $4510779.71    | 0.04%             | 2037-06-15      | Fixed         | 4.46%                 | Yes           |                  2 | On Loan: No      |
| CCG 2025-1 A2 4.48% 10/14/32   | CCG RECEIVABLES TRUST 2025-1 SER 2025-1 CL A2 REGD 144A P/P 4.48000000                          | CUSIP: 12515XAB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  15591912 | PA      | $15639105.13   | 0.15%             | 2032-10-14      | Fixed         | 4.48%                 | Yes           |                  2 | On Loan: No      |
| HERTZ 2025-1A  4.91% 09/25/28  | HERTZ VEHICLE FINANCING III LLC SER 2025-1A CL A REGD 144A P/P 4.91000000                       | CUSIP: 42806MCT4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  20210000 | PA      | $20319289.62   | 0.19%             | 2029-09-25      | Fixed         | 4.91%                 | Yes           |                  2 | On Loan: No      |
| BMW US CAPITAL  4.65% 03/19/27 | BMW US CAPITAL LLC REGD 144A P/P 4.65000000                                                     | CUSIP: 05565ECU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  27240000 | PA      | $27366120.66   | 0.26%             | 2027-03-19      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| PNC FINANCIAL SER V/R 10/20/27 | PNC FINANCIAL SERVICES REGD V/R 6.61500000                                                      | CUSIP: 693475BT1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |  25345000 | PA      | $25608635.14   | 0.24%             | 2027-10-20      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| T/L ORACLE CORP ZCP 08/16/27   | T/L ORACLE CORP REGD ZCP TERM LOAN 0.00000000                                                   | CUSIP: 68401BAS6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | LON              | CORP              | US        |  60831689 | PA      | $60603570.35   | 0.58%             | 2027-08-16      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO 4.15% 08/14/27  | ELI LILLY & CO REGD 4.15000000                                                                  | CUSIP: 532457CP1<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |  46200000 | PA      | $46285026.94   | 0.44%             | 2027-08-14      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| AXIS 2024-1A A 5.38% 01/21/31  | AMUR EQUIPMENT FINANCE RECEIVABLES XIII LLC SER 2024-1A CL A2 REGD 144A P/P 5.38000000          | CUSIP: 03237CAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7846774 | PA      | $7905753.97    | 0.08%             | 2031-01-21      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| DEFT 2025-1 A2 4.68% 01/22/27  | DELL EQUIPMENT FINANCE TRUST 2025-1 SER 2025-1 CL A2 REGD 144A P/P 4.68000000                   | CUSIP: 24703UAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4944601 | PA      | $4955026.97    | 0.05%             | 2027-07-22      | Fixed         | 4.68%                 | Yes           |                  2 | On Loan: No      |
| T/L TPF II POWER 0% 10/02/2025 | T/L TPF II POWER LLC TL B 0.00000000                                                            | CUSIP: 87264NAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  19496650 | PA      | $19541297.57   | 0.19%             | 2028-04-03      | Variable      | 8.40%                 | No            |                  2 | On Loan: No      |
| F&G GLOBAL FUN 5.875% 06/10/27 | F&G GLOBAL FUNDING REGD 144A P/P MTN 5.87500000                                                 | CUSIP: 30321L2G6<br>LEI: 6354009CCUKJIZ7KFX73 | Long             | DBT              | CORP              | US        |  34080000 | PA      | $34458995.50   | 0.33%             | 2027-06-10      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| PNC FINANCIAL SER V/R 06/06/33 | PNC FINANCIAL SERVICES REGD V/R 4.62600000                                                      | CUSIP: 693475BE4<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   2200000 | PA      | $2140498.91    | 0.02%             | 2033-06-06      | Variable      | 4.63%                 | No            |                  2 | On Loan: No      |
| LINCOLN FIN GLBL 5.3% 01/13/30 | LINCOLN FIN GLBL FUNDING REGD 144A P/P 5.30000000                                               | CUSIP: 53359KAA9<br>LEI: 984500OC010458395923 | Long             | DBT              | CORP              | US        |   2100000 | PA      | $2129743.52    | 0.02%             | 2030-01-13      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| CGCC 2014-FL2 C V/R 11/15/31   | CG-CCRE COMMERCIAL MORTGAGE TRUST 2014-FL2 SER 2014-FL2 CL C V/R REGD 144A P/P 6.66919000       | CUSIP: 12528PAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  22375438 | PA      | $18365956.40   | 0.17%             | 2031-11-15      | Variable      | 6.67%                 | Yes           |                  2 | On Loan: No      |
| TOYOTA MOTOR CR 5.45% 11/10/27 | TOYOTA MOTOR CREDIT CORP REGD 5.45000000                                                        | CUSIP: 89236TKL8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  33086000 | PA      | $33737236.70   | 0.32%             | 2027-11-10      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| MAGNE 2021-31A A V/R 07/15/34  | MAGNETITE XXXI LTD SER 2021-31A CL A1R V/R REGD 144A P/P 4.67310000                             | CUSIP: 55952FAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  17250000 | PA      | $17227707.83   | 0.16%             | 2034-07-15      | Variable      | 4.67%                 | Yes           |                  2 | On Loan: No      |
| MAIN STREET CAP 6.95% 03/01/29 | MAIN STREET CAPITAL CORP REGD 6.95000000                                                        | CUSIP: 56035LAH7<br>LEI: 5493001FS9QJLJNF3E20 | Long             | DBT              | CORP              | US        |   7835000 | PA      | $8075596.55    | 0.08%             | 2029-03-01      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| SHELL FINANCE  2.375% 11/07/29 | SHELL FINANCE US IN REGD SER * 2.37500000                                                       | CUSIP: 822905AF2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2345333.30    | 0.02%             | 2029-11-07      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| OCT41 2019-2A A1 V/R 10/15/33  | OCTAGON INVESTMENT PARTNERS 41 LTD SER 2019-2A CL A1R2 V/R REGD 144A P/P 4.76310000             | CUSIP: 67592FBA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  48100000 | PA      | $48080716.71   | 0.46%             | 2033-10-15      | Variable      | 4.76%                 | Yes           |                  2 | On Loan: No      |
| JOHN DEERE CAPIT 4.9% 03/07/31 | JOHN DEERE CAPITAL CORP REGD MTN 4.90000000                                                     | CUSIP: 24422EXN4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1935000 | PA      | $1974817.15    | 0.02%             | 2031-03-07      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| MET LIFE GLOB F 4.25% 04/13/28 | MET LIFE GLOB FUNDING I REGD 144A P/P 4.25000000                                                | CUSIP: 592179KU8<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |  22050000 | PA      | $22022085.80   | 0.21%             | 2028-04-13      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| FORDF 2024-3 A1 4.3% 09/15/27  | FORD CREDIT FLOORPLAN MASTER OWNER TRUST A SER 2024-3 CL A1 REGD 144A P/P 4.30000000            | CUSIP: 34528QJK1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  30550000 | PA      | $30607409.56   | 0.29%             | 2029-09-15      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN HONDA  4.45% 10/22/27 | AMERICAN HONDA FINANCE REGD MTN SER GMTN 4.45000000                                             | CUSIP: 02665WFT3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $54957.87      | 0.00%             | 2027-10-22      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BA V/R 01/12/29 | MORGAN STANLEY BANK NA REGD V/R 5.01600000                                                      | CUSIP: 61690DK72<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  26755000 | PA      | $27003654.01   | 0.26%             | 2029-01-12      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA 4.576% 05/29/27    | CITIBANK NA REGD 4.57600000                                                                     | CUSIP: 17325FBN7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  53295000 | PA      | $53573957.22   | 0.51%             | 2027-05-29      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GL 4.9% 06/13/28 | NEW YORK LIFE GLOBAL FDG REGD 144A P/P 4.90000000                                               | CUSIP: 64952WFD0<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |   2100000 | PA      | $2123819.23    | 0.02%             | 2028-06-13      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| PACIFIC LIFE GF  4.9% 04/04/28 | PACIFIC LIFE GF II REGD 144A P/P 4.90000000                                                     | CUSIP: 6944PL2S7<br>LEI: 6354003EUPCHXTWUU869 | Long             | DBT              | CORP              | US        |  37490000 | PA      | $37863334.04   | 0.36%             | 2028-04-04      