# EDGAR Filing Document

**Accession Number:** 0000836906
**File Stem:** 0000836906-26-000269
**Filing Date:** 2026-5
**Character Count:** 346589
**Document Hash:** 2026d6081124053fed3d609ada26428f
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000836906-26-000269.hdr.sgml**: 20260528

**ACCESSION NUMBER**: 0000836906-26-000269

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260528

**DATE AS OF CHANGE**: 20260528

**PERIOD START**: 20260930

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** VANGUARD MALVERN FUNDS
- **CENTRAL INDEX KEY:** 0000836906

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0930

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05628
- **FILM NUMBER:** 261037015

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

**MAIL ADDRESS:**
- **STREET 1:** P.O. BOX 2600
- **STREET 2:** V26
- **CITY:** VALLEY FORGE
- **STATE:** PA
- **ZIP:** 19482

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** VANGUARD ASSET ALLOCATION FUND INC
- **DATE OF NAME CHANGE:** 19920703

## Series and Classes Contracts Data

### Vanguard Institutional Short-Term Bond Fund (Series ID: S000049659)

| Class ID   | Class Name                | Ticker Symbol   |
|:---|:---|:---|
| C000157009 | Institutional Plus Shares | VISTX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** VANGUARD MALVERN FUNDS

- **b. Investment Company Act file number:** 811-05628

- **c. CIK number of Registrant:** 0000836906

- **d. LEI of Registrant:** 549300EW16IGZDA38J20

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

  - **Street Address 1:** 100 Vanguard Boulevard

  - **City:** Malvern

  - **State:** PA

  - **Foreign country:** US

  - **Zip / Postal Code:** 19355

  - **Telephone number:** 610-669-1000

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

- **a. Name of Series:** VANGUARD INSTITUTIONAL SHORT-TERM BOND FUND

- **b. EDGAR series identifier (if any):** S000049659

- **c. LEI of Series:** 549300VRQLVE63JP0O95

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

- **a. Date of fiscal year-end:** 2026-09-30

- **b. Date as of which information is reported:** 2026-03-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $6683823278.92

**Total Liabilities:** $12198200.90

**Net Assets:** $6671625078.02

**Delayed Delivery Securities:** $3140000.00

**Cash Not Reported:** $1082157.89

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -14926.39406117 | **1-Year:** -495075.80215473 | **5-Year:** -383680.13277182 | **10-Year:** -9878.47280912 | **30-Year:** -20.59720364

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

- **3-Month:** -2.00078151 | **1-Year:** -188.96575527 | **5-Year:** -45.00524292 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000157009 | 0.30%                | 0.58%                | -0.56%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $1286770.32              | $-2993751.96                               |
| Month 2  | $1996899.21              | $17182480.38                               |
| Month 3  | $-135410.73              | $-62408146.62                              |

