# EDGAR Filing Document

**Accession Number:** 0001562565
**File Stem:** 0000035402-26-002592
**Filing Date:** 2026-4
**Character Count:** 181475
**Document Hash:** ac0319cb4922b27c160d68c93f1e2f2c
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000035402-26-002592.hdr.sgml**: 20260424

**ACCESSION NUMBER**: 0000035402-26-002592

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260228

**FILED AS OF DATE**: 20260424

**DATE AS OF CHANGE**: 20260424

**PERIOD START**: 20260831

**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:** 26895406

**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:** 2026-08-31

- **b. Date as of which information is reported:** 2026-02-28

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $407326223.80

**Total Liabilities:** $3349367.26

**Net Assets:** $403976856.54

**Cash Not Reported:** $69586.65

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 7974.78124141 | **1-Year:** 23491.70836935 | **5-Year:** 10312.03334202 | **10-Year:** 7.00236040 | **30-Year:** 0.00000000

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

- **3-Month:** 3.55527055 | **1-Year:** 16.13785976 | **5-Year:** 5.26244120 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000248144 | 0.40%                | 0.34%                | 0.30%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $54721.77                | $47440.92                                  |
| Month 2  | $45042.89                | $-8381.42                                  |
| Month 3  | $21253.56                | $-46660.63                                 |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Fidelity Revere Street Trust                                       | Fidelity Cash Central Fund                                                             | CUSIP: 31635A105<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        |   8653000 | NS      | $8654730.57   | 2.14%             |  |  |  | No            |                  1 | 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      | $1100000.00   | 0.27%             | 2026-03-01      | 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      | $1100000.00   | 0.27%             | 2026-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JACKSON NATL LIFE GLOBAL FDG                                       | JACKSON NATL LIFE GLOBAL FDG 3.05% 04/29/2026 144A                                     | CUSIP: 46849LSQ5<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |    760000 | PA      | $758607.44    | 0.19%             | 2026-04-29      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                | AMERICAN TOWER CORP 3.375% 10/15/2026                                                  | CUSIP: 03027XAK6<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    730000 | PA      | $727055.95    | 0.18%             | 2026-10-15      | Fixed         | 0.03%                 | 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        |   1701000 | PA      | $1696713.02   | 0.42%             | 2026-06-01      | 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        |    790000 | PA      | $789641.89    | 0.20%             | 2026-09-15      | Fixed         | 0.04%                 | 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      | $1194604.69   | 0.30%             | 2026-07-14      | Fixed         | 0.03%                 | 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      | $764381.46    | 0.19%             | 2026-09-16      | Fixed         | 0.03%                 | 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      | $694252.86    | 0.17%             | 2026-11-01      | Fixed         | 0.03%                 | 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        |     10857 | PA      | $10818.72     | 0.00%             | 2049-12-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CHEVRON PHIL CHEM LLC /CHEV LP                                     | CHEVRON PHIL CHEM LLC /CHEV LP 3.4% 12/01/2026 144A                                    | CUSIP: 166754AP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1195516.33   | 0.30%             | 2026-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CO                                                      | FORD MOTOR CO 4.346% 12/08/2026                                                        | CUSIP: 345370CR9<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    906000 | PA      | $905771.40    | 0.22%             | 2026-12-08      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                      | CITIGROUP INC 3.887%/VAR 01/10/2028                                                    | CUSIP: 172967LD1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    600000 | PA      | $599167.29    | 0.15%             | 2028-01-10      | 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      | $1148546.92   | 0.28%             | 2028-01-20      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                  | HSBC HOLDINGS PLC 4.041%/VAR 03/13/2028                                                | CUSIP: 404280BK4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    600000 | PA      | $600303.94    | 0.15%             | 2028-03-13      | Variable      | 0.04%                 | 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        |    576914 | PA      | $573518.07    | 0.14%             | 2050-03-15      | Fixed         | 0.03%                 | 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        |      5446 | PA      | $5431.55      | 0.00%             | 2050-04-14      | 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        |     22649 | PA      | $22534.79     | 0.01%             | 2050-05-10      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATURAL RESOURCES LTD                                     | CANADIAN NATL RESOURCES LTD 3.85% 06/01/2027                                           | CUSIP: 136385AX9<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    530000 | PA      | $529930.39    | 0.13%             | 2027-06-01      | Fixed         | 0.04%                 | 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        |     46246 | PA      | $45951.35     | 0.01%             | 2050-06-10      | Fixed         | 0.03%                 | 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        |     34675 | PA      | $34470.99     | 0.01%             | 2060-06-15      | Fixed         | 0.03%                 | 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        |     10276 | PA      | $10243.24     | 0.00%             | 2050-07-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| OREILLY AUTOMOTIVE INC                                             | OREILLY AUTOMOTIVE INC 3.6% 09/01/2027                                                 | CUSIP: 67103HAF4<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |    900000 | PA      | $895630.10    | 0.22%             | 2027-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| 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        |    238975 | PA      | $237759.85    | 0.06%             | 2050-08-10      | Fixed         | 0.03%                 | 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        |     39211 | PA      | $39015.64     | 0.01%             | 2050-10-15      | Fixed         | 0.03%                 | 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        |     78207 | PA      | $77689.75     | 0.02%             | 2052-11-15      | Fixed         | 0.03%                 | 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        |      7443 | PA      | $7385.17      | 0.00%             | 2050-11-15      | Fixed         | 0.03%                 | 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        |     27729 | PA      | $27588.44     | 0.01%             | 2050-11-10      | Fixed         | 0.03%                 | 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        |     15270 | PA      | $15205.32     | 0.00%             | 2050-11-15      | Fixed         | 0.03%                 | 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        |     20394 | PA      | $20315.80     | 0.01%             | 2050-12-15      | Fixed         | 0.03%                 | 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        |    128299 | PA      | $127679.81    | 0.03%             | 2050-12-15      | 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        |     69125 | PA      | $68875.91     | 0.02%             | 2051-02-15      | Fixed         | 0.04%                 | 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      | $1139397.53   | 0.28%             | 2026-03-21      | Fixed         | 0.04%                 | 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      | $1159158.27   | 0.29%             | 2027-04-23      | Variable      | 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      | $898533.29    | 0.22%             | 2026-05-01      | Fixed         | 0.03%                 | 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        |   1631000 | PA      | $1626972.20   | 0.40%             | 2027-06-17      | Variable      | 0.03%                 | 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      | $1094511.40   | 0.27%             | 2026-08-03      | Fixed         | 0.03%                 | 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        |   1251000 | PA      | $1246419.73   | 0.31%             | 2026-09-06      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                | AMERICAN TOWER CORP 2.75% 01/15/2027                                                   | CUSIP: 03027XAX8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $989647.17    | 0.24%             | 2027-01-15      | Fixed         | 0.03%                 | 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      | $962273.01    | 0.24%             | 2026-11-12      | Fixed         | 0.03%                 | 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      | $1148223.08   | 0.28%             | 2026-12-01      | Fixed         | 0.04%                 | 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      | $1280291.69   | 0.32%             | 2027-12-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LTD                                        | AVOLON HOLDINGS FUNDING LTD 3.25% 02/15/2027 144A                                      | CUSIP: 05401AAJ0<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    400000 | PA      | $396337.34    | 0.10%             | 2027-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP / VICI NOTE CO INC                              | VICI PROPERTIES LP / VICI NOTE CO INC 3.75% 02/15/2027 144A                            | CUSIP: 92564RAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    600000 | PA      | $597064.13    | 0.15%             | 2027-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                          | BOEING CO 5.04% 05/01/2027                                                             | CUSIP: 097023CU7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    830000 | PA      | $838727.24    | 0.21%             | 2027-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECHNOLOGIES INC                                          | L3HARRIS TECHNOLOGIES INC 3.85% 12/15/2026                                             | CUSIP: 502431AL3<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    800000 | PA      | $799439.60    | 0.20%             | 2026-12-15      | Fixed         | 0.04%                 | 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      | $1099188.19   | 0.27%             | 2026-03-15      | Fixed         | 0.02%                 | 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        |    760000 | PA      | $757173.16    | 0.19%             | 2026-04-15      | Fixed         | 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      | $1099853.10   | 0.27%             | 2026-04-15      | Fixed         | 0.04%                 | 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      | $1192877.48   | 0.30%             | 2027-05-22      | Variable      | 0.01%                 | 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      | $970000.00    | 0.24%             | 2027-03-02      | Variable      | 0.01%                 | 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      | $1199267.23   | 0.30%             | 2027-03-09      | Variable      | 0.01%                 | 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      | $30000.00     | 0.01%             | 2026-03-02      | Variable      | 0.04%                 | 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        |    900000 | PA      | $895703.55    | 0.22%             | 2027-05-11      | 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      | $1157884.15   | 0.29%             | 2026-04-15      | Fixed         | 0.03%                 | 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      | $1196351.58   | 0.30%             | 2026-04-15      | Fixed         | 0.01%                 | 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      | $1214767.23   | 0.30%             | 2027-04-22      | Variable      | 0.02%                 | 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        |   1250000 | PA      | $1238778.76   | 0.31%             | 2027-07-22      | Variable      | 0.02%                 | 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        |   1100000 | PA      | $1095761.91   | 0.27%             | 2026-04-27      | Fixed         | 0.02%                 | 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      | $1100573.85   | 0.27%             | 2026-04-27      | Variable      | 0.04%                 | 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      | $497516.50    | 0.12%             | 2026-05-15      | Fixed         | 0.03%                 | 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        |    340000 | PA      | $338030.65    | 0.08%             | 2027-05-25      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                          | UST NOTES 0.75% 05/31/2026                                                             | CUSIP: 91282CCF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7600000 | PA      | $7544662.50   | 1.87%             | 2026-05-31      | Fixed         | 0.01%                 | 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      | $25024.27     | 0.01%             | 2026-06-04      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                      | CITIGROUP INC 1.462%/VAR 06/09/2027                                                    | CUSIP: 172967NA5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    600000 | PA      | $595768.24    | 0.15%             | 2027-06-09      | Variable      | 0.01%                 | No            |                  2 | 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      | $993811.28    | 0.25%             | 2027-06-09      | Variable      | 0.02%                 | 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      | $1171753.37   | 0.29%             | 2027-06-11      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| GENERAL MTRS FINL CO INC                                           | GENERAL MTRS FINL CO INC 1.5% 06/10/2026                                               | CUSIP: 37045XDK9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    600000 | PA      | $595918.53    | 0.15%             | 2026-06-10      | Fixed         | 0.01%                 | 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        |   1487000 | PA      | $1476978.63   | 0.37%             | 2027-06-14      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| DELL INTERNATIONAL LLC / EMC CORP                                  | DELL INTL/EMC CORP 6.02% 06/15/2026                                                    | CUSIP: 24703TAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    450000 | PA      | $450312.22    | 0.11%             | 2026-06-15      | Fixed         | 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: N/A                  | Long             | DBT              | CORP              | US        |   1180000 | PA      | $1184114.37   | 0.29%             | 2026-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP INC                                         | MIZUHO FINL GROUP INC 1.554%/VAR 07/09/2027                                            | CUSIP: 60687YBS7<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    640000 | PA      | $634730.69    | 0.16%             | 2027-07-09      | Variable      | 0.02%                 | 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      | $1179028.90   | 0.29%             | 2026-07-12      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FINANCIAL GROUP INC                                 | MITSUBISHI UFJ FIN GRP INC 1.538%/VAR 07/20/2027                                       | CUSIP: 606822BY9<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   1200000 | PA      | $1188941.88   | 0.29%             | 2027-07-20      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                     | MORGAN STANLEY 1.512%/VAR 07/20/2027                                                   | CUSIP: 61747YEC5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1220000 | PA      | $1208677.41   | 0.30%             | 2027-07-20      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| VMWARE LLC                                                         | VMWARE LLC 1.4% 08/15/2026                                                             | CUSIP: 928563AJ4<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |   1545000 | PA      | $1526729.05   | 0.38%             | 2026-08-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                       | UBS GROUP AG 1.494%/VAR 08/10/2027 144A                                                | CUSIP: 902613AH1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1290000 | PA      | $1275558.32   | 0.32%             | 2027-08-10      | Variable      | 0.01%                 | 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        |    820000 | PA      | $810219.77    | 0.20%             | 2027-09-10      | Variable      | 0.02%                 | 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      | $1184459.77   | 0.29%             | 2026-09-17      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BANK OF IRELAND GROUP PLC                                          | BANK IRELAND GROUP PLC 2.029%/VAR 09/30/2027 144A                                      | CUSIP: 06279JAB5<br>LEI: 635400C8EK6DRI12LJ39 | Long             | DBT              | CORP              | IE        |   1161000 | PA      | $1147202.56   | 0.28%             | 2027-09-30      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                | AMERICAN TOWER CORP 1.45% 09/15/2026                                                   | CUSIP: 03027XBR0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    800000 | PA      | $789162.30    | 0.20%             | 2026-09-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                       | ENBRIDGE INC 1.6% 10/04/2026                                                           | CUSIP: 29250NBH7<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    850000 | PA      | $838337.85    | 0.21%             | 2026-10-04      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                                             | MARVELL TECHNOLOGY INC 1.65% 04/15/2026                                                | CUSIP: 573874AC8<br>LEI: 254900WVU0BM7ZCJ9E93 | Long             | DBT              | CORP              | US        |   1026000 | PA      | $1023021.01   | 0.25%             | 2026-04-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                      | GOLDMAN SACHS GROUP INC (THE) 1.948%/VAR 10/21/2027                                    | CUSIP: 38141GYM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1381155.16   | 0.34%             | 2027-10-21      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST          | AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST 2.45% 10/29/2026             | CUSIP: 00774MAV7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   1310000 | PA      | $1297322.11   | 0.32%             | 2026-10-29      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                                | FIFTH THIRD BANCORP 1.707%/VAR 11/01/2027                                              | CUSIP: 316773DD9<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $985132.05    | 0.24%             | 2027-11-01      | Variable      | 0.02%                 | 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      | $984232.74    | 0.24%             | 2026-11-12      | Fixed         | 0.02%                 | 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      | $1155788.61   | 0.29%             | 2027-11-16      | 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        |   1500000 | PA      | $1482669.47   | 0.37%             | 2027-11-22      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                       | BARCLAYS PLC 2.279%/VAR 11/24/2027                                                     | CUSIP: 06738EBU8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1260000 | PA      | $1243090.75   | 0.31%             | 2027-11-24      | Variable      | 0.02%                 | 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      | $965143.23    | 0.24%             | 2027-12-15      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG NEW YORK BNCH                                     | DEUTSCHE BANK AG NEW YORK BNCH 2.552%/VAR 01/07/2028                                   | CUSIP: 25160PAH0<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1184959.68   | 0.29%             | 2028-01-07      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                   | SOCIETE GENERALE FRANCE 2.797%/VAR 01/19/2028 144A                                     | CUSIP: 83368RBH4<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    400000 | PA      | $395688.01    | 0.10%             | 2028-01-19      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                        | BNP PARIBAS 2.591%/VAR 01/20/2028 144A                                                 | CUSIP: 09659W2T0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   1100000 | PA      | $1086333.99   | 0.27%             | 2028-01-20      | Variable      | 0.03%                 | 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        |    218191 | PA      | $218123.01    | 0.05%             | 2039-02-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                              | JPMORGAN CHASE and CO 2.947%/VAR 02/24/2028                                            | CUSIP: 46647PCW4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $989900.06    | 0.25%             | 2028-02-24      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                           | LLOYDS BANKING GROUP PLC 3.75%/VAR 03/18/2028                                          | CUSIP: 53944YAS2<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $399059.29    | 0.10%             | 2028-03-18      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                 | WELLS FARGO and CO NEW 3.526%/VAR 03/24/2028                                           | CUSIP: 95000U2V4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1360000 | PA      | $1352971.02   | 0.33%             | 2028-03-24      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                       | ING GROEP NV 4.017%/VAR 03/28/2028                                                     | CUSIP: 456837BB8<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   1000000 | PA      | $1000728.72   | 0.25%             | 2028-03-28      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                                    | DANSKE BANK AS (UNGTD) 4.298%/VAR 04/01/2028 144A                                      | CUSIP: 23636ABC4<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    990000 | PA      | $993660.22    | 0.25%             | 2028-04-01      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                     | MORGAN STANLEY 4.21%/VAR 04/20/2028                                                    | CUSIP: 61747YER2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    400000 | PA      | $400766.28    | 0.10%             | 2028-04-20      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                              | JPMORGAN CHASE and CO 4.323%/VAR 04/26/2028                                            | CUSIP: 46647PDA1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    400000 | PA      | $401363.54    | 0.10%             | 2028-04-26      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| NXP B V/NXP FDG LLC/NXP USA INC                                    | NXP B V/NXP FDG LLC/NXP USA INC 3.875% 06/18/2026                                      | CUSIP: 62954HAZ1<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    800000 | PA      | $799382.06    | 0.20%             | 2026-06-18      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                      | GOLDMAN SACHS GROUP INC (THE) 4.387%/VAR 06/15/2027                                    | CUSIP: 38141GZT4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    930000 | PA      | $930799.78    | 0.23%             | 2027-06-15      | Variable      | 0.04%                 | 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        |     16965 | PA      | $16967.27     | 0.00%             | 2027-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                       | UBS GROUP AG 4.703%/VAR 08/05/2027 144A                                                | CUSIP: 902613AS7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    600000 | PA      | $601577.50    | 0.15%             | 2027-08-05      | Variable      | 0.05%                 | 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        |     23200 | PA      | $23197.83     | 0.01%             | 2027-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                           | COOPERATIEVE RABOBANK UA 4.655%/VAR 08/22/2028 144A                                    | CUSIP: 74977RDR2<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   1000000 | PA      | $1009664.03   | 0.25%             | 2028-08-22      | 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        |     14494 | PA      | $14499.18     | 0.00%             | 2027-05-17      | 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        |      2263 | PA      | $2265.13      | 0.00%             | 2027-08-16      | Fixed         | 0.05%                 | 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        |    123427 | PA      | $123691.13    | 0.03%             | 2027-08-16      | Fixed         | 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        |    145687 | PA      | $145951.55    | 0.04%             | 2027-11-15      | Fixed         | 0.05%                 | 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        |    184521 | PA      | $184884.57    | 0.05%             | 2027-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DLLAD 2023-1A                                                      | DLLAD 2023-1A 4.79% 01/20/2028 144A                                                    | CUSIP: 233258AC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    247260 | PA      | $248202.45    | 0.06%             | 2028-01-20      | Fixed         | 0.05%                 | 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      | $1100000.00   | 0.27%             | 2026-03-02      | Fixed         | 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      | $1440000.00   | 0.36%             | 2027-03-02      | Variable      | 0.06%                 | 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        |    343551 | PA      | $344339.63    | 0.09%             | 2028-02-15      | 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        |   1290000 | PA      | $1292082.24   | 0.32%             | 2027-04-26      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                       | BARCLAYS PLC 5.829%/VAR 05/09/2027                                                     | CUSIP: 06738ECF0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1450000 | PA      | $1454670.31   | 0.36%             | 2027-05-09      | Variable      | 0.06%                 | 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      | $751030.43    | 0.19%             | 2026-05-15      | Fixed         | 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      | $25042.55     | 0.01%             | 2026-05-18      | Variable      | 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        |   1440000 | PA      | $1447194.92   | 0.36%             | 2027-06-08      | Variable      | 0.06%                 | 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      | $1104726.70   | 0.27%             | 2028-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GMF FLOORPLAN OWNER REVOLVING TR                                   | GMF FLOORPLAN OWNER REVOLVING TR 2023-1 A2 SOFR30A+115 06/15/2028 144A                 | CUSIP: 361886CS1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1111000 | PA      | $1113375.21   | 0.28%             | 2028-06-15      | Variable      | 0.05%                 | 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      | $1005572.60   | 0.25%             | 2026-07-05      | Fixed         | 0.06%                 | 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        |   1209000 | PA      | $1222669.95   | 0.30%             | 2027-07-13      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                                       | AUTOZONE INC 5.05% 07/15/2026                                                          | CUSIP: 053332BE1<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    800000 | PA      | $802950.05    | 0.20%             | 2026-07-15      | 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      | $1105895.42   | 0.27%             | 2027-07-28      | Variable      | 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      | $1503862.56   | 0.37%             | 2027-07-28      | Variable      | 0.05%                 | 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      | $1105845.85   | 0.27%             | 2027-08-07      | Variable      | 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        |   1450000 | PA      | $1462329.32   | 0.36%             | 2027-08-14      | Variable      | 0.06%                 | 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      | $1113060.16   | 0.28%             | 2026-09-12      | Fixed         | 0.06%                 | 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      | $1106754.00   | 0.27%             | 2027-09-11      | Variable      | 0.05%                 | 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      | $1111908.78   | 0.28%             | 2027-09-11      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                       | BARCLAYS PLC FRN SOFR+188 09/13/2027                                                   | CUSIP: 06738ECM5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1130000 | PA      | $1138305.50   | 0.28%             | 2027-09-13      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                                   | ABN AMRO BANK NV 6.339%/VAR 09/18/2027 144A                                            | CUSIP: 00084DBA7<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |    800000 | PA      | $810003.04    | 0.20%             | 2027-09-18      | Variable      | 0.06%                 | 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      | $1108465.72   | 0.27%             | 2027-09-18      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                        | BANK OF AMERICA CORPORATION 5.933%/VAR 09/15/2027                                      | CUSIP: 06051GLV9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1430000 | PA      | $1445365.28   | 0.36%             | 2027-09-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CHESAPEAKE FUNDING II LLC                                          | CHESAPEAKE FUNDING II LLC 6.16% 10/15/2035 144A                                        | CUSIP: 165183CZ5<br>LEI: 5493000HT7H4OFOD6Z12 | Long             | ABS-CBDO         | CORP              | US        |    403095 | PA      | $407332.20    | 0.10%             | 2035-10-15      | Fixed         | 0.06%                 | 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        |   1550000 | PA      | $1571227.10   | 0.39%             | 2027-10-22      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GRP INC                                     | PNC FINANCIAL SERVICES GRP INC 6.615%/VAR 10/20/2027                                   | CUSIP: 693475BT1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    430000 | PA      | $437120.97    | 0.11%             | 2027-10-20      | Variable      | 0.07%                 | 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        |   1300000 | PA      | $1324356.16   | 0.33%             | 2027-10-26      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                             | STANDARD CHARTERED PLC 6.75%/VAR 02/08/2028 144A                                       | CUSIP: 853254CW8<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    790000 | PA      | $809366.09    | 0.20%             | 2028-02-08      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| OREILLY AUTOMOTIVE INC                                             | OREILLY AUTOMOTIVE INC 5.75% 11/20/2026                                                | CUSIP: 67103HAM9<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |   1130000 | PA      | $1143283.61   | 0.28%             | 2026-11-20      | Fixed         | 0.06%                 | 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        |     41658 | PA      | $41658.38     | 0.01%             | 2040-12-09      | Variable      | 0.05%                 | 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      | $1133802.56   | 0.28%             | 2028-01-05      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                   | SOCIETE GENERALE FRANCE 5.519%/VAR 01/19/2028 144A                                     | CUSIP: 83368RBV3<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    790000 | PA      | $799791.54    | 0.20%             | 2028-01-19      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                              | JPMORGAN CHASE and CO 5.04%/VAR 01/23/2028                                             | CUSIP: 46647PEA0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1160000 | PA      | $1170361.17   | 0.29%             | 2028-01-23      | Variable      | 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        |    248546 | PA      | $248545.95    | 0.06%             | 2039-02-15      | 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        |    242434 | PA      | $242433.59    | 0.06%             | 2041-03-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                  | NATWEST GROUP PLC 5.583%/VAR 03/01/2028                                                | CUSIP: 639057AL2<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    360000 | PA      | $365716.18    | 0.09%             | 2028-03-01      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BX COML MTG TR 2024-XL5                                            | BX COML MTG TR 2024-XL5 A TSFR1M+139.165 03/15/2041 144A                               | CUSIP: 05612GAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    828292 | PA      | $828551.01    | 0.21%             | 2041-03-15      | 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        |    337231 | PA      | $337336.24    | 0.08%             | 2041-04-15      | 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      | $1530511.71   | 0.38%             | 2026-03-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMER FIN LLC                                      | VOLKSWAGEN GROUP AMER FIN LLC 5.3% 03/22/2027 144A                                     | CUSIP: 928668CF7<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    390000 | PA      | $395398.28    | 0.10%             | 2027-03-22      | Fixed         | 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      | $3001.55      | 0.00%             | 2026-03-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GLENCORE FDG LLC                                                   | GLENCORE FDG LLC 5.338% 04/04/2027 144A                                                | CUSIP: 378272BR8<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    600000 | PA      | $608665.61    | 0.15%             | 2027-04-04      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                       | ENBRIDGE INC 5.25% 04/05/2027                                                          | CUSIP: 29250NCA1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    820000 | PA      | $830949.30    | 0.21%             | 2027-04-05      | Fixed         | 0.05%                 | 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        |    576246 | PA      | $578189.06    | 0.14%             | 2039-02-18      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI AUTOMOBILE LEASE SECURITIZATION TR 2024-A               | WORLD OMNI AUTOMOBILE LEASE SECURITIZATION TR 2024-A 5.26% 10/15/2027                  | CUSIP: 