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| SOUTHERN CALIF  2.95% 04/15/27 | SOUTHERN CALIF GAS CO REGD 2.95000000                                                           | CUSIP: 842434CW0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  18599000 | PA      | $18422451.41   | 0.18%             | 2027-04-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL  5.349% 07/09/27 | ATHENE GLOBAL FUNDING REGD 144A P/P 5.34900000                                                  | CUSIP: 04685A3X7<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |  25000000 | PA      | $25130203.25   | 0.24%             | 2027-07-09      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| FHLMC P#1N0333 V/R 12/01/36    | FREDDIE MAC NON GOLD POOL P#1N0333 V/R 5.99000000                                               | CUSIP: 3128QGLN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     10616 | PA      | $10970.52      | 0.00%             | 2036-12-01      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| ATLANTIC CITY EL 2.3% 03/15/31 | ATLANTIC CITY ELECTRIC REGD 2.30000000                                                          | CUSIP: 048303CJ8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1920000 | PA      | $1729016.35    | 0.02%             | 2031-03-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| WLAKE 2026-1A B 4.2% 01/18/28  | WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2026-1 SER 2026-1A CL B REGD 144A P/P 4.20000000          | CUSIP: 96043BAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  24250000 | PA      | $24147155.75   | 0.23%             | 2031-05-15      | Fixed         | 4.20%                 | Yes           |                  2 | On Loan: No      |
| WELLS FARGO & COM V/R 03/24/28 | WELLS FARGO & COMPANY REGD V/R MTN 3.52600000                                                   | CUSIP: 95000U2V4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1925000 | PA      | $1910371.62    | 0.02%             | 2028-03-24      | Variable      | 3.53%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINAN V/R 10/29/27 | CAPITAL ONE FINANCIAL CO REGD V/R 7.14900000                                                    | CUSIP: 14040HDB8<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |  12080000 | PA      | $12233036.93   | 0.12%             | 2027-10-29      | Variable      | 7.15%                 | No            |                  2 | On Loan: No      |
| SVENSKA HANDELSB 5.5% 06/15/28 | SVENSKA HANDELSBANKEN AB REGD 144A P/P 5.50000000                                               | CUSIP: 86959LAP8<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |  33741000 | PA      | $34505238.71   | 0.33%             | 2028-06-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| META PLATFORMS I 4.2% 11/15/30 | META PLATFORMS INC REGD 4.20000000                                                              | CUSIP: 30303MAB8<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |  26465000 | PA      | $26155665.17   | 0.25%             | 2030-11-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| DPATH 2022-1A A1 V/R 01/15/37  | DEERPATH CAPITAL CLO 2022-1 LTD SER 2022-1A CL A1R V/R REGD 144A P/P 5.37310000                 | CUSIP: 24461BAL1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |  11100000 | PA      | $11103479.85   | 0.11%             | 2037-01-15      | Variable      | 5.37%                 | Yes           |                  2 | On Loan: No      |
| US BANCORP V/R 06/12/29        | US BANCORP REGD V/R 5.77500000                                                                  | CUSIP: 91159HJM3<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   1910000 | PA      | $1960087.78    | 0.02%             | 2029-06-12      | Variable      | 5.78%                 | No            |                  2 | On Loan: No      |
| OXFIN 2025-1A 5.413% 02/16/32  | OXFORD FINANCE FUNDING TRUST 2025-1 LLC SER 2025-1A CL A2 REGD 144A P/P 5.41300000              | CUSIP: 69144BAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  13240000 | PA      | $13226627.60   | 0.13%             | 2035-02-15      | Fixed         | 5.41%                 | Yes           |                  2 | On Loan: No      |
| REXFORD INDUSTRIAL 5% 06/15/28 | REXFORD INDUSTRIAL REALT REGD 5.00000000                                                        | CUSIP: 76169XAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  29500000 | PA      | $29818181.99   | 0.28%             | 2028-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NEUB 2020-38A AR V/R 10/20/36  | NEUBERGER BERMAN LOAN ADVISERS CLO 3 SER 2020-38A CL AR2 V/R REGD 144A P/P 4.63523000           | CUSIP: 64133RAU0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  52000000 | PA      | $51911542.80   | 0.49%             | 2036-10-20      | Variable      | 4.64%                 | Yes           |                  2 | On Loan: No      |
| PHILIP MORRIS  4.875% 02/13/29 | PHILIP MORRIS INTL INC REGD 4.87500000                                                          | CUSIP: 718172DG1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2026183.34    | 0.02%             | 2029-02-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| T/L IQVIA INC 00.00% 01/02/31  | T/L IQVIA INC 0.00000000                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |  17819549 | PA      | $17942147.38   | 0.17%             | 2031-01-02      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| FORDF 2023-1 A 4.92% 05/15/26  | FORD CREDIT FLOORPLAN MASTER OWNER TRUST A SER 2023-1 CL A1 REGD 144A P/P 4.92000000            | CUSIP: 34528QHV9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  25940000 | PA      | $25949675.62   | 0.25%             | 2028-05-15      | Fixed         | 4.92%                 | Yes           |                  2 | On Loan: No      |
| JPMORGAN CHASE &  V/R 01/23/28 | JPMORGAN CHASE & CO REGD V/R 5.04000000                                                         | CUSIP: 46647PEA0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2110000 | PA      | $2119786.29    | 0.02%             | 2028-01-23      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| FHLMC P#1Q0072 V/R 04/01/36    | FREDDIE MAC NON GOLD POOL P#1Q0072 V/R 6.46700000                                               | CUSIP: 3128S4CH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      5778 | PA      | $5889.77       | 0.00%             | 2036-04-01      | Variable      | 6.47%                 | No            |                  2 | On Loan: No      |
| BAE SYSTEMS PLC 5% 03/26/27    | BAE SYSTEMS PLC REGD 144A P/P 5.00000000                                                        | CUSIP: 05523RAH0<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |  11105000 | PA      | $11182448.38   | 0.11%             | 2027-03-26      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN NATION 5.25% 06/03/30 | AMERICAN NATIONAL GF REGD 144A P/P MTN 5.25000000                                               | CUSIP: 02771D2B9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  33015000 | PA      | $33048422.07   | 0.31%             | 2030-06-03      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| HUNTINGTON BANCSH V/R 08/04/28 | HUNTINGTON BANCSHARES REGD V/R 4.44300000                                                       | CUSIP: 446150BB9<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |  18414000 | PA      | $18392194.51   | 0.17%             | 2028-08-04      | Variable      | 4.44%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROU 4.95% 03/25/27 | VOLKSWAGEN GROUP AMERICA REGD 144A P/P 4.95000000                                               | CUSIP: 928668CN0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  18870000 | PA      | $18951758.80   | 0.18%             | 2027-03-25      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| EFF 2025-2 A2 4.51% 07/20/27   | ENTERPRISE FLEET FINANCING 2025-2 LLC SER 2025-2 CL A2 REGD 144A P/P 4.51000000                 | CUSIP: 29375TAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  15262612 | PA      | $15302618.23   | 0.15%             | 2028-02-22      | Fixed         | 4.51%                 | Yes           |                  2 | On Loan: No      |
| HEALTH CARE SER 5.45% 06/15/34 | HEALTH CARE SERVICE CORP REGD 144A P/P 5.45000000                                               | CUSIP: 42218SAL2<br>LEI: 549300TMJ1FKCKECR148 | Long             | DBT              | CORP              | US        |   2125000 | PA      | $2126040.80    | 0.02%             | 2034-06-15      | Fixed         | 5.45%                 | Yes           |                  2 | On Loan: No      |
| AGL 2021-13A A1R V/R 10/20/34  | AGL CLO 13 LTD SER 2021-13A CL A1R V/R REGD 144A P/P 4.77523000                                 | CUSIP: 00120JAL7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  15160000 | PA      | $15154051.22   | 0.14%             | 2034-10-20      | Variable      | 4.78%                 | Yes           |                  2 | On Loan: No      |
