# EDGAR Filing Document

**Accession Number:** 0001562565
**File Stem:** 0000035402-25-001419
**Filing Date:** 2025-10
**Character Count:** 103287
**Document Hash:** a7ee17021d27ad1639b953892e8d2583
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000035402-25-001419.hdr.sgml**: 20251028

**ACCESSION NUMBER**: 0000035402-25-001419

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250831

**FILED AS OF DATE**: 20251028

**DATE AS OF CHANGE**: 20251028

**PERIOD START**: 20250831

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Fidelity Merrimack Street Trust
- **CENTRAL INDEX KEY:** 0001562565

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0831

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22796
- **FILM NUMBER:** 251424468

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

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

## Series and Classes Contracts Data

### Fidelity Sustainable Low Duration Bond ETF (Series ID: S000075901)

| Class ID   | Class Name                                 | Ticker Symbol   |
|:---|:---|:---|
| C000235242 | Fidelity Sustainable Low Duration Bond ETF | FSLD            |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Fidelity Merrimack Street Trust

- **b. Investment Company Act file number:** 811-22796

- **c. CIK number of Registrant:** 0001562565

- **d. LEI of Registrant:** 549300782HVYOIE6CE74

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

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

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02210

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

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

- **a. Name of Series:** Fidelity Sustainable Low Duration Bond ETF

- **b. EDGAR series identifier (if any):** S000075901

- **c. LEI of Series:** 549300WIZG14N75QR427

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

- **a. Date of fiscal year-end:** 2025-08-31

- **b. Date as of which information is reported:** 2025-08-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $5041549.08

**Total Liabilities:** $18538.32

**Net Assets:** $5023010.76

**Cash Not Reported:** $135.86

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 105.10985592 | **1-Year:** 216.57850618 | **5-Year:** 87.03912117 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