981946AD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1294820 | PA      | $1301057.21   | 0.32%             | 2027-10-15      | 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      | $916477.61    | 0.23%             | 2028-04-22      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING 2024-2                                  | ENTERPRISE FLEET FINANCING 2024-2 5.74% 12/20/2026 144A                                | CUSIP: 29375RAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     33613 | PA      | $33696.01     | 0.01%             | 2026-12-20      | Fixed         | 0.06%                 | 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      | $1102433.17   | 0.27%             | 2027-04-23      | Variable      | 0.06%                 | 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        |    327312 | PA      | $327516.84    | 0.08%             | 2041-05-15      | Floating      | 0.05%                 | 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        |    101201 | PA      | $101563.86    | 0.03%             | 2027-08-20      | Fixed         | 0.06%                 | 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      | $1122857.71   | 0.28%             | 2026-05-08      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ AUTO LEASE TRUST 2024-A                              | MERCEDES-BENZ AUTO LEASE TRUST 2024-A 5.44% 02/16/2027                                 | CUSIP: 58770JAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     14151 | PA      | $14161.90     | 0.00%             | 2027-02-16      | 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      | $211065.94    | 0.05%             | 2041-06-15      | Variable      | 0.05%                 | 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        |     73945 | PA      | $73268.03     | 0.02%             | 2034-05-25      | Variable      | 0.03%                 | 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        |     41084 | PA      | $41350.09     | 0.01%             | 2033-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FORDO 2024-B                                                       | FORDO 2024-B 5.4% 04/15/2027                                                           | CUSIP: 34531QAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     15388 | PA      | $15400.20     | 0.00%             | 2027-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CARMAX SELECT RECEIVABLES TRUST 2024-A                             | CARMAX SELECT RECEIVABLES TRUST 2024-A 5.78% 09/15/2027                                | CUSIP: 14319FAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4012 | PA      | $4016.70      | 0.00%             | 2027-09-15      | Fixed         | 0.06%                 | 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      | $663707.63    | 0.16%             | 2026-06-24      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| KUBOTA CREDIT OWNER TRUST 2024-2                                   | KUBOTA CREDIT OWNER TRUST 2024-2 5.45% 04/15/2027 144A                                 | CUSIP: 50117DAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     71885 | PA      | $72036.57     | 0.02%             | 2027-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF CANADA                                            | NATIONAL BANK OF CANADA 5.6%/VAR 07/02/2027                                            | CUSIP: 63307A3A1<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |    600000 | PA      | $603185.20    | 0.15%             | 2027-07-02      | Variable      | 0.06%                 | 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        |   1540000 | PA      | $1546767.98   | 0.38%             | 2027-07-23      | 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        |    217482 | PA      | $218135.72    | 0.05%             | 2027-04-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK NEW YORK MELLON CORP                                          | BANK NEW YORK MELLON CORP FRN SOFRINDX+83 07/21/2028                                   | CUSIP: 06406RBY2<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    600000 | PA      | $603107.86    | 0.15%             | 2028-07-21      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GRP INC                                     | PNC FINANCIAL SERVICES GRP INC 5.102%/VAR 07/23/2027                                   | CUSIP: 693475BY0<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   1270000 | PA      | $1275441.70   | 0.32%             | 2027-07-23      | 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        |     83705 | PA      | $83799.31     | 0.02%             | 2027-09-15      | Fixed         | 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      | $892540.55    | 0.22%             | 2036-07-15      | Variable      | 0.05%                 | 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      | $1502637.29   | 0.37%             | 2026-07-31      | Variable      | 0.04%                 | 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      | $751077.00    | 0.19%             | 2026-08-06      | Variable      | 0.04%                 | 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      | $1179320.34   | 0.29%             | 2028-08-21      | Fixed         | 0.05%                 | 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        |   1170000 | PA      | $1173217.50   | 0.29%             | 2026-08-13      | Variable      | 0.04%                 | 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        |   1121000 | PA      | $1124710.51   | 0.28%             | 2026-08-14      | Variable      | 0.05%                 | 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        |    323842 | PA      | $325757.30    | 0.08%             | 2039-06-21      | Variable      | 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      | $1002171.09   | 0.25%             | 2026-08-28      | Fixed         | 0.04%                 | 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        |   1036000 | PA      | $1039753.49   | 0.26%             | 2026-08-27      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VOYA CLO 2022-1 LTD / VOYA CLO 2022-1 LLC                          | VOYA CLO 2022-1 LTD / VOYA CLO 2022-1 LLC A1R TSFR3M+125 04/20/2035 144A               | CUSIP: 92918UAL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    696000 | PA      | $697259.06    | 0.17%             | 2035-04-20      | Variable      | 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      | $1033598.49   | 0.26%             | 2027-09-10      | Variable      | 0.05%                 | 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      | $567062.95    | 0.14%             | 2034-08-20      | Variable      | 0.05%                 | 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        |    184796 | PA      | $184962.73    | 0.05%             | 2027-05-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VOLVO FINANCIAL EQUIPMENT LLC SERIES 2024-1                        | VOLVO FINANCIAL EQUIPMENT LLC SERIES 2024-1 4.29% 10/16/2028 144A                      | CUSIP: 92887QAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    660000 | PA      | $663364.22    | 0.16%             | 2028-10-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TOYOTA LEASE OWNER TRUST 2024-B                                    | TOYOTA LEASE OWNER TRUST 2024-B A3 4.21% 09/20/2027 144A                               | CUSIP: 891943AD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1071155 | PA      | $1072507.56   | 0.27%             | 2027-09-20      | 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        |    202374 | PA      | $202447.51    | 0.05%             | 2027-08-16      | Variable      | 0.04%                 | 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      | $545602.83    | 0.14%             | 2026-09-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                          | UST NOTES 3.5% 09/30/2026                                                              | CUSIP: 91282CLP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  21610300 | PA      | $21591095.57  | 5.34%             | 2026-09-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING 2024-4 LLC                              | ENTERPRISE FLEET FINANCING 2024-4 LLC 4.69% 07/20/2027 144A                            | CUSIP: 29374MAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    568988 | PA      | $570834.38    | 0.14%             | 2027-07-20      | 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      | $1147415.13   | 0.28%             | 2030-08-22      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DELL EQUIP FIN TR 2024-2                                           | DELL EQUIP FIN TR 2024-2 4.69% 08/22/2030 144A                                         | CUSIP: 24704EAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    232842 | PA      | $233194.13    | 0.06%             | 2030-08-22      | 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        |    227009 | PA      | $227279.73    | 0.06%             | 2027-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GM FINL CONSUMER AUTOMOBILE RECEIVABLES TR 2024-4                  | GM FINL CONSUMER AUTOMOBILE RECEIVABLES TR 2024-4 4.53% 10/18/2027                     | CUSIP: 38014AAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    