**Designated Index Information**

- **Index Name:** Bloomberg U.S. Government/Credit 1-3 Year Excluding Baa Index

- **Index Identifier:** I03603US

### Schedule of Portfolio Investments

| Name                                                          | Title                          | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Ally Bank Auto Credit-Linked Notes Series 2025-A              | ABCLN 2025-A B                 | CUSIP: 02007G5E9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    915664 | PA      | $917305.86    | 0.01%             | 2033-06-15      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| Korea National Oil Corp                                       | KOREA NATL OIL                 | CUSIP: 50065LAT7<br>LEI: 988400ZTQ08W926ONT36 | Long             | DBT              | NUSS              | KR        |  30000000 | PA      | $30100995.87  | 0.45%             | 2029-03-30      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                           | JPMORGAN CHASE                 | CUSIP: 46647PDG8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  11728000 | PA      | $11785766.12  | 0.18%             | 2028-07-25      | Variable      | 4.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AN9423                      | CUSIP: 3138LNPH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1679349 | PA      | $1666142.95   | 0.02%             | 2028-06-01      | Fixed         | 3.68%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust 2025-1                           | DRIVE 2025-1 B                 | CUSIP: 262102AD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  13680000 | PA      | $13742621.57  | 0.21%             | 2032-09-15      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust 2024-A                           | FORDO 2024-A A4                | CUSIP: 34535EAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4700000 | PA      | $4761272.02   | 0.07%             | 2029-09-15      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust 2024-4     | GMCAR 2024-4 A4                | CUSIP: 38014AAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6420000 | PA      | $6443912.57   | 0.10%             | 2030-04-16      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp                                         | NOVARTIS CAPITAL               | CUSIP: 66989HBF4<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |  15870000 | PA      | $15854175.16  | 0.24%             | 2029-03-16      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| General Motors Co                                             | GENERAL MOTORS C               | CUSIP: 37045VAU4<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    795000 | PA      | $817594.14    | 0.01%             | 2027-10-01      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitizat                                | HALST 2025-B A4                | CUSIP: 44935DAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2940000 | PA      | $2959323.15   | 0.04%             | 2029-04-16      | Fixed         | 4.57%                 | Yes           |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2025-4                 | SDART 2025-4 B                 | CUSIP: 802923AD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1420000 | PA      | $1413998.23   | 0.02%             | 2032-01-15      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| DLLAA 2025-1 LLC                                              | DLLAA 2025-1A A3               | CUSIP: 233249AC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4870000 | PA      | $4920189.73   | 0.07%             | 2029-09-20      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Octagon 57 Ltd                                                | OCT57 2021-1A AR               | CUSIP: 67592XAN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |   1640000 | PA      | $1637146.40   | 0.02%             | 2034-10-15      | Floating      | 4.74%                 | Yes           |                  2 | On Loan: No      |
| Chase Auto Owner Trust 2025-1                                 | CHAOT 2025-1A A4               | CUSIP: 16145NAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5810000 | PA      | $5833228.96   | 0.09%             | 2030-10-25      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| ONEOK Inc                                                     | ONEOK INC                      | CUSIP: 682680AS2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4971240.11   | 0.07%             | 2027-07-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Loan Extended Note Trust 2023-1                   | TALNT 2023-1A A                | CUSIP: 89231WAA1<br>LEI: 5493000KI9FC40RVHF71 | Long             | ABS-CBDO         | CORP              | US        |   5940000 | PA      | $6029724.89   | 0.09%             | 2036-06-25      | Fixed         | 4.93%                 | Yes           |                  2 | On Loan: No      |
| Corp Nacional del Cobre de Chile                              | CODELCO INC                    | CUSIP: N/A<br>LEI: 549300UVMBCBCIPSUI70       | Long             | DBT              | CORP              | CL        |   9831000 | PA      | $9720049.06   | 0.15%             | 2027-08-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| AMSR 2024-SFR2 Trust                                          | AMSR 2024-SFR2 A               | CUSIP: 00179UAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7170000 | PA      | $6998530.88   | 0.10%             | 2041-11-17      | Fixed         | 4.15%                 | Yes           |                  2 | On Loan: No      |
| Royal Bank of Canada                                          | ROYAL BK CANADA                | CUSIP: 78017DAF5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |  25000000 | PA      | $25083944.42  | 0.38%             | 2028-03-27      | Variable      | 4.71%                 | No            |                  2 | On Loan: No      |
| ARI Fleet Lease Trust 2026-A                                  | ARIFL 2026-A A2                | CUSIP: 04033DAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5240000 | PA      | $5222273.08   | 0.08%             | 2034-11-15      | Fixed         | 3.96%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley                                                | MORGAN STANLEY                 | CUSIP: 61748UAK8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |  30000000 | PA      | $29653454.77  | 0.44%             | 2029-10-18      | Variable      | 4.13%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust 2024-1                                | CARMX 2024-1 A4                | CUSIP: 14318WAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1650000 | PA      | $1668936.39   | 0.03%             | 2029-08-15      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust 2018-B                       | SMB 2018-B A2A                 | CUSIP: 78449LAB4<br>LEI: 549300INMCHM7L5O6M41 | Long             | ABS-CBDO         | CORP              | US        |    107859 | PA      | $107284.14    | 0.00%             | 2037-01-15      | Fixed         | 3.60%                 | Yes           |                  2 | On Loan: No      |
| American Heritage Auto Receivables Trust 2024-1               | AHART 2024-1A A3               | CUSIP: 026944AC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3350000 | PA      | $3367281.65   | 0.05%             | 2029-09-17      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Pool                                              | FR WN2058                      | CUSIP: 3132XGJC1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4250714 | PA      | $4119637.01   | 0.06%             | 2027-05-01      | Fixed         | 1.18%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust 2023-C                           | FORDO 2023-C A4                | CUSIP: 344940AE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   9440000 | PA      | $9602987.26   | 0.14%             | 2029-05-15      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| BofA Auto Trust 2025-1                                        | BAAT 2025-1A A4                | CUSIP: 05594BAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1700000 | PA      | $1707114.84   | 0.03%             | 2031-11-20      | Fixed         | 4.47%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae-Aces                                               | FNA 2017-M12 A2                | CUSIP: 3136AX7E9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3591461 | PA      | $3550510.62   | 0.05%             | 2027-06-25      | Variable      | 3.07%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2026-1                 | SDART 2026-1 B                 | CUSIP: 80288FAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4390000 | PA      | $4343651.26   | 0.07%             | 2032-04-15      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AM0309                      | CUSIP: 3138L0KX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1190183 | PA      | $1143019.21   | 0.02%             | 2032-08-01      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                              | BANK OF NY MELLO               | CUSIP: 06406RCH8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   7048000 | PA      | $7057092.41   | 0.11%             | 2028-06-09      | Variable      | 4.44%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I 2017-HR2                             | MSC 2017-HR2 ASB               | CUSIP: 61691NAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     60648 | PA      | $60199.84     | 0.00%             | 2050-12-15      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| Synopsys Inc                                                  | SYNOPSYS INC                   | CUSIP: 871607AA5<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |   2820000 | PA      | $2823912.00   | 0.04%             | 2027-04-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables 2023-C Owner Trust                    | TAOT 2023-C A4                 | CUSIP: 89231FAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3120000 | PA      | $3155269.10   | 0.05%             | 2029-02-15      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2019-GC42                        | GSMS 2019-GC42 A4              | CUSIP: 36257UAL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $471887.45    | 0.01%             | 2052-09-10      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AN2671                      | CUSIP: 3138LE6H9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   6230709 | PA      | $5999052.63   | 0.09%             | 2028-08-01      | Fixed         | 2.42%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust 2025-B                         | HART 2025-B B                  | CUSIP: 44935XAF2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    850000 | PA      | $856734.38    | 0.01%             | 2030-07-15      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN BL2450                      | CUSIP: 3140HTWL9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1869950 | PA      | $1814414.83   | 0.03%             | 2029-05-01      | Fixed         | 3.08%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables 2024-A Owner Trust                    | TAOT 2024-A A4                 | CUSIP: 89238DAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2910000 | PA      | $2936848.53   | 0.04%             | 2029-04-16      | Fixed         | 4.77%                 | No            |                  2 | On Loan: No      |
| Central American Bank for Economic Integration                | CENT AMERICAN BK               | CUSIP: 15238PAJ5<br>LEI: 549300OLDAMXBPSHIC05 | Long             | DBT              | CORP              | N/A       |   5952000 | PA      | $5996769.80   | 0.09%             | 2027-01-25      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Brookfield Finance Inc                                        | BROOKFIELD FIN                 | CUSIP: 11271LAC6<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |   3000000 | PA      | $2966512.15   | 0.04%             | 2028-01-25      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Appalachian Power Co                                          | APPALACHIAN PWR                | CUSIP: 037735CW5<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |   4750000 | PA      | $4685937.12   | 0.07%             | 2027-06-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2017-C41                | WFCM 2017-C41 A4               | CUSIP: 95001ABD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1430000 | PA      | $1408328.35   | 0.02%             | 2050-11-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust 2024-P4                        | CRVNA 2024-P4 A3               | CUSIP: 14076LAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6123676 | PA      | $6141684.25   | 0.09%             | 2030-01-10      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust 2026-2                    | EART 2026-2A B                 | CUSIP: 30166WAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    960000 | PA      | $961311.46    | 0.01%             | 2031-01-15      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                            | ENERGY TRANS                   | CUSIP: 29273VBD1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   2750000 | PA      | $2812214.09   | 0.04%             | 2030-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Kubota Credit Owner Trust 2025-2                              | KCOT 2025-2A A4                | CUSIP: 50117LAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2310000 | PA      | $2328079.68   | 0.03%             | 2030-11-15      | Fixed         | 4.57%                 | Yes           |                  2 | On Loan: No      |
| Synchrony Card Issuance Trust                                 | SYNIT 2025-A1 A                | CUSIP: 87166PAP6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5710000 | PA      | $5766162.99   | 0.09%             | 2031-02-15      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Co Ltd                                  | TAKEDA PHARMACEU               | CUSIP: 874060AW6<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |  10000000 | PA      | $10129870.34  | 0.15%             | 2028-11-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust 2026-A                         | HART 2026-A B                  | CUSIP: 448981AF7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3170000 | PA      | $3130606.41   | 0.05%             | 2032-12-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Stellantis Financial Underwrit                                | SFUEL 2025-AA A4               | CUSIP: 858928AE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3540000 | PA      | $3556358.34   | 0.05%             | 2029-03-20      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2017-C40                | WFCM 2017-C40 A3               | CUSIP: 95000YAX3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    600000 | PA      | $593313.48    | 0.01%             | 2050-10-15      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| Tesla Electric Vehicle Trust 2023-1                           | TEVT 2023-1 A4                 | CUSIP: 881943AE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4120000 | PA      | $4173939.86   | 0.06%             | 2029-02-20      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust 2025-REV2                        | FORDR 2025-2 B                 | CUSIP: 34536BAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2090000 | PA      | $2094470.93   | 0.03%             | 2038-02-15      | Variable      | 4.67%                 | Yes           |                  2 | On Loan: No      |
| American Honda Finance Corp                                   | AMERICAN HONDA F               | CUSIP: 02665WGS4<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4902091.88   | 0.07%             | 2031-01-08      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Synopsys Inc                                                  | SYNOPSYS INC                   | CUSIP: 871607AB3<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    950000 | PA      | $953943.05    | 0.01%             | 2028-04-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust 2023-C                      | WOART 2023-C A4                | CUSIP: 98164FAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3060000 | PA      | $3098498.17   | 0.05%             | 2029-11-15      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                            | ENERGY TRANS                   | CUSIP: 292480AL4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   8000000 | PA      | $8070097.49   | 0.12%             | 2028-05-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN BL2297                      | CUSIP: 3140HTRT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    591561 | PA      | $574262.73    | 0.01%             | 2029-06-01      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                      | LLOYDS BK GR PLC               | CUSIP: 53944YBG7<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   9400000 | PA      | $9297799.87   | 0.14%             | 2030-02-10      | Variable      | 4.24%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                              | US TREASURY N/B                | CUSIP: 91282CPW5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  44982000 | PA      | $44604221.37  | 0.67%             | 2031-01-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Honda Auto Receivables 2024-1 Owner Trust                     | HAROT 2024-1 A4                | CUSIP: 437918AD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  12180000 | PA      | $12333729.87  | 0.18%             | 2030-05-15      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| Exeter Select Automobile Receivables Trust 2025-2             | ESART 2025-2 B                 | CUSIP: 30185EAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    250000 | PA      | $250521.23    | 0.00%             | 2031-11-17      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| DLLST 2024-1 LLC                                              | DLLST 2024-1A A4               | CUSIP: 23346HAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1480000 | PA      | $1489504.26   | 0.02%             | 2030-04-22      | Fixed         | 4.93%                 | Yes           |                  2 | On Loan: No      |
| Benchmark 2021-B28 Mortgage Trust                             | BMARK 2021-B28 ASB             | CUSIP: 08163GAV2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6000000 | PA      | $5606002.20   | 0.08%             | 2054-08-15      | Fixed         | 1.98%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp                             | DELL INT / EMC                 | CUSIP: 24703DBJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   9590000 | PA      | $9718798.35   | 0.15%             | 2028-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Manufacturers & Traders Trust Co                              | MANUF & TRADERS                | CUSIP: 564760CC8<br>LEI: WWB2V0FCW3A0EE3ZJN75 | Long             | DBT              | CORP              | US        |   4026000 | PA      | $4036519.17   | 0.06%             | 2028-07-06      | Variable      | 4.76%                 | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust 2024-1              | SFAST 2024-1A A4               | CUSIP: 78435VAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3040000 | PA      | $3069101.92   | 0.05%             | 2031-01-21      | Fixed         | 4.94%                 | Yes           |                  2 | On Loan: No      |
| SA Global Sukuk Ltd                                           | SA GLOBAL SUKU                 | CUSIP: N/A<br>LEI: 5493007DFAVKU7UOGR47       | Long             | DBT              | CORP              | KY        |   8940000 | PA      | $8880393.44   | 0.13%             | 2026-06-17      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| SCCU Auto Receivables Trust 2023-1                            | SCCU 2023-1A A4                | CUSIP: 805922AG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1870000 | PA      | $1900864.54   | 0.03%             | 2029-08-15      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                                | EFF 2025-2 A3                  | CUSIP: 29375TAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5820000 | PA      | $5836190.08   | 0.09%             | 2029-06-20      | Fixed         | 4.41%                 | Yes           |                  2 | On Loan: No      |
| Abbott Laboratories                                           | ABBOTT LABS                    | CUSIP: 002824BR0<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |  21505000 | PA      | $21246799.29  | 0.32%             | 2029-03-09      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust 2024-3              | SFAST 2024-3A A4               | CUSIP: 78436XAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5780000 | PA      | $5809321.36   | 0.09%             | 2031-11-20      | Fixed         | 4.60%                 | Yes           |                  2 | On Loan: No      |
| DLLAA 2025-1 LLC                                              | DLLAA 2025-1A A4               | CUSIP: 233249AD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2380000 | PA      | $2412765.70   | 0.04%             | 2033-04-20      | Fixed         | 5.08%                 | Yes           |                  2 | On Loan: No      |
| Citizens Auto Receivables Trust 2024-1                        | CITZN 2024-1 A4                | CUSIP: 17331QAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2690000 | PA      | $2715482.91   | 0.04%             | 2030-10-15      | Fixed         | 5.03%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Pool                                              | FR WN2124                      | CUSIP: 3132XGLE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1200000 | PA      | $1132308.36   | 0.02%             | 2028-09-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| General Electric Co                                           | GENERAL ELECTRIC               | CUSIP: 369604BZ5<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |   3900000 | PA      | $3890340.05   | 0.06%             | 2030-07-29      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                | MORGAN STANLEY                 | CUSIP: 61744YAK4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9881402.46   | 0.15%             | 2028-07-22      | Variable      | 3.59%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2018-L1                        | MSC 2018-L1 AS                 | CUSIP: 61691QAH1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1682000 | PA      | $1655050.32   | 0.02%             | 2051-10-15      | Variable      | 4.64%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                              | US TREASURY N/B                | CUSIP: 91282CNE7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  57596000 | PA      | $57636496.90  | 0.86%             | 2027-05-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                          | ROYAL BK CANADA                | CUSIP: 78016HZX1<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   8026000 | PA      | $8040987.42   | 0.12%             | 2027-07-23      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| Tyson Foods Inc                                               | TYSON FOODS INC                | CUSIP: 902494BC6<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |  10770000 | PA      | $10668815.87  | 0.16%             | 2027-06-02      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                           | JPMORGAN CHASE                 | CUSIP: 46647PEE2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  20000000 | PA      | $20242787.70  | 0.30%             | 2028-04-22      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| Benchmark 2020-B21 Mortgage Trust                             | BMARK 2020-B21 AAB             | CUSIP: 08163LAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    553959 | PA      | $528059.62    | 0.01%             | 2053-12-17      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust 2025-2                             | LADAR 2025-2A B                | CUSIP: 505912AF2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1480000 | PA      | $1481269.54   | 0.02%             | 2032-05-17      | Fixed         | 4.53%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae-Aces                                               | FNA 2018-M4 A2                 | CUSIP: 3136B1XJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   5383969 | PA      | $5289680.48   | 0.08%             | 2028-03-25      | Variable      | 3.07%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                              | US TREASURY N/B                | CUSIP: 91282CCH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  43605000 | PA      | $41211835.07  | 0.62%             | 2028-06-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Navistar Financial Dealer Note Master Owner Trust             | NAVMT 2024-1 A                 | CUSIP: 63938PBW8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3070000 | PA      | $3072611.65   | 0.05%             | 2029-04-25      | Fixed         | 5.59%                 | Yes           |                  2 | On Loan: No      |
| Nelnet Student Loan Trust 2025-D                              | NSLT 2025-DA A1A               | CUSIP: 639931AA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4639839 | PA      | $4579911.30   | 0.07%             | 2054-08-20      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                      | AESOP 2026-1A A                | CUSIP: 05377RLL6<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-CBDO         | CORP              | US        |   4110000 | PA      | $4074433.70   | 0.06%             | 2030-08-20      | Fixed         | 4.28%                 | Yes           |                  2 | On Loan: No      |
| T-Mobile US Trust 2025-2                                      | TMUST 2025-2A A                | CUSIP: 87268MAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  13140000 | PA      | $13158691.65  | 0.20%             | 2030-04-22      | Fixed         | 4.34%                 | Yes           |                  2 | On Loan: No      |
| Nissan Auto Receivables 2024-B Owner Trust                    | NAROT 2024-B A4                | CUSIP: 65479WAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2240000 | PA      | $2245786.14   | 0.03%             | 2031-09-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust 2025-2                           | DRIVE 2025-2 C                 | CUSIP: 262103AF1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4170000 | PA      | $4151022.33   | 0.06%             | 2032-09-15      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| DTE Energy Co                                                 | DTE ENERGY CO                  | CUSIP: 233331BN6<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |   3050000 | PA      | $3110866.16   | 0.05%             | 2030-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN BS1246                      | CUSIP: 3140LBL43<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    860000 | PA      | $796235.99    | 0.01%             | 2028-12-01      | Fixed         | 1.34%                 | No            |                  2 | On Loan: No      |
| CSAIL 2017-C8 Commercial Mortgage Trust                       | CSAIL 2017-C8 A4               | CUSIP: 12595BAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1240000 | PA      | $1223814.90   | 0.02%             | 2050-06-15      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                              | WELLS FARGO CO                 | CUSIP: 95000U2S1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |  20000000 | PA      | $19521394.97  | 0.29%             | 2028-06-02      | Variable      | 2.39%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                  | BARCLAYS PLC                   | CUSIP: 06738ECY9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   3961000 | PA      | $4028365.12   | 0.06%             | 2031-02-25      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| BANK 2017-BNK6                                                | BANK 2017-BNK6 A4              | CUSIP: 060352AE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    386516 | PA      | $382246.80    | 0.01%             | 2060-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Stellantis Financial Services US Corp                         | STELLANTIS FINAN               | CUSIP: 85855FAA1<br>LEI: 5493000KNKFDOC1BOW59 | Long             | DBT              | CORP              | US        |   2700000 | PA      | $2683690.95   | 0.04%             | 2028-09-15      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| CD 2017-CD5 Mortgage Trust                                    | CD 2017-CD5 AS                 | CUSIP: 12515HBB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4708207 | PA      | $4611948.65   | 0.07%             | 2050-08-15      | Variable      | 3.68%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing 2024-4 LLC                         | EFF 2024-4 A4                  | CUSIP: 29374MAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5230000 | PA      | $5274926.75   | 0.08%             | 2031-06-20      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| PFS Financing Corp                                            | PFSFC 2025-F A                 | CUSIP: 69335PGC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  11740000 | PA      | $11730686.66  | 0.18%             | 2030-08-15      | Fixed         | 4.40%                 | Yes           |                  2 | On Loan: No      |
| LBTY Commercial Mortgage Trust 2026-225L                      | LBTY 2026-225L A               | CUSIP: 50178LAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1950000 | PA      | $1924580.97   | 0.03%             | 2043-02-10      | Variable      | 4.59%                 | Yes           |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust/Ford Credit                      | FORDR 2025-1 B                 | CUSIP: 34532MAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2500000 | PA      | $2541967.00   | 0.04%             | 2037-08-15      | Variable      | 5.01%                 | Yes           |                  2 | On Loan: No      |
| American Honda Finance Corp                                   | AMERICAN HONDA F               | CUSIP: 02665WGD7<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |  13430000 | PA      | $13439268.75  | 0.20%             | 2027-07-09      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Korea National Oil Corp                                       | KOREA NATL OIL                 | CUSIP: N/A<br>LEI: 988400ZTQ08W926ONT36       | Long             | DBT              | NUSS              | KR        |   8000000 | PA      | $7980354.47   | 0.12%             | 2027-09-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2017-C39                | WFCM 2017-C39 A4               | CUSIP: 95000XAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    184958 | PA      | $182186.26    | 0.00%             | 2050-09-15      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| American Express Co                                           | AMERICAN EXPRESS               | CUSIP: 025816DG1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |  15850000 | PA      | $15893040.96  | 0.24%             | 2027-07-28      | Variable      | 5.39%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasin                                | GMALT 2025-1 A4                | CUSIP: 36271VAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5620000 | PA      | $5660691.05   | 0.08%             | 2029-02-20      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                           | US LONG BOND(CBT) Jun26        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |        15 | NC      | $-56184.80    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BX Trust 2019-OC11                                            | BX 2019-OC11 A                 | CUSIP: 05606FAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2250000 | PA      | $2124298.13   | 0.03%             | 2041-12-09      | Fixed         | 3.20%                 | Yes           |                  2 | On Loan: No      |
| State Street Corp                                             | STATE STREET CRP               | CUSIP: 857477CN1<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   2380000 | PA      | $2393527.90   | 0.04%             | 2029-02-20      | Variable      | 4.53%                 | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust 2025-3              | SFAST 2025-3A A4               | CUSIP: 78398KAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  14220000 | PA      | $14133074.56  | 0.21%             | 2031-09-22      | Fixed         | 4.21%                 | Yes           |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust 2023-3     | GMCAR 2023-3 A4                | CUSIP: 36267KAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6970000 | PA      | $7053503.39   | 0.11%             | 2028-12-18      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Trust 2019-C5                    | BBCMS 2019-C5 A4               | CUSIP: 05492JAW2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    460000 | PA      | $436244.04    | 0.01%             | 2052-11-15      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| Carmax Auto Owner Trust 2025-4                                | CARMX 2025-4 B                 | CUSIP: 14320HAF3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    900000 | PA      | $898788.42    | 0.01%             | 2031-07-15      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| Saudi Government International Bond                           | SAUDI INT BOND                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SA        |   2790000 | PA      | $2814441.24   | 0.04%             | 2028-01-13      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Progress Residential 2024-SFR5 Trust                          | PROG 2024-SFR5 A               | CUSIP: 74332HAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   9850170 | PA      | $9300157.25   | 0.14%             | 2029-08-09      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corp                                          | BANK OF AMER CRP               | CUSIP: 06051GKP3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9991528.75   | 0.15%             | 2028-04-27      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| Kubota Credit Owner Trust                                     | KCOT 2025-1A A4                | CUSIP: 50117FAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4460000 | PA      | $4513254.18   | 0.07%             | 2030-07-15      | Fixed         | 4.87%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN BL1950                      | CUSIP: 3140HTEY1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4829267 | PA      | $4740912.75   | 0.07%             | 2029-03-01      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                          | ROYAL BK CANADA                | CUSIP: 78017DAA6<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |  19740000 | PA      | $19929638.35  | 0.30%             | 2029-01-24      | Variable      | 4.96%                 | No            |                  2 | On Loan: No      |
| American Express Co                                           | AMERICAN EXPRESS               | CUSIP: 025816DV8<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   4133000 | PA      | $4168851.66   | 0.06%             | 2028-07-26      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                          | BANK OF AMER CRP               | CUSIP: 06051GHD4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  10500000 | PA      | $10315512.74  | 0.15%             | 2028-12-20      | Variable      | 3.42%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust 2025-A                      | WOART 2025-A B                 | CUSIP: 98164YAF8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    720000 | PA      | $733065.70    | 0.01%             | 2030-11-15      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| ARI Fleet Lease Trust                                         | ARIFL 2025-B A3                | CUSIP: 00193GAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2220000 | PA      | $2235133.07   | 0.03%             | 2034-03-15      | Fixed         | 4.60%                 | Yes           |                  2 | On Loan: No      |
