# EDGAR Filing Document

**Accession Number:** 0001562565
**File Stem:** 0000035402-25-001408
**Filing Date:** 2025-10
**Character Count:** 178493
**Document Hash:** 5e79e530a67c787f4bdcff9a233e0f09
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000035402-25-001408.hdr.sgml**: 20251028

**ACCESSION NUMBER**: 0000035402-25-001408

**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:** 251424452

**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 Low Duration Bond ETF (Series ID: S000084018)

| Class ID   | Class Name                     | Ticker Symbol   |
|:---|:---|:---|
| C000248144 | Fidelity Low Duration Bond ETF | FLDB            |

## 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 Low Duration Bond ETF

- **b. EDGAR series identifier (if any):** S000084018

- **c. LEI of Series:** 254900GLVWWWTZ5LL369

**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:** $386115960.09

**Total Liabilities:** $4087924.93

**Net Assets:** $382028035.16

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 7512.14412263 | **1-Year:** 22055.26116540 | **5-Year:** 10247.13885264 | **10-Year:** 27.24485480 | **30-Year:** 0.00000000

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

- **3-Month:** 4.65008979 | **1-Year:** 18.26568908 | **5-Year:** 6.65603607 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000248144 | 0.48%                | 0.31%                | 0.50%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $148980.30               | $223481.76                                 |
| Month 2  | $42835.22                | $-285201.32                                |
| Month 3  | $6784.45                 | $568318.54                                 |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| GS MTG SECS TR 2017-GS7                                            | GS MTG SECS TR 2017-GS7 3.203% 08/10/2050                                                        | CUSIP: 36254CAW0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    351963 | PA      | $348136.09    | 0.09%             | 2050-08-10      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PORSCHE INNOVATIVE LEASE OWNER TRUST 2025-1                        | PORSCHE INNOVATIVE LEASE OWNER TRUST 2025-1 4.6% 12/20/2027 144A                                 | CUSIP: 73329KAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    565000 | PA      | $566462.05    | 0.15%             | 2027-12-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BX COML MTG TR 2024-XL4                                            | BX COML MTG TR 2024-XL4 A TSFR1M+144.203 02/15/2039 144A                                         | CUSIP: 05611VAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    294508 | PA      | $294967.68    | 0.08%             | 2039-02-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                       | UBS GROUP AG 1.494%/VAR 08/10/2027 144A                                                          | CUSIP: 902613AH1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1200000 | PA      | $1167952.88   | 0.31%             | 2027-08-10      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| SFS AUTO RECEIVABLES SECURITIZATION TRUST 2024-3                   | SFS AUTO RECEIVABLES SECURITIZATION TRUST 2024-3 4.71% 05/22/2028 144A                           | CUSIP: 78436XAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    212119 | PA      | $212348.77    | 0.06%             | 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        |    940642 | PA      | $942352.96    | 0.25%             | 2028-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORP                                        | AMERICAN HONDA FINANCE CORP FRN SOFR+87 07/09/2027                                               | CUSIP: 02665WGE5<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1103333.00   | 0.29%             | 2027-07-09      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| THE CAMPBELL'S COMPANY                                             | THE CAMPBELL'S COMPANY 5.3% 03/20/2026                                                           | CUSIP: 134429BL2<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |      3000 | PA      | $3013.11      | 0.00%             | 2026-03-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PORSCHE FINANCIAL AUTO SECURITIZATION TRUST                        | PORSCHE FINANCIAL AUTO SECURITIZATION TRUST 4.45% 01/24/2028 144A                                | CUSIP: 73328EAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    450221 | PA      | $450440.20    | 0.12%             | 2028-01-24      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HONDA AUTO RECEIVABLES 2024-2 OWNER TR                             | HONDA AUTO RECEIVABLES 2024-2 OWNER TR 5.48% 11/18/2026                                          | CUSIP: 437930AB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    234287 | PA      | $234668.92    | 0.06%             | 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        |   1500000 | PA      | $1509932.94   | 0.40%             | 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        |   1500000 | PA      | $1500046.56   | 0.39%             | 2025-09-04      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| AFFIRM ASSET SECURITIZATION TR 2025-X1                             | AFFIRM ASSET SECURITIZATION TR 2025-X1 A 5.24% 04/15/2030 144A                                   | CUSIP: 00834MAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    267735 | PA      | $268069.22    | 0.07%             | 2030-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DELL EQUIP FIN TR 2024-2                                           | DELL EQUIP FIN TR 2024-2 4.59% 08/22/2030 144A                                                   | CUSIP: 24704EAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1140000 | PA      | $1146608.81   | 0.30%             | 2030-08-22      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                              | JPMORGAN CHASE and CO 1.578%/VAR 04/22/2027                                                      | CUSIP: 46647PCB0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1219000 | PA      | $1198084.87   | 0.31%             | 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        |   1311000 | PA      | $1299643.58   | 0.34%             | 2027-06-17      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                       | BARCLAYS PLC 7.325%/VAR 11/02/2026                                                               | CUSIP: 06738ECC7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1100000 | PA      | $1104743.61   | 0.29%             | 2026-11-02      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| ARES LII CLO LTD                                                   | ARES LII CLO LTD A1RR TSFR3M+88 04/22/2031 144A                                                  | CUSIP: 04009AAW0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    439079 | PA      | $438530.16    | 0.11%             | 2031-04-22      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| RCKT TRUST 2025-1A                                                 | RCKT TRUST 2025-1A 4.9% 07/25/2034 144A                                                          | CUSIP: 74939RAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     91077 | PA      | $91158.49     | 0.02%             | 2034-07-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FLATIRON CLO 28 LTD / FLATIRON CLO 28 LLC                          | FLATIRON CLO 28 LTD / FLATIRON CLO 28 LLC A1 TSFR3M+132 07/15/2036 144A                          | CUSIP: 33884EAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1038000 | PA      | $1038000.00   | 0.27%             | 2036-07-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| DLLAA 2025-1 LLC                                                   | DLLAA 2025-1 LLC 4.7% 10/20/2027 144A                                                            | CUSIP: 233249AB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    365000 | PA      | $365949.18    | 0.10%             | 2027-10-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HARTWICK PARK CLO LTD                                              | HARTWICK PARK CLO LTD AR TSFR3M+116 01/20/2037 144A                                              | CUSIP: 417403AN2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    749000 | PA      | $749005.99    | 0.20%             | 2037-01-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CHASE AUTO OWNER TRUST 24-3                                        | CHASE AUTO OWNER TRUST 5.53% 09/27/2027 144A                                                     | CUSIP: 16144LAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    143845 | PA      | $144193.21    | 0.04%             | 2027-09-27      | Fixed         | 0.06%                 | 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        |    856000 | PA      | $860336.46    | 0.23%             | 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        |   6000000 | PA      | $5955700.32   | 1.56%             | 2025-11-06      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL AUTOMOBILE LEASING TRUST 2024-2                       | GM FINANCIAL AUTOMOBILE LEASING TRUST 2024-2 5.43% 09/21/2026                                    | CUSIP: 36269WAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    274604 | PA      | $275086.94    | 0.07%             | 2026-09-21      | Fixed         | 0.05%                 | 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        |   1100000 | PA      | $1101783.10   | 0.29%             | 2027-08-23      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK OF IRELAND GROUP PLC                                          | BANK IRELAND GROUP PLC T1Y+NA 09/16/2026 144A                                                    | CUSIP: 06279JAC3<br>LEI: 635400C8EK6DRI12LJ39 | Long             | DBT              | CORP              | IE        |   1000000 | PA      | $999959.60    | 0.26%             | 2026-09-16      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BX TRUST                                                           | BX TRUST 0.8% 06/15/2023 144A                                                                    | CUSIP: 05608WAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1139759 | PA      | $1139402.98   | 0.30%             | 2038-06-15      | Variable      | 0.05%                 | No            |                  3 | On Loan: No      |
| MARLETTE FUNDING TRUST 2025-1                                      | MARLETTE FUNDING TRUST 2025-1A A 4.75% 07/16/2035 144A                                           | CUSIP: 570920AA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     90595 | PA      | $90686.93     | 0.02%             | 2035-07-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                   | BAT CAPITAL CORP 3.215% 09/06/2026                                                               | CUSIP: 05526DBJ3<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    906000 | PA      | $896136.82    | 0.23%             | 2026-09-06      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2025-SPOT                             | BX COMMERCIAL MORTGAGE TRUST 2025-SPOT TSFR1M+144.34 04/15/2040 144A                             | CUSIP: 12433FAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    584024 | PA      | $585301.37    | 0.15%             | 2040-04-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| TAOT 2023-A                                                        | TAOT 2023-A A3 4.63% 09/15/2027                                                                  | CUSIP: 891940AC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    376111 | PA      | $376712.87    | 0.10%             | 2027-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                       | UBS GROUP AG 1.364%/VAR 01/30/2027 144A                                                          | CUSIP: 902613AC2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1350000 | PA      | $1333152.69   | 0.35%             | 2027-01-30      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE LOAN FUNDING 2024-3 LTD                              | PALMER SQUARE LOAN FUNDING 2024-3 LTD A1 TSFR3M+108 08/08/2032 144A                              | CUSIP: 69690EAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    409792 | PA      | $410038.32    | 0.11%             | 2032-08-08      | Variable      | 0.05%                 | 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        |    950000 | PA      | $954969.78    | 0.25%             | 2027-06-23      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY PRIVATE BANK NA                                     | MORGAN STANLEY PRIVATE BANK NA FRN SOFR+77 07/06/2028                                            | CUSIP: 61776NVF7<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |   1140000 | PA      | $1143129.21   | 0.30%             | 2028-07-06      | Variable      | 0.05%                 | 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        |    153487 | PA      | $153661.16    | 0.04%             | 2026-12-21      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PNC BANK NA PITTSBURGH PA                                          | PNC BANK NA PITTSBURGH PA FRN SOFR+73 07/21/2028                                                 | CUSIP: 69353RGA0<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |    849000 | PA      | $850258.13    | 0.22%             | 2028-07-21      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                      | GOLDMAN SACHS GROUP INC (THE) 1.093%/VAR 12/09/2026                                              | CUSIP: 38141GXM1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1090000.65   | 0.29%             | 2026-12-09      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| SWEDBANK AB                                                        | SWEDBANK AB 6.136% 09/12/2026 144A                                                               | CUSIP: 87020PAX5<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |   1100000 | PA      | $1120487.68   | 0.29%             | 2026-09-12      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CARMX 2025-3                                                       | CARMX 2025-3 4.42% 