153889 | PA      | $154004.28    | 0.04%             | 2027-10-18      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SFS AUTO RECEIVABLES SECURITIZATION TRUST 2024-3                   | SFS AUTO RECEIVABLES SECURITIZATION TRUST 2024-3 4.71% 05/22/2028 144A                 | CUSIP: 78436XAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     30147 | PA      | $30163.77     | 0.01%             | 2028-05-22      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COML MTG TR 2024-GRP                                   | WELLS FARGO COML MTG 2024-GRP A TSFR1M+179.132 10/15/2041 144A                         | CUSIP: 95003YAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    388000 | PA      | $387494.86    | 0.10%             | 2041-10-15      | Variable      | 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      | $1100307.03   | 0.27%             | 2026-04-10      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAPITAL LLC                                         | CNH INDUSTRIAL CAPITAL LLC 4.5% 10/08/2027                                             | CUSIP: 12592BAT1<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |    881000 | PA      | $887272.42    | 0.22%             | 2027-10-08      | Fixed         | 0.04%                 | 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      | $1105150.56   | 0.27%             | 2027-10-18      | Variable      | 0.05%                 | 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      | $1103062.15   | 0.27%             | 2027-10-18      | Variable      | 0.04%                 | 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        |       770 | PA      | $770.32       | 0.00%             | 2029-08-15      | Fixed         | 0.05%                 | 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      | $903228.31    | 0.22%             | 2027-10-15      | Variable      | 0.04%                 | 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      | $1202424.00   | 0.30%             | 2027-10-15      | Variable      | 0.04%                 | 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        |    155031 | PA      | $155234.45    | 0.04%             | 2027-12-15      | Fixed         | 0.05%                 | 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        |    171287 | PA      | $171287.49    | 0.04%             | 2033-01-15      | Variable      | 0.05%                 | 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      | $558464.81    | 0.14%             | 2037-01-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BUCKHORN PARK CLO LTD                                              | BUCKHORN PARK CLO LTD ARR TSFR3M+107 07/18/2034 144A                                   | CUSIP: 118382BA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    910000 | PA      | $910839.93    | 0.23%             | 2034-07-18      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE PRIME AUTO RECEIVABLES TR 2024-1                       | CAPITAL ONE PRIME AUTO RECEIVABLES TR 2024-1 4.61% 10/15/2027                          | CUSIP: 14043NAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    180363 | PA      | $180523.68    | 0.04%             | 2027-10-15      | 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        |    360389 | PA      | $361243.96    | 0.09%             | 2027-11-22      | Fixed         | 0.05%                 | 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        |    232497 | PA      | $232881.88    | 0.06%             | 2027-10-15      | Fixed         | 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      | $262822.23    | 0.07%             | 2026-12-30      | Fixed         | 0.05%                 | 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      | $945558.88    | 0.23%             | 2028-11-15      | 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      | $1202065.60   | 0.30%             | 2026-11-27      | Variable      | 0.04%                 | 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      | $712190.49    | 0.18%             | 2026-11-25      | Variable      | 0.04%                 | 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        |   1139000 | PA      | $1140469.31   | 0.28%             | 2037-01-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| DRYDEN 68 CLO LTD                                                  | DRYDEN 68 CLO LTD ARR TSFR3M+110 07/15/2035 144A                                       | CUSIP: 26252QAS1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    853000 | PA      | $852318.45    | 0.21%             | 2035-07-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MADISON PK FDG XLV LTD / MADISON PK FDG XLV LLC                    | MADISON PK FDG XLV LTD / MADISON PK FDG XLV LLC ARR TSFR3M+108 07/15/2034 144A         | CUSIP: 55820BAS6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    845000 | PA      | $845611.78    | 0.21%             | 2034-07-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BX COML MTG TR 2024-GPA3                                           | BX COML MTG TR 2024-GPA3 A TSFR1M+149.25 12/15/2029 144A                               | CUSIP: 123910AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     82333 | PA      | $82358.87     | 0.02%             | 2039-12-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| TCO COML MTG TR 2024-DPM                                           | TAUBMAN CENTERS COMMERCIAL MORTGAGE TRUST 24-DPM A TSFR1M+139.27 12/15/2039 144A       | CUSIP: 87231EAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    445000 | PA      | $445556.61    | 0.11%             | 2039-12-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST 2024-P4                             | CARVANA AUTO RECEIVABLES TRUST 2024-P4 4.62% 02/10/2028                                | CUSIP: 14076LAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     31994 | PA      | $32001.33     | 0.01%             | 2028-02-10      | Fixed         | 0.05%                 | 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      | $1508432.22   | 0.37%             | 2026-12-17      | Fixed         | 0.05%                 | 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      | $940944.70    | 0.23%             | 2036-01-20      | Variable      | 0.05%                 | 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      | $1208591.57   | 0.30%             | 2027-01-07      | Fixed         | 0.05%                 | 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        |   1276000 | PA      | $1285295.12   | 0.32%             | 2027-01-13      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                                 | CANADIAN IMPERIAL BK OF COMM 4.862%/VAR 01/13/2028                                     | CUSIP: 13607PVP6<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    600000 | PA      | $604196.63    | 0.15%             | 2028-01-13      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| DLLAA 2025-1 LLC                                                   | DLLAA 2025-1 LLC 4.7% 10/20/2027 144A                                                  | CUSIP: 233249AB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    219648 | PA      | $220390.01    | 0.05%             | 2027-10-20      | Fixed         | 0.05%                 | 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      | $1002321.20   | 0.25%             | 2028-01-14      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                 | WELLS FARGO and CO NEW 4.9%/VAR 01/24/2028                                             | CUSIP: 95000U3R2<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1108676.49   | 0.27%             | 2028-01-24      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI AUTO RECEIVABLES TRUST 2025-A                           | WORLD OMNI AUTO RECEIVABLES TRUST 2025-A 4.49% 04/17/2028                              | CUSIP: 98164YAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    333103 | PA      | $333493.57    | 0.08%             | 2028-04-17      | Fixed         | 0.04%                 | 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        |    428088 | PA      | $428854.76    | 0.11%             | 2027-08-15      | Fixed         | 0.05%                 | 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      | $1103190.00   | 0.27%             | 2027-01-27      | Variable      | 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      | $1185392.80   | 0.29%             | 2028-02-01      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                          | UST NOTES 4.125% 01/31/2027                                                            | CUSIP: 91282CMH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  34850000 | PA      | $35029967.49  | 8.67%             | 2027-01-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANK CINN OH                                           | FIFTH THIRD BANK CINN OH 4.967%/VAR 01/28/2028                                         | CUSIP: 31677QBU2<br>LEI: QFROUN1UWUYU0DVIWD51 | Long             | DBT              | CORP              | US        |    600000 | PA      | $605131.31    | 0.15%             | 2028-01-28      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING 2025-1 LLC                              | ENTERPRISE FLEET FINANCING 2025-1 LLC 4.65% 