| Balboa Bay Loan Funding 2023-2 Ltd                            | BOBA 2023-2A A1R               | CUSIP: 05766JAL5<br>LEI: 549300AVUGQW27DUWV37 | Long             | ABS-MBS          | CORP              | KY        |   1190000 | PA      | $1186998.82   | 0.02%             | 2036-10-20      | Floating      | 4.82%                 | Yes           |                  2 | On Loan: No      |
| Carmax Auto Owner Trust 2023-3                                | CARMX 2023-3 A4                | CUSIP: 14319BAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8230000 | PA      | $8328607.75   | 0.12%             | 2029-02-15      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| Chase Auto Owner Trust 2024-2                                 | CHAOT 2024-2A A4               | CUSIP: 16144CAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10060000 | PA      | $10259118.59  | 0.15%             | 2029-11-26      | Fixed         | 5.48%                 | Yes           |                  2 | On Loan: No      |
| PenFed Auto Receivables Owner Trust 2025-A                    | PNFED 2025-A B                 | CUSIP: 706916AE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    270000 | PA      | $268323.00    | 0.00%             | 2031-07-15      | Fixed         | 4.37%                 | Yes           |                  2 | On Loan: No      |
| PFS Financing Corp                                            | PFSFC 2025-D A                 | CUSIP: 69335PFY6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5790000 | PA      | $5798353.81   | 0.09%             | 2030-05-15      | Fixed         | 4.47%                 | Yes           |                  2 | On Loan: No      |
| Bank of Montreal                                              | BANK OF MONTREAL               | CUSIP: 06368MJG0<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |  25000000 | PA      | $25227553.40  | 0.38%             | 2029-01-27      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                           | JPMORGAN CHASE                 | CUSIP: 46647PEL6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   6416000 | PA      | $6459765.65   | 0.10%             | 2028-07-22      | Variable      | 4.98%                 | No            |                  2 | On Loan: No      |
| Affirm Master Trust Series 2025-3                             | AFRMT 2025-3A A                | CUSIP: 00833BAN8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  19620000 | PA      | $19534980.65  | 0.29%             | 2034-10-16      | Fixed         | 4.45%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AN5831                      | CUSIP: 3138LJPR5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  19150000 | PA      | $18880065.43  | 0.28%             | 2027-07-01      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| BANK 2017-BNK8                                                | BANK 2017-BNK8 A4              | CUSIP: 06650AAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1280000 | PA      | $1249108.35   | 0.02%             | 2050-11-15      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| Saudi Government International Bond                           | SAUDI INT BOND                 | CUSIP: 80413TBJ7<br>LEI: N/A                  | Long             | DBT              | NUSS              | SA        |   9724000 | PA      | $9805222.83   | 0.15%             | 2028-01-13      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2025-1                 | SDART 2025-1 B                 | CUSIP: 80288DAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8800000 | PA      | $8836545.52   | 0.13%             | 2031-03-17      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Volvo Financial Equipment LLC Series 2025-2                   | VFET 2025-2A A4                | CUSIP: 92886CAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4100000 | PA      | $4067971.21   | 0.06%             | 2033-06-15      | Fixed         | 4.06%                 | Yes           |                  2 | On Loan: No      |
| Takeoff Merger Sub Inc                                        | TAKEOFF MERGER                 | CUSIP: 873923AA4<br>LEI: 984500DF5ACB4A114F45 | Long             | DBT              | CORP              | US        |   4790000 | PA      | $4764112.02   | 0.07%             | 2028-03-24      | Fixed         | 4.40%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley                                                | MORGAN STANLEY                 | CUSIP: 61748UAE2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   6522000 | PA      | $6623777.14   | 0.10%             | 2031-01-15      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| BMO 2024-5C3 Mortgage Trust                                   | BMO 2024-5C3 A3                | CUSIP: 09660QAT1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1630000 | PA      | $1669617.31   | 0.03%             | 2057-02-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| DLLAA 2023-1 LLC                                              | DLLAA 2023-1A A4               | CUSIP: 23292HAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4240000 | PA      | $4318967.03   | 0.06%             | 2031-10-20      | Fixed         | 5.73%                 | Yes           |                  2 | On Loan: No      |
| General Motors Co                                             | GENERAL MOTORS C               | CUSIP: 37045VAN0<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |   1590000 | PA      | $1581831.82   | 0.02%             | 2027-10-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN BS7923                      | CUSIP: 3140LJYV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3600000 | PA      | $3601674.00   | 0.05%             | 2028-03-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Ford Credit Floorplan Master Owner Trust A                    | FORDF 2025-1 B                 | CUSIP: 34529BAC0<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-CBDO         | CORP              | US        |   1270000 | PA      | $1276586.98   | 0.02%             | 2030-04-15      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| MMAF Equipment Finance LLC 2024-A                             | MMAF 2024-A A3                 | CUSIP: 55318CAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4140000 | PA      | $4179221.95   | 0.06%             | 2031-07-14      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN BL1646                      | CUSIP: 3140HSZL8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1150786 | PA      | $1133840.30   | 0.02%             | 2029-02-01      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                | MORGAN STANLEY                 | CUSIP: 61747YFP5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   7568000 | PA      | $7654719.85   | 0.11%             | 2028-04-13      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Receivables 2023-A Owner Trust                    | NAROT 2023-A A4                | CUSIP: 65480WAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8390000 | PA      | $8432527.23   | 0.13%             | 2030-06-17      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| NTT Finance Corp                                              | NTT FINANCE                    | CUSIP: 62954WAQ8<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |   3498000 | PA      | $3507092.43   | 0.05%             | 2028-07-16      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Ford Credit Auto Lease Trust 2025-B                           | FORDL 2025-B B                 | CUSIP: 34533MAF3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    690000 | PA      | $692360.97    | 0.01%             | 2029-08-15      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes Series 2025-B              | ABCLN 2025-B A2                | CUSIP: 02007G6N8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7596911 | PA      | $7599438.83   | 0.11%             | 2033-09-15      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| HSBC USA Inc                                                  | HSBC USA INC                   | CUSIP: 40428HR95<br>LEI: 549300LBOHZ4QSIWU288 | Long             | DBT              | CORP              | US        |   3593000 | PA      | $3615018.39   | 0.05%             | 2028-06-03      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Trinity Rail Leasing 2025 LLC                                 | TRL 2025-1A A                  | CUSIP: 89657MAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3481697 | PA      | $3467617.28   | 0.05%             | 2055-10-19      | Fixed         | 5.09%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo & Co                                              | WELLS FARGO CO                 | CUSIP: 95000U3R2<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   7320000 | PA      | $7345502.99   | 0.11%             | 2028-01-24      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| M&T Bank Auto Receivables Trust 2024-1                        | MTBAT 2024-1A A4               | CUSIP: 55286TAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5010000 | PA      | $5091376.43   | 0.08%             | 2032-02-17      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| Intel Corp                                                    | INTEL CORP                     | CUSIP: 458140CE8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10067648.48  | 0.15%             | 2028-02-10      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                              | US TREASURY N/B                | CUSIP: 91282CLG4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  61687000 | PA      | $61614710.24  | 0.92%             | 2027-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AN8583                      | CUSIP: 3138LMRD7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    750000 | PA      | $741328.20    | 0.01%             | 2028-04-01      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| Barings CLO Ltd 2025-VII                                      | BABSN 2025-7A A1               | CUSIP: 06765FAC2<br>LEI: 254900I80K3UAJ5XX377 | Long             | ABS-MBS          | CORP              | KY        |   1620000 | PA      | $1615159.12   | 0.02%             | 2038-01-15      | Floating      | 4.87%                 | Yes           |                  2 | On Loan: No      |
| Cencora Inc                                                   | CENCORA INC                    | CUSIP: 03073EAP0<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |  12320000 | PA      | $12136436.43  | 0.18%             | 2027-12-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Exeter Select Automobile Receivables Trust 2025-3             | ESART 2025-3 B                 | CUSIP: 30185FAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    390000 | PA      | $388944.89    | 0.01%             | 2032-03-15      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| Steel Dynamics Inc                                            | STEEL DYNAMICS                 | CUSIP: 858119BU3<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |   4100000 | PA      | $4059363.62   | 0.06%             | 2028-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                       | HCA INC                        | CUSIP: 404119BX6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   4800000 | PA      | $4736125.77   | 0.07%             | 2029-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Depository Trust Co/The                                       | DEPOSITORY TRUST               | CUSIP: 249672AC0<br>LEI: 549300HBJLRO8YFMI370 | Long             | DBT              | CORP              | US        |   4285000 | PA      | $4287923.48   | 0.06%             | 2029-03-27      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                         | BANQ FED CRD MUT               | CUSIP: 06675DCU4<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |  21320000 | PA      | $21015718.58  | 0.32%             | 2031-01-15      | Fixed         | 4.54%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AN1371                      | CUSIP: 3138LDQZ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  17200000 | PA      | $16719488.76  | 0.25%             | 2028-06-01      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                   | GOLDMAN SACHS GP               | CUSIP: 38141GD27<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9907010.57   | 0.15%             | 2029-10-21      | Variable      | 4.15%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                            | CAN IMPERIAL BK                | CUSIP: 13607QFD9<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   6818000 | PA      | $6802363.74   | 0.10%             | 2028-09-08      | Variable      | 4.24%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust                                  | FORDO 2025-A B                 | CUSIP: 34535KAF5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2390000 | PA      | $2415596.90   | 0.04%             | 2031-02-15      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| Synchrony Card Funding LLC                                    | SYNIT 2025-A2 A                | CUSIP: 87166PAQ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  22300000 | PA      | $22435233.89  | 0.34%             | 2031-05-15      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy Inc                                        | DIAMONDBACK ENER               | CUSIP: 25278XAX7<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |   1590000 | PA      | $1603311.56   | 0.02%             | 2027-04-18      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Dryden 90 Clo Ltd                                             | DRSLF 2021-90A A1R             | CUSIP: 262484AN8<br>LEI: 549300BLIFMJ8T7AGX24 | Long             | ABS-MBS          | CORP              | KY        |   1410000 | PA      | $1408583.09   | 0.02%             | 2038-11-15      | Floating      | 4.90%                 | Yes           |                  2 | On Loan: No      |
| HPEFS Equipment Trust 2025-2                                  | HPEFS 2025-2A B                | CUSIP: 442927AD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    520000 | PA      | $517376.65    | 0.01%             | 2032-11-22      | Fixed         | 4.21%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN BL2122                      | CUSIP: 3140HTLC1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4117000 | PA      | $4004208.61   | 0.06%             | 2029-05-01      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                | MERCK & CO INC                 | CUSIP: 58933YBW4<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   6033000 | PA      | $5988526.59   | 0.09%             | 2029-03-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2024-5C25                                | BBCMS 2024-5C25 AS             | CUSIP: 05554VAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    140000 | PA      | $145173.14    | 0.00%             | 2057-03-15      | Variable      | 6.36%                 | No            |                  2 | On Loan: No      |
| INT Commercial Mortgage Trust 2025-PLAZA                      | INT 2025-PLAZA A               | CUSIP: 44989YAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    640000 | PA      | $637854.46    | 0.01%             | 2037-11-05      | Variable      | 4.55%                 | Yes           |                  2 | On Loan: No      |
| Lincoln Financial Global Funding                              | LINCOLN GLOBAL                 | CUSIP: 53359KAD3<br>LEI: 984500OC010458395923 | Long             | DBT              | CORP              | US        |   4250000 | PA      | $4204689.42   | 0.06%             | 2029-01-12      | Fixed         | 4.20%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates  | FHMS K093 A2                   | CUSIP: 3137FMCR1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  10462078 | PA      | $10130996.21  | 0.15%             | 2029-05-25      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Trust 2019-C3                    | BBCMS 2019-C3 A4               | CUSIP: 05550MAU8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1620000 | PA      | $1570027.54   | 0.02%             | 2052-05-15      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN BS3505                      | CUSIP: 3140LD3P2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3770000 | PA      | $3527232.36   | 0.05%             | 2028-10-01      | Fixed         | 1.39%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG/New York NY                                  | DEUTSCHE BANK NY               | CUSIP: 251526DB2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   4397000 | PA      | $4380678.70   | 0.07%             | 2031-08-04      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                                | EFF 2025-1 A4                  | CUSIP: 29390HAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4000000 | PA      | $4063545.20   | 0.06%             | 2031-09-22      | Fixed         | 4.97%                 | Yes           |                  2 | On Loan: No      |
| Ally Auto Receivables Trust 2023-1                            | ALLYA 2023-1 A4                | CUSIP: 02007WAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2900000 | PA      | $2934619.33   | 0.04%             | 2028-11-15      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Receivables Owner                                 | NAROT 2025-A B                 | CUSIP: 65481GAF2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    600000 | PA      | $604957.20    | 0.01%             | 2031-10-15      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| Kuwait International Government Bond                          | KUWAIT INTL BOND               | CUSIP: 501499AD9<br>LEI: N/A                  | Long             | DBT              | NUSS              | KW        |  35000000 | PA      | $34485589.13  | 0.52%             | 2028-10-09      | Fixed         | 4.02%                 | Yes           |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co                                 | HP ENTERPRISE                  | CUSIP: 42824CBS7<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |   1821000 | PA      | $1818420.28   | 0.03%             | 2027-09-25      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| John Deere Owner Trust 2026                                   | JDOT 2026-A A4                 | CUSIP: 47787DAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10000000 | PA      | $9947727.00   | 0.15%             | 2033-02-15      | Fixed         | 4.04%                 | No            |                  2 | On Loan: No      |
| DTE Energy Co                                                 | DTE ENERGY CO                  | CUSIP: 233331BM8<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10068269.60  | 0.15%             | 2027-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| GE HealthCare Technologies Inc                                | GE HEALTHCARE                  | CUSIP: 36267VAF0<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $6119627.37   | 0.09%             | 2027-11-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Progress Residential 2024-SFR4 Trust                          | PROG 2024-SFR4 A               | CUSIP: 74334JAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10537223 | PA      | $9995142.56   | 0.15%             | 2041-07-17      | Fixed         | 3.10%                 | Yes           |                  2 | On Loan: No      |
| Enterprise Fleet Financing 2025-3 LLC                         | EFF 2025-3 A3                  | CUSIP: 29375UAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7840000 | PA      | $7870747.70   | 0.12%             | 2029-09-20      | Fixed         | 4.46%                 | Yes           |                  2 | On Loan: No      |
| McCormick & Co Inc/MD                                         | MCCORMICK                      | CUSIP: 579780AV9<br>LEI: 549300JQQA6MQ4OJP259 | Long             | DBT              | CORP              | US        |   1895000 | PA      | $1875905.68   | 0.03%             | 2029-02-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Stellantis Finance US Inc                                     | STELLANTIS FIN                 | CUSIP: 85855CAM2<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4025374.59   | 0.06%             | 2028-03-17      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| GM Financial Revolving Receivables Trust 2023-1               | GMREV 2023-1 A                 | CUSIP: 38012RAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  15710000 | PA      | $15982865.42  | 0.24%             | 2035-04-11      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Israel Government International Bond                          | STATE OF ISRAEL                | CUSIP: 46514BRN9<br>LEI: N/A                  | Long             | DBT              | NUSS              | IL        |   6718000 | PA      | $6806124.28   | 0.10%             | 2029-03-12      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                           | US 2YR NOTE (CBT) Jun26        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |      3870 | NC      | $-3933868.45  | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| BANK 2018-BNK15                                               | BANK 2018-BN15 A4              | CUSIP: 06036FBC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    220000 | PA      | $219339.91    | 0.00%             | 2061-11-15      | Variable      | 4.41%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                          | VZMT 2025-4 B                  | CUSIP: 92348KED1<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |   1810000 | PA      | $1834855.10   | 0.03%             | 2033-03-21      | Fixed         | 5.02%                 | Yes           |                  2 | On Loan: No      |
| Enterprise Fleet Financing 2025-3 LLC                         | EFF 2025-3 A4                  | CUSIP: 29375UAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  11090000 | PA      | $11194975.72  | 0.17%             | 2032-03-22      | Fixed         | 4.64%                 | Yes           |                  2 | On Loan: No      |
| BANK 2021-BNK35                                               | BANK 2021-BN35 ASB             | CUSIP: 06540CAY3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6000000 | PA      | $5643866.40   | 0.08%             | 2064-06-15      | Fixed         | 2.07%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust 2023-REV2                        | FORDR 2023-2 A                 | CUSIP: 34535CAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   9010000 | PA      | $9211040.13   | 0.14%             | 2036-02-15      | Fixed         | 5.28%                 | Yes           |                  2 | On Loan: No      |
| Suci Second Investment Co                                     | SUCI SECOND INVE               | CUSIP: N/A<br>LEI: 558600VUMCHBIHACQF76       | Long             | DBT              | CORP              | KY        |   4225000 | PA      | $4204169.91   | 0.06%             | 2027-09-10      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitiz                                | SFAST 2025-1A B                | CUSIP: 81885BAJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    290000 | PA      | $293495.81    | 0.00%             | 2031-02-20      | Fixed         | 5.11%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates  | FHMS K090 A2                   | CUSIP: 3137FLMV3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  35109000 | PA      | $34434570.15  | 0.52%             | 2029-02-25      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| SoFi Consumer Loan Program 2025-4 Trust                       | SCLP 2025-4 B                  | CUSIP: 83405UAB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1540000 | PA      | $1535464.08   | 0.02%             | 2035-08-25      | Fixed         | 4.60%                 | Yes           |                  2 | On Loan: No      |
| UBS AG/Stamford CT                                            | UBS AG STAMFORD                | CUSIP: 90261AAG7<br>LEI: 254900R882POXXVAK772 | Long             | DBT              | CORP              | CH        |   9620000 | PA      | $9605383.49   | 0.14%             | 2029-03-16      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust 2025-3                  | WLAKE 2025-3A B                | CUSIP: 96043QAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2520000 | PA      | $2515560.52   | 0.04%             | 2031-07-15      | Fixed         | 4.28%                 | Yes           |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust 2026-P1                 | WLAKE 2026-P1 A4               | CUSIP: 96043AAD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5680000 | PA      | $5637456.23   | 0.08%             | 2031-03-17      | Fixed         | 4.01%                 | Yes           |                  2 | On Loan: No      |
| American Express Co                                           | AMERICAN EXPRESS               | CUSIP: 025816DP1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |  33380000 | PA      | $33564670.07  | 0.50%             | 2028-02-16      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN BL0948                      | CUSIP: 3140HSBS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1840292 | PA      | $1834008.93   | 0.03%             | 2029-01-01      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitiz                                | SFAST 2025-1A A4               | CUSIP: 81885BAG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3110000 | PA      | $3137130.40   | 0.05%             | 2030-12-20      | Fixed         | 4.83%                 | Yes           |                  2 | On Loan: No      |
| LAD Auto Receivables Trust 2024-2                             | LADAR 2024-2A A4               | CUSIP: 505920AD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3540000 | PA      | $3577706.31   | 0.05%             | 2029-07-16      | Fixed         | 5.46%                 | Yes           |                  2 | On Loan: No      |
| Nissan Auto Lease Trust 2026-A                                | NALT 2026-A A4                 | CUSIP: 65481HAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6900000 | PA      | $6843636.66   | 0.10%             | 2030-02-15      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Private Bank NA                                | MORGAN STANLEY                 | CUSIP: 61776NU43<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |  14080000 | PA      | $13933626.11  | 0.21%             | 2030-02-08      | Variable      | 4.21%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                  | BROADCOM INC                   | CUSIP: 11135FCK5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   2251000 | PA      | $2260910.22   | 0.03%             | 2030-07-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN BS3290                      | CUSIP: 3140LDUQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2561348 | PA      | $2405191.67   | 0.04%             | 2028-10-01      | Fixed         | 1.46%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN BL2296                      | CUSIP: 3140HTRS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    723598 | PA      | $702438.93    | 0.01%             | 2029-06-01      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| Porsche Financial Auto Securitization Trust 2024-1            | PFAST 2024-1A A4               | CUSIP: 73328EAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3580000 | PA      | $3590109.20   | 0.05%             | 2032-12-22      | Fixed         | 4.49%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo & Co                                              | WELLS FARGO CO                 | CUSIP: 95000U3L5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |  35000000 | PA      | $35454511.09  | 0.53%             | 2028-04-22      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| N/A                                                           | US 10yr Ultra Fut Jun26        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |       320 | NC      | $-649783.56   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co                                           | JPMORGAN CHASE                 | CUSIP: 46647PEA0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  11000000 | PA      | $11053325.94  | 0.17%             | 2028-01-23      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| Abu Dhabi Developmental Holding Co PJSC                       | ABU DHABI DEVELO               | CUSIP: N/A<br>LEI: 254900G082ZFKTCR2Q75       | Long             | DBT              | CORP              | AE        |   6350000 | PA      | $6438235.79   | 0.10%             | 2029-05-08      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2022-C15                                 | BBCMS 2022-C15 ASB             | CUSIP: 05552FBB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1390000 | PA      | $1342136.32   | 0.02%             | 2055-04-15      | Variable      | 3.68%                 | No            |                  2 | On Loan: No      |
| Navient Refinance Loan Trust 2026-A                           | NAVRL 2026-A A                 | CUSIP: 63943HAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5240000 | PA      | $5180946.25   | 0.08%             | 2056-01-18      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Nissan Auto Lease Trust 2025-B                                | NALT 2025-B B                  | CUSIP: 65481RAF8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1480000 | PA      | $1477287.31   | 0.02%             | 2029-07-16      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| SLG Office Trust 2021-OVA                                     | SLG 2021-OVA A                 | CUSIP: 78449RAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $889357.50    | 0.01%             | 2041-07-15      | Fixed         | 2.59%                 | Yes           |                  2 | On Loan: No      |
| Volkswagen Auto Loan Enhanced Trust 2024-1                    | VALET 2024-1 A3                | CUSIP: 92868RAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  36690000 | PA      | $36935448.76  | 0.55%             | 2029-07-20      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| BMW Vehicle Owner Trust 2024-A                                | BMWOT 2024-A A4                | CUSIP: 096919AE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5960000 | PA      | $6039373.49   | 0.09%             | 2031-04-25      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Stellantis Financial Underwrit                                | SFUEL 2025-AA B                | CUSIP: 858928AF1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    880000 | PA      | $883282.75    | 0.01%             | 2029-04-20      | Fixed         | 4.74%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                              | US TREASURY N/B                | CUSIP: 91282CNM9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  85478000 | PA      | $85588186.27  | 1.28%             | 2028-07-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| New Issuer: BB Company ID:71657139                            | HAROT 2024-2 A4                | CUSIP: 437930AD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  14840000 | PA      | $15051795.00  | 0.23%             | 2030-07-18      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                      | AESOP 2023-7A A                | CUSIP: 05377RHL1<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-CBDO         | CORP              | US        |   4500000 | PA      | $4582206.00   | 0.07%             | 2028-08-21      | Fixed         | 5.90%                 | Yes           |                  2 | On Loan: No      |
| Progress Residential 2024-SFR2 Trust                          | PROG 2024-SFR2 A               | CUSIP: 74290XAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4379513 | PA      | $4199505.13   | 0.06%             | 2041-04-17      | Fixed         | 3.30%                 | Yes           |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                     | TORONTO DOM BANK               | CUSIP: 89115A3E0<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |  10840000 | PA      | $10928646.29  | 0.16%             | 2028-01-31      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Receivables 2024-A Owner Trust                    | NAROT 2024-A A4                | CUSIP: 65479UAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  12840000 | PA      | $13023448.93  | 0.20%             | 2031-04-15      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| KSA Sukuk Ltd                                                 | KSA SUKUK LTD                  | CUSIP: N/A<br>LEI: 635400XBJFPNCGN9CK71       | Long             | DBT              | NUSS              | KY        |    427000 | PA      | $422191.34    | 0.01%             | 2029-01-19      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust 2023-B                      | WOART 2023-B A4                | CUSIP: 98164QAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5610000 | PA      | $5634571.24   | 0.08%             | 2029-05-15      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust 2024-4                                | CARMX 2024-4 A3                | CUSIP: 14290DAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7100000 | PA      | $7137257.96   | 0.11%             | 2029-10-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Imperial Brands Finance PLC                                   | IMPERIAL BRANDS                | CUSIP: 45262BAJ2<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |   4200000 | PA      | $4202936.52   | 0.06%             | 2028-06-30      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN BS1885                      | CUSIP: 3140LCCX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4075000 | PA      | $3865917.05   | 0.06%             | 2028-05-01      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| Arthur J Gallagher & Co                                       | ARTHUR J GALLAGH               | CUSIP: 04316JAK5<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |   1824000 | PA      | $1829477.67   | 0.03%             | 2027-12-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Goldentree Loan Management US Clo 28 Ltd                      | GLM 2026-28A A                 | CUSIP: 38140CAC8<br>LEI: 254900QMNDOCGSL27870 | Long             | ABS-MBS          | CORP              | KY        |   2620000 | PA      | $2620000.00   | 0.04%             | 2039-10-20      | Floating      | 4.84%                 | Yes           |                  3 | On Loan: No      |
| Meta Platforms Inc                                            | META PLATFORMS                 | CUSIP: 30303MAB8<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   7430000 | PA      | $7353363.84   | 0.11%             | 2030-11-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2018-C47                | WFCM 2018-C47 A4               | CUSIP: 95002DBG3<br>LEI: 549300VHRKFNCWVN9Y77 | Long             | ABS-MBS          | CORP              | US        |    850000 | PA      | $848369.02    | 0.01%             | 2061-09-15      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| CD 2017-CD6 Mortgage Trust                                    | CD 2017-CD6 AM                 | CUSIP: 125039AH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $244214.18    | 0.00%             | 2050-11-13      | Variable      | 3.71%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                              | US TREASURY N/B                | CUSIP: 91282CBZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  81047000 | PA      | $76918668.44  | 1.15%             | 2028-04-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Progress Residential 2024-SFR1 Trust                          | PROG 2024-SFR1 A               | CUSIP: 74331QAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5042315 | PA      | $4856511.84   | 0.07%             | 2041-02-17      | Fixed         | 3.35%                 | Yes           |                  2 | On Loan: No      |
| Oracle Corp                                                   | ORACLE CORP                    | CUSIP: 68389XCY9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   2090000 | PA      | $2090795.19   | 0.03%             | 2028-08-03      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                              | US TREASURY N/B                | CUSIP: 91282CMW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  51980000 | PA      | $51912994.66  | 0.78%             | 2028-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Gm Financial Consumer Automobile Receivables Trust 2025-3     | GMCAR 2025-3 B                 | CUSIP: 379957AF0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    190000 | PA      | $190158.33    | 0.00%             | 2031-09-16      | Fixed         | 4.53%                 | No            |                  2 | On Loan: No      |