08/15/2028                                                                    | CUSIP: 14290FAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1015000 | PA      | $1017447.17   | 0.27%             | 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        |    820000 | PA      | $823587.50    | 0.22%             | 2040-06-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                           | LLOYDS BANKING GROUP PLC 5.462%/VAR 01/05/2028                                                   | CUSIP: 53944YAZ6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   1120000 | PA      | $1135998.52   | 0.30%             | 2028-01-05      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| WHEELS FLEET LEASE FUNDING 1 LLC                                   | WHEELS FLEET LEASE FUNDING 1 LLC TSFR1M+0 01/18/2040 144A                                        | CUSIP: 96328GCF2<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-CBDO         | CORP              | US        |   1070000 | PA      | $1073163.46   | 0.28%             | 2040-01-18      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| DTE ELEC CO                                                        | DTE ELEC CO 4.25% 05/14/2027                                                                     | CUSIP: 23338VAW6<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    201000 | PA      | $201802.31    | 0.05%             | 2027-05-14      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JACKSON NATL LIFE GLOBAL FDG                                       | JACKSON NATL LIFE GLOBAL FDG 4.9% 01/13/2027 144A                                                | CUSIP: 46849LVC2<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |   1006000 | PA      | $1013235.10   | 0.27%             | 2027-01-13      | Fixed         | 0.05%                 | 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        |   1100000 | PA      | $1102156.88   | 0.29%             | 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        |   1200000 | PA      | $1181327.86   | 0.31%             | 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        |   1100000 | PA      | $1102512.60   | 0.29%             | 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        |    251837 | PA      | $252027.45    | 0.07%             | 2027-01-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                              | JPMORGAN CHASE and CO 1.04%/VAR 02/04/2027                                                       | CUSIP: 46647PBW5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1084546.43   | 0.28%             | 2027-02-04      | Variable      | 0.01%                 | 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        |   1100000 | PA      | $1097181.56   | 0.29%             | 2026-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COML MTG TR 2017                                       | WFCM 2017-C42 ASB 3.488% 12/15/2050                                                              | CUSIP: 95001GAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     32872 | PA      | $32645.24     | 0.01%             | 2050-12-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                               | ENEL FINANCE INTL NV STEP 07/12/2026 144A                                                        | CUSIP: 29278GAM0<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |   1190000 | PA      | $1161962.09   | 0.30%             | 2026-07-12      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                   | T-MOBILE USA INC 2.625% 04/15/2026                                                               | CUSIP: 87264ABU8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1160000 | PA      | $1146808.94   | 0.30%             | 2026-04-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| REINSURANCE GROUP OF AMERICA INC                                   | REINSURANCE GRP OF AMERICA INC 3.95% 09/15/2026                                                  | CUSIP: 759351AM1<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |    760000 | PA      | $757547.32    | 0.20%             | 2026-09-15      | Fixed         | 0.04%                 | 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        |    354000 | PA      | $355659.57    | 0.09%             | 2026-12-23      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AUTONATION FINANCE TRUST 2025-1                                    | AUTONATION FINANCE TRUST 2025-1 4.72% 04/10/2028 144A                                            | CUSIP: 05330QAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    165000 | PA      | $165422.45    | 0.04%             | 2028-04-10      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                           | TOYOTA MOTOR CREDIT CORP FRN SOFRINDX+45 04/10/2026                                              | CUSIP: 89236TMR3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1101597.12   | 0.29%             | 2026-04-10      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCKS RETAIL TRUST 2024-1                                 | DAIMLER TRUCKS RETAIL TRUST 2024-1 5.6% 04/15/2026                                               | CUSIP: 233874AB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     45991 | PA      | $46011.63     | 0.01%             | 2026-04-15      | Fixed         | 0.06%                 | 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        |   1100000 | PA      | $1102512.38   | 0.29%             | 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        |    504192 | PA      | $504651.67    | 0.13%             | 2027-10-18      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING 2024-2                                  | ENTERPRISE FLEET FINANCING 2024-2 5.74% 12/20/2026 144A                                          | CUSIP: 29375RAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     99183 | PA      | $99674.98     | 0.03%             | 2026-12-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COML MTG TR 2017-C38                                   | WELLS FARGO COML MTG TR 2017-C38 3.261% 07/15/2050                                               | CUSIP: 95001MAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     25126 | PA      | $24961.51     | 0.01%             | 2050-07-15      | Fixed         | 0.03%                 | 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        |    606227 | PA      | $607094.42    | 0.16%             | 2028-05-22      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TCO COML MTG TR 2024-DPM                                           | TAUBMAN CENTERS COMMERCIAL MORTGAGE TRUST 24-DPM A TSFR1M+139.27 12/15/2039 144A                 | CUSIP: 87231EAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    316000 | PA      | $316000.00    | 0.08%             | 2039-12-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| TESLA AUTO LEASE TRUST 2023-B                                      | TESLA AUTO LEASE TRUST 2023-B 6.13% 09/21/2026 144A                                              | CUSIP: 88167QAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      7003 | PA      | $7020.33      | 0.00%             | 2026-09-21      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| VMWARE INC                                                         | VMWARE INC 1.4% 08/15/2026                                                                       | CUSIP: 928563AJ4<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1263988.43   | 0.33%             | 2026-08-15      | Fixed         | 0.01%                 | 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        |   1170000 | PA      | $1181413.47   | 0.31%             | 2028-08-21      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MADISON PARK FUNDING XXIII LTD                                     | MADISON PARK FUNDING XXIII LTD AR TSFR3M+123.161 07/27/2031 144A                                 | CUSIP: 55820TAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    867954 | PA      | $869245.30    | 0.23%             | 2031-07-27      | Variable      | 0.06%                 | 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        |    790000 | PA      | $790295.93    | 0.21%             | 2028-03-15      | Fixed         | 0.05%                 | 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        |   1100000 | PA      | $1110550.84   | 0.29%             | 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        |   1235000 | PA      | $1236071.63   | 0.32%             | 2027-01-26      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| US BANK NA CINCINNATI OHIO                                         | US BANK NA CINCINNATI OHIO FRN SOFR+91 05/15/2028                                                | CUSIP: 90331HPT4<br>LEI: 6BYL5QZYBDK8S7L73M02 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1508702.63   | 0.39%             | 2028-05-15      | Variable      | 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        |    377838 | PA      | $378782.87    | 0.10%             | 2027-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE LOAN FUNDING 2022-3 LTD                              | PALMER SQUARE LOAN FUNDING 2022-3 LTD A1BR TSFR3M+140 04/15/2031 144A                            | CUSIP: 69690CAN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    925000 | PA      | $926462.43    | 0.24%             | 2031-04-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| OCWEN LOAN INVESTMENT TRUST                                        | OCWEN LOAN INVESTMENT TRUST HB1 A VAR 06/25/2038 144A                                            | CUSIP: 68278EAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    190822 | PA      | $185441.11    | 0.05%             | 2038-06-25      | Variable      | 0.03%                 | 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        |    953000 | PA      | $954189.63    | 0.25%             | 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        |    535000 | PA      | $536182.94    | 0.14%             | 2028-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                | AMERICAN EXPRESS CO FRN SOFRINDX+135 10/30/2026                                                  | CUSIP: 025816DM8<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1102685.20   | 0.29%             | 2026-10-30      | Variable      | 0.06%                 | 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        |    750000 | PA      | $753110.01    | 0.20%             | 2026-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SBNA AUTO LEASE TRUST 2024-B                                       | SBNA AUTO LEASE TRUST 2024-B 5.67% 11/20/2026 144A                                               | CUSIP: 78437VAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     73792 | PA      | $73849.74     | 0.02%             | 2026-11-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| KUBOTA CREDIT OWNER TRUST 2024-2                                   | KUBOTA CREDIT OWNER TRUST 2024-2 5.45% 04/15/2027 144A                                           | CUSIP: 50117DAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    214036 | PA      | $215040.00    | 0.06%             | 2027-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| OHA CREDIT FUNDING 22 LTD                                          | OHA CREDIT FUNDING 22 LTD A1 TSFR3M+ 07/20/2038 144A                                             | CUSIP: 67121HAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    787000 | PA      | $789192.58    | 0.21%             | 2038-07-20      | Variable      | 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        |    750000 | PA      | $746490.71    | 0.20%             | 2026-10-24      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES LTD                                          | TRANSCANADA PIPELINES LTD 4.875% 01/15/2026                                                      | CUSIP: 89352HAT6<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    930000 | PA      | $929996.10    | 0.24%             | 2026-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                | AMERICAN EXPRESS CO FRN SOFRINDX+97 07/28/2027                                                   | CUSIP: 025816DJ5<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1506225.21   | 0.39%             | 2027-07-28      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| OPORTUN FUNDING TRUST 2024-3                                       | OPORTUN FUNDING TRUST 2024-3 5.26% 08/15/2029 144A                                               | CUSIP: 68377NAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     55601 | PA      | $55635.37     | 0.01%             | 2029-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                              | ATHENE GLOBAL FUNDING 2.95% 11/12/2026 144A                                                      | CUSIP: 04685A2K6<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    970000 | PA      | $953705.90    | 0.25%             | 2026-11-12      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MATTEL INC                                                         | MATTEL INC 5.875% 12/15/2027 144A                                                                | CUSIP: 577081BD3<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |   1280000 | PA      | $1283409.92   | 0.34%             | 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        |   1039000 | PA      | $1041994.40   | 0.27%             | 2027-04-28      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| DLLAD LLC                                                          | DLLAD LLC 4.46% 11/20/2028 144A                                                                  | CUSIP: 23347BAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    615000 | PA      | $616826.73    | 0.16%             | 2028-11-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2018-B2 MTG TR                                           | BENCHMARK 2018-B2 MTG TR 3.7802% 02/15/2051                                                      | CUSIP: 08161CAF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     95693 | PA      | $94951.09     | 0.02%             | 2051-02-15      | Fixed         | 0.04%                 | 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        |   