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

- **3-Month:** 0.47871680 | **1-Year:** 0.22922480 | **5-Year:** 0.17698560 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000235242 | 0.45%                | 0.29%                | 0.49%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $123.45                  | $3779.15                                   |
| Month 2  | $448.01                  | $-4298.79                                  |
| Month 3  | $-50.98                  | $7489.65                                   |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| SFS AUTO RECEIVABLES SECURITIZATION TRUST 2024-3          | SFS AUTO RECEIVABLES SECURITIZATION TRUST 2024-3 4.71% 05/22/2028 144A     | CUSIP: 78436XAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4611 | PA      | $4616.28      | 0.09%             | 2028-05-22      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST 2025-2             | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2025-2 4.71% 06/15/2028             | CUSIP: 80287NAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     12827 | PA      | $12850.27     | 0.26%             | 2028-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HONDA AUTO RECEIVABLES 2024-2 OWNER TR                    | HONDA AUTO RECEIVABLES 2024-2 OWNER TR 5.48% 11/18/2026                    | CUSIP: 437930AB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2388 | PA      | $2391.87      | 0.05%             | 2026-11-18      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                      | ROYAL BANK OF CANADA 5.069%/VAR 07/23/2027                                 | CUSIP: 78016HZX1<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     15000 | PA      | $15099.33     | 0.30%             | 2027-07-23      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS and ELECTRIC CO                               | PACIFIC GAS and ELECTRIC CO FRN SOFRINDX+95 09/04/2025                     | CUSIP: 694308KS5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15000.47     | 0.30%             | 2025-09-04      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                     | JPMORGAN CHASE and CO 1.578%/VAR 04/22/2027                                | CUSIP: 46647PCB0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     12000 | PA      | $11794.11     | 0.23%             | 2027-04-22      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                        | WELLS FARGO and CO NEW 3.196%/VAR 06/17/2027                               | CUSIP: 95000U2F9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     12000 | PA      | $11896.05     | 0.24%             | 2027-06-17      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                     | ATHENE GLOBAL FUNDING 4.86% 08/27/2026 144A                                | CUSIP: 04685A4A6<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15075.99     | 0.30%             | 2026-08-27      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST BILLS                                                 | UST BILLS 0% 11/06/2025                                                    | CUSIP: 912797QP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    325000 | PA      | $322600.43    | 6.42%             | 2025-11-06      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| HONDA AUTO RECEIVABLES OWNER TRUS                         | HONDA AUTO RECEIVABLES OWNER TRUS 4.53% 08/23/2027                         | CUSIP: 43814VAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     25000 | PA      | $25040.53     | 0.50%             | 2027-08-23      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GRP INC                            | PNC FINANCIAL SERVICES GRP INC 6.615%/VAR 10/20/2027                       | CUSIP: 693475BT1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     11000 | PA      | $11275.30     | 0.22%             | 2027-10-20      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                   | HYUNDAI CAP AMER FRN SOFR+112 06/23/2027 144A                              | CUSIP: 44891ADY0<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20104.63     | 0.40%             | 2027-06-23      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| UST BILLS                                                 | UST BILLS 0% 11/28/2025                                                    | CUSIP: 912797NL7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    368900 | PA      | $365291.17    | 7.27%             | 2025-11-28      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| TESLA ELEC VEH TR 2023-1                                  | TESLA ELEC VEH TR 2023-1 5.54% 12/21/2026 144A                             | CUSIP: 881943AB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3070 | PA      | $3073.20      | 0.06%             | 2026-12-21      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                             | GOLDMAN SACHS GROUP INC (THE) 1.093%/VAR 12/09/2026                        | CUSIP: 38141GXM1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     12000 | PA      | $11890.92     | 0.24%             | 2026-12-09      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| CARMX 2025-3                                              | CARMX 2025-3 4.42% 08/15/2028                                              | CUSIP: 14290FAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     15000 | PA      | $15036.17     | 0.30%             | 2028-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ALA TRUST 2025-OANA                                       | ALA TRUST 2025-OANA A 6.04263% 06/15/2030 144A                             | CUSIP: 009920AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     10000 | PA      | $10043.75     | 0.20%             | 2040-06-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| DTE ELEC CO                                               | DTE ELEC CO 4.25% 05/14/2027                                               | CUSIP: 23338VAW6<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |      3000 | PA      | $3011.97      | 0.06%             | 2027-05-14      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST 2025-A                       | FORD CREDIT AUTO OWNER TRUST 2025-A 4.47% 12/15/2027                       | CUSIP: 34535KAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     20000 | PA      | $20039.22     | 0.40%             | 2027-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                             | GOLDMAN SACHS GROUP INC (THE) 1.431%/VAR 03/09/2027                        | CUSIP: 38141GYA6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19688.80     | 0.39%             | 2027-03-09      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                      | ROYAL BANK OF CANADA FRN SOFRINDX+72 10/18/2027                            | CUSIP: 78017FZR7<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     22000 | PA      | $22050.25     | 0.44%             | 2027-10-18      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| TESLA AUTO LEASE TRUST 2024-B                             | TESLA AUTO LEASE TRUST 2024-B 4.79% 01/20/2027 144A                        | CUSIP: 881934AB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2380 | PA      | $2382.12      | 0.05%             | 2027-01-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LTD                               | AVOLON HOLDINGS FUNDING LTD 4.25% 04/15/2026 144A                          | CUSIP: 05401AAL5<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |     15000 | PA      | $14961.57     | 0.30%             | 2026-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                          | T-MOBILE USA INC 2.625% 04/15/2026                                         | CUSIP: 87264ABU8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19772.57     | 0.39%             | 2026-04-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BROWN and BROWN INC                                       | BROWN and BROWN INC 4.6% 12/23/2026                                        | CUSIP: 115236AH4<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5023.44      | 0.10%             | 2026-12-23      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP (THE)                                         | CIGNA GROUP (THE) 1.25% 03/15/2026                                         | CUSIP: 125523CP3<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     16000 | PA      | $15735.37     | 0.31%             | 2026-03-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                               | BANK OF AMERICA CORPORATION 1.658%/VAR 03/11/2027                          | CUSIP: 06051GJQ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14786.99     | 0.29%             | 2027-03-11      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                  | TOYOTA MOTOR CREDIT CORP FRN SOFRINDX+45 04/10/2026                        | CUSIP: 89236TMR3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     12000 | PA      | $12017.42     | 0.24%             | 2026-04-10      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CELANESE US HLDGS LLC                                     | CELANESE US HLDGS LLC 1.4% 08/05/2026                                      | CUSIP: 15089QAK0<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7693.80      | 0.15%             | 2026-08-05      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                      | ROYAL BANK OF CANADA 4.51%/VAR 10/18/2027                                  | CUSIP: 78017FZQ9<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     15000 | PA      | $15034.26     | 0.30%             | 2027-10-18      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GM FINL CONSUMER AUTOMOBILE RECEIVABLES TR 2024-4         | GM FINL CONSUMER AUTOMOBILE RECEIVABLES TR 2024-4 4.53% 10/18/2027         | CUSIP: 38014AAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4871 | PA      | $4875.86      | 0.10%             | 2027-10-18      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SFAST 2025-1A                                             | SFAST 2025-1A 4.65% 05/22/2028 144A                                        | CUSIP: 