| M&T Bank Auto Receivables Trus                                | MTBAT 2025-1A A4               | CUSIP: 55287XAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3570000 | PA      | $3619781.15   | 0.05%             | 2032-07-15      | Fixed         | 4.89%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AN7683                      | CUSIP: 3138LLRD9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2110000 | PA      | $2071393.33   | 0.03%             | 2028-01-01      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| N/A                                                           | US 5YR NOTE (CBT) Jun26        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |     -5685 | NC      | $7957111.73   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                               | FN AN2495                      | CUSIP: 3138LEXZ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3990227 | PA      | $3859221.65   | 0.06%             | 2028-09-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| OCP Aegis CLO 2024-39 Ltd                                     | OCPA 2024-39A AR               | CUSIP: 67570HAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | JE        |   1320000 | PA      | $1314863.75   | 0.02%             | 2038-04-16      | Floating      | 4.76%                 | Yes           |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitizat                                | HALST 2025-B B                 | CUSIP: 44935DAF6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1560000 | PA      | $1570990.82   | 0.02%             | 2029-08-15      | Fixed         | 4.94%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AN7854                      | CUSIP: 3138LLWQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1237981 | PA      | $1215006.98   | 0.02%             | 2027-12-01      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| CIFC Funding 2023-II Ltd                                      | CIFC 2023-2A AR                | CUSIP: 125488AL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |   1480000 | PA      | $1475509.24   | 0.02%             | 2037-01-21      | Floating      | 4.79%                 | Yes           |                  2 | On Loan: No      |
| Stryker Corp                                                  | STRYKER CORP                   | CUSIP: 863667BK6<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10078696.53  | 0.15%             | 2028-02-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BANK 2019-BNK16                                               | BANK 2019-BN16 A4              | CUSIP: 065405AE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1040000 | PA      | $1022368.88   | 0.02%             | 2052-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust 2024-2                             | LADAR 2024-2A B                | CUSIP: 505920AE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    490000 | PA      | $497595.00    | 0.01%             | 2029-07-16      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| M&T Equipment Notes                                           | MTLRF 2025-1A A3               | CUSIP: 55340QAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5200000 | PA      | $5236154.56   | 0.08%             | 2029-09-17      | Fixed         | 4.78%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Pool                                              | FR WN1065                      | CUSIP: 3132XFFF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  14800000 | PA      | $14149060.48  | 0.21%             | 2027-10-01      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| SCCU Auto Receivables Trust 2024-1                            | SCCU 2024-1A A4                | CUSIP: 78436RAG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2200000 | PA      | $2226913.04   | 0.03%             | 2030-05-15      | Fixed         | 5.16%                 | Yes           |                  2 | On Loan: No      |
| Marriott International Inc/MD                                 | MARRIOTT INTL                  | CUSIP: 571903BJ1<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |   2090000 | PA      | $2109081.40   | 0.03%             | 2027-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Capital One Prime Auto Receivables Trust 2024-1               | COPAR 2024-1 A4                | CUSIP: 14043NAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1790000 | PA      | $1805122.82   | 0.03%             | 2030-01-15      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust 2026-1              | SFAST 2026-1A A4               | CUSIP: 81885FAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   9000000 | PA      | $8885262.60   | 0.13%             | 2032-01-20      | Fixed         | 4.07%                 | Yes           |                  2 | On Loan: No      |
| SBNA Auto Lease Trust                                         | SBALT 2025-A A4                | CUSIP: 78437KAD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2560000 | PA      | $2577690.88   | 0.04%             | 2029-07-20      | Fixed         | 4.87%                 | Yes           |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes Series 2025-B              | ABCLN 2025-B B                 | CUSIP: 02007G6P3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1502777 | PA      | $1504942.50   | 0.02%             | 2033-09-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| PFS Financing Corp                                            | PFSFC 2025-B A                 | CUSIP: 69335PFU4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  11820000 | PA      | $11925060.89  | 0.18%             | 2030-02-15      | Fixed         | 4.85%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Bank NA                                        | MORGAN STANLEY B               | CUSIP: 61690U8B9<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |   5600000 | PA      | $5664012.36   | 0.08%             | 2028-05-26      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust Series 2025-2                            | VZMT 2025-2 A                  | CUSIP: 92348KDV2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  31560000 | PA      | $32194535.89  | 0.48%             | 2033-01-20      | Fixed         | 4.94%                 | Yes           |                  2 | On Loan: No      |
| Hertz Vehicle Financing III LLC                               | HERTZ 2025-6A A                | CUSIP: 42806MDQ9<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-CBDO         | CORP              | US        |   5430000 | PA      | $5426083.34   | 0.08%             | 2032-05-25      | Fixed         | 4.89%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2017-C38                | WFCM 2017-C38 A5               | CUSIP: 95001MAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    520000 | PA      | $512969.29    | 0.01%             | 2050-07-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Stellantis Financial Underwrit                                | SFUEL 2025-AA A3               | CUSIP: 858928AD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  12760000 | PA      | $12808074.58  | 0.19%             | 2028-07-20      | Fixed         | 4.47%                 | Yes           |                  2 | On Loan: No      |
| Broadcom Inc                                                  | BROADCOM INC                   | CUSIP: 11135FCE9<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |  12000000 | PA      | $12136915.39  | 0.18%             | 2028-04-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2019-L3                        | MSC 2019-L3 A4                 | CUSIP: 61691UBE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1070000 | PA      | $1014172.00   | 0.02%             | 2052-11-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| New Issuer: BB Company ID:72082777                            | BMO 2024-5C8 A3                | CUSIP: 09661XAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1440000 | PA      | $1481627.52   | 0.02%             | 2057-12-15      | Variable      | 5.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                               | FNA 2019-M22 A2                | CUSIP: 3136B6XJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1573670 | PA      | $1495956.41   | 0.02%             | 2029-08-25      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust 2025-1                           | DRIVE 2025-1 C                 | CUSIP: 262102AE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5770000 | PA      | $5814636.72   | 0.09%             | 2032-09-15      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| CD 2016-CD1 Mortgage Trust                                    | CD 2016-CD1 A4                 | CUSIP: 12514MBC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    540000 | PA      | $532173.94    | 0.01%             | 2049-08-10      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| CCG Receivables Trust 2025-1                                  | CCG 2025-1 A2                  | CUSIP: 12515XAB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3056420 | PA      | $3066479.85   | 0.05%             | 2032-10-14      | Fixed         | 4.48%                 | Yes           |                  2 | On Loan: No      |
| BANK 2019-BNK23                                               | BANK 2019-BN23 A3              | CUSIP: 06541RBB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1090000 | PA      | $1027395.96   | 0.02%             | 2052-12-15      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| PFS Financing Corp                                            | PFSFC 2024-B A                 | CUSIP: 69335PFE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  20760000 | PA      | $20884831.96  | 0.31%             | 2029-02-15      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Salesforce Inc                                                | SALESFORCE INC                 | CUSIP: 79466LAQ7<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |  14100000 | PA      | $14104023.62  | 0.21%             | 2028-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                           | EUR/USD FWD 20260617           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $352.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| M&T Bank RV Trust 2026-1                                      | MTBRV 2026-1A A                | CUSIP: 551923AA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   9389103 | PA      | $9282890.34   | 0.14%             | 2046-01-15      | Fixed         | 4.35%                 | Yes           |                  2 | On Loan: No      |
| Daimler Truck Finance North America LLC                       | DAIMLER TRUCK                  | CUSIP: 233853BC3<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |   1230000 | PA      | $1239847.94   | 0.02%             | 2028-01-13      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Royal Bank of Canada                                          | ROYAL BK CANADA                | CUSIP: 78017DAK4<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |  10000000 | PA      | $10005819.58  | 0.15%             | 2029-08-06      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Lease Trust 2025-A                           | FORDL 2025-A B                 | CUSIP: 345282AF4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    570000 | PA      | $574695.49    | 0.01%             | 2029-02-15      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| Navient Education Loan Trust 2025-A                           | NAVEL 2025-A A                 | CUSIP: 63943EAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6503354 | PA      | $6514745.47   | 0.10%             | 2055-07-15      | Fixed         | 5.02%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Bank NA                                        | MORGAN STANLEY B               | CUSIP: 61690U8A1<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |  11860000 | PA      | $11904465.60  | 0.18%             | 2028-01-14      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| Stellantis Financial Underwritten Enhanced Lease Trust 2025-B | SFUEL 2025-BA A4               | CUSIP: 858933AD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4230000 | PA      | $4230310.91   | 0.06%             | 2029-06-20      | Fixed         | 4.29%                 | Yes           |                  2 | On Loan: No      |
| Tricon Residential 2024-SFR4 Trust                            | TCN 2024-SFR4 A                | CUSIP: 895975AA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5646376 | PA      | $5531818.29   | 0.08%             | 2041-11-17      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust 2017-C7                         | UBSCM 2017-C7 A4               | CUSIP: 90276WAS6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1685000 | PA      | $1662770.97   | 0.02%             | 2050-12-15      | Fixed         | 3.68%                 | No            |                  2 | On Loan: No      |
| PFS Financing Corp                                            | PFSFC 2024-D A                 | CUSIP: 69335PFJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10280000 | PA      | $10393246.54  | 0.16%             | 2029-04-15      | Fixed         | 5.34%                 | Yes           |                  2 | On Loan: No      |
| RR 44 Ltd                                                     | RRAM 2026-44A A1A              | CUSIP: 78109WAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |   2200000 | PA      | $2196124.92   | 0.03%             | 2041-04-15      | Floating      | 4.84%                 | Yes           |                  2 | On Loan: No      |
| GMF Floorplan Owner Revolving Trust                           | GFORT 2024-2A A                | CUSIP: 361886DF8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   9950000 | PA      | $10137978.39  | 0.15%             | 2031-03-15      | Fixed         | 5.06%                 | Yes           |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust 2024-D                           | FORDO 2024-D B                 | CUSIP: 34535VAF1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2730000 | PA      | $2758222.19   | 0.04%             | 2030-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                      | TOYOTA MTR CRED                | CUSIP: 89236TPH2<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |  10095000 | PA      | $9949281.05   | 0.15%             | 2031-01-10      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust Series 2024-5                            | VZMT 2024-5 A                  | CUSIP: 92348KDB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7520000 | PA      | $7668067.30   | 0.11%             | 2032-06-21      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| LAD Auto Receivables Trust 2025-2                             | LADAR 2025-2A A3               | CUSIP: 505912AD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8850000 | PA      | $8853065.64   | 0.13%             | 2030-01-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AN7061                      | CUSIP: 3138LKZ34<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   5840000 | PA      | $5745046.86   | 0.09%             | 2027-10-01      | Fixed         | 2.93%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2024-1                 | SDART 2024-1 B                 | CUSIP: 80288AAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    290434 | PA      | $291273.79    | 0.00%             | 2028-12-15      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2018-C46                | WFCM 2018-C46 A4               | CUSIP: 95001QAU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    235000 | PA      | $232836.14    | 0.00%             | 2051-08-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2025-R05                  | CAS 2025-R05 2A1               | CUSIP: 20753CAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1581431 | PA      | $1580004.61   | 0.02%             | 2045-07-25      | Floating      | 4.66%                 | Yes           |                  2 | On Loan: No      |
| GreenState Auto Receivables Trust 2024-1                      | GRNST 2024-1A A3               | CUSIP: 39573AAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6487569 | PA      | $6518215.63   | 0.10%             | 2029-01-16      | Fixed         | 5.19%                 | Yes           |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes Series 2024-A              | ABCLN 2024-A B                 | CUSIP: 02007GZ55<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    178049 | PA      | $180646.40    | 0.00%             | 2032-05-17      | Fixed         | 5.83%                 | Yes           |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust 2024-C                         | HART 2024-C A4                 | CUSIP: 448976AE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4970000 | PA      | $4991527.56   | 0.07%             | 2031-01-15      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| Ally Auto Receivables Trust 2024-1                            | ALLYA 2024-1 A4                | CUSIP: 02008FAD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2380000 | PA      | $2406385.63   | 0.04%             | 2029-10-15      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust 2025-C                         | HART 2025-C B                  | CUSIP: 44935JAF3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1140000 | PA      | $1131654.97   | 0.02%             | 2032-01-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Volvo Financial Equipment LLC Series 2026-1                   | VFET 2026-1A A4                | CUSIP: 92886FAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2520000 | PA      | $2497102.52   | 0.04%             | 2033-01-17      | Fixed         | 4.04%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo & Co                                              | WELLS FARGO CO                 | CUSIP: 95000U4D2<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |  11760000 | PA      | $11655817.54  | 0.17%             | 2030-01-23      | Variable      | 4.18%                 | No            |                  2 | On Loan: No      |
| GM Financial Revolving Receivables Trust 2023-2               | GMREV 2023-2 A                 | CUSIP: 36268DAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  17210000 | PA      | $17803209.77  | 0.27%             | 2036-08-11      | Fixed         | 5.77%                 | Yes           |                  2 | On Loan: No      |
| Onemain Financial Issuance Trust 2025-1                       | OMFIT 2025-1A A                | CUSIP: 68270DAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  26800000 | PA      | $26854505.84  | 0.40%             | 2038-07-14      | Fixed         | 4.82%                 | Yes           |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                            | CAN IMPERIAL BK                | CUSIP: 13607PVP6<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |  15220000 | PA      | $15270472.67  | 0.23%             | 2028-01-13      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| Toyota Finance Australia Ltd                                  | TOYOTA FIN AUSTR               | CUSIP: N/A<br>LEI: 3UKPTDP5PGQRH8AUK042       | Long             | DBT              | CORP              | AU        |   8660000 | PA      | $5974408.34   | 0.09%             | 2026-04-06      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitization Trust 2025-A                | HALST 2025-A A4                | CUSIP: 44935WAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3700000 | PA      | $3734409.26   | 0.06%             | 2029-01-16      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN BS3346                      | CUSIP: 3140LDWG0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   5660000 | PA      | $5297570.96   | 0.08%             | 2028-10-01      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| GREAT AMERICA LEASING RECEIVAB                                | GALC 2025-1 A3                 | CUSIP: 39154GAJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3420000 | PA      | $3433948.13   | 0.05%             | 2029-04-16      | Fixed         | 4.49%                 | Yes           |                  2 | On Loan: No      |
| SCCU Auto Receivables Trust 2025-1                            | SCCU 2025-1A A4                | CUSIP: 80620BAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1240000 | PA      | $1245252.89   | 0.02%             | 2031-09-15      | Fixed         | 4.68%                 | Yes           |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust 2025-3              | SFAST 2025-3A B                | CUSIP: 78398KAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1850000 | PA      | $1841628.20   | 0.03%             | 2031-11-20      | Fixed         | 4.44%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2024-R06                  | CAS 2024-R06 1A1               | CUSIP: 20755RAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    681210 | PA      | $680998.39    | 0.01%             | 2044-09-25      | Floating      | 4.81%                 | Yes           |                  2 | On Loan: No      |
| American Heritage Auto Receivables Issuer Trust 2025-1        | AHART 2025-1A B                | CUSIP: 02650VAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    290000 | PA      | $287638.41    | 0.00%             | 2031-06-16      | Fixed         | 4.77%                 | Yes           |                  2 | On Loan: No      |
| PenFed Auto Receivables Owner Trust 2025-A                    | PNFED 2025-A A3                | CUSIP: 706916AC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3950000 | PA      | $3940363.19   | 0.06%             | 2030-07-15      | Fixed         | 4.03%                 | Yes           |                  2 | On Loan: No      |
| SoFi Consumer Loan Program Trust 2026-1                       | SCLP 2026-1 B                  | CUSIP: 83408AAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1250000 | PA      | $1242067.63   | 0.02%             | 2035-12-26      | Fixed         | 4.44%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                           | JPMORGAN CHASE                 | CUSIP: 46647PEU6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  21500000 | PA      | $21696424.99  | 0.33%             | 2029-01-24      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                                    | NAVSL 2023-BA A1B              | CUSIP: 63942TAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    943050 | PA      | $947839.47    | 0.01%             | 2072-03-15      | Floating      | 5.37%                 | Yes           |                  2 | On Loan: No      |
| OCP CLO 2023-30 LTD                                           | OCP 2023-30A AR                | CUSIP: 67578RAL5<br>LEI: 2138008RM9AHM8ZQ8119 | Long             | ABS-MBS          | CORP              | JE        |   2010000 | PA      | $2007748.00   | 0.03%             | 2039-01-24      | Floating      | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Intel Corp                                                    | INTEL CORP                     | CUSIP: 458140AX8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   1070000 | PA      | $1054777.14   | 0.02%             | 2027-05-11      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                          | UNITED MEXICAN                 | CUSIP: 91087BBJ8<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |   2759000 | PA      | $2691780.05   | 0.04%             | 2031-03-22      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| US Bank NA/Cincinnati OH                                      | US BANK NA OHIO                | CUSIP: 90331HPS6<br>LEI: 6BYL5QZYBDK8S7L73M02 | Long             | DBT              | CORP              | US        |   6698000 | PA      | $6722093.54   | 0.10%             | 2028-05-15      | Variable      | 4.73%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                   | ORACLE CORP                    | CUSIP: 68389XBV6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $5473657.94   | 0.08%             | 2030-04-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                              | WELLS FARGO CO                 | CUSIP: 95000U2A0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   7431000 | PA      | $7357828.22   | 0.11%             | 2028-05-22      | Variable      | 3.58%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN BZ0489                      | CUSIP: 3140NURK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  19220000 | PA      | $19502716.59  | 0.29%             | 2029-02-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| GM Financial Revolving Receivables Trust 2024-1               | GMREV 2024-1 A                 | CUSIP: 36269KAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6320000 | PA      | $6437360.50   | 0.10%             | 2036-12-11      | Fixed         | 4.98%                 | Yes           |                  2 | On Loan: No      |
| Pfizer Inc                                                    | PFIZER INC                     | CUSIP: 717081FD0<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |   3870000 | PA      | $3838976.96   | 0.06%             | 2030-11-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                  | UBS GROUP                      | CUSIP: 902613AS7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |  23411000 | PA      | $23420226.52  | 0.35%             | 2027-08-05      | Variable      | 4.70%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                           | US 10YR NOTE (CBT)Jun26        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |       196 | NC      | $-385182.68   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Sysco Corp                                                    | SYSCO CORP                     | CUSIP: 871829BK2<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4581298.39   | 0.07%             | 2030-02-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Lease Trust 2025-A                           | FORDL 2025-A A4                | CUSIP: 345282AE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4170000 | PA      | $4204793.23   | 0.06%             | 2029-02-15      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                    | US BANCORP                     | CUSIP: 91159HJP6<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10131891.22  | 0.15%             | 2027-10-26      | Variable      | 6.79%                 | No            |                  2 | On Loan: No      |
| General Motors                                                | GFORT 2025-1A B                | CUSIP: 361886DZ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    640000 | PA      | $642839.30    | 0.01%             | 2029-03-15      | Fixed         | 4.79%                 | Yes           |                  2 | On Loan: No      |
| LAD Auto Receivables Trust 2026-1                             | LADAR 2026-1A A4               | CUSIP: 505708AD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10500000 | PA      | $10393969.95  | 0.16%             | 2031-12-15      | Fixed         | 4.05%                 | Yes           |                  2 | On Loan: No      |
| Republic of Poland Government International Bond              | REP OF POLAND                  | CUSIP: 731011AU6<br>LEI: N/A                  | Long             | DBT              | NUSS              | PL        |  15207000 | PA      | $15207000.00  | 0.23%             | 2026-04-06      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Porsche Innovative Lease Owner                                | PILOT 2025-1A A4               | CUSIP: 73329KAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3030000 | PA      | $3057282.12   | 0.05%             | 2030-11-20      | Fixed         | 4.69%                 | Yes           |                  2 | On Loan: No      |
| PG&E Recovery Funding LLC                                     | PG&E RECOV FND                 | CUSIP: 71710TAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2676104 | PA      | $2708657.49   | 0.04%             | 2032-07-15      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| GMF Floorplan Owner Revolving Trust                           | GFORT 2024-3A B                | CUSIP: 361886DM3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2320000 | PA      | $2328506.05   | 0.03%             | 2028-11-15      | Fixed         | 4.92%                 | Yes           |                  2 | On Loan: No      |
| Enterprise Fleet Financing 2024-3 LLC                         | EFF 2024-3 A4                  | CUSIP: 29375QAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2660000 | PA      | $2698738.11   | 0.04%             | 2031-03-20      | Fixed         | 5.06%                 | Yes           |                  2 | On Loan: No      |
| Bank of Montreal                                              | BANK OF MONTREAL               | CUSIP: 06368L3K0<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |  15000000 | PA      | $15186264.90  | 0.23%             | 2027-06-04      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp                                          | TARGA RESOURCES                | CUSIP: 87612GAE1<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5212085.06   | 0.08%             | 2029-03-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust 2025-B                           | FORDO 2025-B B                 | CUSIP: 34532BAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2070000 | PA      | $2054403.59   | 0.03%             | 2031-07-15      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| Galaxy Pipeline Assets Bidco Ltd                              | GALAXY PIPELINE                | CUSIP: N/A<br>LEI: 549300L82YB0C6JQIC26       | Long             | DBT              | CORP              | JE        |   6929048 | PA      | $6741007.81   | 0.10%             | 2027-09-30      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Cencora Inc                                                   | CENCORA INC                    | CUSIP: 03073EAV7<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |   1825000 | PA      | $1832030.44   | 0.03%             | 2027-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                          | PNC FINANCIAL                  | CUSIP: 693475AT2<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   3100000 | PA      | $3063345.15   | 0.05%             | 2027-05-19      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| BANK 2018-BNK10                                               | BANK 2018-BN10 ASB             | CUSIP: 065404AZ8<br>LEI: 549300GL0Y86051URC66 | Long             | ABS-MBS          | CORP              | US        |    127302 | PA      | $126545.36    | 0.00%             | 2061-02-15      | Fixed         | 3.64%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Loan Extended Note Trust 2025-1                   | TALNT 2025-1A A                | CUSIP: 891950AA5<br>LEI: 254900QVX5SBHB37FT67 | Long             | ABS-CBDO         | CORP              | US        |  33770000 | PA      | $34036978.87  | 0.51%             | 2038-05-25      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust 2025-A                      | WOART 2025-A A4                | CUSIP: 98164YAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6720000 | PA      | $6804424.03   | 0.10%             | 2030-11-15      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2022-C16                                 | BBCMS 2022-C16 A1              | CUSIP: 05552YAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    168438 | PA      | $167838.86    | 0.00%             | 2055-06-15      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| Progress Residential 2025-SFR6 Trust                          | PROG 2025-SFR6 B               | CUSIP: 74334EAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3580000 | PA      | $3381027.54   | 0.05%             | 2042-12-17      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                | LOWE'S COS INC                 | CUSIP: 548661ED5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9398028.02   | 0.14%             | 2028-09-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust 2026-1                  | GMALT 2026-1 B                 | CUSIP: 36273VAF2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1040000 | PA      | $1033730.57   | 0.02%             | 2030-01-22      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                         | ATHENE GLOBAL FU               | CUSIP: 04685A4E8<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |  10640000 | PA      | $10667205.52  | 0.16%             | 2027-01-07      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Manufacturers & Traders Trust Co                              | MANUF & TRADERS                | CUSIP: 55279HAW0<br>LEI: WWB2V0FCW3A0EE3ZJN75 | Long             | DBT              | CORP              | US        |   8003000 | PA      | $8044430.04   | 0.12%             | 2028-01-27      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables 2024-B Owner Trust                    | TAOT 2024-B A4                 | CUSIP: 89237NAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3910000 | PA      | $3980778.43   | 0.06%             | 2029-07-16      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| M&T Bank Auto Receivables Trus                                | MTBAT 2025-1A A3               | CUSIP: 55287XAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6150000 | PA      | $6195969.41   | 0.09%             | 2030-06-17      | Fixed         | 4.73%                 | Yes           |                  2 | On Loan: No      |
| NYC Commercial Mortgage Trust 2025-28L                        | NYC 2025-28L A                 | CUSIP: 67123JAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $497886.60    | 0.01%             | 2038-11-05      | Variable      | 4.67%                 | Yes           |                  2 | On Loan: No      |
| Korea Hydro & Nuclear Power Co Ltd                            | KOREA HYDRO & NU               | CUSIP: N/A<br>LEI: 9884008CRY5MLCN8OQ43       | Long             | DBT              | NUSS              | KR        |   1880000 | PA      | $1909574.97   | 0.03%             | 2028-07-18      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing III LLC                               | HERTZ 2025-5A A                | CUSIP: 42806MDL0<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-CBDO         | CORP              | US        |   4640000 | PA      | $4626041.49   | 0.07%             | 2030-05-25      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                           | GBP/USD FWD 20260617           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $5670.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SA Global Sukuk Ltd                                           | SA GLOBAL SUKU                 | CUSIP: N/A<br>LEI: 5493007DFAVKU7UOGR47       | Long             | DBT              | CORP              | KY        |   5100000 | PA      | $4914071.34   | 0.07%             | 2030-09-17      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Capital One Prime Auto Receivables Trust 2023-2               | COPAR 2023-2 A4                | CUSIP: 14044EAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  12700000 | PA      | $12910671.41  | 0.19%             | 2028-11-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| Fiserv Inc                                                    | FISERV INC                     | CUSIP: 337738BD9<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10144206.65  | 0.15%             | 2028-03-02      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                     | AMGEN INC                      | CUSIP: 031162DP2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |  13165000 | PA      | $13359299.21  | 0.20%             | 2028-03-02      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Affirm Master Trust                                           | AFRMT 2026-1A B                | CUSIP: 00833BAV0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $996397.30    | 0.01%             | 2034-02-15      | Fixed         | 4.57%                 | Yes           |                  2 | On Loan: No      |