1456000 | PA      | $1438785.87   | 0.38%             | 2026-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COML MTG TR 2016-LC25                                  | WELLS FARGO COML MTG TR 2016-LC25 3.486% 12/15/2059                                              | CUSIP: 95000JAW8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     68665 | PA      | $68342.90     | 0.02%             | 2059-12-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO LEASE SECURITIZATION TRUST 2023-C                     | HYUNDAI AUTO LEASE SECURITIZATION TRUST 2023-C 5.8% 12/15/2026 144A                              | CUSIP: 44935VAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    825204 | PA      | $827432.10    | 0.22%             | 2026-12-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DBJPM 16-C1                                                        | DBJPM 16-C1 ASB 3.038% 05/10/2049                                                                | CUSIP: 23312LAQ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    120404 | PA      | $120140.53    | 0.03%             | 2049-05-10      | Fixed         | 0.03%                 | 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        |    417679 | PA      | $418410.13    | 0.11%             | 2027-12-15      | Fixed         | 0.05%                 | 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        |   1200000 | PA      | $1178844.64   | 0.31%             | 2026-04-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG NEW YORK BNCH                                     | DEUTSCHE BANK AG NEW YORK BNCH 2.129%/VAR 11/24/2026                                             | CUSIP: 251526CE7<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1242899.20   | 0.33%             | 2026-11-24      | Variable      | 0.02%                 | 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        |   1100000 | PA      | $1108904.36   | 0.29%             | 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        |    525000 | PA      | $526973.58    | 0.14%             | 2028-07-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DRYDEN 68 CLO LTD                                                  | DRYDEN 68 CLO LTD ARR TSFR3M+110 07/15/2035 144A                                                 | CUSIP: 26252QAS1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    853000 | PA      | $853625.25    | 0.22%             | 2035-07-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ONCOR ELEC DELIVERY CO LLC                                         | ONCOR ELEC DELIVERY CO LLC 4.5% 03/20/2027 144A                                                  | CUSIP: 68233JCY8<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    671000 | PA      | $675617.61    | 0.18%             | 2027-03-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                          | BOEING CO 3.1% 05/01/2026                                                                        | CUSIP: 097023CH6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    900000 | PA      | $891976.18    | 0.23%             | 2026-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ AUTO RECEIVABLES TRUST 2022-1                        | MERCEDES-BENZ AUTO RECEIVABLES TRUST 2022-1 5.21% 08/16/2027                                     | CUSIP: 58768PAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    355027 | PA      | $356303.81    | 0.09%             | 2027-08-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SFS AUTO RECEIVABLES SECURITIZATION TRUST 2025-2                   | SFS AUTO RECEIVABLES SECURITIZATION TRUST 2025-2A A2 4.85% 11/20/2028 144A                       | CUSIP: 78398HAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    685000 | PA      | $686660.51    | 0.18%             | 2028-11-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GLENCORE FDG LLC                                                   | GLENCORE FDG LLC FRN SOFRINDX+75 10/01/2026 144A                                                 | CUSIP: 378272BX5<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   1135000 | PA      | $1137662.51   | 0.30%             | 2026-10-01      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| COPT DEFENSE PROPERTIES LP                                         | COPT DEFENSE PROPERTIES LP 2.25% 03/15/2026                                                      | CUSIP: 22003BAL0<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1084457.70   | 0.28%             | 2026-03-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UBS COML MTG TR 2017-C5                                            | UBS COML MTG TR 2017-C5 3.345% 11/15/2050                                                        | CUSIP: 90276TAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     10238 | PA      | $10119.92     | 0.00%             | 2050-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE LN FDG 2025-2 LTD / PALMER SQUARE LN FDG 2025-2 LLC  | PALMER SQUARE LN FDG LTD 2025-2A A1 TSFR3M+94 07/15/2033 144A                                    | CUSIP: 69704AAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1140000 | PA      | $1140257.64   | 0.30%             | 2033-07-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FORD CR AUTO OWNER TR 2020-REV2                                    | FORD CR AUTO OWNER TR 2020-REV2 1.49% 04/15/2033 144A                                            | CUSIP: 34532JAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    900000 | PA      | $896135.31    | 0.23%             | 2033-04-15      | Fixed         | 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        |    960000 | PA      | $949764.17    | 0.25%             | 2028-03-24      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| CHEVRON PHIL CHEM LLC /CHEV LP                                     | CHEVRON PHIL CHEM LLC /CHEV LP 3.4% 12/01/2026 144A                                              | CUSIP: 166754AP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1089894.18   | 0.29%             | 2026-12-01      | Fixed         | 0.03%                 | 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        |   1200000 | PA      | $1206870.65   | 0.32%             | 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        |    810000 | PA      | $811283.53    | 0.21%             | 2028-01-18      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO LEASE SECURITIZATION TRUST 2024-B                     | HYUNDAI AUTO LEASE SECURITIZATION TRUST 2024-B 5.51% 10/15/2026 144A                             | CUSIP: 44934FAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    274023 | PA      | $274375.48    | 0.07%             | 2026-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                            | HYUNDAI CAP AMER FRN SOFR+132 11/03/2025 144A                                                    | CUSIP: 44891ACS4<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50083.50     | 0.01%             | 2025-11-03      | 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        |     71369 | PA      | $71433.42     | 0.02%             | 2026-12-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CHASE AUTO OWNER TRUST                                             | CHASE AUTO OWNER TRUST 5.25% 09/27/2027 144A                                                     | CUSIP: 16144YAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    311735 | PA      | $312350.03    | 0.08%             | 2027-09-27      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUSTRALIA                                        | COMMONWEALTH BANK AUSTRALIA FRN SOFR+46 11/27/2026 144A                                          | CUSIP: 2027A0KV0<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |   1200000 | PA      | $1202415.85   | 0.31%             | 2026-11-27      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING 2024-3 LLC                              | ENTERPRISE FLEET FINANCING 2024-3 LLC 5.31% 04/20/2027 144A                                      | CUSIP: 29375QAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    437856 | PA      | $440159.65    | 0.12%             | 2027-04-20      | 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        |    930000 | PA      | $932170.30    | 0.24%             | 2026-02-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GM FINL CONSUMER AUTOMOBILE RECEIVABLES TR 2025-2                  | GM FINL CONSUMER AUTOMOBILE RECEIVABLES TR 2025-2 4.4% 02/16/2028                                | CUSIP: 362549AB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1045000 | PA      | $1046164.86   | 0.27%             | 2028-02-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE LOAN FUNDING 2024-2 LTD                              | PALMER SQUARE LOAN FUNDING 2024-2 LTD A1N TSFR3M+100 01/15/2033 144A                             | CUSIP: 69703RAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    208318 | PA      | $208567.92    | 0.05%             | 2033-01-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                                             | MARVELL TECHNOLOGY INC 1.65% 04/15/2026                                                          | CUSIP: 573874AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2226000 | PA      | $2187218.27   | 0.57%             | 2026-04-15      | 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        |    900000 | PA      | $924976.22    | 0.24%             | 2027-10-26      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| TOYOTA AUTO RECEIVABLES 2024-B OWNER TR                            | TOYOTA AUTO RECEIVABLES 2024-B OWNER TR 5.41% 03/15/2027                                         | CUSIP: 89237NAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    245097 | PA      | $245395.06    | 0.06%             | 2027-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                                | STATE ST BK and TR CO BOSTON FRN SOFR+46 11/25/2026                                              | CUSIP: 857449AD4<br>LEI: 571474TGEMMWANRLN572 | Long             | DBT              | CORP              | US        |    711000 | PA      | $711942.61    | 0.19%             | 2026-11-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| HPEFS EQUIP TR 2024-2                                              | HPEFS EQUIP TR 2024-2 5.5% 10/20/2031 144A                                                       | CUSIP: 40444MAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    202459 | PA      | $202774.59    | 0.05%             | 2031-10-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| JUNIPER VALLEY PARK CLO LLC                                        | JUNIPER VALLEY PARK CLO LLC AR TSFR3M+125 07/20/2036 144A                                        | CUSIP: 48206KAQ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   1419000 | PA      | $1420471.50   | 0.37%             | 2036-07-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CHESAPEAKE FUNDING II LLC                                          | CHESAPEAKE FUNDING II LLC 6.16% 10/15/2035 144A                                                  | CUSIP: 165183CZ5<br>LEI: 5493000HT7H4OFOD6Z12 | Long             | ABS-CBDO         | CORP              | US        |    595693 | PA      | $603608.40    | 0.16%             | 2035-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AFFIRM ASSET SECURITIZATION TRUST 2024-X2                          | AFFIRM ASSET SECURITIZATION TRUST 2024-X2 5.22% 12/17/2029 144A                                  | CUSIP: 00833QAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    310321 | PA      | $310570.63    | 0.08%             | 2029-12-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| USB AUTO OWNER TRUST 2025-1                                        | USB AUTO OWNER TRUST 2025-1 4.51% 06/15/2028 144A                                                | CUSIP: 90367VAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    910000 | PA      | $912723.81    | 0.24%             | 2028-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2016-LC24                    | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2016-LC24 ASB 2.825% 10/15/2049                            | CUSIP: 95000HBG6<br>LEI: 5493007OD9MH69ES1S63 | Long             | ABS-MBS          | CORP              | US        |     11467 | PA      | $11424.14     | 0.00%             | 2049-10-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FINANCE NORTH AMERICA LLC                            | MERCEDES-BENZ FINANCE NORTH AMERICA LLC FRN SOFR+78 04/01/2027 144A                              | CUSIP: 58769JBD8<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    750000 | PA      | $752648.45    | 0.20%             | 2027-04-01      | Variable      | 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        |    445000 | PA      | $447317.83    | 0.12%             | 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        |    771989 | PA      | $771024.44    | 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        |   1200000 | PA      | $1172627.28   | 0.31%             | 2027-07-22      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| BARINGS CLO LTD 2019-III                                           | BARINGS CLO LTD 2019-III A1RR TSFR3M+114 01/20/2036 144A                                         | CUSIP: 06761KAW1<br>LEI: 549300T40QLO0VJIOB35 | Long             | ABS-CBDO         | CORP              | KY        |    940000 | PA      | $940568.70    | 0.25%             | 2036-01-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BLP COML MTG 2024-INDS                                             | BLP COML MTG 2024-IND2 A TSFR1M+139.208 03/15/2041 144A                                          | CUSIP: 05625AAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    128092 | PA      | $128331.86    | 0.03%             | 2041-03-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FORD CR AUTO OWNER TR 2020-REV2                                    | FORD CR AUTO OWNER TR 2020-REV2 A 1.06% 04/15/2033 144A                                          | CUSIP: 34532JAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1200000 | PA      | $1195092.48   | 0.31%             | 2033-04-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GMF FLOORPLAN OWNER REVOLVING TR                                   | GMF FLOORPLAN OWNER REVOLVING TR 