81885BAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      7348 | PA      | $7358.73      | 0.15%             | 2028-05-22      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                            | AIR LEASE CORP 3.75% 06/01/2026                                            | CUSIP: 00914AAB8<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     13000 | PA      | $12927.43     | 0.26%             | 2026-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VMWARE INC                                                | VMWARE INC 1.4% 08/15/2026                                                 | CUSIP: 928563AJ4<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19445.98     | 0.39%             | 2026-08-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UST BILLS                                                 | UST BILLS 0% 10/02/2025                                                    | CUSIP: 912797MS3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    150000 | PA      | $149472.48    | 2.98%             | 2025-10-02      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                        | WELLS FARGO and CO NEW 4.9%/VAR 01/24/2028                                 | CUSIP: 95000U3R2<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20173.80     | 0.40%             | 2028-01-24      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| DLLMT 2024-1 LLC                                          | DLLMT 2024-1 LLC 4.84% 08/21/2028 144A                                     | CUSIP: 23347AAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     20000 | PA      | $20195.10     | 0.40%             | 2028-08-21      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TR 2025-4                   | EXETER AUTOMOBILE RECEIVABLES TR 2025-4 4.53% 03/15/2028                   | CUSIP: 30167KAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     10000 | PA      | $10003.75     | 0.20%             | 2028-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| THE TORONTO DOMINION BANK                                 | TORONTO DOMINION BANK 5.532% 07/17/2026                                    | CUSIP: 89115A2S0<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     20000 | PA      | $20220.18     | 0.40%             | 2026-07-17      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                       | AMERICAN EXPRESS CO 5.389%/VAR 07/28/2027                                  | CUSIP: 025816DG1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15143.88     | 0.30%             | 2027-07-28      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GRP INC                            | PNC FINANCIAL SERVICES GRP INC 4.758%/VAR 01/26/2027                       | CUSIP: 693475BL8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     41000 | PA      | $41035.58     | 0.82%             | 2027-01-26      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                       | AMERICAN TOWER CORP 3.375% 10/15/2026                                      | CUSIP: 03027XAK6<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9902.77      | 0.20%             | 2026-10-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                     | ATHENE GLOBAL FUNDING 5.339% 01/15/2027 144A                               | CUSIP: 04685A3R0<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10130.78     | 0.20%             | 2027-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST 2024-3                            | CARMAX AUTO OWNER TRUST 2024-3 5.21% 09/15/2027                            | CUSIP: 14319GAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3344 | PA      | $3352.06      | 0.07%             | 2027-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HAROT 2025-2 A2A                                          | HAROT 2025-2 A2A 4.3% 01/18/2028                                           | CUSIP: 437921AB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     13000 | PA      | $13016.23     | 0.26%             | 2028-01-18      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DRIVE 2025-1 A2                                           | DRIVE 2025-1 A2 5.05% 08/15/2028                                           | CUSIP: 262102AB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      5000 | PA      | $5011.06      | 0.10%             | 2028-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DELL INTERNATIONAL LLC / EMC CORP                         | DELL INTL/EMC CORP 4.9% 10/01/2026                                         | CUSIP: 24703TAE6<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20082.93     | 0.40%             | 2026-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GRP INC                                | CITIZENS FINANCIAL GRP INC 2.85% 07/27/2026                                | CUSIP: 174610AR6<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39458.38     | 0.79%             | 2026-07-27      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SBNA AUTO LEASE TRUST 2024-B                              | SBNA AUTO LEASE TRUST 2024-B 5.67% 11/20/2026 144A                         | CUSIP: 78437VAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       780 | PA      | $780.91       | 0.02%             | 2026-11-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                     | JPMORGAN CHASE and CO 1.045%/VAR 11/19/2026                                | CUSIP: 46647PBT2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44670.21     | 0.89%             | 2026-11-19      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                   | HYUNDAI CAP AMER 5.65% 06/26/2026 144A                                     | CUSIP: 44891ACG0<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     11000 | PA      | $11109.86     | 0.22%             | 2026-06-26      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                               | BANK OF AMERICA CORPORATION 1.197%/VAR 10/24/2026                          | CUSIP: 06051GJK6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9953.21      | 0.20%             | 2026-10-24      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| MATTEL INC                                                | MATTEL INC 5.875% 12/15/2027 144A                                          | CUSIP: 577081BD3<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |     31000 | PA      | $31082.58     | 0.62%             | 2027-12-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                               | WALMART INC FRN SOFRINDX+43 04/28/2027                                     | CUSIP: 931142FM0<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |     14000 | PA      | $14040.35     | 0.28%             | 2027-04-28      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                           | CVS HEALTH CORP 2.875% 06/01/2026                                          | CUSIP: 126650CU2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     12000 | PA      | $11858.13     | 0.24%             | 2026-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                  | TOYOTA MOTOR CREDIT CORP FRN SOFR+71 05/14/2027                            | CUSIP: 89236TNH4<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20077.98     | 0.40%             | 2027-05-14      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST 2024-4                            | CARMAX AUTO OWNER TRUST 2024-4 4.67% 12/15/2027                            | CUSIP: 14290DAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3071 | PA      | $3076.55      | 0.06%             | 2027-12-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                            | MORGAN STANLEY 1.593%/VAR 05/04/2027                                       | CUSIP: 61772BAB9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     12000 | PA      | $11776.43     | 0.23%             | 2027-05-04      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                       | DOMINION ENERGY INC 1.45% 04/15/2026                                       | CUSIP: 25746UDJ5<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     37000 | PA      | $36347.71     | 0.72%             | 2026-04-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                            | MORGAN STANLEY FRN SOFR+102 04/13/2028                                     | CUSIP: 61747YFN0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20113.63     | 0.40%             | 2028-04-13      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                       | AMERICAN EXPRESS CO 5.645%/VAR 04/23/2027                                  | CUSIP: 025816DT3<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15121.42     | 0.30%             | 2027-04-23      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CARMX 2025-2                                              | CARMX 2025-2 4.59% 07/17/2028                                              | CUSIP: 14320AAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      5000 | PA      | $5018.80      | 0.10%             | 2028-07-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                        | CANADIAN IMPERIAL BK OF COMM 4.508%/VAR 09/11/2027                         | CUSIP: 13607PHT4<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |     20000 | PA      | $20042.97     | 0.40%             | 2027-09-11      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ONCOR ELEC DELIVERY CO LLC                                | ONCOR ELEC DELIVERY CO LLC 4.5% 03/20/2027 144A                            | CUSIP: 68233JCY8<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |      9000 | PA      | $9061.94      | 0.18%             | 2027-03-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                             | CITIGROUP INC 1.122%/VAR 01/28/2027                                        | CUSIP: 17327CAM5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     12000 | PA      | $11838.78     | 0.24%             | 2027-01-28      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| SFS AUTO RECEIVABLES SECURITIZATION TRUST 2025-2          | SFS AUTO RECEIVABLES SECURITIZATION TRUST 2025-2A A2 4.85% 11/20/2028 144A | CUSIP: 