| BofA Auto Trust 2024-1                                        | BAAT 2024-1A A4                | CUSIP: 09709AAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3750000 | PA      | $3796579.88   | 0.06%             | 2030-06-17      | Fixed         | 5.31%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN BL2935                      | CUSIP: 3140HUHM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    800000 | PA      | $775720.80    | 0.01%             | 2029-06-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Bank of America Auto Trust 2023-2                             | BAAT 2023-2A A4                | CUSIP: 06054YAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5590000 | PA      | $5667347.15   | 0.08%             | 2029-11-15      | Fixed         | 5.66%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae-Aces                                               | FNA 2017-M14 A2                | CUSIP: 3136AY2H5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    521657 | PA      | $511132.72    | 0.01%             | 2027-11-25      | Variable      | 2.79%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2017-C40                | WFCM 2017-C40 A4               | CUSIP: 95000YAY1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1685000 | PA      | $1661142.93   | 0.02%             | 2050-10-15      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                      | AESOP 2023-5A A                | CUSIP: 05377RHC1<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-CBDO         | CORP              | US        |   5310000 | PA      | $5375192.99   | 0.08%             | 2028-04-20      | Fixed         | 5.78%                 | Yes           |                  2 | On Loan: No      |
| Compass Datacenters Issuer III LLC                            | CMDC 2026-1A A21               | CUSIP: 20469BAF4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   9810000 | PA      | $9728422.98   | 0.15%             | 2056-02-25      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| Progress Residential Trust                                    | PROG 2025-SFR1 A               | CUSIP: 74334NAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5382614 | PA      | $5123309.81   | 0.08%             | 2042-02-17      | Fixed         | 3.40%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust 2017-C34   | MSBAM 2017-C34 A4              | CUSIP: 61767EAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    460000 | PA      | $454067.84    | 0.01%             | 2052-11-15      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2026-R01                  | CAS 2026-R01 2A1               | CUSIP: 20755BAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2968774 | PA      | $2950219.10   | 0.04%             | 2046-01-25      | Floating      | 4.51%                 | Yes           |                  2 | On Loan: No      |
| ARI Fleet Lease Trust 2024-B                                  | ARIFL 2024-B A3                | CUSIP: 04033HAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3700000 | PA      | $3751765.96   | 0.06%             | 2033-04-15      | Fixed         | 5.26%                 | Yes           |                  2 | On Loan: No      |
| Affirm Master Trust                                           | AFRMT 2026-2A B                | CUSIP: 00833KAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2310000 | PA      | $2310277.20   | 0.03%             | 2035-04-16      | Fixed         | 5.07%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Inc                                                 | CITIGROUP INC                  | CUSIP: 172967PF2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10153603.51  | 0.15%             | 2030-02-13      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| Empresa Nacional del Petroleo                                 | EMPRESA NACIONAL               | CUSIP: N/A<br>LEI: 549300YP3P0JZBLIV197       | Long             | DBT              | CORP              | CL        |   4912000 | PA      | $4920524.70   | 0.07%             | 2029-11-06      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NextGear Floorplan Master Owner Trust                         | NFMOT 2025-1A A                | CUSIP: 65341KCF1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  15490000 | PA      | $15545430.97  | 0.23%             | 2030-02-15      | Fixed         | 4.55%                 | Yes           |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust 2023-D                      | WOART 2023-D A4                | CUSIP: 98164DAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6230000 | PA      | $6367448.75   | 0.10%             | 2029-08-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                              | US TREASURY N/B                | CUSIP: 91282CGJ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  31000000 | PA      | $30571327.97  | 0.46%             | 2030-01-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Cheniere Corpus Christi Holdings LLC                          | CHENIERE CORP CH               | CUSIP: 16412XAG0<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |  14145000 | PA      | $14222603.32  | 0.21%             | 2027-06-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Progress Residential 2022-SFR5 Trust                          | PROG 2022-SFR5 A               | CUSIP: 74332YAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3686320 | PA      | $3669825.99   | 0.06%             | 2039-06-17      | Fixed         | 4.45%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2018-B2                   | CGCMT 2018-B2 A4               | CUSIP: 17327FAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    960000 | PA      | $950095.49    | 0.01%             | 2051-03-10      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                               | FNA 2017-M15 ATS2              | CUSIP: 3136AY6U2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   8131523 | PA      | $8041785.26   | 0.12%             | 2027-11-25      | Variable      | 3.16%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust 2025-2                  | WLAKE 2025-2A B                | CUSIP: 96041KAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1100000 | PA      | $1104553.01   | 0.02%             | 2031-01-15      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| NTT Finance Corp                                              | NTT FINANCE                    | CUSIP: 62954WAP0<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |   1397000 | PA      | $1400210.71   | 0.02%             | 2027-07-16      | Fixed         | 4.57%                 | Yes           |                  2 | On Loan: No      |
| Air Lease Corp                                                | AIR LEASE CORP                 | CUSIP: 00914AAR3<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |  11780000 | PA      | $11564550.46  | 0.17%             | 2027-01-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                  | BROADCOM INC                   | CUSIP: 11135FBZ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    377000 | PA      | $380980.68    | 0.01%             | 2027-07-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                            | BANCO SANTANDER                | CUSIP: 05964HAX3<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |  10000000 | PA      | $10126329.21  | 0.15%             | 2027-11-07      | Variable      | 6.53%                 | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust 2025-2              | SFAST 2025-2A B                | CUSIP: 78398HAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    550000 | PA      | $552499.92    | 0.01%             | 2031-07-21      | Fixed         | 4.85%                 | Yes           |                  2 | On Loan: No      |
| CNH Equipment Trust 2024-A                                    | CNH 2024-A A4                  | CUSIP: 18978FAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3840000 | PA      | $3889186.56   | 0.06%             | 2031-07-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2024-5C25                                | BBCMS 2024-5C25 A3             | CUSIP: 05554VAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6000000 | PA      | $6197320.20   | 0.09%             | 2057-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AN7060                      | CUSIP: 3138LKZ26<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2920000 | PA      | $2872523.43   | 0.04%             | 2027-10-01      | Fixed         | 2.93%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp                             | DELL INT / EMC                 | CUSIP: 24703TAL0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6340000 | PA      | $6384034.64   | 0.10%             | 2028-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Lease Trust 2025-A                                | NALT 2025-A B                  | CUSIP: 65479XAF9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    660000 | PA      | $665033.89    | 0.01%             | 2029-02-15      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                                  | NISOURCE INC                   | CUSIP: 65473PAN5<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    250000 | PA      | $253914.65    | 0.00%             | 2028-03-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust 2023-C                         | HART 2023-C A4                 | CUSIP: 44918CAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6980000 | PA      | $7112283.56   | 0.11%             | 2029-12-17      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Barings Equipment Finance LLC 2026-A                          | MMAF 2026-A A4                 | CUSIP: 06764QAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2740000 | PA      | $2718996.53   | 0.04%             | 2045-11-13      | Fixed         | 4.24%                 | Yes           |                  2 | On Loan: No      |
| Enterprise Fleet Financing 2026-1 LLC                         | EFF 2026-1 A4                  | CUSIP: 29376JAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8200000 | PA      | $8140529.50   | 0.12%             | 2032-09-20      | Fixed         | 4.29%                 | Yes           |                  2 | On Loan: No      |
| Daimler Truck Finance North America LLC                       | DAIMLER TRUCK                  | CUSIP: 233853BD1<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    765000 | PA      | $777148.08    | 0.01%             | 2030-01-13      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2025-3                 | SDART 2025-3 B                 | CUSIP: 80288JAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3170000 | PA      | $3177876.82   | 0.05%             | 2031-09-15      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates  | FHMS K744 A2                   | CUSIP: 3137H1Z33<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   5518495 | PA      | $5244320.20   | 0.08%             | 2028-07-25      | Fixed         | 1.71%                 | No            |                  2 | On Loan: No      |
| AmeriCredit Automobile Receivables Trust 2026-1               | AMCAR 2026-1 B                 | CUSIP: 03066CAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2310000 | PA      | $2296515.38   | 0.03%             | 2032-11-18      | Fixed         | 4.28%                 | Yes           |                  2 | On Loan: No      |
| DLLMT 2026-1 LLC                                              | DLLMT 2026-1A A3               | CUSIP: 23347JAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2560000 | PA      | $2553960.70   | 0.04%             | 2029-12-20      | Fixed         | 4.20%                 | Yes           |                  2 | On Loan: No      |
| Eagle Funding Luxco Sarl                                      | EAGLE LUXCO                    | CUSIP: N/A<br>LEI: 894500VDP08MVIZ6OA60       | Long             | DBT              | NUSS              | LU        |  14610000 | PA      | $14665371.73  | 0.22%             | 2030-08-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| New Issuer: BB Company ID:71179043                            | KCOT 2023-2A A4                | CUSIP: 500945AD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3450000 | PA      | $3486911.55   | 0.05%             | 2028-06-15      | Fixed         | 5.23%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Pool                                              | FR WN1290                      | CUSIP: 3132XFNG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   5757000 | PA      | $5774922.69   | 0.09%             | 2028-11-01      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust                                    | LADAR 2025-1A A4               | CUSIP: 505712AD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3910000 | PA      | $3936362.00   | 0.06%             | 2030-04-15      | Fixed         | 4.79%                 | Yes           |                  2 | On Loan: No      |
| American Honda Finance Corp                                   | AMERICAN HONDA F               | CUSIP: 02665WGR6<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   9905000 | PA      | $9780313.62   | 0.15%             | 2029-01-08      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Dell Equipment Finance Trust                                  | DEFT 2025-1 B                  | CUSIP: 24703UAG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    280000 | PA      | $282766.29    | 0.00%             | 2031-02-24      | Fixed         | 4.96%                 | Yes           |                  2 | On Loan: No      |
| Ford Credit Floorplan Master Owner Trust A                    | FORDF 2025-2 B                 | CUSIP: 34528QJW5<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-CBDO         | CORP              | US        |   2170000 | PA      | $2156916.42   | 0.03%             | 2030-09-15      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| Chase Auto Owner Trust 2025-1                                 | CHAOT 2025-1A B                | CUSIP: 16145NAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    660000 | PA      | $661030.85    | 0.01%             | 2030-11-25      | Fixed         | 4.68%                 | Yes           |                  2 | On Loan: No      |
| Israel Government International Bond                          | STATE OF ISRAEL                | CUSIP: 46514Y8A8<br>LEI: N/A                  | Long             | DBT              | NUSS              | IL        |   5800000 | PA      | $5884302.55   | 0.09%             | 2030-02-19      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                                | COM BK AUSTRALIA               | CUSIP: N/A<br>LEI: MSFSBD3QN1GSN7Q6C537       | Long             | DBT              | CORP              | AU        |  10000000 | PA      | $6907864.26   | 0.10%             | 2026-08-17      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust 2026-A                      | WOART 2026-A B                 | CUSIP: 98190AAF8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3320000 | PA      | $3282782.14   | 0.05%             | 2032-03-15      | Fixed         | 4.16%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AL3495                      | CUSIP: 3138EK3D5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4171279 | PA      | $4096385.88   | 0.06%             | 2028-04-01      | Variable      | 3.22%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                           | JPMORGAN CHASE                 | CUSIP: 46647PEP7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  17050000 | PA      | $17068368.99  | 0.26%             | 2028-10-22      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes Series 2024-B         | SBCLN 2024-B A2                | CUSIP: 80280BAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    399746 | PA      | $402019.53    | 0.01%             | 2033-01-18      | Fixed         | 4.91%                 | Yes           |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust 2026-A                           | FORDO 2026-A B                 | CUSIP: 34532WAF2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1370000 | PA      | $1363367.56   | 0.02%             | 2032-04-15      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust 2024-4                                | CARMX 2024-4 C                 | CUSIP: 14290DAF8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    280000 | PA      | $282901.16    | 0.00%             | 2030-06-17      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| DBJPM 20-C9 Mortgage Trust                                    | DBJPM 2020-C9 A5               | CUSIP: 233063AT3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2010000 | PA      | $1796678.10   | 0.03%             | 2053-08-15      | Fixed         | 1.93%                 | No            |                  2 | On Loan: No      |
| Volvo Financial Equipment LLC                                 | VFET 2025-1A A3                | CUSIP: 92887TAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6340000 | PA      | $6366496.13   | 0.10%             | 2029-05-15      | Fixed         | 4.46%                 | Yes           |                  2 | On Loan: No      |
| ARI Fleet Lease Trust 2026-A                                  | ARIFL 2026-A A3                | CUSIP: 04033DAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1010000 | PA      | $1005179.67   | 0.02%             | 2034-11-15      | Fixed         | 4.09%                 | Yes           |                  2 | On Loan: No      |
| Enbridge Inc                                                  | ENBRIDGE INC                   | CUSIP: 29250NBX2<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   3000000 | PA      | $3114406.84   | 0.05%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasin                                | GMALT 2025-1 B                 | CUSIP: 36271VAF4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1390000 | PA      | $1399792.69   | 0.02%             | 2029-02-20      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| BMW US Capital LLC                                            | BMW US CAP LLC                 | CUSIP: 05565ECQ6<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |   6315000 | PA      | $6333210.47   | 0.09%             | 2027-08-13      | Fixed         | 4.60%                 | Yes           |                  2 | On Loan: No      |
| Chase Auto Owner Trust 2024-4                                 | CHAOT 2024-4A B                | CUSIP: 16144YAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    510000 | PA      | $517747.56    | 0.01%             | 2030-04-25      | Fixed         | 5.23%                 | Yes           |                  2 | On Loan: No      |
| Haleon US Capital LLC                                         | GSK CONSUMER                   | CUSIP: 36264FAL5<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |  12000000 | PA      | $11670062.55  | 0.17%             | 2029-03-24      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BANK 2017-BNK7                                                | BANK 2017-BNK7 A5              | CUSIP: 06541XAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    280000 | PA      | $275676.97    | 0.00%             | 2060-09-15      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust 2026-REV1                        | FORDR 2026-1 B                 | CUSIP: 34532XAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5540000 | PA      | $5499909.24   | 0.08%             | 2038-08-15      | Variable      | 4.48%                 | Yes           |                  2 | On Loan: No      |
| Benchmark 2024-V6 Mortgage Trust                              | BMARK 2024-V6 A3               | CUSIP: 081927AB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1300000 | PA      | $1341602.99   | 0.02%             | 2057-03-15      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitization Trust 2026-A                | HALST 2026-A A4                | CUSIP: 448970AE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5840000 | PA      | $5809862.10   | 0.09%             | 2029-12-17      | Fixed         | 4.01%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2018-L1                        | MSC 2018-L1 A4                 | CUSIP: 61691QAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    350000 | PA      | $348679.00    | 0.01%             | 2051-10-15      | Variable      | 4.41%                 | No            |                  2 | On Loan: No      |
| Harley-Davidson Motorcycle Trust 2023-B                       | HDMOT 2023-B A4                | CUSIP: 41285YAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7010000 | PA      | $7110907.55   | 0.11%             | 2031-04-15      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                | AMAZON.COM INC                 | CUSIP: 023135DC7<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |  11550000 | PA      | $11489381.59  | 0.17%             | 2029-03-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust 2026-1                             | LADAR 2026-1A B                | CUSIP: 505708AE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1320000 | PA      | $1303266.89   | 0.02%             | 2033-02-15      | Fixed         | 4.22%                 | Yes           |                  2 | On Loan: No      |
| RCKTL 2025-2                                                  | RCKTL 2025-2A B                | CUSIP: 74939HAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    400000 | PA      | $399132.84    | 0.01%             | 2034-11-27      | Fixed         | 4.60%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corp                                          | BANK OF AMER CRP               | CUSIP: 06051GMT3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  13290000 | PA      | $13348928.88  | 0.20%             | 2029-05-09      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust 2023-4                                | CARMX 2023-4 A4                | CUSIP: 14318XAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  12300000 | PA      | $12584898.75  | 0.19%             | 2029-05-15      | Fixed         | 5.96%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AN7546                      | CUSIP: 3138LLL45<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3466640 | PA      | $3409757.57   | 0.05%             | 2027-12-01      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| UBS AG/Stamford CT                                            | UBS AG STAMFORD                | CUSIP: 90261AAD4<br>LEI: 254900R882POXXVAK772 | Long             | DBT              | CORP              | CH        |  32820000 | PA      | $32950998.85  | 0.49%             | 2028-01-10      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust 2026-1          | BLAST 2026-1 B                 | CUSIP: 107927AD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1700000 | PA      | $1692093.13   | 0.03%             | 2031-11-17      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust 2024-A                         | HART 2024-A A4                 | CUSIP: 448973AE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4840000 | PA      | $4896380.68   | 0.07%             | 2031-01-15      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes Series 2024-B              | ABCLN 2024-B A2                | CUSIP: 02007G4B6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1443963 | PA      | $1453460.62   | 0.02%             | 2032-09-15      | Fixed         | 4.97%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2020-GC47                        | GSMS 2020-GC47 AS              | CUSIP: 36258RBE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    270000 | PA      | $245826.58    | 0.00%             | 2053-05-12      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Private Bank NA                                | MORGAN STANLEY                 | CUSIP: 61776NVE0<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |   4080000 | PA      | $4079974.98   | 0.06%             | 2028-07-06      | Variable      | 4.47%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust 2024-B                           | FORDO 2024-B A4                | CUSIP: 34531QAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8630000 | PA      | $8744716.86   | 0.13%             | 2030-05-15      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust 2023-B                           | FORDO 2023-B A4                | CUSIP: 344930AE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4850000 | PA      | $4894339.19   | 0.07%             | 2029-02-15      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitization Trust 2025-A                | HALST 2025-A B                 | CUSIP: 44935WAF4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    800000 | PA      | $808093.12    | 0.01%             | 2029-06-15      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                           | JPMORGAN CHASE                 | CUSIP: 46647PBR6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    322000 | PA      | $313862.63    | 0.00%             | 2028-06-01      | Variable      | 2.18%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                 | BOEING CO                      | CUSIP: 097023CU7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10052876.15  | 0.15%             | 2027-05-01      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| M&T Equipment Notes                                           | MTLRF 2025-1A A4               | CUSIP: 55340QAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1970000 | PA      | $1988165.17   | 0.03%             | 2032-03-16      | Fixed         | 4.91%                 | Yes           |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                      | AESOP 2026-2A A                | CUSIP: 05377RLG7<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-CBDO         | CORP              | US        |   4280000 | PA      | $4225921.34   | 0.06%             | 2032-08-20      | Fixed         | 4.60%                 | Yes           |                  2 | On Loan: No      |
| Ford Credit Auto Lease Trust 2024-B                           | FORDL 2024-B B                 | CUSIP: 345279AF0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4470000 | PA      | $4504583.05   | 0.07%             | 2028-02-15      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                          | PNC FINANCIAL                  | CUSIP: 693475BT1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |  22760000 | PA      | $23020451.58  | 0.35%             | 2027-10-20      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| National Bank of Canada                                       | NATL BANK CANADA               | CUSIP: 63307A3D5<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |  11100000 | PA      | $11147492.41  | 0.17%             | 2028-02-01      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                              | ALTRIA GROUP INC               | CUSIP: 02209SBD4<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   3425000 | PA      | $3452277.12   | 0.05%             | 2029-02-14      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust 2026-1              | SFAST 2026-1A A3               | CUSIP: 81885FAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  13800000 | PA      | $13683643.92  | 0.21%             | 2031-07-21      | Fixed         | 3.96%                 | Yes           |                  2 | On Loan: No      |
| Huntington National Bank/The                                  | HUNTINGTON NATL                | CUSIP: 44644MAK7<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | DBT              | CORP              | US        |   6684000 | PA      | $6705162.86   | 0.10%             | 2028-04-12      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| FCCU Auto Receivables Trust 2026-1                            | FCCU 2026-1A A4                | CUSIP: 30343XAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4870000 | PA      | $4816472.37   | 0.07%             | 2032-03-15      | Fixed         | 4.32%                 | Yes           |                  2 | On Loan: No      |
| RCKT Trust 2025-PL1                                           | RCKTL 2025-1A B                | CUSIP: 74939RAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    310000 | PA      | $310780.92    | 0.00%             | 2034-07-25      | Fixed         | 4.99%                 | Yes           |                  2 | On Loan: No      |
| Lighthouse Park CLO Ltd                                       | LITPK 2025-1A A                | CUSIP: 53229VAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |   1630000 | PA      | $1627479.37   | 0.02%             | 2037-10-24      | Floating      | 5.03%                 | Yes           |                  2 | On Loan: No      |
| Lockheed Martin Corp                                          | LOCKHEED MARTIN                | CUSIP: 539830CK3<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |   2313000 | PA      | $2314412.17   | 0.03%             | 2028-08-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| GMF Floorplan Owner Revolving Trust                           | GFORT 2025-2A B                | CUSIP: 361886EF7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1020000 | PA      | $1026381.02   | 0.02%             | 2030-03-15      | Fixed         | 4.91%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN BS3263                      | CUSIP: 3140LDTV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   9430000 | PA      | $8850729.25   | 0.13%             | 2028-10-01      | Fixed         | 1.47%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates  | FHMS K745 A2                   | CUSIP: 3137H2NE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  14598166 | PA      | $13804567.04  | 0.21%             | 2028-08-25      | Fixed         | 1.66%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                          | ROYAL BK CANADA                | CUSIP: 78017FZS5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |  10000000 | PA      | $10009876.92  | 0.15%             | 2028-10-18      | Variable      | 4.52%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Private Bank NA                                | MORGAN STANLEY                 | CUSIP: 61776NZU0<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |  20000000 | PA      | $19928525.83  | 0.30%             | 2028-11-17      | Variable      | 4.20%                 | No            |                  2 | On Loan: No      |
| Durst Commercial Mortgage Trust 2025-151                      | DURST 2025-151 A               | CUSIP: 266895AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1020000 | PA      | $1029413.58   | 0.02%             | 2042-08-10      | Variable      | 4.80%                 | Yes           |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                                | EFF 2025-1 A3                  | CUSIP: 29390HAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2860000 | PA      | $2884748.15   | 0.04%             | 2029-02-20      | Fixed         | 4.82%                 | Yes           |                  2 | On Loan: No      |
| Synchrony Card Issuance Trust                                 | SYNIT 2025-A3 A                | CUSIP: 87166PAR2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  23980000 | PA      | $23888461.15  | 0.36%             | 2031-11-15      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes Series 2025-A              | ABCLN 2025-A A2                | CUSIP: 02007G5D1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6741947 | PA      | $6752284.16   | 0.10%             | 2033-06-15      | Fixed         | 4.45%                 | Yes           |                  2 | On Loan: No      |
| Constellation Energy Generation LLC                           | CONSTL ENRGY GEN               | CUSIP: 210385AP5<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |   3610000 | PA      | $3582998.14   | 0.05%             | 2028-01-08      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Harley-Davidson Motorcycle Tru                                | HDMOT 2025-A A4                | CUSIP: 41284XAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3960000 | PA      | $3999763.55   | 0.06%             | 2033-02-15      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO 21 Ltd                                            | ELM21 2022-8A AR2              | CUSIP: 289907AW7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |   2110000 | PA      | $2108582.92   | 0.03%             | 2038-10-15      | Floating      | 4.89%                 | Yes           |                  2 | On Loan: No      |
| Vanguard Cmt Funds-Vanguard Market Liquidity Fund             | Vanguard Market Liquidity Fund | CUSIP: N/A<br>LEI: 1I6HV0TLSTR3A4XQ6L78       | Long             | STIV             | CORP              | US        |    300798 | NS      | $30076810.42  | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Progress Residential 2024-SFR3 Trust                          | PROG 2024-SFR3 A               | CUSIP: 74331VAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7077102 | PA      | $6701647.16   | 0.10%             | 2041-06-17      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| NextGear Floorplan Master Owner Trust                         | NFMOT 2025-2A A2               | CUSIP: 65346CAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  15770000 | PA      | $15696871.36  | 0.24%             | 2030-10-15      | Fixed         | 4.23%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae-Aces                                               | FNA 2019-M18 A2                | CUSIP: 3136B56M2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1303361 | PA      | $1238824.22   | 0.02%             | 2029-08-25      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AN5171                      | CUSIP: 3138LHW91<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1039000 | PA      | $1031142.56   | 0.02%             | 2027-04-01      | Fixed         | 3.29%                 | No            |                  2 | On Loan: No      |
| BANK 2019-BNK24                                               | BANK 2019-BN24 A3              | CUSIP: 06540VBB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2020000 | PA      | $1904125.33   | 0.03%             | 2062-11-15      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| Ford Credit Floorplan Master Owner Trust A                    | FORDF 2024-4 A                 | CUSIP: 34528QJQ8<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-CBDO         | CORP              | US        |  14100000 | PA      | $14098501.17  | 0.21%             | 2031-09-15      | Fixed         | 4.40%                 | Yes           |                  2 | On Loan: No      |
| Enterprise Fleet Financing 2024-3 LLC                         | EFF 2024-3 A3                  | CUSIP: 29375QAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3710000 | PA      | $3740625.31   | 0.06%             | 2028-08-21      | Fixed         | 4.98%                 | Yes           |                  2 | On Loan: No      |
| Santander Drive Auto Receivabl                                | SDART 2025-2 B                 | CUSIP: 80287NAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5110000 | PA      | $5143193.03   | 0.08%             | 2031-05-15      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Ally Auto Receivables Trust 2025-1                            | ALLYA 2025-1 A4                | CUSIP: 02008KAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5490000 | PA      | $5467786.91   | 0.08%             | 2031-06-16      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AN8982                      | CUSIP: 3138LM6U2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1359287 | PA      | $1341230.76   | 0.02%             | 2028-05-01      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes Series 2024-A         | SBCLN 2024-A B                 | CUSIP: 80290CCJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    564898 | PA      | $571464.97    | 0.01%             | 2032-06-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Affirm Asset Securitization Trust 2025-X2                     | AFFRM 2025-X2 B                | CUSIP: 00835DAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    580000 | PA      | $579571.32    | 0.01%             | 2030-10-15      | Fixed         | 4.56%                 | Yes           |                  2 | On Loan: No      |
| CarMax Auto Owner Trust 2026-1                                | CARMX 2026-1 B                 | CUSIP: 14320XAF8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1350000 | PA      | $1341844.92   | 0.02%             | 2032-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust     | AERCAP IRELAND                 | CUSIP: 00774MBT1<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   7730000 | PA      | $7625428.64   | 0.11%             | 2029-02-28      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                  | UBS GROUP                      | CUSIP: 225401BK3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |  10000000 | PA      | $9888852.77   | 0.15%             | 2029-12-23      | Variable      | 4.15%                 | Yes           |                  2 | On Loan: No      |