2023-1 A2 SOFR30A+115 06/15/2028 144A                           | CUSIP: 361886CS1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1111000 | PA      | $1117204.71   | 0.29%             | 2028-06-15      | Variable      | 0.05%                 | 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        |    340000 | PA      | $340486.81    | 0.09%             | 2027-11-22      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST BILLS                                                          | UST BILLS 0% 01/29/2026                                                                          | CUSIP: 912797RK5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  22000000 | PA      | $21644164.08  | 5.67%             | 2026-01-29      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP                                                   | NTT FINANCE CORP 4.567% 07/16/2027 144A                                                          | CUSIP: 62954WAP0<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $201268.54    | 0.05%             | 2027-07-16      | 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        |    982000 | PA      | $982669.23    | 0.26%             | 2027-10-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CARMAX SELECT RECEIVABLES TRUST 2024-A                             | CARMAX SELECT RECEIVABLES TRUST 2024-A 5.78% 09/15/2027                                          | CUSIP: 14319FAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     22000 | PA      | $22070.30     | 0.01%             | 2027-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DBJPM 16-C1                                                        | DBJPM 16-C1 3.015% 05/10/2049                                                                    | CUSIP: 23312LAR9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    980709 | PA      | $974684.77    | 0.26%             | 2049-05-10      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMER FIN LLC                                      | VOLKSWAGEN GROUP AMER FIN LLC FRN SOFR+106 08/14/2026 144A                                       | CUSIP: 928668CJ9<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   1091000 | PA      | $1093683.64   | 0.29%             | 2026-08-14      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| JPMDB COML MTG SECS TR 2016-C4                                     | JPMDB COML MTG SECS TR 2016-C4 ASB 2.9941% 12/15/2049                                            | CUSIP: 46646RAK9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     13863 | PA      | $13747.66     | 0.00%             | 2049-12-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON NATIONAL BANK                                           | HUNTINGTON NATL BK COLUMBUS OH FRN SOFR+72 04/12/2028                                            | CUSIP: 44644MAL5<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | DBT              | CORP              | US        |    912000 | PA      | $911482.49    | 0.24%             | 2028-04-12      | Variable      | 0.05%                 | 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        |    544000 | PA      | $544767.57    | 0.14%             | 2026-09-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERATION DES CAISSES DESJARD INS DU QUEBEC                       | FEDERATION DES CAISE DESJARDIN FRN SOFR+63 01/27/2027 144A                                       | CUSIP: 31429KAN3<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |   1100000 | PA      | $1100310.04   | 0.29%             | 2027-01-27      | Variable      | 0.05%                 | 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        |    274458 | PA      | $274990.04    | 0.07%             | 2028-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BUCKHORN PARK CLO LTD                                              | BUCKHORN PARK CLO LTD ARR TSFR3M+107 07/18/2034 144A                                             | CUSIP: 118382BA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    910000 | PA      | $909993.63    | 0.24%             | 2034-07-18      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST 2023-A                                | FORD CREDIT AUTO OWNER TRUST 2023-A 4.65% 02/15/2028                                             | CUSIP: 344928AD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    663698 | PA      | $665171.45    | 0.17%             | 2028-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                                     | CITIBANK NA FRN SOFR+78.1 05/29/2027                                                             | CUSIP: 17325FBQ0<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |   1130000 | PA      | $1138454.97   | 0.30%             | 2027-05-29      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BX 2024-CNYN                                                       | BX 2024-CNYN TSFR1M+144.188 04/15/2029 144A                                                      | CUSIP: 05612HAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    371869 | PA      | $372798.59    | 0.10%             | 2041-04-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| DRYDEN 104 CLO LTD / DRYDEN 104 CLO LLC                            | DRYDEN 104 CLO LTD / DRYDEN 104 CLO LLC A1R TSFR3M+129 08/20/2034 144A                           | CUSIP: 26253BAN4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    566000 | PA      | $567005.22    | 0.15%             | 2034-08-20      | Variable      | 0.05%                 | 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        |    152092 | PA      | $152319.89    | 0.04%             | 2027-10-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| REACH ABS TR 2025-2                                                | REACH ABS TR 2025-2 4.93% 08/18/2032 144A                                                        | CUSIP: 75525QAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    266903 | PA      | $267634.60    | 0.07%             | 2032-08-18      | Fixed         | 0.05%                 | 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        |    561435 | PA      | $562018.54    | 0.15%             | 2027-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MADISON PK FDG XLV LTD / MADISON PK FDG XLV LLC                    | MADISON PK FDG XLV LTD / MADISON PK FDG XLV LLC ARR TSFR3M+108 07/15/2034 144A                   | CUSIP: 55820BAS6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    845000 | PA      | $845790.92    | 0.22%             | 2034-07-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| VERIZON MASTER TRUST                                               | VERIZON MASTER TRUST 4.51% 03/20/2030                                                            | CUSIP: 92348KDY6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    920000 | PA      | $925885.88    | 0.24%             | 2030-03-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GREENSKY HOME IMPROVEMENT ISSUER TRUST 2025-2                      | GREENSKY HOME IMPROVEMENT ISSUER TRUST 2025-2 4.93% 06/25/2060 144A                              | CUSIP: 39571VAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    100000 | PA      | $100276.31    | 0.03%             | 2060-06-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GM FINL CONSUMER AUTOMOBILE RECEIVABLES TR 2022-4                  | GM FINL CONSUMER AUTOMOBILE RECEIVABLES TR 2022-4 4.82% 08/16/2027                               | CUSIP: 36265QAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     11113 | PA      | $11127.89     | 0.00%             | 2027-08-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                      | CITIGROUP INC FRN SOFR+111.43 05/07/2028                                                         | CUSIP: 172967PY1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    950000 | PA      | $956372.43    | 0.25%             | 2028-05-07      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SAMMONS FINANCIAL GROUP GLOBAL FUNDING                             | SAMMONS FINANCIAL GROUP GLOBAL FUNDING FRN SOFR+85 09/02/2027 144A                               | CUSIP: 79587J2D4<br>LEI: 635400IPRNPM6HDHRS48 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1101089.65   | 0.29%             | 2027-09-02      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BK NA SALT LAKE                                     | MORGAN STANLEY BK NA SALT LAKE FRN SOFR+68.5 10/15/2027                                          | CUSIP: 61690U8F0<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1203357.44   | 0.31%             | 2027-10-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINANCIAL GROUP INC                                | SUMITOMO MITSUI FINL GRP INC 2.632% 07/14/2026                                                   | CUSIP: 86562MAF7<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   1200000 | PA      | $1183963.38   | 0.31%             | 2026-07-14      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO RECEIVABLES TR 2024-A                                 | HYUNDAI AUTO RECEIVABLES TR 2024-A 5.29% 04/15/2027                                              | CUSIP: 448973AB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2870 | PA      | $2874.29      | 0.00%             | 2027-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BX COML MTG TR 2024-XL5                                            | BX COML MTG TR 2024-XL5 A TSFR1M+139.165 03/15/2039 144A                                         | CUSIP: 05612GAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1027366 | PA      | $1028649.17   | 0.27%             | 2041-03-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TR 2024-2                                        | CARMAX AUTO OWNER TR 2024-2 5.65% 05/17/2027                                                     | CUSIP: 14319EAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    237322 | PA      | $237752.24    | 0.06%             | 2027-05-17      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                       | BARCLAYS PLC 5.829%/VAR 05/09/2027                                                               | CUSIP: 06738ECF0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1240000 | PA      | $1251240.54   | 0.33%             | 2027-05-09      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                           | MARS INC 4.45% 03/01/2027 144A                                                                   | CUSIP: 571676AW5<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    959000 | PA      | $964783.76    | 0.25%             | 2027-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                  | NATWEST GROUP PLC 1.642%/VAR 06/14/2027                                                          | CUSIP: 639057AC2<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   1247000 | PA      | $1220570.25   | 0.32%             | 2027-06-14      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORP                                        | AMERICAN HONDA FINANCE CORP FRN SOFR+71 01/09/2026                                               | CUSIP: 02665WEX5<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1101666.51   | 0.29%             | 2026-01-09      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| TRUIST BANK                                                        | TRUIST BANK FRN SOFR+77 07/24/2028                                                               | CUSIP: 89788JAG4<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1100209.00   | 0.29%             | 2028-07-24      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MERCEDES-AUTO RECEIVABLES TR 2023-1                                | MERCEDES-BENZ AUTO RECEIVABLES TR 2023-1 4.51% 11/15/2027                                        | CUSIP: 58770AAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    330244 | PA      | $330626.30    | 0.09%             | 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        |    750260 | PA      | $751623.15    | 0.20%             | 2027-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP INC                                         | MIZUHO FINL GROUP INC 1.234%/VAR 05/22/2027                                                      | CUSIP: 60687YBP3<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |   1200000 | PA      | $1173527.54   | 0.31%             | 2027-05-22      | Variable      | 0.01%                 | 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        |    860000 | PA      | $860514.23    | 0.23%             | 2025-12-24      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FLATIRON CLO 28 LTD / FLATIRON CLO 28 LLC                          | FLATIRON CLO 28 LTD / FLATIRON CLO 28 LLC A1R TSFR3M+108 07/15/2036 144A                         | CUSIP: 33884EAQ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1538000 | PA      | $1538000.00   | 0.40%             | 2036-07-15      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING 2025-3 LLC                              | ENTERPRISE FLEET FINANCING 2025-3 LLC 4.5% 04/20/2028 144A                                       | CUSIP: 29375UAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1140000 | PA      | $1144376.00   | 0.30%             | 2028-04-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                                 | CREDIT AGRICOLE SA 5.589% 07/05/2026 144A                                                        | CUSIP: 22534PAE3<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   1000000 | PA      | $1010345.48   | 0.26%             | 2026-07-05      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UBS COMMERCIAL MORTGAGE TRUST 2017-C4                              | UBS COMMERCIAL MORTGAGE TRUST 2017-C4 3.366% 10/15/2050                                          | CUSIP: 90276RBC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     74017 | PA      | $73351.69     | 0.02%             | 2050-10-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| KUBOTA CREDIT OWNER TRUST 2025-1                                   | KUBOTA CREDIT OWNER TRUST 2025-1 4.61% 12/15/2027 144A                                           | CUSIP: 50117FAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1015000 | PA      | $1018247.49   | 0.27%             | 2027-12-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GLENCORE