| CARMX 2025-4 A 3.97% 08/15/29  | CARMAX AUTO OWNER TRUST 2025-4 SER 2025-4 CL A3 REGD 3.97000000                                 | CUSIP: 14320HAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  21040000 | PA      | $20914500.61   | 0.20%             | 2030-12-16      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL  6.5% 01/16/29 | HYUNDAI CAPITAL AMERICA REGD 144A P/P 6.50000000                                                | CUSIP: 44891ACR6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2100000 | PA      | $2193330.83    | 0.02%             | 2029-01-16      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| WFLF 2023-2A A 6.46% 08/19/24  | WHEELS FLEET LEASE FUNDING 1 LLC SER 2023-2A CL A REGD 144A P/P 6.46000000                      | CUSIP: 96328GBG1<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-CBDO         | CORP              | US        |   3478068 | PA      | $3504055.55    | 0.03%             | 2038-08-18      | Fixed         | 6.46%                 | Yes           |                  2 | On Loan: No      |
| ROCHE HOLDINGS 4.203% 09/09/29 | ROCHE HOLDINGS INC REGD 144A P/P 4.20300000                                                     | CUSIP: 771196CP5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  18145000 | PA      | $18088992.19   | 0.17%             | 2029-09-09      | Fixed         | 4.20%                 | Yes           |                  2 | On Loan: No      |
| NESTLE HOLDINGS IN 5% 03/14/28 | NESTLE HOLDINGS INC REGD 144A P/P 5.00000000                                                    | CUSIP: 641062BF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2200000 | PA      | $2234948.45    | 0.02%             | 2028-03-14      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| KCOT 2024-1A A 5.19% 11/15/27  | KUBOTA CREDIT OWNER TRUST 2024-1 SER 2024-1A CL A3 REGD 144A P/P 5.19000000                     | CUSIP: 50117BAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7962452 | PA      | $8019593.21    | 0.08%             | 2028-07-17      | Fixed         | 5.19%                 | Yes           |                  2 | On Loan: No      |
| GUARDIAN LIFE  4.798% 04/28/30 | GUARDIAN LIFE GLOB FUND REGD 144A P/P 4.79800000                                                | CUSIP: 40139LBK8<br>LEI: 635400NHILJ5JEKILC36 | Long             | DBT              | CORP              | US        |  24485000 | PA      | $24707394.81   | 0.24%             | 2030-04-28      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| RGA GLOBAL FUNDING 6% 11/21/28 | RGA GLOBAL FUNDING REGD 144A P/P 6.00000000                                                     | CUSIP: 76209PAC7<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |  16160000 | PA      | $16687475.17   | 0.16%             | 2028-11-21      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| WOODSIDE FINANCE 3.7% 09/15/26 | WOODSIDE FINANCE LTD REGD 144A P/P 3.70000000                                                   | CUSIP: 980236AN3<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |  13932000 | PA      | $13890152.31   | 0.13%             | 2026-09-15      | Fixed         | 3.70%                 | Yes           |                  2 | On Loan: No      |
| BLUE OWL CREDI 3.125% 09/23/26 | BLUE OWL CREDIT INCOME REGD SER * 3.12500000                                                    | CUSIP: 69120VAM3<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |  18000000 | PA      | $17819735.04   | 0.17%             | 2026-09-23      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| T/L BUCKEYE PARTNE 0% 09/26/32 | T/L BUCKEYE PARTNERS L P REGD 0.00000000                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   8740559 | PA      | $8780590.98    | 0.08%             | 2032-09-26      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC 3.7% 02/15/29     | ALPHABET INC REGD 3.70000000                                                                    | CUSIP: 02079KBJ5<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |  48115000 | PA      | $47568801.89   | 0.45%             | 2029-02-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL F 5.38% 01/07/30 | ATHENE GLOBAL FUNDING REGD 144A P/P 5.38000000                                                  | CUSIP: 04685A4G3<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   2120000 | PA      | $2129881.77    | 0.02%             | 2030-01-07      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| TMUST 2026-1A  4.25% 05/20/29  | T-MOBILE US TRUST 2026-1 SER 2026-1A CL A REGD 144A P/P 4.25000000                              | CUSIP: 87269AAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  44390000 | PA      | $44235704.80   | 0.42%             | 2030-10-21      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| TOYOTA MOTOR CR 4.55% 08/07/26 | TOYOTA MOTOR CREDIT CORP REGD MTN 4.55000000                                                    | CUSIP: 89236TMJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  17090000 | PA      | $17119126.49   | 0.16%             | 2026-08-07      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| F&G GLOBAL FUND 1.75% 06/30/26 | F&G GLOBAL FUNDING REGD 144A P/P 1.75000000                                                     | CUSIP: 30321L2A9<br>LEI: 6354009CCUKJIZ7KFX73 | Long             | DBT              | CORP              | US        |   1925000 | PA      | $1915764.97    | 0.02%             | 2026-06-30      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| BANK OF NEW ZE 4.846% 02/07/28 | BANK OF NEW ZEALAND REGD 144A P/P 4.84600000                                                    | CUSIP: 06407EAG0<br>LEI: N/A                  | Long             | DBT              | CORP              | NZ        |  19870000 | PA      | $20053638.94   | 0.19%             | 2028-02-07      | Fixed         | 4.85%                 | Yes           |                  2 | On Loan: No      |
| AGCO CORP 5.45% 03/21/27       | AGCO CORP REGD 5.45000000                                                                       | CUSIP: 001084AR3<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | DBT              | CORP              | US        |  24855000 | PA      | $25033370.17   | 0.24%             | 2027-03-21      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AMCAR 2026-1 A 4.03% 04/18/29  | AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2026-1 SER 2026-1 CL A2 REGD 144A P/P 4.03000000       | CUSIP: 03066CAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  13000000 | PA      | $12995512.40   | 0.12%             | 2029-04-18      | Fixed         | 4.03%                 | Yes           |                  2 | On Loan: No      |
| BLP 2023-IND A V/R 03/15/28    | BLP COMMERCIAL MORTGAGE TRUST 2023-IND SER 2023-IND CL A V/R REGD 144A P/P 5.34671000           | CUSIP: 055531AA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8826685 | PA      | $8834959.68    | 0.08%             | 2040-03-15      | Variable      | 5.35%                 | Yes           |                  2 | On Loan: No      |
| OXFIN 2022-1A 3.602% 03/15/25  | OXFORD FINANCE FUNDING 2022-1 LLC SER 2022-1A CL A2 REGD 144A P/P 3.60200000                    | CUSIP: 69145BAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  11167370 | PA      | $10840084.40   | 0.10%             | 2030-02-15      | Fixed         | 3.60%                 | Yes           |                  2 | On Loan: No      |
| CFII 2023-1A A 5.65% 05/15/26  | CHESAPEAKE FUNDING II LLC SER 2023-1A CL A1 REGD 144A P/P 5.65000000                            | CUSIP: 165183CU6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2417956 | PA      | $2419420.80    | 0.02%             | 2035-05-15      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: No      |
| SEACO 2020-1A  2.17% 03/18/30  | GLOBAL SC FINANCE VII SRL SER 2020-1A CL A REGD 144A P/P 2.17000000                             | CUSIP: 37959PAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BB        |  11106427 | PA      | $10638453.72   | 0.10%             | 2040-10-17      | Fixed         | 2.17%                 | Yes           |                  2 | On Loan: No      |
| PROTECTIVE LIF 4.827% 04/14/31 | PROTECTIVE LIFE GLOBAL REGD 144A P/P 4.82700000                                                 | CUSIP: 74368CCE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  42940000 | PA      | $42882901.39   | 0.41%             | 2031-04-14      | Fixed         | 4.83%                 | Yes           |                  2 | On Loan: No      |