| SMB Private Education Loan Trust 2017-B                       | SMB 2017-B A2A                 | CUSIP: 83189DAB6<br>LEI: 549300NWENTZ8X7JUC78 | Long             | ABS-CBDO         | CORP              | US        |      3915 | PA      | $3912.60      | 0.00%             | 2035-10-15      | Fixed         | 2.82%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley                                                | MORGAN STANLEY                 | CUSIP: 61747YEK7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4920900.57   | 0.07%             | 2028-01-21      | Variable      | 2.48%                 | No            |                  2 | On Loan: No      |
| Volkswagen Group of America Finance LLC                       | VOLKSWAGEN GRP                 | CUSIP: 928668CV2<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   1530000 | PA      | $1526080.22   | 0.02%             | 2027-09-11      | Fixed         | 4.45%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                           | JPMORGAN CHASE                 | CUSIP: 46647PAF3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  20213000 | PA      | $20023136.07  | 0.30%             | 2028-05-01      | Variable      | 3.54%                 | No            |                  2 | On Loan: No      |
| KSA Sukuk Ltd                                                 | KSA SUKUK LTD                  | CUSIP: N/A<br>LEI: 635400XBJFPNCGN9CK71       | Long             | DBT              | NUSS              | KY        |  29325000 | PA      | $29542632.56  | 0.44%             | 2027-06-04      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Otis Worldwide Corp                                           | OTIS WORLDWIDE                 | CUSIP: 68902VAK3<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4641246.82   | 0.07%             | 2030-02-15      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AN5449                      | CUSIP: 3138LJBT6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4188744 | PA      | $4139656.80   | 0.06%             | 2027-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                           | NEXTERA ENERGY                 | CUSIP: 65339KDG2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   6810000 | PA      | $6874111.73   | 0.10%             | 2028-02-04      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Issuer Trust 2025-3                      | GCAR 2025-3A B                 | CUSIP: 37989YAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1890000 | PA      | $1892923.07   | 0.03%             | 2030-01-15      | Fixed         | 4.57%                 | Yes           |                  2 | On Loan: No      |
| Basswood Park CLO Ltd                                         | BARK 2021-1A AR                | CUSIP: 070252AJ0<br>LEI: 5493005HSAGIQZIVAS94 | Long             | ABS-MBS          | CORP              | KY        |   1020000 | PA      | $1018092.09   | 0.02%             | 2034-04-20      | Floating      | 4.70%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Securities Trust 2016-JP3 | JPMCC 2016-JP3 A5              | CUSIP: 46590RAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    900000 | PA      | $893896.29    | 0.01%             | 2049-08-15      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| FCCU Auto Receivables Trust 2025-1                            | FCCU 2025-1A A4                | CUSIP: 31424YAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2510000 | PA      | $2542407.36   | 0.04%             | 2031-05-15      | Fixed         | 5.18%                 | Yes           |                  2 | On Loan: No      |
| Verizon Master Trust                                          | VZMT 2024-8 B                  | CUSIP: 92348KDP5<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |   7600000 | PA      | $7677390.80   | 0.12%             | 2030-11-20      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| RR 41 LTD                                                     | RRAM 2025-41A A1A              | CUSIP: 749764AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |   1290000 | PA      | $1288641.11   | 0.02%             | 2040-10-15      | Floating      | 5.21%                 | Yes           |                  2 | On Loan: No      |
| Verizon Master Trust                                          | VZMT 2025-4 A                  | CUSIP: 92348KEC3<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |   4600000 | PA      | $4660413.18   | 0.07%             | 2033-03-21      | Fixed         | 4.76%                 | Yes           |                  2 | On Loan: No      |
| BANK 2022-BNK40                                               | BANK 2022-BNK40 ASB            | CUSIP: 06541LBF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2100000 | PA      | $2031366.33   | 0.03%             | 2064-03-15      | Variable      | 3.39%                 | No            |                  2 | On Loan: No      |
| John Deere Owner Trust 2025-B                                 | JDOT 2025-B A4                 | CUSIP: 47800UAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3480000 | PA      | $3494620.52   | 0.05%             | 2032-06-15      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                              | US TREASURY N/B                | CUSIP: 91282CNU1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15000000 | PA      | $14937304.65  | 0.22%             | 2028-08-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2020-C58                | WFCM 2020-C58 ASB              | CUSIP: 95002UAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1314970 | PA      | $1252288.92   | 0.02%             | 2053-07-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| CNH Equipment Trust 2026-A                                    | CNH 2026-A A4                  | CUSIP: 189920AE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6940000 | PA      | $6892827.43   | 0.10%             | 2033-07-15      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| Perusahaan Perseroan Persero PT Perusahaan Listrik Negara     | PERUSAHAAN LISTR               | CUSIP: 71568QAE7<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |   1250000 | PA      | $1260071.83   | 0.02%             | 2028-05-21      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| BANK 2020-BNK30                                               | BANK 2020-BN30 ASB             | CUSIP: 06541UBQ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    647108 | PA      | $614051.99    | 0.01%             | 2053-12-15      | Fixed         | 1.67%                 | No            |                  2 | On Loan: No      |
| Ford Credit Floorplan Master Owner Trust A                    | FORDF 2024-1 A1                | CUSIP: 34528QJA3<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-CBDO         | CORP              | US        |  12110000 | PA      | $12250146.61  | 0.18%             | 2029-04-15      | Fixed         | 5.29%                 | Yes           |                  2 | On Loan: No      |
| Chase Auto Owner Trust 2024-2                                 | CHAOT 2024-2A B                | CUSIP: 16144CAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    840000 | PA      | $857590.69    | 0.01%             | 2030-01-25      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: No      |
| Oracle Corp                                                   | ORACLE CORP                    | CUSIP: 68389XCD5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   9267000 | PA      | $8831428.13   | 0.13%             | 2028-03-25      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| GM Financial Revolving Receiva                                | GMREV 2025-A B                 | CUSIP: 379932AB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    860000 | PA      | $873834.39    | 0.01%             | 2037-11-12      | Fixed         | 5.07%                 | Yes           |                  2 | On Loan: No      |
| Verizon Master Trust                                          | VZMT 2025-3 B                  | CUSIP: 92348KEA7<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |   3120000 | PA      | $3135484.56   | 0.05%             | 2030-03-20      | Fixed         | 4.77%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust                                    | LADAR 2025-1A B                | CUSIP: 505712AE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1330000 | PA      | $1345409.25   | 0.02%             | 2030-05-15      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates  | FHMS K-1511 A1                 | CUSIP: 3137FLYH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4147590 | PA      | $4061679.72   | 0.06%             | 2030-10-25      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                           | SUMITOMO MITSU                 | CUSIP: 86562MEJ5<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   2085000 | PA      | $2063699.94   | 0.03%             | 2029-01-15      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp                                         | TRUIST FINANCIAL               | CUSIP: 89788MAN2<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $7017918.28   | 0.11%             | 2027-06-08      | Variable      | 6.05%                 | No            |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes Series 2024-A              | ABCLN 2024-A A2                | CUSIP: 02007GZ48<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    790869 | PA      | $802323.61    | 0.01%             | 2032-05-17      | Fixed         | 5.68%                 | Yes           |                  2 | On Loan: No      |
| Progress Residential 2022-SFR3 Trust                          | PROG 2022-SFR3 A               | CUSIP: 74331UAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3852143 | PA      | $3795794.76   | 0.06%             | 2039-04-17      | Fixed         | 3.20%                 | Yes           |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitization Trust 2024-C                | HALST 2024-C B                 | CUSIP: 448984AF1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4690000 | PA      | $4729453.22   | 0.07%             | 2029-02-15      | Fixed         | 4.97%                 | Yes           |                  2 | On Loan: No      |
| CENT 2025-CITY                                                | CENT 2025-CITY A               | CUSIP: 12517TAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2280000 | PA      | $2296350.79   | 0.03%             | 2040-07-10      | Variable      | 4.92%                 | Yes           |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust 2024-B                      | WOART 2024-B A4                | CUSIP: 98164HAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8920000 | PA      | $9064586.06   | 0.14%             | 2030-07-15      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| First Investors Auto Owner Trust 2025-1                       | FIAOT 2025-1A B                | CUSIP: 32059WAG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $996408.90    | 0.01%             | 2031-01-15      | Fixed         | 4.39%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2018-GS10                        | GSMS 2018-GS10 A5              | CUSIP: 36250SAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $247613.90    | 0.00%             | 2051-07-10      | Variable      | 4.16%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN BL1852                      | CUSIP: 3140HTBW8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1764890 | PA      | $1734260.29   | 0.03%             | 2029-03-01      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| Truist Bank                                                   | TRUIST BANK                    | CUSIP: 89788JAF6<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |   6430000 | PA      | $6429399.10   | 0.10%             | 2028-07-24      | Variable      | 4.42%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust 2025-B                      | WOART 2025-B A4                | CUSIP: 98164TAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4760000 | PA      | $4790947.62   | 0.07%             | 2031-08-15      | Fixed         | 4.53%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO IV Ltd                            | BSP 2014-IVA AR5               | CUSIP: 08180FCG4<br>LEI: 5493002BNZCV0YE1MG83 | Long             | ABS-MBS          | CORP              | KY        |   1420000 | PA      | $1419017.50   | 0.02%             | 2038-10-20      | Floating      | 4.92%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2025-R04                  | CAS 2025-R04 1A1               | CUSIP: 20755TAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    753376 | PA      | $753542.08    | 0.01%             | 2045-05-25      | Floating      | 4.66%                 | Yes           |                  2 | On Loan: No      |
| RKTL 2026-1                                                   | RKTL 2026-1A B                 | CUSIP: 74990JAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    740000 | PA      | $735082.77    | 0.01%             | 2035-02-26      | Fixed         | 4.33%                 | Yes           |                  2 | On Loan: No      |
| CSAIL 2016-C7 Commercial Mortgage Trust                       | CSAIL 2016-C7 A5               | CUSIP: 12637UAW9<br>LEI: 5493006MX7HG5PC85C29 | Long             | ABS-MBS          | CORP              | US        |    900000 | PA      | $894786.03    | 0.01%             | 2049-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                              | US TREASURY N/B                | CUSIP: 91282CGH8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  55979000 | PA      | $55664118.13  | 0.83%             | 2028-01-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Porsche Financial Auto Securitization Trust 2023-2            | PFAST 2023-2A A4               | CUSIP: 732916AE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7430000 | PA      | $7508987.59   | 0.11%             | 2031-11-24      | Fixed         | 5.79%                 | Yes           |                  2 | On Loan: No      |
| Galaxy Pipeline Assets Bidco Ltd                              | GALAXY PIPELINE                | CUSIP: N/A<br>LEI: 549300L82YB0C6JQIC26       | Long             | DBT              | CORP              | JE        |    513905 | PA      | $454957.94    | 0.01%             | 2034-03-31      | Fixed         | 2.16%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                              | US TREASURY N/B                | CUSIP: 91282CNX5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  20247000 | PA      | $19997076.09  | 0.30%             | 2030-08-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| RTX Corp                                                      | UNITED TECH CORP               | CUSIP: 913017BA6<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    675000 | PA      | $741245.06    | 0.01%             | 2029-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                              | US TREASURY N/B                | CUSIP: 91282CJN2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  29528000 | PA      | $29936316.73  | 0.45%             | 2028-11-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Eaton Corp                                                    | EATON CORP                     | CUSIP: 278058DV1<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |  14090000 | PA      | $13992547.17  | 0.21%             | 2028-03-06      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Onemain Financial Issuance Trust 2025-1                       | OMFIT 2025-1A B                | CUSIP: 68270DAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1310000 | PA      | $1313728.92   | 0.02%             | 2038-07-14      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| Compass Datacenters Issuer III LLC                            | CMDC 2026-1A A22               | CUSIP: 20469BAG2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2320000 | PA      | $2272081.10   | 0.03%             | 2056-02-25      | Fixed         | 5.29%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2018-C48                | WFCM 2018-C48 A5               | CUSIP: 95001RAX7<br>LEI: 549300REQJRID6TODX95 | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $248653.25    | 0.00%             | 2052-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitization Trust 2026-A                | HALST 2026-A B                 | CUSIP: 448970AF0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3030000 | PA      | $3013553.16   | 0.05%             | 2030-05-15      | Fixed         | 4.16%                 | Yes           |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust 2024-P4                        | CRVNA 2024-P4 A4               | CUSIP: 14076LAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7070000 | PA      | $7118026.51   | 0.11%             | 2030-12-10      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| AutoNation Finance Trust 2025-1                               | DRVPNK 2025-1A B               | CUSIP: 05330QAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1040000 | PA      | $1050242.75   | 0.02%             | 2030-08-12      | Fixed         | 5.03%                 | Yes           |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                                | EFF 2025-2 A4                  | CUSIP: 29375TAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6210000 | PA      | $6249211.18   | 0.09%             | 2031-12-22      | Fixed         | 4.58%                 | Yes           |                  2 | On Loan: No      |
| CarMax Auto Owner Trust 2024-4                                | CARMX 2024-4 A4                | CUSIP: 14290DAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3050000 | PA      | $3078591.31   | 0.05%             | 2030-04-15      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                 | INTERCONTINENT                 | CUSIP: 45866FAU8<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4981272.50   | 0.07%             | 2027-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DLLMT 2026-1 LLC                                              | DLLMT 2026-1A A4               | CUSIP: 23347JAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2030000 | PA      | $2027860.99   | 0.03%             | 2033-09-20      | Fixed         | 4.36%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AN6282                      | CUSIP: 3138LJ6U9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  12770678 | PA      | $12602917.56  | 0.19%             | 2027-08-01      | Fixed         | 3.01%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AN7661                      | CUSIP: 3138LLQP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  23344381 | PA      | $22953423.28  | 0.34%             | 2027-12-01      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| Navient Refinance Loan Trust 2025-C                           | NAVRL 2025-C A                 | CUSIP: 638973AA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5101613 | PA      | $5074529.89   | 0.08%             | 2055-10-15      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| Carmax Auto Owner Trust 2025-1                                | CARMX 2025-1 A3                | CUSIP: 14319WAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  15670000 | PA      | $15777455.46  | 0.24%             | 2030-01-15      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| Voya CLO 2022-3 Ltd                                           | VOYA 2022-3A A1R2              | CUSIP: 92891LAP7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | JE        |   1200000 | PA      | $1198202.76   | 0.02%             | 2036-10-20      | Floating      | 4.80%                 | Yes           |                  2 | On Loan: No      |
| Verizon Master Trust                                          | VZMT 2024-3 B                  | CUSIP: 92348KCS0<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |   1350000 | PA      | $1365484.10   | 0.02%             | 2030-04-22      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust 2024-2              | SFAST 2024-2A A4               | CUSIP: 78397XAD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2660000 | PA      | $2704556.06   | 0.04%             | 2030-08-20      | Fixed         | 5.26%                 | Yes           |                  2 | On Loan: No      |
| Enterprise Fleet Financing 2026-1 LLC                         | EFF 2026-1 A3                  | CUSIP: 29376JAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  12500000 | PA      | $12423382.50  | 0.19%             | 2030-03-20      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae-Aces                                               | FNA 2019-M5 A2                 | CUSIP: 3136B4KB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  11495234 | PA      | $11239825.32  | 0.17%             | 2029-02-25      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| ARI Fleet Lease Trust 2025-A                                  | ARIFL 2025-A A3                | CUSIP: 04033CAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3370000 | PA      | $3386333.38   | 0.05%             | 2034-01-17      | Fixed         | 4.46%                 | Yes           |                  2 | On Loan: No      |
| First National Master Note Trust                              | FNMNT 2025-1 A                 | CUSIP: 32113CCE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  12710000 | PA      | $12867240.49  | 0.19%             | 2030-02-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Fedex Freight Holding Co Inc                                  | FEDEX FREIGHT HO               | CUSIP: 314352AA3<br>LEI: 984500Y1DA5A58ICE336 | Long             | DBT              | CORP              | US        |   1420000 | PA      | $1402847.27   | 0.02%             | 2029-03-15      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| Credit Agricole SA                                            | CRED AGRICOLE SA               | CUSIP: 22535WAL1<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   1780000 | PA      | $1780914.35   | 0.03%             | 2028-09-11      | Variable      | 4.63%                 | Yes           |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust 2025-C                      | WOART 2025-C B                 | CUSIP: 981936AE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1500000 | PA      | $1499431.80   | 0.02%             | 2031-11-17      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                          | VZMT 2023-6 B                  | CUSIP: 92348VAB5<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |   3950000 | PA      | $3995299.79   | 0.06%             | 2031-09-22      | Fixed         | 4.86%                 | Yes           |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                              | BANK OF NY MELLO               | CUSIP: 06406RBX4<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |  20000000 | PA      | $20148403.41  | 0.30%             | 2028-07-21      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| Dryden 113 CLO Ltd                                            | DRSLF 2022-113A AR3            | CUSIP: 26253EBK3<br>LEI: 254900XN9Y85HJGYJ219 | Long             | ABS-MBS          | CORP              | JE        |    470000 | PA      | $469044.49    | 0.01%             | 2037-10-15      | Floating      | 4.76%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2020-GC47                        | GSMS 2020-GC47 A5              | CUSIP: 36258RBA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5925000 | PA      | $5430241.76   | 0.08%             | 2053-05-12      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                    | US BANCORP                     | CUSIP: 91159HJC5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |  30051000 | PA      | $29528292.49  | 0.44%             | 2028-01-27      | Variable      | 2.21%                 | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust 2026-1              | SFAST 2026-1A B                | CUSIP: 81885FAF3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4610000 | PA      | $4536866.04   | 0.07%             | 2032-06-21      | Fixed         | 4.27%                 | Yes           |                  2 | On Loan: No      |
| Fidelity National Information Services Inc                    | FIDELITY NATL IN               | CUSIP: 31620MCA2<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |   3530000 | PA      | $3519708.82   | 0.05%             | 2028-03-10      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| GMF Floorplan Owner Revolving Trust                           | GFORT 2023-2 A                 | CUSIP: 361886CW2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10480000 | PA      | $10706246.43  | 0.16%             | 2030-06-15      | Fixed         | 5.34%                 | Yes           |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust 2021-P3                        | CRVNA 2021-P3 A4               | CUSIP: 14687JAF6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1167866 | PA      | $1163531.22   | 0.02%             | 2027-06-10      | Fixed         | 1.03%                 | No            |                  2 | On Loan: No      |
| Carmax Auto Owner Trust 2023-2                                | CARMX 2023-2 A4                | CUSIP: 142921AE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3280000 | PA      | $3306787.43   | 0.05%             | 2028-11-15      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co Lp / PTL Finance Corp                 | PENSKE TRUCK LE                | CUSIP: 709599BN3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  12955000 | PA      | $12921390.78  | 0.19%             | 2027-07-01      | Fixed         | 4.40%                 | Yes           |                  2 | On Loan: No      |
| GLS Auto Receivables Issuer Trust 2026-1                      | GCAR 2026-1A B                 | CUSIP: 36274AAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4740000 | PA      | $4706362.59   | 0.07%             | 2030-08-17      | Fixed         | 4.22%                 | Yes           |                  2 | On Loan: No      |
| World Omni Automobile Lease Securitization Trust 2024-A       | WOLS 2024-A B                  | CUSIP: 981946AF3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    190000 | PA      | $191703.67    | 0.00%             | 2029-09-17      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| AutoNation Finance Trust 2025-1                               | DRVPNK 2025-1A A4              | CUSIP: 05330QAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2810000 | PA      | $2832246.21   | 0.04%             | 2030-06-10      | Fixed         | 4.76%                 | Yes           |                  2 | On Loan: No      |
| UBS AG/London                                                 | UBS AG LONDON                  | CUSIP: 902674ZW3<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | DBT              | CORP              | CH        |  10000000 | PA      | $10315851.85  | 0.15%             | 2028-09-11      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                              | US TREASURY N/B                | CUSIP: 91282CET4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  73785000 | PA      | $72790632.02  | 1.09%             | 2027-05-31      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Loan Extended Note Trust 2024-1                   | TALNT 2024-1A A                | CUSIP: 89231JAA0<br>LEI: 254900CVU48B7WLCPS92 | Long             | ABS-CBDO         | CORP              | US        |   2610000 | PA      | $2679919.55   | 0.04%             | 2036-11-25      | Fixed         | 5.16%                 | Yes           |                  2 | On Loan: No      |
| SMB Private Education Loan Trust 2026-A                       | SMB 2026-A A1A                 | CUSIP: 78451MAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7080000 | PA      | $6989171.39   | 0.10%             | 2053-12-15      | Fixed         | 4.68%                 | Yes           |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                            | CAN IMPERIAL BK                | CUSIP: 13607PHT4<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   5250000 | PA      | $5251918.31   | 0.08%             | 2027-09-11      | Variable      | 4.51%                 | No            |                  2 | On Loan: No      |
| Ally Auto Receivables Trust 2024-2                            | ALLYA 2024-2 A4                | CUSIP: 02007NAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3720000 | PA      | $3715295.69   | 0.06%             | 2030-10-15      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| Chase Auto Owner Trust 2024-1                                 | CHAOT 2024-1A A4               | CUSIP: 16144BAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3990000 | PA      | $4039460.04   | 0.06%             | 2029-10-25      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| WEC Energy Group Inc                                          | WEC ENERGY GROUP               | CUSIP: 92939UAJ5<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |  10025000 | PA      | $10135601.10  | 0.15%             | 2027-10-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2017-C4                   | CGCMT 2017-C4 A4               | CUSIP: 17326FAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    590000 | PA      | $581198.44    | 0.01%             | 2050-10-12      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN BS2194                      | CUSIP: 3140LCNL1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    570000 | PA      | $535979.84    | 0.01%             | 2028-06-01      | Fixed         | 1.23%                 | No            |                  2 | On Loan: No      |
| BFLD Commercial Mortgage Trust 2025-5MW                       | BFLD 2025-5MW A                | CUSIP: 088921AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1660000 | PA      | $1646900.11   | 0.02%             | 2042-10-10      | Variable      | 4.67%                 | Yes           |                  2 | On Loan: No      |
| Ingersoll Rand Inc                                            | INGERSOLL RAND                 | CUSIP: 45687VAC0<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |  12901000 | PA      | $13015592.63  | 0.20%             | 2027-06-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| GE HealthCare Technologies Inc                                | GE HEALTHCARE                  | CUSIP: 36266GAA5<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10090298.39  | 0.15%             | 2029-08-14      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Honda Auto Receivables 2024-4 Owner Trust                     | HAROT 2024-4 A4                | CUSIP: 43816DAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2160000 | PA      | $2167050.89   | 0.03%             | 2030-12-16      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitization Trust 2025-C                | HALST 2025-C B                 | CUSIP: 44935GAF9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1880000 | PA      | $1887136.29   | 0.03%             | 2029-11-15      | Fixed         | 4.57%                 | Yes           |                  2 | On Loan: No      |
| Capital Street Master Trust                                   | CAPST 2025-1 A                 | CUSIP: 14051LAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   9990000 | PA      | $9972613.40   | 0.15%             | 2029-08-16      | Floating      | 4.77%                 | Yes           |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust/Ford Credit                      | FORDR 2025-1 A                 | CUSIP: 34532MAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  48913000 | PA      | $49768199.78  | 0.75%             | 2037-08-15      | Variable      | 4.86%                 | Yes           |                  2 | On Loan: No      |
| Affirm Master Trust                                           | AFRMT 2026-2A A                | CUSIP: 00833KAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  12460000 | PA      | $12458613.20  | 0.19%             | 2035-04-16      | Fixed         | 4.67%                 | Yes           |                  2 | On Loan: No      |
| GMF Floorplan Owner Revolving Trust                           | GFORT 2024-1A A1               | CUSIP: 361886DA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  17420000 | PA      | $17572315.25  | 0.26%             | 2029-03-15      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust 2025-2                  | WLAKE 2025-2A A3               | CUSIP: 96041KAD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4030000 | PA      | $4041609.62   | 0.06%             | 2029-05-15      | Fixed         | 4.51%                 | Yes           |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                                       | CARMX 2025-2 B                 | CUSIP: 14320AAF8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    650000 | PA      | $658751.34    | 0.01%             | 2030-11-15      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Lease Trust 2025-A                                | NALT 2025-A A4                 | CUSIP: 65479XAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5130000 | PA      | $5171183.64   | 0.08%             | 2029-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Dell Equipment Finance Trust                                  | DEFT 2025-1 A3                 | CUSIP: 24703UAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2710000 | PA      | $2722947.03   | 0.04%             | 2031-02-24      | Fixed         | 4.61%                 | Yes           |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust 2024-REV1                        | FORDR 2024-1 A                 | CUSIP: 34533BAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  35080000 | PA      | $35587747.92  | 0.53%             | 2036-08-15      | Variable      | 4.87%                 | Yes           |                  2 | On Loan: No      |
| HSBC Holdings PLC                                             | HSBC HOLDINGS                  | CUSIP: 404280EQ8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   4925000 | PA      | $4950543.75   | 0.07%             | 2029-03-03      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| Progress Residential 2025-SFR3 Trust                          | PROG 2025-SFR3 A               | CUSIP: 74334BAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8400000 | PA      | $7942019.40   | 0.12%             | 2042-07-17      | Fixed         | 3.39%                 | Yes           |                  2 | On Loan: No      |
| Enbridge Inc                                                  | ENBRIDGE INC                   | CUSIP: 29250NCB9<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |  10000000 | PA      | $10211824.27  | 0.15%             | 2029-04-05      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| COMM 2019-GC44 Mortgage Trust                                 | COMM 2019-GC44 A5              | CUSIP: 12655TBM0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    130000 | PA      | $122725.68    | 0.00%             | 2057-08-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                      | AESOP 2024-3A A                | CUSIP: 05377RJK1<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-CBDO         | CORP              | US        |   6180000 | PA      | $6282322.88   | 0.09%             | 2030-12-20      | Fixed         | 5.23%                 | Yes           |                  2 | On Loan: No      |
| Welltower OP LLC                                              | WELLTOWER INC                  | CUSIP: 95040QAD6<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |  10283000 | PA      | $10274279.58  | 0.15%             | 2028-04-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust 2024-3                             | LADAR 2024-3A A4               | CUSIP: 505709AD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2190000 | PA      | $2202212.75   | 0.03%             | 2029-12-17      | Fixed         | 4.60%                 | Yes           |                  2 | On Loan: No      |