FDG LLC                                                   | GLENCORE FDG LLC 1.625% 04/27/2026 144A                                                          | CUSIP: 378272BD9<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    890000 | PA      | $872991.74    | 0.23%             | 2026-04-27      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TR 2024-2                                        | CARMAX AUTO OWNER TR 2024-2 SOFR30A+73 05/17/2027                                                | CUSIP: 14319EAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    390760 | PA      | $391005.35    | 0.10%             | 2027-05-17      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                                                    | CHEVRON USA INC FRN SOFRINDX+36 02/26/2027                                                       | CUSIP: 166756BA3<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |   1066000 | PA      | $1067133.49   | 0.28%             | 2027-02-26      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING 2025-2 LLC                              | ENTERPRISE FLEET FINANCING 2025-2 LLC 4.51% 02/22/2028 144A                                      | CUSIP: 29375TAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1106000 | PA      | $1109665.28   | 0.29%             | 2028-02-22      | 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        |    226888 | PA      | $227000.71    | 0.06%             | 2028-06-12      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WHEELS FLEET LEASE FUNDING 1 LLC                                   | WHEELS FLEET LEASE FUNDING 1 LLC 0% 02/18/2039 144A                                              | CUSIP: 96328GBN6<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-CBDO         | CORP              | US        |    772343 | PA      | $774647.62    | 0.20%             | 2039-02-18      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                  | NATWEST GROUP PLC 5.847%/VAR 03/02/2027                                                          | CUSIP: 639057AJ7<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   1440000 | PA      | $1450225.44   | 0.38%             | 2027-03-02      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BX COML MTG TR 2024-GPA3                                           | BX COML MTG TR 2024-GPA3 A TSFR1M+149.25 12/15/2029 144A                                         | CUSIP: 123910AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     96281 | PA      | $96551.22     | 0.03%             | 2039-12-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| EXETER SELECT AUTOMOBILE RECEIVABLES TR 2025-1                     | EXETER SELECT AUTOMOBILE RECEIVABLES TR 2025-1 4.83% 10/16/2028                                  | CUSIP: 30185AAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     36571 | PA      | $36678.71     | 0.01%             | 2028-10-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| EQUITABLE FINANCIAL LIFE GLOBAL FUNDING                            | EQUITABLE FINANCIAL LIFE GLOBAL FUNDING 4.6% 04/01/2027 144A                                     | CUSIP: 29449WAU1<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |    771000 | PA      | $775460.20    | 0.20%             | 2027-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK 2017-BNKS                                                     | BANK 2017-BNKS 3.179% 06/15/2060                                                                 | CUSIP: 06541WAU6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     54633 | PA      | $54117.82     | 0.01%             | 2060-06-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                               | ENEL FINANCE INTL NV STEP 10/14/2025 144A                                                        | CUSIP: 29278GAZ1<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |   1356000 | PA      | $1359472.65   | 0.36%             | 2025-10-14      | Variable      | 0.07%                 | 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        |    596197 | PA      | $597795.10    | 0.16%             | 2027-07-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DNB BANK ASA                                                       | DNB BANK ASA 1.535%/VAR 05/25/2027 144A                                                          | CUSIP: 23329PAG5<br>LEI: 549300GKFG0RYRRQ1414 | Long             | DBT              | CORP              | NO        |     30000 | PA      | $29404.63     | 0.01%             | 2027-05-25      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| NEUBERGER BERMAN LN ADVISERS NBLA CLO 50 LTD / NEUBERGER BERMAN LN | NEUBERGER BERMAN LN ADVISERS NBLA CLO 50 LTD / NEUBERGER BERMAN LN AR TSFR3M+125 07/23/2036 144A | CUSIP: 64134VAQ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   1500000 | PA      | $1502224.50   | 0.39%             | 2036-07-23      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| DELL EQUIP FIN TR 2024-2                                           | DELL EQUIP FIN TR 2024-2 4.69% 08/22/2030 144A                                                   | CUSIP: 24704EAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    595253 | PA      | $596149.76    | 0.16%             | 2030-08-22      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                  | HSBC HOLDINGS PLC 5.887%/VAR 08/14/2027                                                          | CUSIP: 404280DZ9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1240000 | PA      | $1256688.52   | 0.33%             | 2027-08-14      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| THE BANK OF NOVA SCOTIA                                            | BANK OF NOVA SCOTIA 2.7% 08/03/2026                                                              | CUSIP: 064159QE9<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   1100000 | PA      | $1085725.51   | 0.28%             | 2026-08-03      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GMF FLOORPLAN OWNER REVOLVING TR                                   | GMF FLOORPLAN OWNER REVOLVING TR 5.34% 06/15/2028 144A                                           | CUSIP: 361886CR3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1100000 | PA      | $1109364.30   | 0.29%             | 2028-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FLATIRON CLO 23 LLC                                                | FLATIRON CLO 23-1A AR LLC TSFR3M+124 04/17/2036 144A                                             | CUSIP: 33883DAQ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    981000 | PA      | $981970.21    | 0.26%             | 2036-04-17      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GMF FLOORPLAN OWNER REVOLVING TR                                   | GMF FLOORPLAN OWNER REVOLVING TR 4.68% 11/15/2028 144A                                           | CUSIP: 361886DK7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    940000 | PA      | $945155.81    | 0.25%             | 2028-11-15      | 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        |   1030000 | PA      | $1032508.76   | 0.27%             | 2027-09-10      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORP                                        | AMERICAN HONDA FINANCE CORP FRN SOFRINDX+79 10/03/2025                                           | CUSIP: 02665WES6<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1100448.54   | 0.29%             | 2025-10-03      | 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        |    260000 | PA      | $261914.64    | 0.07%             | 2026-12-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINANCIAL GROUP INC                                | SUMITOMO MITSUI FINL GRP INC 1.402% 09/17/2026                                                   | CUSIP: 86562MCH1<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   1200000 | PA      | $1166112.48   | 0.31%             | 2026-09-17      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI AUTOMOBILE LEASE SECURITIZATION TR 2024-A               | WORLD OMNI AUTOMOBILE LEASE SECURITIZATION TR 2024-A A2B 5.57% 02/16/2027                        | CUSIP: 981946AC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    256493 | PA      | $256632.04    | 0.07%             | 2027-02-16      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2016-C32                     | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2016-C32 A3FL TSFR1M+153.448 01/15/2059                    | CUSIP: 94989YBG7<br>LEI: 549300VOKB4Z9J8DIM89 | Long             | ABS-MBS          | CORP              | US        |    238727 | PA      | $239003.41    | 0.06%             | 2059-01-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                               | ROYAL BANK OF CANADA FRN SOFRINDX+57 04/27/2026                                                  | CUSIP: 78016EZR1<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   1100000 | PA      | $1101939.69   | 0.29%             | 2026-04-27      | Variable      | 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        |   1025000 | PA      | $1025845.07   | 0.27%             | 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        |      5778 | PA      | $5783.49      | 0.00%             | 2027-02-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                                     | CITIBANK NA FRN SOFR+70.8 08/06/2026                                                             | CUSIP: 17325FBH0<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |    750000 | PA      | $752190.36    | 0.20%             | 2026-08-06      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| TOYOTA AUTO RECEIVABLES 2025-B OWNER TR                            | TOYOTA AUTO RECEIVABLES 2025-B OWNER TR 4.46% 03/15/2028                                         | CUSIP: 89231HAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1120000 | PA      | $1122114.78   | 0.29%             | 2028-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GM FINL CONSUMER AUTOMOBILE RECEIVABLES TR 2022-2                  | GM FINL CONSUMER AUTOMOBILE RECEIVABLES TR 2022-2 3.1% 02/16/2027                                | CUSIP: 362585AC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3100 | PA      | $3093.78      | 0.00%             | 2027-02-16      | Fixed         | 0.03%                 | 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        |   1150000 | PA      | $1153286.14   | 0.30%             | 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        |    950000 | PA      | $952786.92    | 0.25%             | 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        |    807000 | PA      | $814695.77    | 0.21%             | 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        |   1200000 | PA      | $1210206.44   | 0.32%             | 2027-01-07      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                  | EVERSOURCE ENERGY 4.75% 05/15/2026                                                               | CUSIP: 30040WAV0<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    750000 | PA      | $751732.73    | 0.20%             | 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        |   1160000 | PA      | $1154223.20   | 0.30%             | 2027-04-23      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                        | BANK OF AMERICA CORPORATION 3.824%/VAR 01/20/2028                                                | CUSIP: 06051GGF0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1143355.60   | 0.30%             | 2028-01-20      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING 2025-1 LLC                              | ENTERPRISE FLEET FINANCING 2025-1 LLC 4.65% 10/20/2027 144A                                      | CUSIP: 29390HAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    775000 | PA      | $777668.09    | 0.20%             | 2027-10-20      | Fixed         | 0.05%                 | 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        |   1040000 | PA      | $1042553.51   | 0.27%             | 2027-09-27      | Fixed         | 0.04%                 | 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        |    830000 | PA      | $831508.44    | 0.22%             | 2028-08-10      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DELL EQUIP FIN TR 2025-1                                           | DELL EQUIP FIN TR 2025-1 4.68% 07/22/2027 144A                                                   | CUSIP: 24703UAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    130000 | PA      | $130495.40    | 0.03%             | 2027-07-22      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FORD CR FLOORPLN MAST OWN TR A                                     | FORD CR FLOORPLN MAST OWN TR A 1.06% 09/15/2027                                                  | CUSIP: 34528QHQ0<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-CBDO         | CORP              | US        |     25000 | PA      | $24962.32     | 0.01%             | 2027-09-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                       | ING GROEP NV FRN SOFRINDX+156 09/11/2027                                                         | CUSIP: 456837BJ1<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   1100000 | PA      | $1109705.65   | 0.29%             | 2027-09-11      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| POST ROAD EQUIPMENT FINANCE 2025-1 LLC                             | POST ROAD EQUIPMENT FINANCE 2025-1 LLC 4.9% 05/15/2031 144A                                      | CUSIP: 73747LAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    100000 | PA      | $100678.97    | 0.03%             | 2031-05-15      | Fixed         | 0.05%                 | 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        |   1140000 | PA      | $1153098.20   | 0.30%             | 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        |    900000 | PA      | $904475.25    | 0.24%             | 2026-03-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR                 | AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 4.45% 10/01/2025                              | CUSIP: 00774MAG0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    800000 | PA      | $799826.04    | 0.21%             | 2025-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SOFI