| MERCEDES-BENZ  4.875% 07/31/26 | MERCEDES-BENZ FIN NA REGD 144A P/P 4.87500000                                                   | CUSIP: 58769JAT4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  37185000 | PA      | $37237717.17   | 0.35%             | 2026-07-31      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| WESTERN-SOUTHERN 4.5% 07/16/28 | WESTERN-SOUTHERN GLOBAL REGD 144A P/P 4.50000000                                                | CUSIP: 95954A2B8<br>LEI: 635400PFYEGVSGK4VB37 | Long             | DBT              | CORP              | US        |  46898000 | PA      | $46851998.69   | 0.45%             | 2028-07-16      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| PACIFIC LIFE GF  4.5% 08/28/29 | PACIFIC LIFE GF II REGD 144A P/P 4.50000000                                                     | CUSIP: 6944PL3C1<br>LEI: 6354003EUPCHXTWUU869 | Long             | DBT              | CORP              | US        |  14300000 | PA      | $14289234.10   | 0.14%             | 2029-08-28      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| DUKE ENERGY OH 2.125% 06/01/30 | DUKE ENERGY OHIO INC REGD 2.12500000                                                            | CUSIP: 26442EAH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1910000 | PA      | $1739789.22    | 0.02%             | 2030-06-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER  4.4% 03/15/27 | ENERGY TRANSFER LP REGD 4.40000000                                                              | CUSIP: 292480AK6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |  49031000 | PA      | $49060992.75   | 0.47%             | 2027-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA C V/R 04/24/28 | BANK OF AMERICA CORP REGD V/R MTN 3.70500000                                                    | CUSIP: 06051GGL7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1920000 | PA      | $1907085.48    | 0.02%             | 2028-04-24      | Variable      | 3.71%                 | No            |                  2 | On Loan: No      |
| ORL 2024-GLKS A V/R 12/15/29   | ORL TRUST 2024-GLKS SER 2024-GLKS CL A V/R REGD 144A P/P 5.14721000                             | CUSIP: 67120DAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  14870000 | PA      | $14893234.38   | 0.14%             | 2039-12-15      | Variable      | 5.15%                 | Yes           |                  2 | On Loan: No      |
| GUARDIAN LIFE  4.179% 09/26/29 | GUARDIAN LIFE GLOB FUND REGD 144A P/P MTN 4.17900000                                            | CUSIP: 40139LBJ1<br>LEI: 635400NHILJ5JEKILC36 | Long             | DBT              | CORP              | US        |  41635000 | PA      | $41268686.11   | 0.39%             | 2029-09-26      | Fixed         | 4.18%                 | Yes           |                  2 | On Loan: No      |
| BX 2026-CSMO A V/R 02/15/28    | BX COMMERCIAL MORTGAGE TRUST 2026-CSMO SER 2026-CSMO CL A V/R REGD 144A P/P 5.05471000          | CUSIP: 12433LAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  25830000 | PA      | $25846143.75   | 0.25%             | 2043-02-15      | Variable      | 5.05%                 | Yes           |                  2 | On Loan: No      |
| NESTLE CAPITAL C 4.2% 03/18/31 | NESTLE CAPITAL CORP REGD 144A P/P 4.20000000                                                    | CUSIP: 64105MAE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  39970000 | PA      | $39613781.76   | 0.38%             | 2031-03-18      | Fixed         | 4.20%                 | Yes           |                  2 | On Loan: No      |
| AMAZON.COM INC 4.1% 11/20/30   | AMAZON.COM INC REGD 4.10000000                                                                  | CUSIP: 023135CT1<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   2200000 | PA      | $2169707.45    | 0.02%             | 2030-11-20      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| GMREV 2023-2 A 5.77% 11/13/28  | GM FINANCIAL REVOLVING RECEIVABLES TRUST 2023-2 SER 2023-2 CL A REGD 144A P/P 5.77000000        | CUSIP: 36268DAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10900000 | PA      | $11281363.75   | 0.11%             | 2036-08-11      | Fixed         | 5.77%                 | Yes           |                  2 | On Loan: No      |
| DTRT 2023-1 A3 5.9% 03/15/27   | DAIMLER TRUCKS RETAIL TRUST 2023-1 SER 2023-1 CL A3 REGD 5.90000000                             | CUSIP: 233868AC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1518695 | PA      | $1521968.55    | 0.01%             | 2027-03-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| BLACKROCK TCP C 6.95% 05/30/29 | BLACKROCK TCP CAP CORP REGD 6.95000000                                                          | CUSIP: 09259EAC2<br>LEI: 549300JU1XG1HF56J989 | Long             | DBT              | CORP              | US        |  16000000 | PA      | $15819803.04   | 0.15%             | 2029-05-30      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| VMWARE LLC 1.4% 08/15/26       | VMWARE LLC REGD 1.40000000                                                                      | CUSIP: 928563AJ4<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |   2235000 | PA      | $2217823.44    | 0.02%             | 2026-08-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| AMS-OSRAM AG 12.25% 03/30/29   | AMS-OSRAM AG REGD 144A P/P 12.25000000                                                          | CUSIP: 03217CAB2<br>LEI: 5299001JPPT2QFTV5D76 | Long             | DBT              | CORP              | AT        |  16565000 | PA      | $17688024.18   | 0.17%             | 2029-03-30      | Fixed         | 12.25%                | Yes           |                  2 | On Loan: No      |
| CAALT 2024-3A  4.68% 08/16/27  | CREDIT ACCEPTANCE AUTO LOAN TRUST 2024-3 SER 2024-3A CL A REGD 144A P/P 4.68000000              | CUSIP: 22535LAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  17680000 | PA      | $17711265.31   | 0.17%             | 2034-09-15      | Fixed         | 4.68%                 | Yes           |                  2 | On Loan: No      |
| WOODS 2019-18A A V/R 05/20/32  | NORTHWOODS CAPITAL XVIII LTD SER 2019-18A CL AR V/R REGD 144A P/P 5.01718000                    | CUSIP: 66860MAN1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  17875159 | PA      | $17857791.87   | 0.17%             | 2032-05-20      | Variable      | 5.02%                 | Yes           |                  2 | On Loan: No      |
| STARBUCKS CORP 4.85% 02/08/27  | STARBUCKS CORP REGD 4.85000000                                                                  | CUSIP: 855244BG3<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |   2110000 | PA      | $2119629.62    | 0.02%             | 2027-02-08      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER S V/R 03/14/28 | BANCO SANTANDER SA REGD V/R SER * 5.55200000                                                    | CUSIP: 05964HBA2<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |  17000000 | PA      | $17141288.70   | 0.16%             | 2028-03-14      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| BLUE OWL TECHN 6.125% 01/23/31 | BLUE OWL TECHNOLOGY FINA REGD 6.12500000                                                        | CUSIP: 095924AC0<br>LEI: 254900G5EZJSOD3UKL16 | Long             | DBT              | CORP              | US        |  26605000 | PA      | $25616163.98   | 0.24%             | 2031-01-23      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| KOMATSU FINANC 5.649% 10/06/27 | KOMATSU FINANCE AMERICA REGD 144A P/P 5.64900000                                                | CUSIP: 50048WAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2040000 | PA      | $2072907.93    | 0.02%             | 2027-10-06      | Variable      | 5.65%                 | Yes           |                  2 | On Loan: No      |
| NFMOT 2024-2A  4.42% 09/15/27  | NEXTGEAR FLOORPLAN MASTER OWNER TRUST SER 2024-2A CL A2 REGD 144A P/P 4.42000000                | CUSIP: 65341KCC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  27500000 | PA      | $27570064.50   | 0.26%             | 2029-09-15      | Fixed         | 4.42%                 | Yes           |                  2 | On Loan: No      |
| US BANK NA CINCIN V/R 05/15/28 | US BANK NA CINCINNATI REGD V/R 4.73000000                                                       | CUSIP: 90331HPS6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  20635000 | PA      | $20707898.71   | 0.20%             | 2028-05-15      | Variable      | 4.73%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FIN 4.45% 10/16/26 | CATERPILLAR FINL SERVICE REGD 4.45000000                                                        | CUSIP: 14913UAN0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   9240000 | PA      | $9261453.34    | 0.09%             | 2026-10-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GRO V/R 04/23/28 | GOLDMAN SACHS GROUP INC REGD V/R 4.93700000                                                     | CUSIP: 38141GC77<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  16355000 | PA      | $16431888.29   | 0.16%             | 2028-04-23      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| PFSFC 2025-D A 4.47% 05/15/28  | PFS FINANCING CORP SER 2025-D CL A REGD 144A P/P 4.47000000                                     | CUSIP: 69335PFY6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  23860000 | PA      | $23911962.31   | 0.23%             | 2030-05-15      | Fixed         | 4.47%                 | Yes           |                  2 | On Loan: No      |
| STATE STREET CORP V/R 02/20/29 | STATE STREET CORP REGD V/R 4.53000000                                                           | CUSIP: 857477CN1<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   2125000 | PA      | $2133273.71    | 0.02%             | 2029-02-20      | Variable      | 4.53%                 | No            |                  2 | On Loan: No      |