| Williams Cos Inc/The                                          | WILLIAMS COS INC               | CUSIP: 969457CK4<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |  10120000 | PA      | $10327572.91  | 0.15%             | 2028-08-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust 2024-1     | GMCAR 2024-1 A4                | CUSIP: 36268GAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3040000 | PA      | $3067858.86   | 0.05%             | 2029-06-18      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust 2023-REV1                        | FORDR 2023-1 A                 | CUSIP: 34535QAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10580000 | PA      | $10689863.78  | 0.16%             | 2035-08-15      | Fixed         | 4.85%                 | Yes           |                  2 | On Loan: No      |
| Augusta SpinCo Corp                                           | AUGUSTA SPINCO C               | CUSIP: 051473AB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4545000 | PA      | $4542316.57   | 0.07%             | 2027-09-23      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                             | HSBC HOLDINGS                  | CUSIP: 404280EM7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   5000000 | PA      | $5038968.15   | 0.08%             | 2028-11-19      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                               | PHILIP MORRIS IN               | CUSIP: 718172DX4<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   2260000 | PA      | $2239779.11   | 0.03%             | 2028-10-27      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                | LOWE'S COS INC                 | CUSIP: 548661EU7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    630000 | PA      | $624599.43    | 0.01%             | 2028-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust 2025-1     | GMCAR 2025-1 A4                | CUSIP: 362955AE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3830000 | PA      | $3871134.97   | 0.06%             | 2030-08-16      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| AMSR 2025-SFR2 Trust                                          | AMSR 2025-SFR2 A               | CUSIP: 00180BAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5210000 | PA      | $5094840.24   | 0.08%             | 2042-11-17      | Fixed         | 4.28%                 | Yes           |                  2 | On Loan: No      |
| State Street Corp                                             | STATE STREET CRP               | CUSIP: 857477DA8<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   2505000 | PA      | $2509681.54   | 0.04%             | 2028-04-24      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                              | US TREASURY N/B                | CUSIP: 91282CLK5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  26183000 | PA      | $25981513.70  | 0.39%             | 2029-08-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                      | AESOP 2022-4A A                | CUSIP: 05377RFP4<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-CBDO         | CORP              | US        |   1910000 | PA      | $1920658.95   | 0.03%             | 2029-02-20      | Fixed         | 4.77%                 | Yes           |                  2 | On Loan: No      |
| RTX Corp                                                      | UNITED TECH CORP               | CUSIP: 913017CY3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $14940844.20  | 0.22%             | 2028-11-16      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| New Issuer: BB Company ID:71968132                            | DEFT 2024-2 A3                 | CUSIP: 24704EAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4500000 | PA      | $4516380.00   | 0.07%             | 2030-08-22      | Fixed         | 4.59%                 | Yes           |                  2 | On Loan: No      |
| Nissan Auto Lease Trust 2026-A                                | NALT 2026-A B                  | CUSIP: 65481HAF0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4880000 | PA      | $4823110.42   | 0.07%             | 2030-02-15      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2020-GSA2                        | GSMS 2020-GSA2 A5              | CUSIP: 36264KAV2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1360000 | PA      | $1193225.38   | 0.02%             | 2053-12-12      | Fixed         | 2.01%                 | No            |                  2 | On Loan: No      |
| Stellantis Financial Underwritten Enhanced Lease Trust 2025-B | SFUEL 2025-BA B                | CUSIP: 858933AE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    780000 | PA      | $777124.76    | 0.01%             | 2029-07-20      | Fixed         | 4.47%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                              | US TREASURY N/B                | CUSIP: 91282CPK1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  61411000 | PA      | $60921631.09  | 0.91%             | 2028-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AN6611                      | CUSIP: 3138LKKZ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    827851 | PA      | $815534.95    | 0.01%             | 2027-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust 2026-1                    | EART 2026-1A B                 | CUSIP: 30168HAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1820000 | PA      | $1807868.79   | 0.03%             | 2030-10-15      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| NXP BV / NXP Funding LLC / NXP USA Inc                        | NXP BV/NXP FDG                 | CUSIP: 62954HBF4<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |   5406000 | PA      | $5382371.41   | 0.08%             | 2028-08-19      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AN3908                      | CUSIP: 3138LGKW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4364081 | PA      | $4258708.02   | 0.06%             | 2029-01-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Tesla Lease Electric Vehicle Securitization 2025-A LLC        | TLEVS 2025-A B                 | CUSIP: 88162VAF7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1200000 | PA      | $1202096.64   | 0.02%             | 2029-06-20      | Fixed         | 4.79%                 | Yes           |                  2 | On Loan: No      |
| Progress Residential Trust                                    | PROG 2025-SFR2 A               | CUSIP: 74334GAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2534135 | PA      | $2387794.21   | 0.04%             | 2042-04-17      | Fixed         | 3.31%                 | Yes           |                  2 | On Loan: No      |
| Volkswagen Auto Loan Enhanced Trust 2024-1                    | VALET 2024-1 A4                | CUSIP: 92868RAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2380000 | PA      | $2404623.24   | 0.04%             | 2031-06-20      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Transmission LLC                                  | FIRSTENERGY TRAN               | CUSIP: 33767BAD1<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |   2384000 | PA      | $2292604.41   | 0.03%             | 2028-09-15      | Fixed         | 2.87%                 | Yes           |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust 2025-2                  | GMALT 2025-2 B                 | CUSIP: 362962AF9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1840000 | PA      | $1854772.62   | 0.03%             | 2029-04-20      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                      | AESOP 2023-8A A                | CUSIP: 05377RHM9<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-CBDO         | CORP              | US        |  12430000 | PA      | $12889031.20  | 0.19%             | 2030-02-20      | Fixed         | 6.02%                 | Yes           |                  2 | On Loan: No      |
| American Honda Finance Corp                                   | AMERICAN HONDA F               | CUSIP: 02665WFT3<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   3125000 | PA      | $3121558.50   | 0.05%             | 2027-10-22      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp                           | CATERPILLAR FINL               | CUSIP: 14913UBJ8<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |   9474000 | PA      | $9354876.76   | 0.14%             | 2029-02-23      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| New Issuer: BB Company ID:71577453                            | GMCAR 2024-2 A4                | CUSIP: 379931AE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7310000 | PA      | $7412987.67   | 0.11%             | 2029-09-17      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| BMO 2024-5C4 Mortgage Trust                                   | BMO 2024-5C4 A3                | CUSIP: 09660SAU4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1480000 | PA      | $1550775.52   | 0.02%             | 2057-05-15      | Variable      | 6.53%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                      | AESOP 2024-1A A                | CUSIP: 05377RHY3<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-CBDO         | CORP              | US        |   7650000 | PA      | $7818055.97   | 0.12%             | 2030-06-20      | Fixed         | 5.36%                 | Yes           |                  2 | On Loan: No      |
| Nelnet Student Loan Trust 2026-A                              | NSLT 2026-A A1B                | CUSIP: 64032UAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  12832295 | PA      | $12881832.81  | 0.19%             | 2061-02-21      | Floating      | 4.97%                 | Yes           |                  2 | On Loan: No      |
| BBCMS Trust 2021-C10                                          | BBCMS 2021-C10 ASB             | CUSIP: 05551VBG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7740000 | PA      | $7312279.09   | 0.11%             | 2054-07-15      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                           | JPMORGAN CHASE                 | CUSIP: 46647PFG6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  11665000 | PA      | $11499344.08  | 0.17%             | 2032-01-22      | Variable      | 4.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                               | FNA 2018-M10 A2                | CUSIP: 3136B2HA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   6703346 | PA      | $6604422.49   | 0.10%             | 2028-07-25      | Variable      | 3.37%                 | No            |                  2 | On Loan: No      |
| Israel Government International Bond                          | STATE OF ISRAEL                | CUSIP: 46515CJY1<br>LEI: N/A                  | Long             | DBT              | NUSS              | IL        |  11993000 | PA      | $11749033.09  | 0.18%             | 2031-01-13      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN BL9563                      | CUSIP: 3140J2TV8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   6279604 | PA      | $5971534.43   | 0.09%             | 2027-12-01      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                               | FNA 2019-M12 A2                | CUSIP: 3136B5NV3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2967557 | PA      | $2861262.34   | 0.04%             | 2029-06-25      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                            | MITSUB UFJ FIN                 | CUSIP: 606822CE2<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   5000000 | PA      | $4980758.31   | 0.07%             | 2028-04-19      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| World Omni Automobile Lease Se                                | WOLS 2025-A A4                 | CUSIP: 98164PAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3530000 | PA      | $3545359.74   | 0.05%             | 2030-05-15      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| Mosaic Co/The                                                 | MOSAIC CO                      | CUSIP: 61945CAJ2<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4973467.53   | 0.07%             | 2029-01-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AN2610                      | CUSIP: 3138LE3U3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2266902 | PA      | $2177286.16   | 0.03%             | 2028-09-01      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust 2026-1                  | WLAKE 2026-1A B                | CUSIP: 96043BAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4120000 | PA      | $4101150.59   | 0.06%             | 2031-05-15      | Fixed         | 4.20%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                   | GOLDMAN SACHS GP               | CUSIP: 38145GAP5<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  17860000 | PA      | $17741729.76  | 0.27%             | 2029-01-21      | Variable      | 4.15%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                  | BARCLAYS PLC                   | CUSIP: 06738ECX1<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   3879000 | PA      | $3910332.94   | 0.06%             | 2029-02-25      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| BANK 2017-BNK6                                                | BANK 2017-BNK6 A5              | CUSIP: 060352AF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    420000 | PA      | $415580.30    | 0.01%             | 2060-07-15      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2026-5C40                                | BBCMS 2026-5C40 A3             | CUSIP: 05557AAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    980000 | PA      | $1000118.52   | 0.01%             | 2059-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                                      | MARSH & MCLENNAN               | CUSIP: 571748BY7<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |   3110000 | PA      | $3124570.08   | 0.05%             | 2027-11-08      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                   | ORACLE CORP                    | CUSIP: 68389XDW2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1414000 | PA      | $1395833.37   | 0.02%             | 2029-02-04      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables 2026-A Owner Trust                    | TAOT 2026-A A4                 | CUSIP: 89240KAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  20000000 | PA      | $19836192.00  | 0.30%             | 2031-07-15      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN BS5227                      | CUSIP: 3140LFYZ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    745940 | PA      | $712653.11    | 0.01%             | 2029-04-01      | Fixed         | 2.51%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2018-C45                | WFCM 2018-C45 A4               | CUSIP: 95001NAY4<br>LEI: 5493006021R83VCLAO08 | Long             | ABS-MBS          | CORP              | US        |    870000 | PA      | $862943.69    | 0.01%             | 2051-06-15      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| Mars Inc                                                      | MARS INC                       | CUSIP: 571676AX3<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |  38285000 | PA      | $38507198.87  | 0.58%             | 2028-03-01      | Fixed         | 4.60%                 | Yes           |                  2 | On Loan: No      |
| NextGear Floorplan Master Owner Trust                         | NFMOT 2026-1A A2               | CUSIP: 65341KCJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  19900000 | PA      | $19707007.81  | 0.30%             | 2031-02-18      | Fixed         | 4.07%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                              | US TREASURY N/B                | CUSIP: 91282CNK3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13900000 | PA      | $13880996.06  | 0.21%             | 2030-06-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Benchmark 2021-B29 Mortgage Trust                             | BMARK 2021-B29 ASB             | CUSIP: 08163JAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    906000 | PA      | $849007.25    | 0.01%             | 2054-09-15      | Fixed         | 2.21%                 | No            |                  2 | On Loan: No      |
| AutoNation Finance Trust 2026-1                               | DRVPNK 2026-1A B               | CUSIP: 05330WAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1660000 | PA      | $1649856.74   | 0.02%             | 2031-06-11      | Fixed         | 4.42%                 | Yes           |                  2 | On Loan: No      |
| Carmax Auto Owner Trust 2025-3                                | CARMX 2025-3 A4                | CUSIP: 14290FAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5080000 | PA      | $5104544.53   | 0.08%             | 2031-01-15      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust 2026-REV1                        | FORDR 2026-1 A                 | CUSIP: 34532XAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  34600000 | PA      | $34336690.54  | 0.51%             | 2038-08-15      | Variable      | 4.32%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Bank NA                                        | MORGAN STANLEY B               | CUSIP: 61690DK72<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |  19800000 | PA      | $20012343.43  | 0.30%             | 2029-01-12      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| AmeriCredit Automobile Receivables Trust 2025-1               | AMCAR 2025-1 B                 | CUSIP: 03067FAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1470000 | PA      | $1463067.48   | 0.02%             | 2030-10-18      | Fixed         | 4.21%                 | Yes           |                  2 | On Loan: No      |
| Chase Auto Owner Trust 2024-3                                 | CHAOT 2024-3A A4               | CUSIP: 16144LAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8120000 | PA      | $8234917.49   | 0.12%             | 2029-12-25      | Fixed         | 5.08%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                              | US TREASURY N/B                | CUSIP: 91282CFB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  57730000 | PA      | $56920426.81  | 0.85%             | 2027-07-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust 2025-1     | GMCAR 2025-1 B                 | CUSIP: 362955AF3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    230000 | PA      | $232612.46    | 0.00%             | 2030-08-16      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                          | VZMT 2024-2 A                  | CUSIP: 92348KCH4<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |  24290000 | PA      | $24637074.95  | 0.37%             | 2031-12-22      | Fixed         | 4.83%                 | Yes           |                  2 | On Loan: No      |
| American Heritage Auto Receivables Trust 2024-1               | AHART 2024-1A A4               | CUSIP: 026944AD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1890000 | PA      | $1898752.97   | 0.03%             | 2030-06-17      | Fixed         | 5.07%                 | Yes           |                  2 | On Loan: No      |
| Wellington Management CLO 1 Ltd                               | WELLI 2023-1A AR               | CUSIP: 94957JAJ3<br>LEI: 213800W7PWM3WCMD7X28 | Long             | ABS-MBS          | CORP              | JE        |    860000 | PA      | $859426.64    | 0.01%             | 2038-10-20      | Floating      | 4.90%                 | Yes           |                  2 | On Loan: No      |
| HPEFS Equipment Trust 2025-1                                  | HPEFS 2025-1A B                | CUSIP: 40446EAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    640000 | PA      | $640011.84    | 0.01%             | 2032-09-20      | Fixed         | 4.51%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae-Aces                                               | FNA 2018-M8 A2                 | CUSIP: 3136B2GX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   9249931 | PA      | $9110145.73   | 0.14%             | 2028-06-25      | Variable      | 3.31%                 | No            |                  2 | On Loan: No      |
| GMF Floorplan Owner Revolving Trust                           | GFORT 2024-4A A1               | CUSIP: 361886DQ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  28220000 | PA      | $28427848.77  | 0.43%             | 2029-11-15      | Fixed         | 4.73%                 | Yes           |                  2 | On Loan: No      |
| World Omni Select Auto Trust 2025-A                           | WOSAT 2025-A A3                | CUSIP: 98164UAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7180000 | PA      | $7141459.20   | 0.11%             | 2031-08-15      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| Trafigura Securitisation Finance PLC                          | TRFIG 2024-1A A2               | CUSIP: 892725AX0<br>LEI: 549300CH6S10UEZXWN56 | Long             | ABS-CBDO         | CORP              | IE        |  12150000 | PA      | $12167799.75  | 0.18%             | 2027-11-15      | Fixed         | 5.98%                 | Yes           |                  2 | On Loan: No      |
| MMAF Equipment Finance LLC 2020-A                             | MMAF 2020-A A3                 | CUSIP: 60700MAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2359142 | PA      | $2348014.44   | 0.04%             | 2027-04-09      | Fixed         | 0.97%                 | Yes           |                  2 | On Loan: No      |
| Affirm Master Trust Series 2025-3                             | AFRMT 2025-3A B                | CUSIP: 00833BAP3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    410000 | PA      | $407457.34    | 0.01%             | 2034-10-16      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes Series 2024-B         | SBCLN 2024-B B                 | CUSIP: 80280BAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    211816 | PA      | $213053.58    | 0.00%             | 2033-01-18      | Fixed         | 4.96%                 | Yes           |                  2 | On Loan: No      |
| BNP Paribas SA                                                | BNP PARIBAS                    | CUSIP: 09659W3C6<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   4015000 | PA      | $4025523.18   | 0.06%             | 2029-05-09      | Variable      | 4.79%                 | Yes           |                  2 | On Loan: No      |
| GM Financial Revolving Receivables Trust 2025-1               | GMREV 2025-1 B                 | CUSIP: 36271NAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    370000 | PA      | $372405.56    | 0.01%             | 2037-12-11      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| Hyundai Floorplan Master Owner Trust                          | HFMOT 2025-1A A                | CUSIP: 44921QAH9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  11630000 | PA      | $11541361.96  | 0.17%             | 2030-10-15      | Fixed         | 4.01%                 | Yes           |                  2 | On Loan: No      |
| GGP 2026-TY                                                   | GGP 2026-TY A                  | CUSIP: 373914AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3300000 | PA      | $3259931.73   | 0.05%             | 2043-03-05      | Variable      | 4.67%                 | Yes           |                  2 | On Loan: No      |
| Toyota Lease Owner Trust                                      | TLOT 2025-A A4                 | CUSIP: 89239NAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5020000 | PA      | $5060887.90   | 0.08%             | 2029-06-20      | Fixed         | 4.81%                 | Yes           |                  2 | On Loan: No      |
| Affirm Master Trust                                           | AFRMT 2026-1A A                | CUSIP: 00833BAU2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  16470000 | PA      | $16403907.54  | 0.25%             | 2034-02-15      | Fixed         | 4.37%                 | Yes           |                  2 | On Loan: No      |
| Honeywell Aerospace Inc                                       | HONEYWELL AEROSP               | CUSIP: 43849RAC9<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $6938030.83   | 0.10%             | 2029-03-16      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Capital One Prime Auto Receivables Trust 2024-1               | COPAR 2024-1 A3                | CUSIP: 14043NAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   9680000 | PA      | $9730012.69   | 0.15%             | 2029-07-16      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Dell Equipment Finance Trust 2025-2                           | DEFT 2025-2 A3                 | CUSIP: 24703VAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4990000 | PA      | $4978249.05   | 0.07%             | 2031-03-24      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Williams Cos Inc/The                                          | WILLIAMS COS INC               | CUSIP: 96949LAD7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   1235000 | PA      | $1225706.03   | 0.02%             | 2027-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PNC Bank NA                                                   | PNC BANK NA                    | CUSIP: 69353RFZ6<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |   2850000 | PA      | $2849240.69   | 0.04%             | 2028-07-21      | Variable      | 4.43%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AN9187                      | CUSIP: 3138LNF55<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    721985 | PA      | $711296.72    | 0.01%             | 2028-05-01      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                | MORGAN STANLEY                 | CUSIP: 61748UAR3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |  12940000 | PA      | $12805415.46  | 0.19%             | 2030-01-09      | Variable      | 4.24%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust 2025-3                             | LADAR 2025-3A B                | CUSIP: 501684AE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    520000 | PA      | $515857.99    | 0.01%             | 2031-09-15      | Fixed         | 4.40%                 | Yes           |                  2 | On Loan: No      |
| Verizon Master Trust                                          | VZMT 2025-3 A1A                | CUSIP: 92348KDY6<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |  10100000 | PA      | $10145126.80  | 0.15%             | 2030-03-20      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| Ford Credit Floorplan Master Owner Trust A                    | FORDF 2025-1 A1                | CUSIP: 34529BAA4<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-CBDO         | CORP              | US        |  37140000 | PA      | $37381068.31  | 0.56%             | 2030-04-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                    | PROG 2025-SFR1 B               | CUSIP: 74334NAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    570000 | PA      | $542531.70    | 0.01%             | 2042-02-17      | Fixed         | 3.65%                 | Yes           |                  2 | On Loan: No      |
| F&G Global Funding                                            | F&G GLOBAL FUND                | CUSIP: 30321L2A9<br>LEI: 6354009CCUKJIZ7KFX73 | Long             | DBT              | CORP              | US        |   2361000 | PA      | $2343012.96   | 0.04%             | 2026-06-30      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2023-6                 | SDART 2023-6 A3                | CUSIP: 80287DAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    516930 | PA      | $517421.68    | 0.01%             | 2028-07-17      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN BZ3555                      | CUSIP: 3140NX5R0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  12175000 | PA      | $12256298.56  | 0.18%             | 2028-06-01      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| American Heritage Auto Receivables Issuer Trust 2025-1        | AHART 2025-1A A4               | CUSIP: 02650VAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    790000 | PA      | $782808.24    | 0.01%             | 2031-02-18      | Fixed         | 4.51%                 | Yes           |                  2 | On Loan: No      |
| LAD Auto Receivables Trust 2025-2                             | LADAR 2025-2A A4               | CUSIP: 505912AE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3950000 | PA      | $3950821.60   | 0.06%             | 2030-07-15      | Fixed         | 4.36%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN BS7620                      | CUSIP: 3140LJPE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   7499000 | PA      | $7473626.38   | 0.11%             | 2028-02-01      | Fixed         | 4.04%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                               | GEN MOTORS FIN                 | CUSIP: 37045XDA1<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    530000 | PA      | $517086.97    | 0.01%             | 2027-08-20      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| M&T Bank Auto Receivables Trust 2024-1                        | MTBAT 2024-1A A3               | CUSIP: 55286TAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5544682 | PA      | $5596881.50   | 0.08%             | 2032-02-17      | Fixed         | 5.22%                 | Yes           |                  2 | On Loan: No      |
| Ferguson Finance PLC                                          | FERGUSON FIN PLC               | CUSIP: 314890AC8<br>LEI: 2138003A7ZEU931DZL61 | Long             | DBT              | CORP              | GB        |   9266000 | PA      | $9247258.81   | 0.14%             | 2027-04-20      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| ONEOK Inc                                                     | ONEOK INC                      | CUSIP: 682680CB7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    850000 | PA      | $847897.40    | 0.01%             | 2027-09-24      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Petronas Capital Ltd                                          | PETRONAS CAP LTD               | CUSIP: N/A<br>LEI: 549300G7YFX3540OYR85       | Long             | DBT              | CORP              | MY        |  12650000 | PA      | $12906488.69  | 0.19%             | 2031-01-03      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Petronas Energy Canada Ltd                                    | PETRONAS ENERG                 | CUSIP: N/A<br>LEI: 5493001PEB90YGTDC638       | Long             | DBT              | CORP              | CA        |   2386000 | PA      | $2286290.15   | 0.03%             | 2028-03-23      | Fixed         | 2.11%                 | No            |                  2 | On Loan: No      |
| CSAIL 2019-C17 Commercial Mortgage Trust                      | CSAIL 2019-C17 A4              | CUSIP: 12597BAT6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    210000 | PA      | $198907.57    | 0.00%             | 2052-09-15      | Fixed         | 2.76%                 | No            |                  2 | On Loan: No      |
| Carmax Auto Owner Trust 2025-3                                | CARMX 2025-3 B                 | CUSIP: 14290FAF3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1070000 | PA      | $1077717.91   | 0.02%             | 2031-03-17      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| Orange SA                                                     | ORANGE                         | CUSIP: 685218AH2<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |  13000000 | PA      | $12865621.56  | 0.19%             | 2029-01-13      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| T-Mobile US Trust                                             | TMUST 2025-1A A                | CUSIP: 872974AA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  11540000 | PA      | $11626288.04  | 0.17%             | 2029-11-20      | Fixed         | 4.74%                 | Yes           |                  2 | On Loan: No      |
| GREAT AMERICA LEASING RECEIVAB                                | GALC 2025-2 A4                 | CUSIP: 39154TCR7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5710000 | PA      | $5694810.26   | 0.09%             | 2032-09-15      | Fixed         | 4.29%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                              | US TREASURY N/B                | CUSIP: 91282CNP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 114219000 | PA      | $114263616.23 | 1.71%             | 2027-07-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Benchmark 2020-B19 Mortgage Trust                             | BMARK 2020-B19 AAB             | CUSIP: 08162WBD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    898806 | PA      | $850883.19    | 0.01%             | 2053-09-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                           | AUST 3YR BOND FUT Jun26        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |       -65 | NC      | $10271.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ford Credit Auto Owner Trust 2024-D                           | FORDO 2024-D A4                | CUSIP: 34535VAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3120000 | PA      | $3148670.93   | 0.05%             | 2030-09-15      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitiz                                | SFAST 2025-1A A3               | CUSIP: 81885BAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4310000 | PA      | $4337952.51   | 0.07%             | 2030-07-22      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN AN8717                      | CUSIP: 3138LMVK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    507000 | PA      | $497392.86    | 0.01%             | 2028-03-01      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| Tesla Lease Electric Vehicle Securitization 2025-A LLC        | TLEVS 2025-A A4                | CUSIP: 88162VAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2940000 | PA      | $2942431.97   | 0.04%             | 2029-05-21      | Fixed         | 4.37%                 | Yes           |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust 2025-3                  | GMALT 2025-3 B                 | CUSIP: 379965AF3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    800000 | PA      | $800230.32    | 0.01%             | 2029-08-20      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN BS1548                      | CUSIP: 3140LBWJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  42900000 | PA      | $40694206.41  | 0.61%             | 2028-03-01      | Fixed         | 1.33%                 | No            |                  2 | On Loan: No      |
| Edsouth Indenture No 9 LLC                                    | EDUSA 2015-1 A                 | CUSIP: 281378AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    144463 | PA      | $143532.39    | 0.00%             | 2056-10-25      | Floating      | 4.58%                 | Yes           |                  2 | On Loan: No      |
| Carmax Auto Owner Trust 2025-1                                | CARMX 2025-1 B                 | CUSIP: 14319WAF3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    720000 | PA      | $727790.54    | 0.01%             | 2030-09-16      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2025-R03                  | CAS 2025-R03 2A1               | CUSIP: 20754VAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6907820 | PA      | $6920806.92   | 0.10%             | 2045-03-25      | Floating      | 5.11%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac - STACR                                           | STACR 2025-HQA1 A1             | CUSIP: 35564NGY3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1069625 | PA      | $1069541.25   | 0.02%             | 2045-02-25      | Floating      | 4.61%                 | Yes           |                  2 | On Loan: No      |
| National Bank of Canada                                       | NATL BANK CANADA               | CUSIP: 63307A3K9<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |  15625000 | PA      | $15536338.71  | 0.23%             | 2029-01-20      | Variable      | 4.17%                 | No            |                  2 | On Loan: No      |