78398HAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     10000 | PA      | $10024.24     | 0.20%             | 2028-11-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP LLC                                | AVIATION CAPITAL GROUP LLC 1.95% 09/20/2026 144A                           | CUSIP: 05369AAL5<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14612.71     | 0.29%             | 2026-09-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| COPT DEFENSE PROPERTIES LP                                | COPT DEFENSE PROPERTIES LP 2.25% 03/15/2026                                | CUSIP: 22003BAL0<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |     18000 | PA      | $17745.67     | 0.35%             | 2026-03-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                            | MORGAN STANLEY 0.985%/VAR 12/10/2026                                       | CUSIP: 6174468V4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     16000 | PA      | $15843.74     | 0.32%             | 2026-12-10      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                        | WELLS FARGO and CO NEW 3.526%/VAR 03/24/2028                               | CUSIP: 95000U2V4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19786.75     | 0.39%             | 2028-03-24      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GRP INC                            | PNC FINANCIAL SERVICES GRP INC 5.102%/VAR 07/23/2027                       | CUSIP: 693475BY0<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15085.88     | 0.30%             | 2027-07-23      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST 25-3A                 | EXETER AUTOMOBILE RECEIVABLES TRUST 25-3A A2 4.94% 01/18/2028              | CUSIP: 30166XAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     10000 | PA      | $10015.85     | 0.20%             | 2028-01-18      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                             | CITIGROUP INC 5.61%/VAR 09/29/2026                                         | CUSIP: 172967NX5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     19000 | PA      | $19013.56     | 0.38%             | 2026-09-29      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BOFA AUTO TR 2024-1                                       | BOFA AUTO TR 2024-1 5.57% 12/15/2026 144A                                  | CUSIP: 09709AAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       740 | PA      | $740.23       | 0.01%             | 2026-12-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUSTRALIA                               | COMMONWEALTH BANK AUSTRALIA FRN SOFR+46 11/27/2026 144A                    | CUSIP: 2027A0KV0<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |     11000 | PA      | $11022.15     | 0.22%             | 2026-11-27      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| WESTERN GAS PARTNERS LP                                   | WESTERN GAS PARTNERS LP 4.65% 07/01/2026                                   | CUSIP: 958254AF1<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     16000 | PA      | $15984.00     | 0.32%             | 2026-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                           | CVS HEALTH CORP 5% 02/20/2026                                              | CUSIP: 126650DS6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10023.34     | 0.20%             | 2026-02-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                       | AMERICAN TOWER CORP 1.3% 09/15/2025                                        | CUSIP: 03027XBB5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     12000 | PA      | $11984.04     | 0.24%             | 2025-09-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GM FINL CONSUMER AUTOMOBILE RECEIVABLES TR 2025-2         | GM FINL CONSUMER AUTOMOBILE RECEIVABLES TR 2025-2 4.4% 02/16/2028          | CUSIP: 362549AB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     15000 | PA      | $15016.72     | 0.30%             | 2028-02-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                          | CROWN CASTLE INC 1.05% 07/15/2026                                          | CUSIP: 22822VAV3<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     19000 | PA      | $18462.92     | 0.37%             | 2026-07-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                                    | MARVELL TECHNOLOGY INC 1.65% 04/15/2026                                    | CUSIP: 573874AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $14738.67     | 0.29%             | 2026-04-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| AT and T INC                                              | AT and T INC 1.7% 03/25/2026                                               | CUSIP: 00206RML3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     22000 | PA      | $21678.41     | 0.43%             | 2026-03-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| US BANCORP DEL                                            | US BANCORP DEL 6.787%/VAR 10/26/2027                                       | CUSIP: 91159HJP6<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     19000 | PA      | $19527.28     | 0.39%             | 2027-10-26      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                              | ENBRIDGE INC 5.9% 11/15/2026                                               | CUSIP: 29250NBW4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     10000 | PA      | $10174.94     | 0.20%             | 2026-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                        | WELLS FARGO and CO NEW 3% 10/23/2026                                       | CUSIP: 949746SH5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14803.52     | 0.29%             | 2026-10-23      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TRANSCONTINENTAL GAS PIPE LINE CO LLC                     | TRANSCONTINENTAL GAS LINE LLC 7.85% 02/01/2026                             | CUSIP: 893574AH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     11000 | PA      | $11068.85     | 0.22%             | 2026-02-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS INC                                 | ROGERS COMMUNICATIONS INC 3.625% 12/15/2025                                | CUSIP: 775109BE0<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |     12000 | PA      | $11964.74     | 0.24%             | 2025-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| USB AUTO OWNER TRUST 2025-1                               | USB AUTO OWNER TRUST 2025-1 4.51% 06/15/2028 144A                          | CUSIP: 90367VAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     10000 | PA      | $10029.93     | 0.20%             | 2028-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MTLRF 2025-1A                                             | MTLRF 2025-1A 4.7% 12/16/2027 144A                                         | CUSIP: 55340QAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      5000 | PA      | $5026.04      | 0.10%             | 2027-12-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2025-ROIC                                        | BX Trust 2025-ROIC VAR 03/15/2030 144A                                     | CUSIP: 05593VAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      9961 | PA      | $9948.70      | 0.20%             | 2030-03-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                               | BANK OF AMERICA CORPORATION 1.734%/VAR 07/22/2027                          | CUSIP: 06051GJS9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14657.84     | 0.29%             | 2027-07-22      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN AUTO LEASE TR 2024-A                           | VOLKSWAGEN AUTO LSE TRUST 5.21% 06/21/2027                                 | CUSIP: 92866EAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     20000 | PA      | $20175.05     | 0.40%             | 2027-06-21      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                             | CITIGROUP INC 3.2% 10/21/2026                                              | CUSIP: 172967KY6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14830.93     | 0.30%             | 2026-10-21      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NXP B V/NXP FDG LLC/NXP USA INC                           | NXP B V/NXP FDG LLC/NXP USA INC 3.875% 06/18/2026                          | CUSIP: 62954HAZ1<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     20000 | PA      | $19913.68     | 0.40%             | 2026-06-18      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BOFA AUTO TRUST 2025-1                                    | BOFA AUTO TRUST 2025-1 4.52% 11/22/2027 144A                               | CUSIP: 05594BAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      5000 | PA      | $5007.16      | 0.10%             | 2027-11-22      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL LEASING TRST                                 | GM FINANCIAL LEASING TRST 4.19% 10/20/2027                                 | CUSIP: 379965AB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     13000 | PA      | $13008.86     | 0.26%             | 2027-10-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| THE TORONTO DOMINION BANK                                 | TORONTO DOMINION BANK 1.25% 09/10/2026                                     | CUSIP: 89114TZG0<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     18000 | PA      | $17488.28     | 0.35%             | 2026-09-10      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| HEWLETT PACKARD ENTERPRISE CO                             | HEWLETT PACKARD ENTERPRISE CO 4.45% 09/25/2026                             | CUSIP: 42824CBR9<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |     33000 | PA      | $33046.56     | 0.66%             | 2026-09-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI SELECT AUTO TR 2024-A                          | WORLD OMNI SELECT AUTO TR 2024-A 5.37% 02/15/2028                          | CUSIP: 98164LAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2617 | PA      | $2622.08      | 0.05%             | 