| LIFE 2022-BMR2 A V/R 05/15/24  | LIFE 2022-BMR MORTGAGE TRUST SER 2022-BMR2 CL A1 V/R REGD 144A P/P 4.94995000                   | CUSIP: 53218DAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  23600000 | PA      | $22805671.20   | 0.22%             | 2039-05-15      | Variable      | 4.95%                 | Yes           |                  2 | On Loan: No      |
| ELB 5A AR V/R 06/15/34         | BLACKROCK ELBERT CLO V LLC/KY SER 5A CL AR V/R REGD 144A P/P 5.52401000                         | CUSIP: 092913AC6<br>LEI: 54930088K41XQK16ML36 | Long             | ABS-CBDO         | CORP              | US        |  12016113 | PA      | $12020175.52   | 0.11%             | 2034-06-15      | Variable      | 5.52%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN TOWER  5.49% 03/15/28 | AMERICAN TOWER TRUST I REGD 144A P/P 5.49000000                                                 | CUSIP: 03027WAM4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   9290000 | PA      | $9385714.87    | 0.09%             | 2028-03-15      | Fixed         | 5.49%                 | Yes           |                  2 | On Loan: No      |
| UMBS P#AL2472 6.5% 06/01/40    | FANNIE MAE POOL UMBS P#AL2472 6.50000000                                                        | CUSIP: 3138EJXA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    490125 | PA      | $520840.24     | 0.00%             | 2040-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CCG 2025-2 A2 4.14% 10/14/28   | CCG RECEIVABLES TRUST 2025-2 SER 2025-2 CL A2 REGD 144A P/P 4.14000000                          | CUSIP: 12516XAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  25780000 | PA      | $25772562.47   | 0.25%             | 2034-08-15      | Fixed         | 4.14%                 | Yes           |                  2 | On Loan: No      |
| ATHENE GLOBAL FUN V/R 03/06/28 | ATHENE GLOBAL FUNDING REGD V/R 144A P/P 4.60453200                                              | CUSIP: 04685A4M0<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |  22035000 | PA      | $21995443.65   | 0.21%             | 2028-03-06      | Variable      | 4.60%                 | Yes           |                  2 | On Loan: No      |
| NEW YORK LIFE GL 4.4% 04/25/28 | NEW YORK LIFE GLOBAL FDG REGD 144A P/P MTN 4.40000000                                           | CUSIP: 64953BBW7<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |  27190000 | PA      | $27246320.28   | 0.26%             | 2028-04-25      | Fixed         | 4.40%                 | Yes           |                  2 | On Loan: No      |
| CCG 2023-2 A2 6.28% 03/14/27   | CCG RECEIVABLES TRUST SER 2023-2 CL A2 REGD 144A P/P 6.28000000                                 | CUSIP: 12511QAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1818027 | PA      | $1834299.61    | 0.02%             | 2032-04-14      | Fixed         | 6.28%                 | Yes           |                  2 | On Loan: No      |
| AERCAP IRELAND  2.45% 10/29/26 | AERCAP IRELAND CAP/GLOBA REGD 2.45000000                                                        | CUSIP: 00774MAV7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |  46858000 | PA      | $46477290.93   | 0.44%             | 2026-10-29      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| MCMML 2023-1A AR V/R 09/23/35  | MONROE CAPITAL MML CLO XV LLC SER 2023-1A CL AR V/R REGD 144A P/P 4.93606000                    | CUSIP: 61033YAY4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  21720000 | PA      | $21684681.11   | 0.21%             | 2035-09-23      | Variable      | 4.94%                 | Yes           |                  2 | On Loan: No      |
| CANADIAN IMPER 5.926% 10/02/26 | CANADIAN IMPERIAL BANK REGD 5.92600000                                                          | CUSIP: 13607LWT6<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |  80625000 | PA      | $81195979.80   | 0.77%             | 2026-10-02      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| T/L MIDCONTINENT 0% 08/17/26   | T/L MIDCONTINENT               COMMUNICATIONS REGD 0.00000000                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |  27043672 | PA      | $26925491.63   | 0.26%             | 2031-08-16      | Variable      | 6.15%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC 2.15% 12/10/31  | MERCK & CO INC REGD 2.15000000                                                                  | CUSIP: 58933YBE4<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   2400000 | PA      | $2124852.05    | 0.02%             | 2031-12-10      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CO 2.15% 07/15/26 | ARES CAPITAL CORP REGD 2.15000000                                                               | CUSIP: 04010LBA0<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |  30435000 | PA      | $30281751.86   | 0.29%             | 2026-07-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| T/L CHARTER COMMUN 0% 12/07/30 | T/L CHARTER COMMUNICATIONS     OPERATING LLC REGD 0.00000000                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |  60511529 | PA      | $60427418.10   | 0.57%             | 2030-12-07      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| PRA HEALTH SCI 2.875% 07/15/26 | PRA HEALTH SCIENCES INC REGD 144A P/P 2.87500000                                                | CUSIP: 45569KAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  44811000 | PA      | $44559197.13   | 0.42%             | 2026-07-15      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| NORTHWESTERN MU 5.07% 03/25/27 | NORTHWESTERN MUTUAL GLBL REGD 144A P/P 5.07000000                                               | CUSIP: 66815L2R9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  38945000 | PA      | $39307051.80   | 0.37%             | 2027-03-25      | Fixed         | 5.07%                 | Yes           |                  2 | On Loan: No      |
| US T BILL ZCP 05/05/26         | UNITED STATES TREASURY BILL ZCP 0.00000000                                                      | CUSIP: 912797TL1<br>LEI: N/A                  | Long             | STIV             | UST               | US        | 125000000 | PA      | $124950687.51  | 1.19%             | 2026-05-05      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL BD 2.5% 08/24/26 | GOLUB CAPITAL BDC REGD 2.50000000                                                               | CUSIP: 38173MAB8<br>LEI: 2549005WE0QLGK9APF78 | Long             | DBT              | CORP              | US        |  33538000 | PA      | $33234074.28   | 0.32%             | 2026-08-24      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PFSFC 2025-A A V/R 01/15/27    | PFS FINANCING CORP SER 2025-A CL A V/R REGD 144A P/P 4.28980000                                 | CUSIP: 69335PFS9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  14090000 | PA      | $14104969.22   | 0.13%             | 2029-01-15      | Variable      | 4.29%                 | Yes           |                  2 | On Loan: No      |
| HA SUSTAINABLE  6.15% 01/15/31 | HA SUSTAINABLE INF CAP REGD 6.15000000                                                          | CUSIP: 40408AAA9<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |  41130000 | PA      | $42342426.44   | 0.40%             | 2031-01-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| GCRED 2025-BSL1A V/R 01/20/34  | GCRED BSL CLO 1 SER 2025-BSL1A CL A1 V/R REGD 144A P/P 4.71352000                               | CUSIP: 3615EMAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  17000000 | PA      | $17005866.70   | 0.16%             | 2034-01-20      | Variable      | 4.71%                 | Yes           |                  2 | On Loan: No      |
| PRICOA GLOBAL FU 4.4% 08/27/27 | PRICOA GLOBAL FUNDING 1 REGD 144A P/P 4.40000000                                                | CUSIP: 74153WCU1<br>LEI: 635400IBXEBMD9ADYA79 | Long             | DBT              | CORP              | US        |  12685000 | PA      | $12719768.82   | 0.12%             | 2027-08-27      | Fixed         | 4.40%                 | Yes           |                  2 | On Loan: No      |
| SDART 2025-2 A 4.67% 08/16/27  | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2025-2 SER 2025-2 CL A3 REGD 4.67000000                  | CUSIP: 80287NAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  26350000 | PA      | $26437561.05   | 0.25%             | 2029-08-15      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES 4.75% 10/20/28 | DELTA AIR LINES/SKYMILES REGD 144A P/P 4.75000000                                               | CUSIP: 830867AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |   5879167 | PA      | $5883810.61    | 0.06%             | 2028-10-20      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| US T BILL ZCP 05/19/26         | UNITED STATES TREASURY BILL ZCP 0.00000000                                                      | CUSIP: 912797TS6<br>LEI: N/A                  | Long             | STIV             | UST               | US        | 120800000 | PA      | $120584477.24  | 1.15%             | 2026-05-19      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CAN V/R 03/27/28 | ROYAL BANK OF CANADA REGD V/R MTN SER GMTN 4.71500000                                           | CUSIP: 78017DAF5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |  64445000 | PA      | $64643759.34   | 0.61%             | 2028-03-27      | Variable      | 4.71%                 | No            |                  2 | On Loan: No      |