| DBJPM 2017-C6 Mortgage Trust                                  | DBJPM 2017-C6 A5               | CUSIP: 23312JAF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    740000 | PA      | $728471.47    | 0.01%             | 2050-06-10      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| Tyson Foods Inc                                               | TYSON FOODS INC                | CUSIP: 902494BK8<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4985746.44   | 0.07%             | 2029-03-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| GM Financial Securitized Term                                 | GMCAR 2025-2 B                 | CUSIP: 362549AF4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    330000 | PA      | $331898.89    | 0.00%             | 2031-05-16      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Wisconsin Electric Power Co                                   | WISCONSIN ELECTR               | CUSIP: 976656CV8<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |   4550000 | PA      | $4503431.39   | 0.07%             | 2029-03-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2024-3                 | SDART 2024-3 B                 | CUSIP: 80287LAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2270000 | PA      | $2290374.61   | 0.03%             | 2029-09-17      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates  | FHMS K511 A2                   | CUSIP: 3137HB3G7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   8050000 | PA      | $8175384.39   | 0.12%             | 2028-10-25      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| FIVE 2023-V1 Mortgage Trust                                   | F1VE 2023-V1 A3                | CUSIP: 337964AC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    300000 | PA      | $304920.84    | 0.00%             | 2056-02-10      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| Chase Auto Owner Trust 2025-2                                 | CHAOT 2025-2A B                | CUSIP: 16144MAF1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    450000 | PA      | $446615.78    | 0.01%             | 2031-03-25      | Fixed         | 4.32%                 | Yes           |                  2 | On Loan: No      |
| HSBC Holdings PLC                                             | HSBC HOLDINGS                  | CUSIP: 404280FE4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   6021000 | PA      | $5938898.11   | 0.09%             | 2031-11-06      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust 2026-1                  | GMALT 2026-1 A4                | CUSIP: 36273VAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4200000 | PA      | $4185197.52   | 0.06%             | 2030-01-22      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| DLLAD 2025-1 LLC                                              | DLLAD 2025-1A A4               | CUSIP: 23347BAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6410000 | PA      | $6463559.40   | 0.10%             | 2032-10-20      | Fixed         | 4.59%                 | Yes           |                  2 | On Loan: No      |
| Tokyo Metropolitan Government                                 | TOKYO METRO GOVT               | CUSIP: 59173LAG5<br>LEI: 353800FABE4GGB1BMO18 | Long             | DBT              | NUSS              | JP        |   3840000 | PA      | $3843612.29   | 0.06%             | 2026-06-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| BAT Capital Corp                                              | BAT CAPITAL CORP               | CUSIP: 05526DBB0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |  13760000 | PA      | $13609866.40  | 0.20%             | 2027-08-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust 2023-1                                | CARMX 2023-1 B                 | CUSIP: 14318DAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    650000 | PA      | $654431.31    | 0.01%             | 2029-01-16      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| SCCU Auto Receivables Trust 2025-1                            | SCCU 2025-1A A3                | CUSIP: 80620BAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6600000 | PA      | $6621543.72   | 0.10%             | 2031-01-15      | Fixed         | 4.57%                 | Yes           |                  2 | On Loan: No      |
| CarMax Auto Owner Trust 2026-1                                | CARMX 2026-1 A4                | CUSIP: 14320XAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6810000 | PA      | $6785642.67   | 0.10%             | 2032-03-15      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| Rowe CLO 2026-1 Ltd                                           | ROWE 2026-1A A1                | CUSIP: 779520AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |   3140000 | PA      | $3140000.00   | 0.05%             | 2039-04-20      | Floating      | 4.91%                 | Yes           |                  3 | On Loan: No      |
| Stellantis Finance US Inc                                     | STELLANTIS FIN                 | CUSIP: 85855CAK6<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9952956.54   | 0.15%             | 2030-03-18      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Roper Technologies Inc                                        | ROPER TECHNOLOGI               | CUSIP: 776696AK2<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |   3602000 | PA      | $3582066.37   | 0.05%             | 2028-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Benchmark 2018-B1 Mortgage Trust                              | BMARK 2018-B1 A5               | CUSIP: 08162PAX9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1480271.40   | 0.02%             | 2051-01-15      | Variable      | 3.67%                 | No            |                  2 | On Loan: No      |
| CIFC Funding 2025-VI Ltd                                      | CIFC 2025-6A A1                | CUSIP: 171933AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    350000 | PA      | $349646.54    | 0.01%             | 2038-10-23      | Floating      | 5.11%                 | Yes           |                  2 | On Loan: No      |
| AMSR 2026-SFR1 Trust                                          | AMSR 2026-SFR1 A               | CUSIP: 66982GAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2520000 | PA      | $2366157.78   | 0.04%             | 2031-04-17      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                           | NEXTERA ENERGY                 | CUSIP: 65339KCL2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   2930000 | PA      | $2944499.44   | 0.04%             | 2027-09-01      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| Citizens Auto Receivables Trust 2024-2                        | CITZN 2024-2 A4                | CUSIP: 17331XAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10310000 | PA      | $10451187.20  | 0.16%             | 2031-04-15      | Fixed         | 5.26%                 | Yes           |                  2 | On Loan: No      |
| HSBC Holdings PLC                                             | HSBC HOLDINGS                  | CUSIP: 404280EN5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   6242000 | PA      | $6349281.39   | 0.10%             | 2030-11-19      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust 2026-P1                 | WLAKE 2026-P1 B                | CUSIP: 96043AAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1160000 | PA      | $1151227.50   | 0.02%             | 2031-04-15      | Fixed         | 4.28%                 | Yes           |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust 2026-1     | GMCAR 2026-1 B                 | CUSIP: 362970AE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2330000 | PA      | $2307936.30   | 0.03%             | 2032-06-16      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                           | JPMORGAN CHASE                 | CUSIP: 46647PDW3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  21660000 | PA      | $21851578.86  | 0.33%             | 2027-10-22      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                 | CITIGROUP INC                  | CUSIP: 172967PZ8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |  25000000 | PA      | $25038122.34  | 0.38%             | 2028-05-07      | Variable      | 4.64%                 | No            |                  2 | On Loan: No      |
| Cardinal Health Inc                                           | CARDINAL HEALTH                | CUSIP: 14149YBJ6<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |  11760000 | PA      | $11623014.83  | 0.17%             | 2027-06-15      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| AMSR Trust                                                    | AMSR 2025-SFR1 A               | CUSIP: 00182MAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8010000 | PA      | $7627156.44   | 0.11%             | 2042-06-17      | Fixed         | 3.65%                 | Yes           |                  2 | On Loan: No      |
| CNH Equipment Trust 2023-A                                    | CNH 2023-A A4                  | CUSIP: 12664QAD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3090000 | PA      | $3111884.93   | 0.05%             | 2030-10-15      | Fixed         | 4.77%                 | No            |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust 2025-4          | BLAST 2025-4 B                 | CUSIP: 10807UAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1320000 | PA      | $1317354.06   | 0.02%             | 2031-08-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                              | US TREASURY N/B                | CUSIP: 91282CBS9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  84032000 | PA      | $79915744.58  | 1.20%             | 2028-03-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Abu Dhabi Developmental Holding Co PJSC                       | ABU DHABI DEVELO               | CUSIP: N/A<br>LEI: 254900G082ZFKTCR2Q75       | Long             | DBT              | CORP              | AE        |   6616000 | PA      | $6504752.62   | 0.10%             | 2030-05-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                     | ONEOK INC                      | CUSIP: 682680BJ1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   5060000 | PA      | $5195241.87   | 0.08%             | 2028-11-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN BS3271                      | CUSIP: 3140LDT58<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3770000 | PA      | $3522240.12   | 0.05%             | 2028-10-01      | Fixed         | 1.33%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                            | ENERGY TRANSFER                | CUSIP: 86765BAU3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    755000 | PA      | $750011.16    | 0.01%             | 2027-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Dell Equipment Finance Trust 2025-2                           | DEFT 2025-2 B                  | CUSIP: 24703VAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    200000 | PA      | $199465.62    | 0.00%             | 2031-03-24      | Fixed         | 4.34%                 | Yes           |                  2 | On Loan: No      |
| Altria Group Inc                                              | ALTRIA GROUP INC               | CUSIP: 02209SBS1<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   5475000 | PA      | $5522806.76   | 0.08%             | 2028-02-04      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AutoNation Finance Trust 2026-1                               | DRVPNK 2026-1A A4              | CUSIP: 05330WAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6200000 | PA      | $6172821.06   | 0.09%             | 2031-06-11      | Fixed         | 4.18%                 | Yes           |                  2 | On Loan: No      |
| Salesforce Inc                                                | SALESFORCE INC                 | CUSIP: 79466LAR5<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |  11800000 | PA      | $11822017.12  | 0.18%             | 2029-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank NA                                        | MORGAN STANLEY B               | CUSIP: 61690U8E3<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |  12488000 | PA      | $12563036.76  | 0.19%             | 2028-07-14      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust     | AERCAP IRELAND                 | CUSIP: 00774MBN4<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   2400000 | PA      | $2417566.02   | 0.04%             | 2028-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Carmax Auto Owner Trust 2025-4                                | CARMX 2025-4 A4                | CUSIP: 14320HAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7190000 | PA      | $7124870.10   | 0.11%             | 2031-06-16      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| AutoZone Inc                                                  | AUTOZONE INC                   | CUSIP: 053332BC5<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $15037097.82  | 0.23%             | 2028-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                | MORGAN STANLEY                 | CUSIP: 61748UAS1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |  11765000 | PA      | $11571661.69  | 0.17%             | 2032-01-16      | Variable      | 4.49%                 | No            |                  2 | On Loan: No      |
| Truist Bank                                                   | TRUIST BANK                    | CUSIP: 89788JAJ8<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |   3930000 | PA      | $3910153.63   | 0.06%             | 2029-01-27      | Variable      | 4.14%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                              | US TREASURY N/B                | CUSIP: 91282CMF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  22618000 | PA      | $22778799.73  | 0.34%             | 2028-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bond                           | CHILE                          | CUSIP: 168863DX3<br>LEI: N/A                  | Long             | DBT              | NUSS              | CL        |  35143000 | PA      | $34667374.37  | 0.52%             | 2027-01-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Tesla Lease Electric Vehicle Securitization 2025-A LLC        | TLEVS 2025-A A3                | CUSIP: 88162VAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  11760000 | PA      | $11766456.24  | 0.18%             | 2028-11-20      | Fixed         | 4.27%                 | Yes           |                  2 | On Loan: No      |
| Progress Residential 2025-SFR3 Trust                          | PROG 2025-SFR3 B               | CUSIP: 74334BAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1310000 | PA      | $1219394.11   | 0.02%             | 2042-07-17      | Fixed         | 3.39%                 | Yes           |                  2 | On Loan: No      |
| USAA Auto Owner Trust 2024-A                                  | USAOT 2024-A A4                | CUSIP: 90327VAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1910000 | PA      | $1930887.00   | 0.03%             | 2029-12-17      | Fixed         | 4.97%                 | Yes           |                  2 | On Loan: No      |
| Republic of Poland Government International Bond              | REP OF POLAND                  | CUSIP: 857524AF9<br>LEI: N/A                  | Long             | DBT              | NUSS              | PL        |   4627000 | PA      | $4719031.76   | 0.07%             | 2030-02-12      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Lease Trust 2026-A                           | FORDL 2026-A B                 | CUSIP: 345276AF6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1720000 | PA      | $1711100.38   | 0.03%             | 2030-02-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                      | AESOP 2025-1A A                | CUSIP: 05377RKL7<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-CBDO         | CORP              | US        |   2440000 | PA      | $2456904.32   | 0.04%             | 2029-08-20      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co                                 | HP ENTERPRISE                  | CUSIP: 42824CCB3<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |   6276000 | PA      | $6240438.53   | 0.09%             | 2027-09-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| BANK5 2024-5YR7                                               | BANK5 2024-5YR7 A3             | CUSIP: 06211UBL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5230000 | PA      | $5393104.35   | 0.08%             | 2057-06-15      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| BMW Vehicle Owner Trust 2023-A                                | BMWOT 2023-A A4                | CUSIP: 05592XAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3480000 | PA      | $3515177.58   | 0.05%             | 2029-11-26      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2024-5C29                                | BBCMS 2024-5C29 A3             | CUSIP: 05555PAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4340000 | PA      | $4417108.35   | 0.07%             | 2057-09-15      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                  | UBS GROUP                      | CUSIP: 90352JAC7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |  10000000 | PA      | $9965305.31   | 0.15%             | 2028-03-23      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| DLLAD 2025-1 LLC                                              | DLLAD 2025-1A A3               | CUSIP: 23347BAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8690000 | PA      | $8733812.37   | 0.13%             | 2030-09-20      | Fixed         | 4.42%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN BM4335                      | CUSIP: 3140J8Y98<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  10702698 | PA      | $10631729.52  | 0.16%             | 2028-07-01      | Variable      | 3.79%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing 2024-4 LLC                         | EFF 2024-4 A3                  | CUSIP: 29374MAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5130000 | PA      | $5158582.31   | 0.08%             | 2028-11-20      | Fixed         | 4.56%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Bill                                   | TREASURY BILL                  | CUSIP: 912797UD7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 267383200 | PA      | $258180538.71 | 3.87%             | 2027-03-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Benchmark 2024-V10 Mortgage Trust                             | BMARK 2024-V10 A3              | CUSIP: 08163UAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1110000 | PA      | $1129882.99   | 0.02%             | 2057-09-15      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                   | GOLDMAN SACHS GP               | CUSIP: 38145GAR1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  17650000 | PA      | $17385551.27  | 0.26%             | 2032-01-21      | Variable      | 4.52%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2025-R02                  | CAS 2025-R02 1A1               | CUSIP: 20754TAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4418727 | PA      | $4411905.62   | 0.07%             | 2045-02-25      | Floating      | 4.66%                 | Yes           |                  2 | On Loan: No      |
| Take-Two Interactive Software Inc                             | TAKE-TWO INTERAC               | CUSIP: 874054AK5<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10086693.22  | 0.15%             | 2028-03-28      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN BL9595                      | CUSIP: 3140J2UV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  18600000 | PA      | $17720861.70  | 0.27%             | 2027-12-01      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust 2026-A                           | FORDO 2026-A A4                | CUSIP: 34532WAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   9290000 | PA      | $9245089.35   | 0.14%             | 2032-04-15      | Fixed         | 4.16%                 | No            |                  2 | On Loan: No      |
| DLLAD 2024-1 LLC                                              | DLLAD 2024-1A A3               | CUSIP: 23346MAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3250000 | PA      | $3299725.65   | 0.05%             | 2029-07-20      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| Capital One Prime Auto Receivables Trust 2023-1               | COPAR 2023-1 A4                | CUSIP: 14043KAK1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   9940000 | PA      | $9981947.79   | 0.15%             | 2028-08-15      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Pennsylvania Electric Co                          | FIRSTENERGY PENN               | CUSIP: 33767QAC0<br>LEI: O1PLQWO3TX952VMBJ146 | Long             | DBT              | CORP              | US        |   3910000 | PA      | $3898001.95   | 0.06%             | 2028-03-15      | Fixed         | 4.15%                 | Yes           |                  2 | On Loan: No      |
| Magnetite XXXI Ltd                                            | MAGNE 2021-31A A1R             | CUSIP: 55952FAL2<br>LEI: 549300J3BCFSIZAJJW77 | Long             | ABS-MBS          | CORP              | KY        |   2630000 | PA      | $2625516.90   | 0.04%             | 2034-07-15      | Floating      | 4.67%                 | Yes           |                  2 | On Loan: No      |
| Progress Residential 2025-SFR6 Trust                          | PROG 2025-SFR6 A               | CUSIP: 74334EAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1950000 | PA      | $1881830.34   | 0.03%             | 2042-12-17      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                            | CAN IMPERIAL BK                | CUSIP: 13607L8C0<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   4000000 | PA      | $4047317.55   | 0.06%             | 2027-06-28      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing 2025-4 LLC                         | EFF 2025-4 A4                  | CUSIP: 29373NAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2620000 | PA      | $2602715.07   | 0.04%             | 2032-06-20      | Fixed         | 4.28%                 | Yes           |                  2 | On Loan: No      |
| Chase Auto Owner Trust 2024-4                                 | CHAOT 2024-4A A4               | CUSIP: 16144YAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7770000 | PA      | $7864949.40   | 0.12%             | 2030-03-25      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Georgia-Pacific LLC                                           | GEORGIA-PACIFIC                | CUSIP: 37331NAR2<br>LEI: L2EVHWFHVAQK72TMH265 | Long             | DBT              | CORP              | US        |   4160000 | PA      | $4165418.17   | 0.06%             | 2028-06-30      | Fixed         | 4.40%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2019-C7                   | CGCMT 2019-C7 A4               | CUSIP: 17328CAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3170000 | PA      | $3000262.03   | 0.04%             | 2072-12-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                               | DANSKE BANK A/S                | CUSIP: 23636ABM2<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |  12300000 | PA      | $12328618.99  | 0.18%             | 2029-03-27      | Variable      | 4.66%                 | Yes           |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                          | PNC FINANCIAL                  | CUSIP: 693475BK0<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   1283000 | PA      | $1303309.17   | 0.02%             | 2028-12-02      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| N/A                                                           | AUD/USD FWD 20260617           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $425407.15    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Corebridge Global Funding                                     | COREBRIDGE GF                  | CUSIP: 00138CBD9<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |  13636000 | PA      | $13716754.95  | 0.21%             | 2028-01-07      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| Wisconsin Power and Light Co                                  | WISCONSIN P&L                  | CUSIP: 976826BL0<br>LEI: JWBYHVQVMY66CVCOSO49 | Long             | DBT              | CORP              | US        |   2596000 | PA      | $2546824.14   | 0.04%             | 2027-10-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| BMW US Capital LLC                                            | BMW US CAP LLC                 | CUSIP: 05565ECH6<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |  11305000 | PA      | $11367286.31  | 0.17%             | 2027-04-02      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| Toyota Auto Receivables 2024-D Owner Trust                    | TAOT 2024-D A4                 | CUSIP: 89239TAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2190000 | PA      | $2201895.42   | 0.03%             | 2030-04-15      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust 2025-5                    | EART 2025-5A B                 | CUSIP: 30166VAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1420000 | PA      | $1414794.42   | 0.02%             | 2030-07-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Lease Trust 2026-A                           | FORDL 2026-A A4                | CUSIP: 345276AE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6920000 | PA      | $6889247.52   | 0.10%             | 2030-02-15      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN BL9743                      | CUSIP: 3140J2ZH2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   9107875 | PA      | $8681041.40   | 0.13%             | 2027-12-01      | Fixed         | 1.08%                 | No            |                  2 | On Loan: No      |
| GMF Floorplan Owner Revolving Trust                           | GFORT 2024-4A B                | CUSIP: 361886DS0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2450000 | PA      | $2468856.43   | 0.04%             | 2029-11-15      | Fixed         | 4.98%                 | Yes           |                  2 | On Loan: No      |
| Paychex Inc                                                   | PAYCHEX INC                    | CUSIP: 704326AA5<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1514060.95   | 0.02%             | 2030-04-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                              | US TREASURY N/B                | CUSIP: 91282CHA2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  65656000 | PA      | $65240520.30  | 0.98%             | 2028-04-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Airbnb Inc                                                    | AIRBNB INC                     | CUSIP: 009066AC5<br>LEI: 549300HMUDNO0RY56D37 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1997211.77   | 0.03%             | 2029-03-16      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CNH Equipment Trust 2026-A                                    | CNH 2026-A A3                  | CUSIP: 189920AD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  15000000 | PA      | $14932278.00  | 0.22%             | 2031-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust     | AERCAP IRELAND                 | CUSIP: 00774MAR6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   1450000 | PA      | $1451963.42   | 0.02%             | 2027-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust 2024-A                      | WOART 2024-A A4                | CUSIP: 98164RAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7390000 | PA      | $7469514.18   | 0.11%             | 2029-10-15      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| PenFed Auto Receivables Owner Trust 2025-A                    | PNFED 2025-A A4                | CUSIP: 706916AD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2050000 | PA      | $2042931.19   | 0.03%             | 2031-05-15      | Fixed         | 4.19%                 | Yes           |                  2 | On Loan: No      |
| UBS Group AG                                                  | UBS GROUP                      | CUSIP: 225401AF5<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   2950000 | PA      | $2916160.40   | 0.04%             | 2029-01-12      | Variable      | 3.87%                 | Yes           |                  2 | On Loan: No      |
| Fifth Third Auto Trust 2023-1                                 | FITAT 2023-1 A4                | CUSIP: 31680EAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  13000000 | PA      | $13157207.70  | 0.20%             | 2031-02-17      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                            | CAN IMPERIAL BK                | CUSIP: 13607QWB4<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   8000000 | PA      | $7944680.33   | 0.12%             | 2030-01-29      | Variable      | 4.28%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                             | HSBC HOLDINGS                  | CUSIP: 404280EF2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |  35000000 | PA      | $35383313.83  | 0.53%             | 2028-05-17      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust 2025-2                           | DRIVE 2025-2 B                 | CUSIP: 262103AE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  23130000 | PA      | $23043047.39  | 0.35%             | 2032-09-15      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust 2025-2              | SFAST 2025-2A A4               | CUSIP: 78398HAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10370000 | PA      | $10398122.40  | 0.16%             | 2031-05-20      | Fixed         | 4.58%                 | Yes           |                  2 | On Loan: No      |
| Synchrony Card Funding LLC                                    | SYNIT 2024-A2 A                | CUSIP: 87166PAN1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  32230000 | PA      | $32556699.40  | 0.49%             | 2030-07-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2018-C48                | WFCM 2018-C48 ASB              | CUSIP: 95001RAV1<br>LEI: 549300REQJRID6TODX95 | Long             | ABS-MBS          | CORP              | US        |    137182 | PA      | $136998.55    | 0.00%             | 2052-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust 2018-C                       | SMB 2018-C A2A                 | CUSIP: 78449QAB3<br>LEI: 549300V1P5RKG8RJI005 | Long             | ABS-CBDO         | CORP              | US        |    238361 | PA      | $237398.89    | 0.00%             | 2035-11-15      | Fixed         | 3.63%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2017-P8                   | CGCMT 2017-P8 A3               | CUSIP: 17326DAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    800000 | PA      | $790044.96    | 0.01%             | 2050-09-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| USAA Auto Owner Trust 2025-A                                  | USAOT 2025-A A4                | CUSIP: 90327HAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3690000 | PA      | $3672518.26   | 0.06%             | 2030-11-15      | Fixed         | 4.01%                 | Yes           |                  2 | On Loan: No      |
| eBay Inc                                                      | EBAY INC                       | CUSIP: 278642BD4<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |   3210000 | PA      | $3194493.58   | 0.05%             | 2029-03-06      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Bermuda Government International Bond                         | BERMUDA-GOVT OF                | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BM        |    540000 | PA      | $535559.31    | 0.01%             | 2027-01-25      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| BX Trust 2025-ARIA                                            | BX 2025-ARIA A                 | CUSIP: 05619TAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2990000 | PA      | $3005742.95   | 0.05%             | 2042-12-13      | Variable      | 5.03%                 | Yes           |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust                                | HART 2025-A B                  | CUSIP: 44935CAF8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    600000 | PA      | $603928.44    | 0.01%             | 2031-04-15      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| Flatiron CLO 24 LTD                                           | FLAT 2023-2A A1R               | CUSIP: 33882CAL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | JE        |   1770000 | PA      | $1766760.19   | 0.03%             | 2039-01-15      | Floating      | 4.78%                 | Yes           |                  2 | On Loan: No      |
| Toyota Auto Receivables 2023-B Owner Trust                    | TAOT 2023-B A4                 | CUSIP: 891941AE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  17330000 | PA      | $17419895.91  | 0.26%             | 2028-09-15      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2026-1250B              | WFCM 2026-1250B A              | CUSIP: 949939AA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1210000 | PA      | $1198351.69   | 0.02%             | 2041-03-10      | Variable      | 4.83%                 | Yes           |                  2 | On Loan: No      |
| LAD Auto Receivables Trust 2025-3                             | LADAR 2025-3A A4               | CUSIP: 501684AD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4630000 | PA      | $4588940.70   | 0.07%             | 2031-08-15      | Fixed         | 4.17%                 | Yes           |                  2 | On Loan: No      |
| AMSR 2025-SFR2 Trust                                          | AMSR 2025-SFR2 B               | CUSIP: 00180BAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1070000 | PA      | $1030731.75   | 0.02%             | 2042-11-17      | Fixed         | 4.28%                 | Yes           |                  2 | On Loan: No      |
| Danske Bank A/S                                               | DANSKE BANK A/S                | CUSIP: 23636ABG5<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |  16560000 | PA      | $16716634.80  | 0.25%             | 2028-03-01      | Variable      | 5.43%                 | Yes           |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust 2023-B                         | HART 2023-B A4                 | CUSIP: 44933XAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3480000 | PA      | $3520978.04   | 0.05%             | 2029-08-15      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                               | FNA 2017-M15 A2                | CUSIP: 3136AY6X6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   5474342 | PA      | $5408178.63   | 0.08%             | 2027-09-25      | Variable      | 2.97%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                              | BAT CAPITAL CORP               | CUSIP: 05526DBR5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   1160000 | PA      | $1113918.11   | 0.02%             | 2028-03-25      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                               | FN BL6627                      | CUSIP: 3140HYLH9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   5604567 | PA      | $5455863.13   | 0.08%             | 2027-05-01      | Fixed         | 1.53%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                               | FNA 2017-M8 A2                 | CUSIP: 3136AW7J0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2489015 | PA      | $2463145.31   | 0.04%             | 2027-05-25      | Variable      | 3.06%                 | No            |                  2 | On Loan: No      |
| First National Master Note Trust                              | FNMNT 2024-1 A                 | CUSIP: 32113CCB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  13740000 | PA      | $13911960.22  | 0.21%             | 2030-05-15      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                               | FNA 2019-M25 A2                | CUSIP: 3136B7FC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1779330 | PA      | $1676276.74   | 0.03%             | 2029-11-25      | Variable      | 2.33%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Issuer Trust 2025-4                      | GCAR 2025-4A B                 | CUSIP: 36273HAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2390000 | PA      | $2391657.23   | 0.04%             | 2030-04-15      | Fixed         | 4.53%                 | Yes           |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-05-28

**Name of Applicant:** VANGUARD MALVERN FUNDS

**Signature:** Ashley Grim

**Name of Signer:** Ashley Grim

**Title:** Treasurer