2028-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE GLOBAL FUNDING                                 | COREBRIDGE GBL FUNDING 5.75% 07/02/2026 144A                               | CUSIP: 00138CAU2<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |     11000 | PA      | $11136.44     | 0.22%             | 2026-07-02      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FORDL 2025-B                                              | FORDL 2025-B 4.37% 03/15/2028                                              | CUSIP: 34533MAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      5000 | PA      | $5010.26      | 0.10%             | 2028-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SFS AUTO RECEIVABLES SECURITIZATION TR 2024-2             | SFS AUTO RECEIVABLES SECURITIZATION TR 2024-2 5.71% 10/20/2027 144A        | CUSIP: 78397XAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1639 | PA      | $1641.38      | 0.03%             | 2027-10-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO RECEIVABLES TRUST 2024-C                     | HYUNDAI AUTO RECEIVABLES TRUST 2024-C 4.53% 09/15/2027                     | CUSIP: 448976AB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      5586 | PA      | $5592.21      | 0.11%             | 2027-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                        | CANADIAN IMPERIAL BK OF COMM 5.926% 10/02/2026                             | CUSIP: 13607LWT6<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |     15000 | PA      | $15276.25     | 0.30%             | 2026-10-02      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL AUTOMOBILE LEASING TRUST 2025-1              | GM FINANCIAL AUTOMOBILE LEASING TRUST 2025-1 4.66% 02/21/2028              | CUSIP: 36271VAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     20000 | PA      | $20152.22     | 0.40%             | 2028-02-21      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                  | MARS INC 4.45% 03/01/2027 144A                                             | CUSIP: 571676AW5<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |      6000 | PA      | $6036.19      | 0.12%             | 2027-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                          | LPL HOLDINGS INC 4.625% 11/15/2027 144A                                    | CUSIP: 50212YAC8<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14996.40     | 0.30%             | 2027-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO LEASE TRUST 2025-A                       | FORD CREDIT AUTO LEASE TRUST 2025-A 4.57% 08/15/2027                       | CUSIP: 345282AB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      9681 | PA      | $9698.37      | 0.19%             | 2027-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                            | HOME DEPOT INC FRN SOFR+33 12/24/2025                                      | CUSIP: 437076CY6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |      9000 | PA      | $9005.38      | 0.18%             | 2025-12-24      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                      | ROYAL BANK OF CANADA FRN SOFRINDX+79 07/23/2027                            | CUSIP: 78016HZY9<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     20000 | PA      | $20063.81     | 0.40%             | 2027-07-23      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SBNA AUTO LEASE TRUST 2025-A                              | SBNA AUTO LEASE TRUST 2025-A 4.83% 04/20/2028 144A                         | CUSIP: 78437KAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     20000 | PA      | $20126.00     | 0.40%             | 2028-04-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TR 2025-P1                       | CARVANA AUTO RECEIVABLES TR 2025-P1 4.5% 06/12/2028                        | CUSIP: 14689MAB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      7691 | PA      | $7694.94      | 0.15%             | 2028-06-12      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| THE BANK OF NOVA SCOTIA                                   | BANK OF NOVA SCOTIA 5.35% 12/07/2026                                       | CUSIP: 06418JAA9<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     18000 | PA      | $18252.54     | 0.36%             | 2026-12-07      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DLLST 2024-1 LLC                                          | DLLST 2024-1 LLC 5.05% 08/20/2027 144A                                     | CUSIP: 23346HAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     20000 | PA      | $20079.95     | 0.40%             | 2027-08-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| EMERA US FINANCE LP                                       | EMERA US FINANCE LP 3.55% 06/15/2026                                       | CUSIP: 29103DAJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     12000 | PA      | $11899.54     | 0.24%             | 2026-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TOYOTA LEASE OWNER TRUST 2025-A                           | TOYOTA LEASE OWNER TRUST 2025-A 4.58% 07/20/2027 144A                      | CUSIP: 89239NAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      8833 | PA      | $8856.22      | 0.18%             | 2027-07-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| THE BANK OF NOVA SCOTIA                                   | BANK OF NOVA SCOTIA 2.7% 08/03/2026                                        | CUSIP: 064159QE9<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     20000 | PA      | $19740.46     | 0.39%             | 2026-08-03      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                     | JPMORGAN CHASE and CO FRN SOFR+120 01/23/2028                              | CUSIP: 46647PDZ6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15142.88     | 0.30%             | 2028-01-23      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| HONDA AUTO RECEIVABLES 2023-2 OWNER TRUST                 | HONDA AUTO RECEIVABLES 2023-2 OWNER TRUST 4.93% 11/15/2027                 | CUSIP: 437927AC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     15110 | PA      | $15168.35     | 0.30%             | 2027-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL QUE                                      | BANK OF MONTREAL QUE 4.567%/VAR 09/10/2027                                 | CUSIP: 06368L8K5<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |     20000 | PA      | $20048.71     | 0.40%             | 2027-09-10      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                  | VISTRA OPERATIONS CO LLC 5.05% 12/30/2026 144A                             | CUSIP: 92840VAT9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |      3000 | PA      | $3022.09      | 0.06%             | 2026-12-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                   | HCA INC 5.875% 02/15/2026                                                  | CUSIP: 404119BS7<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7005.77      | 0.14%             | 2026-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE OWNER TRUST 2024                               | JOHN DEERE OWNER TRUST 2024 5.19% 02/16/2027                               | CUSIP: 47800RAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2889 | PA      | $2891.73      | 0.06%             | 2027-02-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                            | AIR LEASE CORP 2.875% 01/15/2026                                           | CUSIP: 00914AAJ1<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     16000 | PA      | $15892.25     | 0.32%             | 2026-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TOYOTA AUTO RECEIVABLES 2025-B OWNER TR                   | TOYOTA AUTO RECEIVABLES 2025-B OWNER TR 4.46% 03/15/2028                   | CUSIP: 89231HAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     20000 | PA      | $20037.76     | 0.40%             | 2028-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK NEW YORK MELLON CORP                                 | BANK NEW YORK MELLON CORP FRN SOFRINDX+68 06/09/2028                       | CUSIP: 06406RCD7<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20057.15     | 0.40%             | 2028-06-09      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GMF LEASING LLC                                           | GMF LEASING LLC 4.55% 07/20/2027                                           | CUSIP: 362962AB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     15000 | PA      | $15044.00     | 0.30%             | 2027-07-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                             | GOLDMAN SACHS GROUP INC (THE) FRN SOFR+129 04/23/2028                      | CUSIP: 38141GC85<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20190.73     | 0.40%             | 2028-04-23      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                     | ATHENE GLOBAL FUNDING 4.95% 01/07/2027 144A                                | CUSIP: 04685A4E8<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15127.58     | 0.30%             | 2027-01-07      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| EQUITABLE FINANCIAL LIFE GLOBAL FUNDING                   | EQUITABLE FINANCIAL LIFE GLOBAL FUNDING 1% 01/09/2026 144A                 | CUSIP: 29449WAE7<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |     12000 | PA      | $11856.54     | 0.24%             | 2026-01-09      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                         | EVERSOURCE ENERGY 4.75% 05/15/2026                                         | CUSIP: 30040WAV0<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |     16000 | PA      | $16036.96     | 0.32%             | 2026-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                               | BANK OF AMERICA CORPORATION 3.559%/VAR 04/23/2027                          | CUSIP: 06051GHT9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44775.90     | 0.89%             | 2027-04-23      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| WESTERN UNION CO/THE                                      | WESTERN UN CO 1.35% 