| MCIP 2022-1A A 4.05% 04/30/32  | MONROE CAPITAL INCOME PLUS ABS FUNDING LLC SER 2022-1A CL A REGD 144A P/P 4.05000000            | CUSIP: 61033MAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  26855721 | PA      | $25855987.55   | 0.25%             | 2032-04-30      | Fixed         | 4.05%                 | Yes           |                  2 | On Loan: No      |
| GSAR 2026-2A A 4.46% 06/15/32  | GLS AUTO SELECT RECEIVABLES ISSUER TRUST 2026-2 SER 2026-2A CL A2 REGD 144A P/P 4.46000000      | CUSIP: 379958AB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  20340000 | PA      | $20354215.63   | 0.19%             | 2032-06-15      | Fixed         | 4.46%                 | Yes           |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP 3.2% 09/26/26 | VOLKSWAGEN GROUP AMERICA REGD 144A P/P 3.20000000                                               | CUSIP: 928668BB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  46749000 | PA      | $46505308.68   | 0.44%             | 2026-09-26      | Fixed         | 3.20%                 | Yes           |                  2 | On Loan: No      |
| T/L MPH ACQUISIT 0% 12/31/30   | T/L MPH ACQUISITION HOLDINGS   LLC REGD 0.00000000                                              | CUSIP: 55328HAP6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3792896 | PA      | $3785310.13    | 0.04%             | 2030-12-31      | Variable      | 7.41%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE GLOB  5.9% 09/19/28 | COREBRIDGE GLOB FUNDING REGD 144A P/P 5.90000000                                                | CUSIP: 00138CAV0<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |  26910000 | PA      | $27717122.93   | 0.26%             | 2028-09-19      | Fixed         | 5.90%                 | Yes           |                  2 | On Loan: No      |
| ACCENTURE CAPITA 4.5% 10/04/34 | ACCENTURE CAPITAL INC REGD 4.50000000                                                           | CUSIP: 00440KAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2200000 | PA      | $2119545.36    | 0.02%             | 2034-10-04      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIV 3.25% 03/15/27 | BLACKSTONE PRIVATE CRE REGD SER WI 3.25000000                                                   | CUSIP: 09261HAK3<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |   2200000 | PA      | $2164052.29    | 0.02%             | 2027-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| WMRK 2022-WMRK A V/R 11/15/27  | WMRK COMMERCIAL MORTGAGE TRUST 2022-WMRK SER 2022-WMRK CL A V/R REGD 144A P/P 6.44371000        | CUSIP: 929342AA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  17494889 | PA      | $17538659.09   | 0.17%             | 2027-11-15      | Variable      | 6.44%                 | Yes           |                  2 | On Loan: No      |
| US T BILL ZCP 06/11/26         | UNITED STATES TREASURY BILL ZCP 0.00000000                                                      | CUSIP: 912797QX8<br>LEI: N/A                  | Long             | STIV             | UST               | US        | 115730000 | PA      | $115257349.70  | 1.10%             | 2026-06-11      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| US BANCORP V/R /PERP/          | US BANCORP REGD V/R /PERP/ 3.70000000                                                           | CUSIP: 902973BC9<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |  42990000 | PA      | $42311321.17   | 0.40%             | 2175-01-15      | Variable      | 3.70%                 | No            |                  2 | On Loan: No      |
| ONEOK INC 5.55% 11/01/26       | ONEOK INC REGD 5.55000000                                                                       | CUSIP: 682680BH5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   2100000 | PA      | $2110827.39    | 0.02%             | 2026-11-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD FINAN V/R 01/30/30 | FIFTH THIRD FINANCL CORP REGD V/R 5.98200000                                                    | CUSIP: 200340AW7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  25252000 | PA      | $26041033.84   | 0.25%             | 2030-01-30      | Variable      | 5.98%                 | No            |                  2 | On Loan: No      |
| COMM 2025-SBX A V/R 08/10/28   | COMM 2025-SBX MORTGAGE TRUST SER 2025-SBX CL A V/R REGD 144A P/P 5.43220200                     | CUSIP: 20047UAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  18875000 | PA      | $18833369.30   | 0.18%             | 2041-08-10      | Variable      | 5.43%                 | Yes           |                  2 | On Loan: No      |
| M&T BANK CORPORAT V/R 03/13/32 | M&T BANK CORPORATION REGD V/R 6.08200000                                                        | CUSIP: 55261FAT1<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |   2100000 | PA      | $2200819.32    | 0.02%             | 2032-03-13      | Variable      | 6.08%                 | No            |                  2 | On Loan: No      |
| MDPK 2021-49A AR V/R 10/19/34  | MADISON PARK FUNDING XLIX LTD SER 2021-49A CL AR V/R REGD 144A P/P 4.72523000                   | CUSIP: 55820VAL7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  50000000 | PA      | $49900195.00   | 0.47%             | 2034-10-19      | Variable      | 4.73%                 | Yes           |                  2 | On Loan: No      |
| FORD MOTOR CRE 5.125% 11/05/26 | FORD MOTOR CREDIT CO LLC REGD 5.12500000                                                        | CUSIP: 345397F81<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  76889000 | PA      | $77087002.25   | 0.73%             | 2026-11-05      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| MET TOWER GLOBA 5.25% 04/12/29 | MET TOWER GLOBAL FUNDING REGD 144A P/P MTN 5.25000000                                           | CUSIP: 58989V2H6<br>LEI: 635400OFJCY9IOGBGY57 | Long             | DBT              | CORP              | US        |  23485000 | PA      | $23978474.57   | 0.23%             | 2029-04-12      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| RGA GLOBAL FUNDI 4.6% 11/25/30 | RGA GLOBAL FUNDING REGD 144A P/P 4.60000000                                                     | CUSIP: 76209PAK9<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |  32080000 | PA      | $31845284.43   | 0.30%             | 2030-11-25      | Fixed         | 4.60%                 | Yes           |                  2 | On Loan: No      |
| ARIFL 2023-B A 6.05% 07/15/32  | ARI FLEET LEASE TRUST 2023-B SER 2023-B CL A2 REGD 144A P/P 6.05000000                          | CUSIP: 04033GAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1652798 | PA      | $1660731.44    | 0.02%             | 2032-07-15      | Fixed         | 6.05%                 | Yes           |                  2 | On Loan: No      |
| JOHNSON & JOHNSO 4.5% 03/01/27 | JOHNSON & JOHNSON REGD 4.50000000                                                               | CUSIP: 478160DG6<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |  38225000 | PA      | $38431527.38   | 0.37%             | 2027-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BXMT 2021-FL4 A V/R 05/15/38   | BXMT 2021-FL4 LTD SER 2021-FL4 CL A V/R REGD 144A P/P 5.08244000                                | CUSIP: 05609GAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7158516 | PA      | $7150117.84    | 0.07%             | 2038-05-15      | Variable      | 5.08%                 | Yes           |                  2 | On Loan: No      |
| KENTUCKY ST PUBLI V/R 08/01/52 | KENTUCKY ST PUBLIC ENERGY AUTH REGD V/R B/E 3.63200000                                          | CUSIP: 74440DDT8<br>LEI: 549300XEJZWHYSY4SL55 | Long             | DBT              | MUN               | US        |  31000000 | PA      | $31047135.50   | 0.30%             | 2052-08-01      | Variable      | 3.63%                 | No            |                  2 | On Loan: No      |
| UMBS P#906281 V/R 01/01/37     | FANNIE MAE POOL UMBS P#906281 V/R 5.99300000                                                    | CUSIP: 31411E2N6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     16860 | PA      | $17346.56      | 0.00%             | 2037-01-01      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| SANOFI SA 4.2% 11/03/32        | SANOFI SA REGD 4.20000000                                                                       | CUSIP: 801060AJ3<br>LEI: 549300E9PC51EN656011 | Long             | DBT              | CORP              | FR        |   2200000 | PA      | $2160246.90    | 0.02%             | 2032-11-03      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS V/R 05/09/29       | BNP PARIBAS REGD V/R 144A P/P 4.79200000                                                        | CUSIP: 09659W3C6<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |  23440000 | PA      | $23508048.43   | 0.22%             | 2029-05-09      | Variable      | 4.79%                 | Yes           |                  2 | On Loan: No      |