CONSUMER LOAN PROGRAM 2025-3                                  | SOFI CONSUMER LOAN PROGRAM 2025-3 4.47% 08/15/2034 144A                                          | CUSIP: 83390JAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    275000 | PA      | $275173.69    | 0.07%             | 2034-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI AUTOMOBILE LEASE SECURITIZATION TR 2024-A               | WORLD OMNI AUTOMOBILE LEASE SECURITIZATION TR 2024-A 5.32% 02/16/2027                            | CUSIP: 981946AB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      3792 | PA      | $3802.86      | 0.00%             | 2027-02-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO RECEIVABLES TRUST 2022-B                              | HYUNDAI AUTO RECEIVABLES TRUST 2022-B 3.72% 11/16/2026                                           | CUSIP: 44918MAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      2160 | PA      | $2158.28      | 0.00%             | 2026-11-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                  | NATWEST GROUP PLC 7.472%/VAR 11/10/2026                                                          | CUSIP: 639057AG3<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   1100000 | PA      | $1105871.99   | 0.29%             | 2026-11-10      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| MATTEL INC                                                         | MATTEL INC 3.375% 04/01/2026 144A                                                                | CUSIP: 577081BE1<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |    380000 | PA      | $376599.84    | 0.10%             | 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        |    520000 | PA      | $524914.30    | 0.14%             | 2027-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                            | HYUNDAI CAP AMER 5.45% 06/24/2026 144A                                                           | CUSIP: 44891ADA2<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    661000 | PA      | $666051.72    | 0.17%             | 2026-06-24      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP / VICI NOTE CO INC                              | VICI PROPERTIES LP / VICI NOTE CO INC 4.25% 12/01/2026 144A                                      | CUSIP: 92564RAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1144881.43   | 0.30%             | 2026-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CHASE ISSUANCE TR                                                  | CHASE ISSUANCE TR 3.97% 09/15/2027                                                               | CUSIP: 161571HS6<br>LEI: 5493008SHVCX2Y068L12 | Long             | ABS-CBDO         | CORP              | US        |   1500000 | PA      | $1499662.35   | 0.39%             | 2027-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GMF FLOORPLAN OWNER REVOLVING TR                                   | GMF FLOORPLAN OWNER REVOLVING TR SOFR30A+55 03/15/2029 144A                                      | CUSIP: 361886DX9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    705000 | PA      | $706162.69    | 0.18%             | 2029-03-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                 | ENERGY TRANSFER LP 5.625% 05/01/2027 144A                                                        | CUSIP: 226373AQ1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30002.33     | 0.01%             | 2027-05-01      | Fixed         | 0.06%                 | 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        |   1020000 | PA      | $1028923.01   | 0.27%             | 2026-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| KUBOTA CREDIT OWNER TRUST 2025-2                                   | KUBOTA CREDIT OWNER TRUST 2025-2 4.48% 04/17/2028 144A                                           | CUSIP: 50117LAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    465000 | PA      | $466871.86    | 0.12%             | 2028-04-17      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ AUTO LEASE TRUST 2024-A                              | MERCEDES-BENZ AUTO LEASE TRUST 2024-A 5.44% 02/16/2027                                           | CUSIP: 58770JAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    441270 | PA      | $442332.56    | 0.12%             | 2027-02-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO RECEIVABLES TRUST 25-B                                | HYUNDAI AUTO RECEIVABLES TRUST 25-B 4.45% 08/15/2028                                             | CUSIP: 44935XAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    600000 | PA      | $601790.76    | 0.16%             | 2028-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COML MTG TR 2024-GRP                                   | WELLS FARGO COML MTG 2024-GRP A TSFR1M+179.132 10/15/2041 144A                                   | CUSIP: 95003YAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    388000 | PA      | $388601.21    | 0.10%             | 2041-10-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                                                 | BMW US CAPITAL LLC FRN SOFRINDX+80 08/13/2026 144A                                               | CUSIP: 05565ECN3<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1104180.00   | 0.29%             | 2026-08-13      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MAGNETITE XXII LTD / MAGNETITE XXII LLC                            | MAGNETITE XXII LTD / MAGNETITE XXII LLC ARR TSFR3M+125 07/15/2036 144A                           | CUSIP: 55954HAW2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    892000 | PA      | $893179.22    | 0.23%             | 2036-07-15      | Variable      | 0.06%                 | 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        |    736101 | PA      | $736821.72    | 0.19%             | 2028-04-17      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GENERAL MTRS FINL CO INC                                           | GENERAL MTRS FINL CO INC 5.25% 03/01/2026                                                        | CUSIP: 37045XBG0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1101859.50   | 0.29%             | 2026-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                               | KEURIG DR PEPPER INC FRN SOFR+58 11/15/2026                                                      | CUSIP: 49271VAY6<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |   1272000 | PA      | $1272165.50   | 0.33%             | 2026-11-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                          | UST NOTES 3.5% 09/30/2026                                                                        | CUSIP: 91282CLP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  20950300 | PA      | $20872554.69  | 5.46%             | 2026-09-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST 2024-1                                     | CARMAX AUTO OWNER TRUST 2024-1 5.3% 03/15/2027                                                   | CUSIP: 14318WAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    132860 | PA      | $132956.97    | 0.03%             | 2027-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| RABOBANK NEDERLAND NEW YORK BRH                                    | RABOBANK NEDERLAND NY BRH 4.333% 08/28/2026                                                      | CUSIP: 21688ABF8<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1002628.01   | 0.26%             | 2026-08-28      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE OWNER TR 2024-C                                         | JOHN DEERE OWNER TR 2024-C A2B SOFR30A+43 08/16/2027                                             | CUSIP: 477911AC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    536752 | PA      | $536945.30    | 0.14%             | 2027-08-16      | Variable      | 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        |    760000 | PA      | $753476.77    | 0.20%             | 2026-04-29      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| VALLEY STREAM PK CLO LTD / VY STREAM PK CLO LLC                    | VALLEY STREAM PK CLO LTD / VY STREAM PK CLO LLC ARR TSFR3M+119 01/20/2037 144A                   | CUSIP: 92013AAT6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    558000 | PA      | $557413.54    | 0.15%             | 2037-01-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FORDO 2024-B                                                       | FORDO 2024-B 5.4% 04/15/2027                                                                     | CUSIP: 34531QAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    316058 | PA      | $316872.36    | 0.08%             | 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        |    900000 | PA      | $920499.87    | 0.24%             | 2028-04-22      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                           | CSX CORP 2.6% 11/01/2026                                                                         | CUSIP: 126408HE6<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    700000 | PA      | $688471.94    | 0.18%             | 2026-11-01      | Fixed         | 0.03%                 | 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        |    700000 | PA      | $703193.96    | 0.18%             | 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        |  15394775 | NS      | $15397854.29  | 4.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SOCIETE GENERALE                                                   | SOCIETE GENERALE FRANCE 1.792%/VAR 06/09/2027 144A                                               | CUSIP: 83368RBC5<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   1000000 | PA      | $978824.56    | 0.26%             | 2027-06-09      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                                    | DANSKE BANK AS (UNGTD) 6.259%/VAR 09/22/2026 144A                                                | CUSIP: 23636ABE0<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |   1100000 | PA      | $1101016.73   | 0.29%             | 2026-09-22      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                            | BRISTOL-MYERS SQUIBB CO FRN SOFR+49 02/20/2026                                                   | CUSIP: 110122EM6<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30044.62     | 0.01%             | 2026-02-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ALLY AUTO RECEIVABLES TRUST 2022-2                                 | ALLY AUTO RECEIVABLES TRUST 2022-2 A3 4.76% 05/17/2027                                           | CUSIP: 02008MAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    234479 | PA      | $234642.42    | 0.06%             | 2027-05-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                           | FORD MOTOR CREDIT CO LLC 4.389% 01/08/2026                                                       | CUSIP: 345397XU2<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    435000 | PA      | $434276.97    | 0.11%             | 2026-01-08      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE LN FDG 2022-1 LTD / PALMER SQUARE LN FDG 2022-1 LLC  | PALMER SQUARE LN FDG 2022-1 LTD / PALMER SQUARE LN FDG 2022-1 LLC A2 TSFR3M+160 04/15/2030 144A  | CUSIP: 69701CAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1150000 | PA      | $1150370.30   | 0.30%             | 2030-04-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING 2024-4 LLC                              | ENTERPRISE FLEET FINANCING 2024-4 LLC 4.69% 07/20/2027 144A                                      | CUSIP: 29374MAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    874186 | PA      | $876488.46    | 0.23%             | 2027-07-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK OF IRELAND GROUP PLC                                          | BANK IRELAND GROUP PLC 2.029%/VAR 09/30/2027 144A                                                | CUSIP: 06279JAB5<br>LEI: 635400C8EK6DRI12LJ39 | Long             | DBT              | CORP              | IE        |    916000 | PA      | $891986.34    | 0.23%             | 2027-09-30      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| DELL EQUIPMENT FINANCE TRUST 2023                                  | DELL EQUIPMENT FINANCE TRUST 2023 5.65% 09/22/2028 144A                                          | CUSIP: 24702HAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    372166 | PA      | $372666.40    | 0.10%             | 2028-09-22      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| VOLVO FINANCIAL EQUIPMENT LLC SERIES 2024-1                        | VOLVO FINANCIAL EQUIPMENT LLC SERIES 2024-1A A2 4.56% 05/17/2027 144A                            | CUSIP: 92887QAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    439515 | PA      | $440012.14    | 0.12%             | 2027-05-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORP                                        | AMERICAN HONDA FINANCE CORP FRN SOFR+65 05/20/2026                                               | CUSIP: 02665WGB1<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    900000 | PA      | $901827.00    | 0.24%             | 2026-05-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CITIGROUP COML MTG TR 2017                                         | CITIGROUP COML MTG TR 2017-P7 3.509% 04/14/2050                                                  | CUSIP: 17325HBQ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     11545 | PA      | $11478.13     | 0.00%             | 2050-04-14      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NORDEA BANK ABP                                                    | NORDEA BANK ABP FRN SOFR+70 03/17/2028 144A                                                      | CUSIP: 65558RAM1<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |   1100000 | PA      | $1103839.36   | 0.29%             | 2028-03-17      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                       | BARCLAYS PLC FRN SOFR+188 09/13/2027                                                             | CUSIP: 06738ECM5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1100000 | PA      | $1113656.25   | 0.29%             | 2027-09-13      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FINANCE