03/15/2026                                             | CUSIP: 959802AZ2<br>LEI: 28ID94QU1140NC23S047 | Long             | DBT              | CORP              | US        |     12000 | PA      | $11797.40     | 0.23%             | 2026-03-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                            | MORGAN STANLEY 2.475%/VAR 01/21/2028                                       | CUSIP: 61747YEK7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19522.53     | 0.39%             | 2028-01-21      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| BMW VEHICLE LEASE TRUST 2025-1                            | BMW VEHICLE LEASE TRUST 2025-1 4.43% 09/27/2027                            | CUSIP: 096912AB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     15000 | PA      | $15036.83     | 0.30%             | 2027-09-27      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| THE BANK OF NOVA SCOTIA                                   | BANK OF NOVA SCOTIA 2.951% 03/11/2027                                      | CUSIP: 06418BAE8<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     15000 | PA      | $14762.75     | 0.29%             | 2027-03-11      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FIN CORP                                        | BUNGE LTD FIN CORP 3.25% 08/15/2026                                        | CUSIP: 120568AX8<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14865.38     | 0.30%             | 2026-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST 2025-P2                    | CARVANA AUTO RECEIVABLES TRUST 2025-P2 4.56% 08/10/2028                    | CUSIP: 14688YAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     10000 | PA      | $10018.17     | 0.20%             | 2028-08-10      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                      | KRAFT HEINZ FOODS CO 3% 06/01/2026                                         | CUSIP: 50077LAD8<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     18000 | PA      | $17800.86     | 0.35%             | 2026-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TOYOTA AUTO RECEIVABLES 2023-D OWNER TR                   | TOYOTA AUTO RECEIVABLES 2023-D OWNER TR 5.8% 11/16/2026                    | CUSIP: 89239FAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       518 | PA      | $518.14       | 0.01%             | 2026-11-16      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                     | TRUIST FINANCIAL CORP 6.047%/VAR 06/08/2027                                | CUSIP: 89788MAN2<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     19000 | PA      | $19218.30     | 0.38%             | 2027-06-08      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| SPRINT CORP                                               | SPRINT CORP 7.625% 03/01/2026                                              | CUSIP: 85207UAK1<br>LEI: 549300ZTTY7CXOLJ6539 | Long             | DBT              | CORP              | US        |     19000 | PA      | $19094.48     | 0.38%             | 2026-03-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| MATTEL INC                                                | MATTEL INC 3.375% 04/01/2026 144A                                          | CUSIP: 577081BE1<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |     12000 | PA      | $11892.63     | 0.24%             | 2026-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAP HLDGS INC                              | NEXTERA ENERGY CAP HLDGS INC 4.685% 09/01/2027                             | CUSIP: 65339KCL2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7066.15      | 0.14%             | 2027-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP / VICI NOTE CO INC                     | VICI PROPERTIES LP / VICI NOTE CO INC 4.25% 12/01/2026 144A                | CUSIP: 92564RAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $14933.24     | 0.30%             | 2026-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DELL INTERNATIONAL LLC / EMC CORP                         | DELL INTL/EMC CORP 6.02% 06/15/2026                                        | CUSIP: 24703TAD8<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15131.22     | 0.30%             | 2026-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO RECEIVABLES TRUST 25-B                       | HYUNDAI AUTO RECEIVABLES TRUST 25-B 4.45% 08/15/2028                       | CUSIP: 44935XAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     10000 | PA      | $10029.85     | 0.20%             | 2028-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST 2025-1                            | CARMAX AUTO OWNER TR 2025-1 4.63% 03/15/2028                               | CUSIP: 14319WAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      8643 | PA      | $8658.26      | 0.17%             | 2028-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI AUTO RECEIVABLES TRUST 2025-A                  | WORLD OMNI AUTO RECEIVABLES TRUST 2025-A 4.49% 04/17/2028                  | CUSIP: 98164YAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      8977 | PA      | $8985.63      | 0.18%             | 2028-04-17      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                      | KEURIG DR PEPPER INC FRN SOFR+58 11/15/2026                                | CUSIP: 49271VAY6<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     17000 | PA      | $17002.21     | 0.34%             | 2026-11-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                          | T-MOBILE USA INC 1.5% 02/15/2026                                           | CUSIP: 87264ABZ7<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9867.13      | 0.20%             | 2026-02-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                 | UST NOTES 3.5% 09/30/2026                                                  | CUSIP: 91282CLP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    329900 | PA      | $328675.76    | 6.54%             | 2026-09-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                       | AMERICAN EXPRESS CO 6.338%/VAR 10/30/2026                                  | CUSIP: 025816DL0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     16000 | PA      | $16046.47     | 0.32%             | 2026-10-30      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| AT and T INC                                              | AT and T INC 3.875% 01/15/2026                                             | CUSIP: 00206RHT2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     11000 | PA      | $10970.39     | 0.22%             | 2026-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GENERAL MTRS FINL CO INC                                  | GENERAL MTRS FINL CO INC 5.4% 04/06/2026                                   | CUSIP: 37045XEF9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     41000 | PA      | $41192.71     | 0.82%             | 2026-04-06      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JACKSON NATL LIFE GLOBAL FDG                              | JACKSON NATL LIFE GLOBAL FDG 3.05% 04/29/2026 144A                         | CUSIP: 46849LSQ5<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |     41000 | PA      | $40648.09     | 0.81%             | 2026-04-29      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FORDO 2024-B                                              | FORDO 2024-B 5.4% 04/15/2027                                               | CUSIP: 34531QAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3305 | PA      | $3313.70      | 0.07%             | 2027-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                        | WELLS FARGO and CO NEW 5.707%/VAR 04/22/2028                               | CUSIP: 95000U3L5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10227.78     | 0.20%             | 2028-04-22      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ AUTO LEASE TRUST 2025-A                     | MERCEDES-BENZ AUTO LEASE TRUST 2025-A 4.57% 04/17/2028                     | CUSIP: 58768YAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     10000 | PA      | $10045.63     | 0.20%             | 2028-04-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Fidelity Revere Street Trust                              | Fidelity Cash Central Fund                                                 | CUSIP: 31635A105<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        |    151873 | NS      | $151903.37    | 3.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORPORATION                               | BANK OF AMERICA CORPORATION 5.08%/VAR 01/20/2027                           | CUSIP: 06051GLE7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15035.41     | 0.30%             | 2027-01-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| AES CORP                                                  | AES CORP 1.375% 01/15/2026                                                 | CUSIP: 00130HCE3<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |     12000 | PA      | $11846.98     | 0.24%             | 2026-01-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                   | HCA INC 5.25% 06/15/2026                                                   | CUSIP: 404119BT5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     19000 | PA      | $19033.25     | 0.38%             | 2026-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                              | AUTOZONE INC 3.125% 04/21/2026                                             | CUSIP: 053332AT9<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19842.28     | 0.40%             | 2026-04-21      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SPECTRA ENERGY PARTNERS LP                                | SPECTRA ENERGY PARTNERS LP 3.375% 10/15/2026                               | CUSIP: 84756NAH2<br>LEI: 2HKVXE7U4NF5B6UGSU72 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19784.66     | 0.39%             | 2026-10-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                           | CVS HEALTH CORP 3.625% 04/01/2027                                          | CUSIP: 126650DH0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14857.03     | 0.30%             | 2027-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                             | CITIGROUP INC 3.07%/VAR 02/24/2028                                         | CUSIP: 172967NG2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14733.77     | 0.29%             | 2028-02-24      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COS INC                                          | WILLIAMS COS INC 5.4% 03/02/2026                                           | CUSIP: 969457CH1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5023.36      | 0.10%             | 2026-03-02      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI AUTO RECEIVABLES TR 2024-B                     | WORLD OMNI AUTO RECEIVABLES TR 2024-B 5.48% 09/15/2027                     | CUSIP: 98164HAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1618 | PA      | $1619.79      | 0.03%             | 2027-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| EQUITABLE FINANCIAL LIFE GLOBAL FUNDING                   | EQUITABLE FINANCIAL LIFE GLOBAL FUNDING 5.5% 12/02/2025 144A               | CUSIP: 29449WAP2<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |     36000 | PA      | $36087.18     | 0.72%             | 2025-12-02      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| JERSEY CENTRAL POWR and LIGHT CO                          | JERSEY CENTRAL POWR and LIGHT CO 4.3% 01/15/2026 144A                      | CUSIP: 476556DC6<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |     11000 | PA      | $10984.47     | 0.22%             | 2026-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                   | HYUNDAI CAP AMER 6.25% 11/03/2025 144A                                     | CUSIP: 44891ACQ8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     11000 | PA      | $11031.15     | 0.22%             | 2025-11-03      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                  | EQT CORP 3.125% 05/15/2026 144A                                            | CUSIP: 26884LAM1<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     42000 | PA      | $41508.64     | 0.83%             | 2026-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                           | CVS HEALTH CORP 3% 08/15/2026                                              | CUSIP: 126650DF4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9872.15      | 0.20%             | 2026-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST 2024-D                       | FORD CREDIT AUTO OWNER TRUST 2024-D 4.59% 10/15/2027                       | CUSIP: 34535VAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4211 | PA      | $4217.05      | 0.08%             | 2027-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                     | TRUIST FINANCIAL CORP 1.267%/VAR 03/02/2027                                | CUSIP: 89788MAD4<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     12000 | PA      | $11818.64     | 0.24%             | 2027-03-02      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| DLLAD 2024-1 LLC                                          | DLLAD 2024-1 LLC 5.5% 08/20/2027 144A                                      | CUSIP: 23346MAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2354 | PA      | $2366.35      | 0.05%             | 2027-08-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                             | CITIGROUP INC 3.887%/VAR 01/10/2028                                        | CUSIP: 172967LD1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14909.29     | 0.30%             | 2028-01-10      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                     | JPMORGAN CHASE and CO 3.96%/VAR 01/29/2027                                 | CUSIP: 46647PBA3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     12000 | PA      | $11981.95     | 0.24%             | 2027-01-29      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG LLC                                        | NXP BV/NXP FDG LLC 5.35% 03/01/2026                                        | CUSIP: 62947QBB3<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     15000 | PA      | $15030.11     | 0.30%             | 2026-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MOLSON COORS BEVERAGE CO                                  | MOLSON COORS BEVERAGE CO 3% 07/15/2026                                     | CUSIP: 60871RAG5<br>LEI: 54930073LBBH6ZCBE225 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14826.55     | 0.30%             | 2026-07-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| EQUITABLE FINANCIAL LIFE GLOBAL FUNDING                   | EQUITABLE FINANCIAL LIFE GLOBAL FUNDING 1.3% 07/12/2026 144A               | CUSIP: 29449W7M3<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7805.77      | 0.16%             | 2026-07-12      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| US BANCORP DEL                                            | US BANCORP DEL 5.727%/VAR 10/21/2026                                       | CUSIP: 91159HJH4<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     19000 | PA      | $19028.76     | 0.38%             | 2026-10-21      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                 | UST NOTES 4.125% 01/31/2027                                                | CUSIP: 91282CMH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    175000 | PA      | $175868.16    | 3.50%             | 2027-01-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CITIZENS AUTO RECEIVABLES TRUST 2024-2                    | CITIZENS AUTO RECEIVABLES TRUST 2024-2 5.54% 11/16/2026 144A               | CUSIP: 17331XAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      1246 | PA      | $1246.80      | 0.02%             | 2026-11-16      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                            | MORGAN STANLEY 1.512%/VAR 07/20/2027                                       | CUSIP: 61747YEC5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19505.29     | 0.39%             | 2027-07-20      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL FLAVORS and FRAGRANCES INC                  | INTERNATIONAL FLAVS and FRAG INC 1.23% 10/01/2025 144A                     | CUSIP: 459506AN1<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |      9000 | PA      | $8973.33      | 0.18%             | 2025-10-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SFS AUTO RECEIVABLES SECURITIZATION TRUST 2023-1          | SFS AUTO RECEIVABLES SECURITIZATION TRUST 2023-1 5.47% 10/20/2028 144A     | CUSIP: 78398AAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     15347 | PA      | $15452.54     | 0.31%             | 2028-10-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                               | ORACLE CORP 5.8% 11/10/2025                                                | CUSIP: 68389XCF0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10022.71     | 0.20%             | 2025-11-10      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BX 2021-MFM1                                              | BX 2021-MFM1 A TSFR1M+81.448 01/15/2034 144A                               | CUSIP: 05608VAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4817 | PA      | $4815.33      | 0.10%             | 2034-01-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MBART 2025-1                                              | MERCEDES-BENZ AUTO RECEIVABLES TR 2025-1 4.5% 02/15/2028                   | CUSIP: 58773DAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      7699 | PA      | $7709.95      | 0.15%             | 2028-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                   | MPLX LP 1.75% 03/01/2026                                                   | CUSIP: 55336VBR0<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     12000 | PA      | $11838.50     | 0.24%             | 2026-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL QUE                                      | BANK OF MONTREAL QUE 0.949%/VAR 01/22/2027                                 | CUSIP: 06368EDC3<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |     12000 | PA      | $11833.11     | 0.24%             | 2027-01-22      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL QUE                                      | BANK OF MONTREAL QUE FRN SOFRINDX+88 09/10/2027                            | CUSIP: 06368L8M1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |     20000 | PA      | $20080.25     | 0.40%             | 2027-09-10      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| TRANE TECHNOLOGIES FINANCING LTD                          | TRANE TECHNOLOGIES FINANCING LTD 3.5% 03/21/2026                           | CUSIP: 456873AE8<br>LEI: 549300A5OEF3CJI2CO89 | Long             | DBT              | CORP              | IE        |     12000 | PA      | $11937.94     | 0.24%             | 2026-03-21      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| 7 ELEVEN INC                                              | 7 ELEVEN INC 0.95% 02/10/2026 144A                                         | CUSIP: 817826AC4<br>LEI: 549300K23JPL0SS3LB18 | Long             | DBT              | CORP              | US        |     12000 | PA      | $11809.04     | 0.24%             | 2026-02-10      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2024-1 | GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2024-1 5.12% 02/16/2027 | CUSIP: 36268GAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       488 | PA      | $487.76       | 0.01%             | 2027-02-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GLAXOSMITHKLINE CAP PLC                                   | GLAXOSMITHKLINE CAP PLC FRN SOFR+50 03/12/2027                             | CUSIP: 377373AN5<br>LEI: 549300U0LV41VX7LEP38 | Long             | DBT              | CORP              | GB        |     17000 | PA      | $17057.65     | 0.34%             | 2027-03-12      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECHNOLOGIES INC                                 | L3HARRIS TECHNOLOGIES INC 3.85% 12/15/2026                                 | CUSIP: 502431AL3<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |     18000 | PA      | $17909.65     | 0.36%             | 2026-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                             | GOLDMAN SACHS GROUP INC (THE) 4.387%/VAR 06/15/2027                        | CUSIP: 38141GZT4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19997.01     | 0.40%             | 2027-06-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| DLLAA 2023-1A                                             | DLLAA 2023-1A 5.64% 02/22/2028 144A                                        | CUSIP: 23292HAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     20000 | PA      | $20231.80     | 0.40%             | 2028-02-22      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN AUTO LOAN ENHANCED TRUST 2024-1                | VOLKSWAGEN AUTO LOAN ENHANCED TRUST 2024-1 4.65% 11/22/2027                | CUSIP: 92868RAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     15511 | PA      | $15540.47     | 0.31%             | 2027-11-22      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                               | ORACLE CORP 2.65% 07/15/2026                                               | CUSIP: 68389XBM6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     23000 | PA      | $22679.28     | 0.45%             | 2026-07-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WOART 2025-B                                              | WOART 2025-B 4.38% 08/15/2028                                              | CUSIP: 98164TAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     15000 | PA      | $15029.27     | 0.30%             | 2028-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| THE TORONTO DOMINION BANK                                 | TORONTO DOMINION BANK FRN SOFR+62 12/17/2026                               | CUSIP: 89115A3B6<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     15000 | PA      | $15047.47     | 0.30%             | 2026-12-17      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI AUTO RECEIVABLES TRUST 2023-C                  | WORLD OMNI AUTO RECEIVABLES TRUST 2023-C 5.15% 11/15/2028                  | CUSIP: 98164FAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     16414 | PA      | $16507.17     | 0.33%             | 2028-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                     | JPMORGAN CHASE and CO 6.07%/VAR 10/22/2027                                 | CUSIP: 46647PDW3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15294.73     | 0.30%             | 2027-10-22      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST 2024-P4                    | CARVANA AUTO RECEIVABLES TRUST 2024-P4 4.62% 02/10/2028                    | CUSIP: 14076LAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2710 | PA      | $2712.05      | 0.05%             | 2028-02-10      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CAPTIAL ONE MULTI-ASSET EXECUT                            | CAPITAL ONE MULTI-ASST EXEC TR 2.06% 08/15/2028                            | CUSIP: 14041NFV8<br>LEI: R42WS16M9R97TJJKGU15 | Long             | ABS-CBDO         | CORP              | US        |     25000 | PA      | $24534.70     | 0.49%             | 2028-08-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SBNA AUTO LEASE TRUST 2024-B                              | SBNA AUTO LEASE TRUST 2024-B 5.56% 11/22/2027 144A                         | CUSIP: 78437VAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     20000 | PA      | $20150.09     | 0.40%             | 2027-11-22      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL AUTOMOBILE LEASING TRUST 2025-1              | GM FINANCIAL AUTOMOBILE LEASING TRUST 2025-1 VAR 05/20/2027                | CUSIP: 36271VAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     24336 | PA      | $24382.03     | 0.49%             | 2027-05-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| OREILLY AUTOMOTIVE INC                                    | OREILLY AUTOMOTIVE INC 5.75% 11/20/2026                                    | CUSIP: 67103HAM9<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20333.44     | 0.40%             | 2026-11-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                    | ROPER TECHNOLOGIES INC 3.8% 12/15/2026                                     | CUSIP: 776743AD8<br>LEI: 549300LJXD867XMVE759 | Long             | DBT              | CORP              | US        |     23000 | PA      | $22857.59     | 0.46%             | 2026-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                        | CANADIAN IMPERIAL BK OF COMM 5.615% 07/17/2026                             | CUSIP: 13607LSL8<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |     15000 | PA      | $15181.16     | 0.30%             | 2026-07-17      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                             | CITIGROUP INC 1.462%/VAR 06/09/2027                                        | CUSIP: 172967NA5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7823.22      | 0.16%             | 2027-06-09      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| UST BILLS                                                 | UST BILLS 0% 09/04/2025                                                    | CUSIP: 912797MH7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    313700 | PA      | $313626.19    | 6.24%             | 2025-09-04      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SVCS CORP                                | CATERPILLAR FINL SVCS CORP FRN SOFR+69 10/16/2026                          | CUSIP: 14913UAP5<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20085.87     | 0.40%             | 2026-10-16      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CITIZENS AUTO RECEIVABLES TRUST 2024-1                    | CITIZENS AUTO RECEIVABLES TRUST 2024-1 5.43% 10/15/2026 144A               | CUSIP: 17331QAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       263 | PA      | $262.77       | 0.01%             | 2026-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LTD                               | AVOLON HOLDINGS FUNDING LTD 4.375% 05/01/2026 144A                         | CUSIP: 05401AAG6<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |     15000 | PA      | $14974.48     | 0.30%             | 2026-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                       | AMERICAN TOWER CORP 1.6% 04/15/2026                                        | CUSIP: 03027XBL3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     12000 | PA      | $11789.76     | 0.23%             | 2026-04-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ENEL AMERICAS SA                                          | ENEL AMERICAS SA 4% 10/25/2026                                             | CUSIP: 29274FAF1<br>LEI: 549300LKH11TFCJLZK20 | Long             | DBT              | CORP              | CL        |     20000 | PA      | $19877.46     | 0.40%             | 2026-10-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                         | STATE STREET CORP FRN SOFR+95 04/24/2028                                   | CUSIP: 857477CZ4<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7045.75      | 0.14%             | 2028-04-24      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SFUEL 25-BA                                               | SFUEL 25-BA 4.31% 05/22/2028 144A                                          | CUSIP: 858933AB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     15000 | PA      | $15027.90     | 0.30%             | 2028-05-22      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EXETER SELECT AUTOMOBILE RECEIVABLES TR 2025-2            | EXETER SELECT AUTOMOBILE RECEIVABLES TR 2025-2 4.54% 06/15/2029            | CUSIP: 30185EAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      5000 | PA      | $5013.72      | 0.10%             | 2029-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                     | JPMORGAN CHASE and CO FRN SOFR+88.5 04/22/2027                             | CUSIP: 46647PCF1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15041.89     | 0.30%             | 2027-04-22      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ROSS STORES INC                                           | ROSS STORES INC 0.875% 04/15/2026                                          | CUSIP: 778296AF0<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14674.56     | 0.29%             | 2026-04-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                               | BANK OF AMERICA CORPORATION 5.933%/VAR 09/15/2027                          | CUSIP: 06051GLV9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10161.40     | 0.20%             | 2027-09-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TR                       | SANTANDER DRIVE AUTO RECEIVABLES TR 4.74% 01/16/2029                       | CUSIP: 80288DAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      5000 | PA      | $5018.59      | 0.10%             | 2029-01-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                         | STATE STREET CORP 5.751%/VAR 11/04/2026                                    | CUSIP: 857477BX0<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20044.52     | 0.40%             | 2026-11-04      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| WOART 2025-C                                              | WOART 2025-C 4.19% 10/16/2028                                              | CUSIP: 981936AB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     15000 | PA      | $15010.95     | 0.30%             | 2028-10-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ AUTO LEASE TR 2024-B                        | MERCEDES-BENZ AUTO LEASE TR 2024-B 4.89% 02/15/2028                        | CUSIP: 58769GAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     20000 | PA      | $20020.31     | 0.40%             | 2028-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |

### Signature

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

**Name of Applicant:** Laura M. Del Prato

**Signature:** Laura M. Del Prato

**Name of Signer:** Laura M. Del Prato

**Title:** President and Treasurer