| BUNGE LTD FINANC 4.9% 04/21/27 | BUNGE LTD FINANCE CORP REGD SER WI 4.90000000                                                   | CUSIP: 120568BM1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  27545000 | PA      | $27723430.73   | 0.26%             | 2027-04-21      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL LFE GL 5.5% 06/28/28 | PRINCIPAL LFE GLB FND II REGD 144A P/P MTN 5.50000000                                           | CUSIP: 74256LEW5<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |   1955000 | PA      | $1990800.86    | 0.02%             | 2028-06-28      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| ICON INVESTMEN 5.849% 05/08/29 | ICON INVESTMENTS SIX DAC REGD 5.84900000                                                        | CUSIP: 45115AAB0<br>LEI: 635400FQ1M7J2CHLAS59 | Long             | DBT              | CORP              | IE        |   2100000 | PA      | $2139900.25    | 0.02%             | 2029-05-08      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTI 2.75% 10/01/26 | BOSTON PROPERTIES LP REGD 2.75000000                                                            | CUSIP: 10112RAY0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1920000 | PA      | $1907390.05    | 0.02%             | 2026-10-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| GA GLOBAL FUNDIN 4.4% 09/23/27 | GA GLOBAL FUNDING TRUST REGD 144A P/P 4.40000000                                                | CUSIP: 36143L2N4<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |   2200000 | PA      | $2187776.18    | 0.02%             | 2027-09-23      | Fixed         | 4.40%                 | Yes           |                  2 | On Loan: No      |
| ORACLE CORP 2.65% 07/15/26     | ORACLE CORP REGD 2.65000000                                                                     | CUSIP: 68389XBM6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |  61486000 | PA      | $61265667.99   | 0.58%             | 2026-07-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| US T BILL ZCP 07/02/26         | UNITED STATES TREASURY BILL ZCP 0.00000000                                                      | CUSIP: 912797TF4<br>LEI: N/A                  | Long             | STIV             | UST               | US        | 117000000 | PA      | $116272585.26  | 1.11%             | 2026-07-02      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FNMA P745925 V/R 09/01/36      | FNMA P745925 V/R 09/01/36 6.43700000                                                            | CUSIP: 31403DVS5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     22388 | PA      | $23052.68      | 0.00%             | 2036-09-01      | Variable      | 6.44%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL C 5.5% 01/12/29 | CNH INDUSTRIAL CAP LLC REGD 5.50000000                                                          | CUSIP: 12592BAR5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  10920000 | PA      | $11165258.07   | 0.11%             | 2029-01-12      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BX 2024-GPA2 A V/R 11/15/26    | BX COMMERCIAL MORTGAGE TRUST 2024-GPA2 SER 2024-GPA2 CL A V/R REGD 144A P/P 5.19705000          | CUSIP: 12433DAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  20681768 | PA      | $20701157.49   | 0.20%             | 2041-11-15      | Variable      | 5.20%                 | Yes           |                  2 | On Loan: No      |
| VZMT 2025-3 A1 4.51% 03/22/27  | VERIZON MASTER TRUST SER 2025-3 CL A1A REGD 4.51000000                                          | CUSIP: 92348KDY6<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |  17610000 | PA      | $17679286.55   | 0.17%             | 2030-03-20      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| TRUIST BANK V/R 10/23/29       | TRUIST BANK REGD V/R SER BKNT 4.13600000                                                        | CUSIP: 89788JAH2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2200000 | PA      | $2180908.36    | 0.02%             | 2029-10-23      | Variable      | 4.14%                 | No            |                  2 | On Loan: No      |
| EQUITABLE AMERI 4.65% 06/09/28 | EQUITABLE AMERICA GLOBAL REGD 144A P/P 4.65000000                                               | CUSIP: 29446Q2A0<br>LEI: 98450066CCBIACF06694 | Long             | DBT              | CORP              | US        |  43835000 | PA      | $43867389.24   | 0.42%             | 2028-06-09      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| T/L AADVANTAGE LO 0% 04/20/28  | T/L AADVANTAGE LOYALTY IP LTD. REGD 0.00000000                                                  | CUSIP: 02376CBS3<br>LEI: N/A                  | Long             | LON              | CORP              | KY        |  53464600 | PA      | $53122960.90   | 0.51%             | 2028-04-20      | Variable      | 5.93%                 | No            |                  2 | On Loan: No      |
| WESTERN UNION C 4.75% 06/15/29 | WESTERN UNION CO/THE REGD 4.75000000                                                            | CUSIP: 959802BB4<br>LEI: 28ID94QU1140NC23S047 | Long             | DBT              | CORP              | US        |  21695000 | PA      | $21551514.91   | 0.21%             | 2029-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| OMFIT 2023-2A  5.84% 11/14/27  | ONEMAIN FINANCIAL ISSUANCE TRUST 2023-2 SER 2023-2A CL A1 REGD 144A P/P 5.84000000              | CUSIP: 68269HAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  16380000 | PA      | $16609891.66   | 0.16%             | 2036-09-15      | Fixed         | 5.84%                 | Yes           |                  2 | On Loan: No      |
| T/L JAZZ PHARM 0% 05/05/28     | T/L JAZZ PHARMACEUTICALS       PUBLIC LIMITED COMPANY         REGD /TERM LOAN 0.00000000        | CUSIP: G5080AAJ1<br>LEI: N/A                  | Long             | LON              | CORP              | IE        |  22744000 | PA      | $22835658.73   | 0.22%             | 2028-05-05      | Variable      | 5.90%                 | No            |                  2 | On Loan: No      |
| GNMA #080312 V/R 8/20/29       | GINNIE MAE II POOL P#80312 V/R 5.37500000                                                       | CUSIP: 36225CK21<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1643 | PA      | $1648.54       | 0.00%             | 2029-08-20      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| DRVPNK 2025-1A 4.72% 11/10/26  | AUTONATION FINANCE TRUST 2025-1 SER 2025-1A CL A2 REGD 144A P/P 4.72000000                      | CUSIP: 05330QAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4451765 | PA      | $4456400.33    | 0.04%             | 2028-04-10      | Fixed         | 4.72%                 | Yes           |                  2 | On Loan: No      |
| SKANDINAVISKA  5.375% 03/05/29 | SKANDINAVISKA ENSKILDA REGD 144A P/P 5.37500000                                                 | CUSIP: 830505BB8<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |  11875000 | PA      | $12158887.43   | 0.12%             | 2029-03-05      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| APOLLO GLOBAL M 5.15% 08/12/35 | APOLLO GLOBAL MANAGEMENT REGD 5.15000000                                                        | CUSIP: 03769MAE6<br>LEI: 254900LMFT1CY9IYB476 | Long             | DBT              | CORP              | US        |   2300000 | PA      | $2238833.02    | 0.02%             | 2035-08-12      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL C 5.1% 04/20/29 | CNH INDUSTRIAL CAP LLC REGD 5.10000000                                                          | CUSIP: 12592BAS3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  27185000 | PA      | $27536605.62   | 0.26%             | 2029-04-20      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| BANK OF NEW ZE 5.076% 01/30/29 | BANK OF NEW ZEALAND REGD 144A P/P 5.07600000                                                    | CUSIP: 06407EAH8<br>LEI: N/A                  | Long             | DBT              | CORP              | NZ        |   9500000 | PA      | $9670068.34    | 0.09%             | 2029-01-30      | Fixed         | 5.08%                 | Yes           |                  2 | On Loan: No      |
| CGMS 2016-1A A1R V/R 04/20/34  | CARLYLE GLOBAL MARKET STRATEGIES CLO  SER 2016-1A CL A1R3 V/R REGD 144A P/P 4.76523000          | CUSIP: 14312HBE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  30000000 | PA      | $29989863.00   | 0.29%             | 2034-04-20      | Variable      | 4.77%                 | Yes           |                  2 | On Loan: No      |
| AESOP 2023-3A  5.44% 02/22/27  | AVIS BUDGET RENTAL CAR FUNDING AESOP LLC SER 2023-3A CL A REGD 144A P/P 5.44000000              | CUSIP: 05377RGU2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  11930000 | PA      | $12016769.28   | 0.11%             | 2028-02-22      | Fixed         | 5.44%                 | Yes           |                  2 | On Loan: No      |