NORTH AMERICA LLC                            | MERCEDES-BENZ FINANCE NORTH AMERICA LLC FRN SOFR+63 07/31/2026 144A                              | CUSIP: 58769JAV9<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1504175.00   | 0.39%             | 2026-07-31      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                     | MORGAN STANLEY 4.21%/VAR 04/20/2028                                                              | CUSIP: 61747YER2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40007.13     | 0.01%             | 2028-04-20      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| ARI FLEET LEASE TRUST 2024-B                                       | ARI FLEET LEASE TRUST 2024-B 5.54% 04/15/2033 144A                                               | CUSIP: 04033HAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     66859 | PA      | $67357.18     | 0.02%             | 2033-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                           | LLOYDS BANKING GROUP PLC FRN SOFRINDX+156 08/07/2027                                             | CUSIP: 53944YAW3<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   1100000 | PA      | $1110115.17   | 0.29%             | 2027-08-07      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO BANK NATIONAL ASSOCIATION                              | WELLS FARGO BK NATL ASSN FRN SOFR+71 01/15/2026                                                  | CUSIP: 94988J6J1<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1101343.52   | 0.29%             | 2026-01-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GS MTG SECS CORP TR 2012-BWTR                                      | GS MTG SECS CORP TR 2012-BWTR 3.313% 11/10/2050                                                  | CUSIP: 36254KAM4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     42029 | PA      | $41638.71     | 0.01%             | 2050-11-10      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DNB BANK ASA                                                       | DNB BANK ASA T1Y+NA 09/16/2026 144A                                                              | CUSIP: 23329PAF7<br>LEI: 549300GKFG0RYRRQ1414 | Long             | DBT              | CORP              | NO        |   1291000 | PA      | $1289233.21   | 0.34%             | 2026-09-16      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| OPEN TR 2023-AIR                                                   | OPEN TR 2023-AIR TSFR1M+308.92 10/15/2028 144A                                                   | CUSIP: 68373BAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6501 | PA      | $6505.30      | 0.00%             | 2040-11-15      | Variable      | 0.07%                 | 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        |   1100000 | PA      | $1105138.86   | 0.29%             | 2026-03-02      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BMP 2024-MF23                                                      | BROOKFIELD 2024-MF23 A TSFR1M+149.177 06/15/2041 144A                                            | CUSIP: 05593JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    211000 | PA      | $211395.63    | 0.06%             | 2041-06-15      | Variable      | 0.06%                 | 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        |    161399 | PA      | $161574.73    | 0.04%             | 2027-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| EXTENDED STAY AMER TR 2021-ESH                                     | EXTENDED STAY AMER TR 2021-ESH A TSFR1M+119.448 07/15/2038 144A                                  | CUSIP: 30227FAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    106362 | PA      | $106328.74    | 0.03%             | 2038-07-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| MARLETTE FUNDING TRUST 2024-1                                      | MARLETTE FUNDING TRUST 2024-1 5.95% 07/17/2034 144A                                              | CUSIP: 57108VAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4746 | PA      | $4748.86      | 0.00%             | 2034-07-17      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                   | ALTRIA GROUP INC 2.625% 09/16/2026                                                               | CUSIP: 02209SAU7<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    770000 | PA      | $757272.70    | 0.20%             | 2026-09-16      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SBNA AUTO LEASE TRUST 2024-C                                       | SBNA AUTO LEASE TRUST 2024-C 4.94% 11/20/2026 144A                                               | CUSIP: 78398DAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    102371 | PA      | $102419.73    | 0.03%             | 2026-11-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BAE SYSTEMS HOLDINGS INC                                           | BAE SYSTEMS HOLDINGS INC 3.85% 12/15/2025 144A                                                   | CUSIP: 05523UAP5<br>LEI: MF62XBVMNYTYMC18DL76 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74841.13     | 0.02%             | 2025-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR                 | AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 2.45% 10/29/2026                              | CUSIP: 00774MAV7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   1055000 | PA      | $1033393.40   | 0.27%             | 2026-10-29      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG NEW YORK BNCH                                     | DEUTSCHE BANK AG NEW YORK BNCH 7.146%/VAR 07/13/2027                                             | CUSIP: 25160PAN7<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | US        |    864000 | PA      | $883535.30    | 0.23%             | 2027-07-13      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| TOYOTA AUTO RECEIVABLES 2022-C OWNER TR                            | TOYOTA AUTO RECEIVABLES 2022-C OWNER TR 3.76% 04/15/2027                                         | CUSIP: 89231CAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     98899 | PA      | $98720.48     | 0.03%             | 2027-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF CANADA                                            | NATIONAL BANK OF CANADA 4.95%/VAR 02/01/2028                                                     | CUSIP: 63307A3D5<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |   1175000 | PA      | $1185992.47   | 0.31%             | 2028-02-01      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| PACIFIC LIFE GLOBAL FUNDING II                                     | PACIFIC LIFE GF II FRN SOFR+62 06/04/2026 144A                                                   | CUSIP: 6944PL2G3<br>LEI: 6354003EUPCHXTWUU869 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25072.99     | 0.01%             | 2026-06-04      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                           | EQT CORP 3.125% 05/15/2026 144A                                                                  | CUSIP: 26884LAM1<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    499000 | PA      | $493162.20    | 0.13%             | 2026-05-15      | 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        |    517925 | PA      | $518696.94    | 0.14%             | 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        |    970000 | PA      | $955340.10    | 0.25%             | 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        |    220721 | PA      | $221845.13    | 0.06%             | 2027-08-20      | Fixed         | 0.06%                 | 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        |   1100000 | PA      | $1102207.84   | 0.29%             | 2026-03-01      | Fixed         | 0.05%                 | 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        |   1020000 | PA      | $1021543.89   | 0.27%             | 2026-10-21      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| UBS COML MTG TR 2017-C7                                            | UBS COML MTG TR 2017-C7 3.586% 12/15/2050                                                        | CUSIP: 90276WAQ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    177779 | PA      | $176279.08    | 0.05%             | 2050-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                          | UST NOTES 4.125% 01/31/2027                                                                      | CUSIP: 91282CMH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  22700000 | PA      | $22812613.34  | 5.97%             | 2027-01-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                     | MORGAN STANLEY 1.512%/VAR 07/20/2027                                                             | CUSIP: 61747YEC5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1180000 | PA      | $1150811.90   | 0.30%             | 2027-07-20      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| THE TORONTO DOMINION BANK                                          | TORONTO DOMINION BANK 4.568% 12/17/2026                                                          | CUSIP: 89115A3A8<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   1500000 | PA      | $1507113.06   | 0.39%             | 2026-12-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BX COML MTG TR 2024-MDHS                                           | BX COML MTG TR 2024-MDHS 6.8415% 05/15/2041 144A                                                 | CUSIP: 12433BAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    375645 | PA      | $376584.21    | 0.10%             | 2041-05-15      | Floating      | 0.06%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TR 2022-2                                        | CARMAX AUTO OWNER TR 2022-2 A3 3.49% 02/16/2027                                                  | CUSIP: 14317HAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    121868 | PA      | $121696.79    | 0.03%             | 2027-02-16      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                       | BARCLAYS PLC 4.375% 01/12/2026                                                                   | CUSIP: 06738EAN5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1200000 | PA      | $1199652.30   | 0.31%             | 2026-01-12      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG NEW YORK BNCH                                     | DEUTSCHE BANK AG NEW YORK BNCH 2.311%/VAR 11/16/2027                                             | CUSIP: 251526CP2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | US        |   1170000 | PA      | $1141268.09   | 0.30%             | 2027-11-16      | Variable      | 0.02%                 | 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        |      5887 | PA      | $5885.40      | 0.00%             | 2034-01-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2016-BNK1                    | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2016-BNK1 2.514% 08/15/2049                                | CUSIP: 95000GAZ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1306 | PA      | $1303.56      | 0.00%             | 2049-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LTD                                        | AVOLON HOLDINGS FUNDING LTD 2.125% 02/21/2026 144A                                               | CUSIP: 05401AAM3<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   1031000 | PA      | $1018696.83   | 0.27%             | 2026-02-21      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                       | ENBRIDGE INC 1.6% 10/04/2026                                                                     | CUSIP: 29250NBH7<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    780000 | PA      | $758117.91    | 0.20%             | 2026-10-04      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2021-VINO                             | BX COMMERCIAL MORTGAGE TRUST 22-LP2 A TSFR1M+96.27 02/15/2039 144A                               | CUSIP: 05610HAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    924780 | PA      | $924780.35    | 0.24%             | 2039-02-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMER FIN LLC                                      | VOLKSWAGEN GROUP AMER FIN LLC FRN SOFR+83 03/20/2026 144A                                        | CUSIP: 928668CD2<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   1530000 | PA      | $1532278.46   | 0.40%             | 2026-03-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                                   | ABN AMRO BANK NV FRN SOFRINDX+178 09/18/2027 144A                                                | CUSIP: 00084DBB5<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |   1100000 | PA      | $1112286.90   | 0.29%             | 2027-09-18      | Variable      | 0.06%                 | 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        |   1140000 | PA      | $1134104.66   | 0.30%             | 2026-03-21      | Fixed         | 0.04%                 | 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        |   1250000 | PA      | $1254239.29   | 0.33%             | 2027-03-12      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                | GILEAD SCIENCES INC 3.65% 03/01/2026                                                             | CUSIP: 375558BF9<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1096264.97   | 0.29%             | 2026-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CFMT 2024-HB13 LLC                                                 | CFMT 2024-HB13 LLC VAR 05/25/2034 144A                                                           | CUSIP: 12530VAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     89574 | PA      | $88110.20     | 0.02%             | 2034-05-25      | Variable      | 0.03%                 | 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        |    930000 | PA      | $929860.89    | 0.24%             | 2027-06-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAPITAL LLC                                         | CNH INDUSTRIAL CAPITAL LLC 5.45% 10/14/2025                                                      | CUSIP: 12592BAP9<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1000864.86   | 0.26%             | 2025-10-14      | Fixed         | 0.05%                 | 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        |    729002 | PA      | $730401.98    | 0.19%             | 2027-11-22      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                           | COOPERATIEVE RABOBANK UA 1.98%/VAR 12/15/2027 144A                                               | CUSIP: 74977RDL5<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    980000 | PA      | $951552.46    | 0.25%             | 2027-12-15      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| CSAIL 2017-CX10 COML MTG TR                                        | CSAIL 2017-CX10 COMMERCIAL MORTGAGE TRUST 3.3269% 08/15/2026                                     | CUSIP: 12595JAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     29748 | PA      | $29487.31     | 0.01%             | 2050-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TOYOTA LEASE OWNER TRUST 2023-B                                    | TOYOTA LEASE OWNER TRUST 2023-B 5.66% 11/20/2026 144A                                            | CUSIP: 89240HAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    727323 | PA      | $729238.91    | 0.19%             | 2026-11-20      | Fixed         | 0.06%                 | 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        |   1120000 | PA      | $1122185.79   | 0.29%             | 2028-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FLATIRON RR CLO 22 LLC                                             | FLATIRON RR CLO 22 LLC AR TSFR3M+91 10/15/2034 144A                                              | CUSIP: 33883QAQ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1100000 | PA      | $1098700.90   | 0.29%             | 2034-10-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                              | JPMORGAN CHASE and CO 6.07%/VAR 10/22/2027                                                       | CUSIP: 46647PDW3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1220000 | PA      | $1243971.02   | 0.33%             | 2027-10-22      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                   | T-MOBILE USA INC 2.25% 02/15/2026                                                                | CUSIP: 87264ABR5<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    960000 | PA      | $949339.97    | 0.25%             | 2026-02-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                           | LLOYDS BANKING GROUP PLC 1.627%/VAR 05/11/2027                                                   | CUSIP: 53944YAP8<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    800000 | PA      | $784849.46    | 0.21%             | 2027-05-11      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                  | HSBC HOLDINGS PLC 2.251%/VAR 11/22/2027                                                          | CUSIP: 404280CX5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $975175.29    | 0.26%             | 2027-11-22      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST 2024-P4                             | CARVANA AUTO RECEIVABLES TRUST 2024-P4 4.62% 02/10/2028                                          | CUSIP: 14076LAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    262900 | PA      | $263069.16    | 0.07%             | 2028-02-10      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                          | UST NOTES 4.25% 01/31/2026                                                                       | CUSIP: 91282CJV4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  26650000 | PA      | $26660826.56  | 6.98%             | 2026-01-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| COMMERCIAL MORTGAGE CD 2017-CD4 MTG TR                             | CD 2017-CD4 ASB 3.317% 05/10/2050                                                                | CUSIP: 12515DAP9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     38295 | PA      | $38012.03     | 0.01%             | 2050-05-10      | Fixed         | 0.03%                 | 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        |   1070765 | PA      | $1072809.56   | 0.28%             | 2027-05-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| THE BANK OF NOVA SCOTIA                                            | BANK OF NOVA SCOTIA FRN SOFRINDX+54.5 03/02/2026                                                 | CUSIP: 0641593V6<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     30000 | PA      | $30043.11     | 0.01%             | 2026-03-02      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                              | ATHENE GLOBAL FUNDING 5.62% 05/08/2026 144A                                                      | CUSIP: 04685A3V1<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   1120000 | PA      | $1128890.84   | 0.30%             | 2026-05-08      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BK NA SALT LAKE                                     | MORGAN STANLEY BK NA SALT LAKE 4.447%/VAR 10/15/2027                                             | CUSIP: 61690U8G8<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |    900000 | PA      | $900727.34    | 0.24%             | 2027-10-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN AUTO LEASE TR 2024-A                                    | VOLKSWAGEN AUTO LEASE TR 2024-A A2B SOFR30A+47 12/21/2026                                        | CUSIP: 92866EAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    592065 | PA      | $592558.95    | 0.16%             | 2026-12-21      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                           | TOYOTA MOTOR CREDIT CORP FRN SOFRINDX+89 05/18/2026                                              | CUSIP: 89236TKV6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25107.42     | 0.01%             | 2026-05-18      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| JPMDB COML MTG SECS TR 2017-C5                                     | JPMDB 2017-C5 ASB 3.4919% 03/50                                                                  | CUSIP: 46590TAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    616615 | PA      | $612464.64    | 0.16%             | 2050-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                       | ING GROEP NV 6.083%/VAR 09/11/2027                                                               | CUSIP: 456837BF9<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   1100000 | PA      | $1118502.20   | 0.29%             | 2027-09-11      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| VOYA CLO 2022-1 LTD / VOYA CLO 2022-1 LLC                          | VOYA CLO 2022-1 LTD / VOYA CLO 2022-1 LLC A1R TSFR3M+125 04/20/2035 144A                         | CUSIP: 92918UAL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    696000 | PA      | $696865.82    | 0.18%             | 2035-04-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                     | MORGAN STANLEY 5.05%/VAR 01/28/2027                                                              | CUSIP: 61747YEZ4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1102842.71   | 0.29%             | 2027-01-28      | 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        |     26265 | PA      | $26277.27     | 0.01%             | 2026-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK NEW YORK MELLON CORP                                          | BANK NEW YORK MELLON CORP 4.947%/VAR 04/26/2027                                                  | CUSIP: 06406RBQ9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1205581.73   | 0.32%             | 2027-04-26      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SVENSKA HANDELSBANKEN AB                                           | SVENSKA HANDELSBANKEN AB 1.418%/VAR 06/11/2027 144A                                              | CUSIP: 86959LAH6<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |   1180000 | PA      | $1154375.21   | 0.30%             | 2027-06-11      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| BANK OF NEW YORK MELLON                                            | BANK OF NEW YORK MELLON FRN SOFRINDX+71 04/20/2027                                               | CUSIP: 06405LAG6<br>LEI: HPFHU0OQ28E4N0NFVK49 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1503352.91   | 0.39%             | 2027-04-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                  | STATE STREET CORP FRN SOFR+95 04/24/2028                                                         | CUSIP: 857477CZ4<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    507000 | PA      | $510313.36    | 0.13%             | 2028-04-24      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MCCORMICK and CO INC                                               | MCCORMICK and CO INC 0.9% 02/15/2026                                                             | CUSIP: 579780AR8<br>LEI: 549300JQQA6MQ4OJP259 | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1328184.88   | 0.35%             | 2026-02-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| JACKSON NATL LIFE GLOBAL FDG                                       | JACKSON NATL LIFE GLOBAL FDG FRN SOFR+97 01/14/2028 144A                                         | CUSIP: 46849CJN2<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1002876.40   | 0.26%             | 2028-01-14      | 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        |   1140000 | PA      | $1142120.29   | 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        |    515000 | PA      | $516413.16    | 0.14%             | 2029-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DBJPM 2017-C6 MTG TR                                               | DBJPM 2017-C6 ASB 3.121% 06/50                                                                   | CUSIP: 23312JAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     68183 | PA      | $67553.52     | 0.02%             | 2050-06-10      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE PRIME AUTO RECEIVABLES TR 2024-1                       | CAPITAL ONE PRIME AUTO RECEIVABLES TR 2024-1 4.61% 10/15/2027                                    | CUSIP: 14043NAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    591046 | PA      | $591621.57    | 0.15%             | 2027-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| EQUITABLE FINANCIAL LIFE GLOBAL FUNDING                            | EQUITABLE FINANCIAL LIFE GLOBAL FUNDING 1.7% 11/12/2026 144A                                     | CUSIP: 29449WAL1<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $970814.60    | 0.25%             | 2026-11-12      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                        | BNP PARIBAS 2.591%/VAR 01/20/2028 144A                                                           | CUSIP: 09659W2T0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   1100000 | PA      | $1073409.91   | 0.28%             | 2028-01-20      | Variable      | 0.03%                 | 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        |    490000 | PA      | $479368.98    | 0.13%             | 2026-04-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2017-C34        | MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2017-C34 ASB 3.354% 11/15/2052                | CUSIP: 61767EAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    105799 | PA      | $104667.85    | 0.03%             | 2052-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TR 2022-3                                        | CARMAX AUTO OWNER TR 2022-3 3.97% 04/15/2027                                                     | CUSIP: 14318MAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    364338 | PA      | $363958.97    | 0.10%             | 2027-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                                    | DANSKE BANK AS (UNGTD) 1.549%/VAR 09/10/2027 144A                                                | CUSIP: 23636ABB6<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    790000 | PA      | $767373.97    | 0.20%             | 2027-09-10      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| BX COML MTG TR 2023-XL3                                            | BX COML MTG TR 2023-XL3 A TSFR1M+189.123 12/09/2040 144A                                         | CUSIP: 12434GAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     75897 | PA      | $76039.25     | 0.02%             | 2040-12-09      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| DEXT ABS 2025-1 LLC                                                | DEXT ABS 2025-1 LLC 4.59% 08/16/2027 144A                                                        | CUSIP: 252154AB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    260000 | PA      | $260440.31    | 0.07%             | 2027-08-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO LEASE SECURITIZATION TRUST 2025-B                     | HYUNDAI AUTO LEASE SECURITIZATION TRUST 2025-B 4.58% 09/15/2027 144A                             | CUSIP: 44935DAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    915000 | PA      | $918245.41    | 0.24%             | 2027-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WOART 2025-C                                                       | WOART 2025-C 4.19% 10/16/2028                                                                    | CUSIP: 981936AB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1135000 | PA      | $1135828.44   | 0.30%             | 2028-10-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WHEELS FLEET LEASE FUNDING 1 LLC                                   | WHEELS FLEET LEASE FUNDING 1 LLC 24-2A A2 SOFR30A+108 06/21/2039 144A                            | CUSIP: 96328GBU0<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-CBDO         | CORP              | US        |    411327 | PA      | $414367.04    | 0.11%             | 2039-06-21      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                | AMERICAN EXPRESS CO FRN SOFR+76 02/13/2026                                                       | CUSIP: 025816DD8<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   1125000 | PA      | $1127196.00   | 0.30%             | 2026-02-13      | Variable      | 0.05%                 | 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