| BAXTER INTERNA 1.915% 02/01/27 | BAXTER INTERNATIONAL INC REGD 1.91500000                                                        | CUSIP: 071813CL1<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    970000 | PA      | $950674.40     | 0.01%             | 2027-02-01      | Fixed         | 1.92%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITA V/R 03/06/28 | JOHN DEERE CAPITAL CORP REGD V/R 4.15795600                                                     | CUSIP: 24422EYA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  44670000 | PA      | $44757832.83   | 0.43%             | 2028-03-06      | Variable      | 4.16%                 | No            |                  2 | On Loan: No      |
| ADC 2023-1A A2 6% 08/15/28     | ALIGNED DATA CENTERS ISSUER LLC SER 2023-1A CL A2 REGD 144A P/P 6.00000000                      | CUSIP: 01627AAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7555000 | PA      | $7574164.01    | 0.07%             | 2048-08-17      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| MCMML 2020-1A AR V/R 08/20/37  | MONROE CAPITAL MML CLO X LTD SER 2020-1A CL AR2 V/R REGD 144A P/P 5.32557000                    | CUSIP: 61034UAQ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  11780000 | PA      | $11784395.12   | 0.11%             | 2037-08-20      | Variable      | 5.33%                 | Yes           |                  2 | On Loan: No      |
| AXIS 2023-1A A 6.09% 12/20/29  | AMUR EQUIPMENT FINANCE RECEIVABLES XII LLC SER 2023-1A CL A2 REGD 144A P/P 6.09000000           | CUSIP: 03236YAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1259684 | PA      | $1266321.61    | 0.01%             | 2029-12-20      | Fixed         | 6.09%                 | Yes           |                  2 | On Loan: No      |
| WFLF 2025-1A A 4.57% 11/18/28  | WHEELS FLEET LEASE FUNDING 1 LLC SER 2025-1A CL A1 REGD 144A P/P 4.57000000                     | CUSIP: 96328GCE5<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-CBDO         | CORP              | US        |  29984650 | PA      | $30116693.89   | 0.29%             | 2040-01-18      | Fixed         | 4.57%                 | Yes           |                  2 | On Loan: No      |
| US T BILL ZCP 07/16/26         | UNITED STATES TREASURY BILL ZCP 0.00000000                                                      | CUSIP: 912797TN7<br>LEI: N/A                  | Long             | STIV             | UST               | US        | 100000000 | PA      | $99242850.00   | 0.94%             | 2026-07-16      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CAUTO 2023-1A  5.75% 09/15/28  | CARS-DB7 LP SER 2023-1A CL A1 REGD 144A P/P 5.75000000                                          | CUSIP: 12510HAS9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   9677610 | PA      | $9708705.55    | 0.09%             | 2053-09-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| OPTN 2025-C A 4.49% 09/01/27   | OPORTUN ISSUANCE TRUST 2025-C SER 2025-C CL A REGD 144A P/P 4.49000000                          | CUSIP: 68378RAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  48380000 | PA      | $48231942.69   | 0.46%             | 2033-07-08      | Fixed         | 4.49%                 | Yes           |                  2 | On Loan: No      |
| ARES CAPITAL CORP 7% 01/15/27  | ARES CAPITAL CORP REGD 7.00000000                                                               | CUSIP: 04010LBE2<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |   2045000 | PA      | $2071886.04    | 0.02%             | 2027-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| LFT 2025-1A A 4.94% 06/20/29   | LENDMARK FUNDING TRUST 2025-1 SER 2025-1A CL A REGD 144A P/P 4.94000000                         | CUSIP: 52604QAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  35215000 | PA      | $35373263.25   | 0.34%             | 2034-09-20      | Fixed         | 4.94%                 | Yes           |                  2 | On Loan: No      |
| FNH 2019-1 A V/R 12/10/31      | FNA 2019-1 LLC SER 2019-1 CL A V/R REGD 144A P/P 3.00000000                                     | CUSIP: 30312PAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3988702 | PA      | $3988702.16    | 0.04%             | 2031-12-10      | Variable      | 3.00%                 | Yes           |                  3 | On Loan: No      |
| ARBOR REALTY S 7.875% 07/15/30 | ARBOR REALTY SR INC REGD 144A P/P 7.87500000                                                    | CUSIP: 03881NAJ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7570000 | PA      | $7150986.87    | 0.07%             | 2030-07-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| BCC 2021-2A A1R2 V/R 07/16/34  | BAIN CAPITAL CREDIT CLO 2021-2 LTD SER 2021-2A CL A1R2 V/R REGD 144A P/P 4.64952000             | CUSIP: 05684RAW2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  24150000 | PA      | $24113045.67   | 0.23%             | 2034-07-16      | Variable      | 4.65%                 | Yes           |                  2 | On Loan: No      |
| AMAZON.COM INC 4% 03/13/29     | AMAZON.COM INC REGD 4.00000000                                                                  | CUSIP: 023135DC7<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |  68025000 | PA      | $67542728.60   | 0.64%             | 2029-03-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CARMX 2025-2 A 4.59% 03/15/27  | CARMAX AUTO OWNER TRUST 2025-2 SER 2025-2 CL A2A REGD 4.59000000                                | CUSIP: 14320AAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  11865394 | PA      | $11891062.55   | 0.11%             | 2028-07-17      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| OCT57 2021-1A AR V/R 10/15/34  | OCTAGON 57 LTD SER 2021-1A CL AR V/R REGD 144A P/P 4.74310000                                   | CUSIP: 67592XAN0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  33880000 | PA      | $33837650.00   | 0.32%             | 2034-10-15      | Variable      | 4.74%                 | Yes           |                  2 | On Loan: No      |
| UNIVERSAL INSU 5.625% 11/30/26 | UNIVERSAL INSURANCE HLDS REGD SER WI 5.62500000                                                 | CUSIP: 91359VAC1<br>LEI: 529900GGAZ6WVUCWQM46 | Long             | DBT              | CORP              | US        |   4205000 | PA      | $4171469.62    | 0.04%             | 2026-11-30      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CMXS 2025-B A2 4.19% 06/15/27  | CARMAX SELECT RECEIVABLES TRUST 2025-B SER 2025-B CL A2 REGD 4.19000000                         | CUSIP: 14320BAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  18380923 | PA      | $18390186.89   | 0.17%             | 2029-03-15      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| CCG 2024-1 A2 4.99% 12/14/27   | CCG RECEIVABLES TRUST 2024-1 SER 2024-1 CL A2 REGD 144A P/P 4.99000000                          | CUSIP: 12515PAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  11631247 | PA      | $11707605.99   | 0.11%             | 2032-03-15      | Fixed         | 4.99%                 | Yes           |                  2 | On Loan: No      |
| SEACO 2020-2A  2.26% 03/17/30  | GLOBAL SC FINANCE VII SRL SER 2020-2A CL A REGD 144A P/P 2.26000000                             | CUSIP: 37959PAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BB        |  11809883 | PA      | $11310456.08   | 0.11%             | 2040-11-19      | Fixed         | 2.26%                 | Yes           |                  2 | On Loan: No      |
| KEURIG DR PEPPER 5.1% 03/15/27 | KEURIG DR PEPPER IN REGD SER * 5.10000000                                                       | CUSIP: 49271VAW0<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |   2200000 | PA      | $2211549.03    | 0.02%             | 2027-03-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| US T BILL ZCP 06/02/26         | UNITED STATES TREASURY BILL ZCP 0.00000000                                                      | CUSIP: 912797TU1<br>LEI: N/A                  | Long             | STIV             | UST               | US        | 119000000 | PA      | $118617866.24  | 1.13%             | 2026-06-02      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BBUBS 2012-TFT B V/R 06/05/20  | BB-UBS TRUST SER 2012-TFT CL B V/R REGD 144A P/P 3.67794100                                     | CUSIP: 05490AAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  20984034 | PA      | $19934622.07   | 0.19%             | 2030-06-05      | Variable      | 3.68%                 | Yes           |                  2 | On Loan: No      |
| CSL FINANCE PLC 4.25% 04/27/32 | CSL FINANCE PLC REGD 144A P/P 4.25000000                                                        | CUSIP: 12661PAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   2200000 | PA      | $2130269.33    | 0.02%             | 2032-04-27      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-06-01

**Name of Applicant:** BBH Trust

**Signature:** Declan Coyne

**Name of Signer:** Declan Coyne

**Title:** Treasurer