10/20/2027 144A                            | CUSIP: 29390HAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    599688 | PA      | $602035.08    | 0.15%             | 2027-10-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| POST ROAD EQUIPMENT FINANCE 2025-1 LLC                             | POST ROAD EQUIPMENT FINANCE 2025-1 LLC 4.9% 05/15/2031 144A                            | CUSIP: 73747LAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     85642 | PA      | $86397.11     | 0.02%             | 2031-05-15      | 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        |    549183 | PA      | $550225.82    | 0.14%             | 2027-08-23      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL AUTOMOBILE LEASING TRUST 2025-1                       | GM FINANCIAL AUTOMOBILE LEASING TRUST 2025-1 VAR 05/20/2027                            | CUSIP: 36271VAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    635722 | PA      | $636864.96    | 0.16%             | 2027-05-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FLATIRON RR CLO 22 LLC                                             | FLATIRON RR CLO 22 LLC AR TSFR3M+91 10/15/2034 144A                                    | CUSIP: 33883QAQ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1100000 | PA      | $1099450.00   | 0.27%             | 2034-10-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| KUBOTA CREDIT OWNER TRUST 2025-1                                   | KUBOTA CREDIT OWNER TRUST 2025-1 4.61% 12/15/2027 144A                                 | CUSIP: 50117FAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    778619 | PA      | $781634.80    | 0.19%             | 2027-12-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SFAST 2025-1A                                                      | SFAST 2025-1A 4.65% 05/22/2028 144A                                                    | CUSIP: 81885BAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    253016 | PA      | $253297.08    | 0.06%             | 2028-05-22      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2025-ROIC                                                 | BX Trust 2025-ROIC VAR 03/15/2030 144A                                                 | CUSIP: 05593VAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    920383 | PA      | $919232.29    | 0.23%             | 2030-03-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| TOYOTA LEASE OWNER TRUST 2025-A                                    | TOYOTA LEASE OWNER TRUST 2025-A 4.58% 07/20/2027 144A                                  | CUSIP: 89239NAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    274223 | PA      | $274770.48    | 0.07%             | 2027-07-20      | Fixed         | 0.05%                 | 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        |    952000 | PA      | $953135.74    | 0.24%             | 2028-04-12      | Variable      | 0.04%                 | 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      | $1068356.93   | 0.26%             | 2027-02-26      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| BENEFIT STREET PARTNERS CLO XXV LTD                                | BENEFIT STREET PARTNERS CLO XXV LTD A1R TSFR3M+100 01/15/2035 144A                     | CUSIP: 08186YAL8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    641000 | PA      | $641123.71    | 0.16%             | 2035-01-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                           | MARS INC 4.45% 03/01/2027 144A                                                         | CUSIP: 571676AW5<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    989000 | PA      | $997086.87    | 0.25%             | 2027-03-01      | 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      | $1253812.50   | 0.31%             | 2027-03-12      | Variable      | 0.04%                 | 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        |     73875 | PA      | $73933.11     | 0.02%             | 2028-06-12      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WHEELS FLEET LEASE FUNDING 1 LLC                                   | WHEELS FLEET LEASE FUNDING 1 LLC TSFR1M+0 01/18/2040 144A                              | CUSIP: 96328GCF2<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-CBDO         | CORP              | US        |   1008937 | PA      | $1013578.60   | 0.25%             | 2040-01-18      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| DEXT ABS 2025-1 LLC                                                | DEXT ABS 2025-1 LLC 4.59% 08/16/2027 144A                                              | CUSIP: 252154AB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    152527 | PA      | $152872.33    | 0.04%             | 2027-08-16      | Fixed         | 0.05%                 | 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      | $1105428.51   | 0.27%             | 2028-03-17      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST 2025-A                                | FORD CREDIT AUTO OWNER TRUST 2025-A 4.47% 12/15/2027                                   | CUSIP: 34535KAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    686417 | PA      | $688057.15    | 0.17%             | 2027-12-15      | Fixed         | 0.04%                 | 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        |    371133 | PA      | $371559.11    | 0.09%             | 2028-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GMF FLOORPLAN OWNER REVOLVING TR                                   | GMF FLOORPLAN OWNER REVOLVING TR SOFR30A+55 03/15/2029 144A                            | CUSIP: 361886DX9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    705000 | PA      | $706903.50    | 0.17%             | 2029-03-15      | Variable      | 0.04%                 | 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      | $675763.87    | 0.17%             | 2027-03-20      | Fixed         | 0.04%                 | 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        |    530386 | PA      | $531048.62    | 0.13%             | 2040-04-15      | Variable      | 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        |   1225000 | PA      | $1227481.85   | 0.30%             | 2026-10-01      | Variable      | 0.04%                 | 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      | $927271.04    | 0.23%             | 2030-03-20      | Fixed         | 0.05%                 | 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        |    780000 | PA      | $783417.18    | 0.19%             | 2027-04-01      | Variable      | 0.04%                 | 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        |   1041000 | PA      | $1048483.89   | 0.26%             | 2027-04-01      | Fixed         | 0.05%                 | 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      | $1500890.60   | 0.37%             | 2027-04-20      | Variable      | 0.04%                 | 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        |     16804 | PA      | $16846.53     | 0.00%             | 2028-10-16      | 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      | $813112.32    | 0.20%             | 2028-04-23      | Variable      | 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        |    742256 | PA      | $744944.21    | 0.18%             | 2027-09-15      | Fixed         | 0.05%                 | 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        |    375020 | PA      | $376145.34    | 0.09%             | 2028-07-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DELL EQUIP FIN TR 2025-1                                           | DELL EQUIP FIN TR 2025-1 4.68% 07/22/2027 144A                                         | CUSIP: 24703UAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    111941 | PA      | $112245.40    | 0.03%             | 2027-07-22      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TOYOTA AUTO RECEIVABLES 2025-B OWNER TR                            | TOYOTA AUTO RECEIVABLES 2025-B OWNER TR 4.46% 03/15/2028                               | CUSIP: 89231HAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    758435 | PA      | $760288.86    | 0.19%             | 2028-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                  | STATE STREET CORP FRN SOFR+95 04/24/2028                                               | CUSIP: 857477CZ4<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    507000 | PA      | $509692.25    | 0.13%             | 2028-04-24      | Variable      | 0.05%                 | 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      | $1041991.19   | 0.26%             | 2027-04-28      | Variable      | 0.04%                 | 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        |    750288 | PA      | $751847.32    | 0.19%             | 2028-01-18      | Fixed         | 0.04%                 | 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        |   1069883 | PA      | $1074068.87   | 0.27%             | 2028-02-22      | 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      | $1273455.73   | 0.32%             | 2026-11-15      | Variable      | 0.04%                 | 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        |     69785 | PA      | $69875.79     | 0.02%             | 2030-04-15      | 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        |   1205000 | PA      | $1211915.96   | 0.30%             | 2028-05-07      | Variable      | 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        |    599054 | PA      | $600134.20    | 0.15%             | 2028-02-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WOART 2025-B                                                       | WOART 2025-B 4.38% 08/15/2028                                                          | CUSIP: 98164TAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    807796 | PA      | $809372.74    | 0.20%             | 2028-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BOFA AUTO TRUST 2025-1                                             | BOFA AUTO TRUST 2025-1 4.52% 11/22/2027 144A                                           | CUSIP: 05594BAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    159213 | PA      | $159464.29    | 0.04%             | 2027-11-22      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DTE ELEC CO                                                        | DTE ELEC CO 4.25% 05/14/2027                                                           | CUSIP: 23338VAW6<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    201000 | PA      | $202382.67    | 0.05%             | 2027-05-14      | Fixed         | 0.04%                 | 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        |    351802 | PA      | $352867.93    | 0.09%             | 2027-12-20      | Fixed         | 0.05%                 | 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        |    657455 | PA      | $660416.27    | 0.16%             | 2028-04-17      | 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      | $788581.87    | 0.20%             | 2038-07-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| AUTONATION FINANCE TRUST 2025-1                                    | AUTONATION FINANCE TRUST 2025-1 4.72% 04/10/2028 144A                                  | CUSIP: 05330QAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     87788 | PA      | $87958.52     | 0.02%             | 2028-04-10      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MTLRF 2025-1A                                                      | MTLRF 2025-1A 4.7% 12/16/2027 144A                                                     | CUSIP: 55340QAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    428438 | PA      | $430423.89    | 0.11%             | 2027-12-16      | Fixed         | 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      | $1507805.40   | 0.37%             | 2028-05-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ALA TRUST 2025-OANA                                                | ALA TRUST 2025-OANA A VAR 06/15/2040 144A                                              | CUSIP: 009920AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    820000 | PA      | $824113.94    | 0.20%             | 2040-06-15      | 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        |    737987 | PA      | $739633.32    | 0.18%             | 2027-07-20      | Fixed         | 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        |    296829 | PA      | $297230.46    | 0.07%             | 2028-01-18      | 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      | $901174.73    | 0.22%             | 2026-05-20      | Variable      | 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        |    193529 | PA      | $193794.21    | 0.05%             | 2028-08-15      | 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      | $1137333.70   | 0.28%             | 2027-05-29      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| GENERAL MTRS FINL CO INC                                           | GENERAL MTRS FINL CO INC 5% 07/15/2027                                                 | CUSIP: 37045XFH4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    400000 | PA      | $405133.44    | 0.10%             | 2027-07-15      | 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      | $982640.23    | 0.24%             | 2036-04-17      | Variable      | 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        |    765629 | PA      | $768015.87    | 0.19%             | 2027-09-27      | Fixed         | 0.04%                 | 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        |    531007 | PA      | $532568.74    | 0.13%             | 2028-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BMW VEHICLE LEASE TRUST 2025-1                                     | BMW VEHICLE LEASE TRUST 2025-1 4.43% 06/26/2028                                        | CUSIP: 096912AD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1260000 | PA      | $1270384.92   | 0.31%             | 2028-06-26      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK NEW YORK MELLON CORP                                          | BANK NEW YORK MELLON CORP FRN SOFRINDX+68 06/09/2028                                   | CUSIP: 06406RCD7<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   1325000 | PA      | $1329044.70   | 0.33%             | 2028-06-09      | Variable      | 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        |    524867 | PA      | $525778.87    | 0.13%             | 2028-08-10      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| USB AUTO OWNER TRUST 2025-1                                        | USB AUTO OWNER TRUST 2025-1 4.51% 06/15/2028 144A                                      | CUSIP: 90367VAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    620767 | PA      | $622051.06    | 0.15%             | 2028-06-15      | Fixed         | 0.05%                 | 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      | $355731.70    | 0.09%             | 2026-12-23      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| KUBOTA CREDIT OWNER TRUST 2025-2                                   | KUBOTA CREDIT OWNER TRUST 2025-2 4.48% 04/17/2028 144A                                 | CUSIP: 50117LAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    465000 | PA      | $467225.21    | 0.12%             | 2028-04-17      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SFS AUTO RECEIVABLES SECURITIZATION TRUST 2025-2                   | SFS AUTO RECEIVABLES SECURITIZATION TRUST 2025-2A A2 4.85% 11/20/2028 144A             | CUSIP: 78398HAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    438201 | PA      | $439228.30    | 0.11%             | 2028-11-20      | Fixed         | 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      | $956823.85    | 0.24%             | 2027-06-23      | Variable      | 0.05%                 | 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        |   1016527 | PA      | $1017148.49   | 0.25%             | 2033-07-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MARLETTE FUNDING TRUST 2025-1                                      | MARLETTE FUNDING TRUST 2025-1A A 4.75% 07/16/2035 144A                                 | CUSIP: 570920AA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     37710 | PA      | $37765.95     | 0.01%             | 2035-07-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| OCWEN LOAN INVESTMENT TRUST                                        | OCWEN LOAN INVESTMENT TRUST HB1 A VAR 06/25/2038 144A                                  | CUSIP: 68278EAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    116805 | PA      | $115011.60    | 0.03%             | 2038-06-25      | Variable      | 0.03%                 | 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      | $1106293.47   | 0.27%             | 2027-07-09      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP                                                   | NTT FINANCE CORP 4.567% 07/16/2027 144A                                                | CUSIP: 62954WAP0<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $201814.29    | 0.05%             | 2027-07-16      | 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        |     57420 | PA      | $57655.12     | 0.01%             | 2060-06-25      | Fixed         | 0.05%                 | 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      | $1145820.50   | 0.28%             | 2028-04-20      | Fixed         | 0.04%                 | 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        |    905992 | PA      | $907896.41    | 0.22%             | 2028-08-15      | Fixed         | 0.04%                 | 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        |    178319 | PA      | $179135.31    | 0.04%             | 2032-08-18      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO LEASE SECURITIZATION TR 2025-C                        | HYUNDAI AUTO LEASE SECURITIZATION TR 2025-C A3 4.36% 07/17/2028 144A                   | CUSIP: 44935GAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    800000 | PA      | $805645.44    | 0.20%             | 2028-07-17      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DLLAD LLC                                                          | DLLAD LLC 4.46% 11/20/2028 144A                                                        | CUSIP: 23347BAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    615000 | PA      | $618127.71    | 0.15%             | 2028-11-20      | Fixed         | 0.04%                 | 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      | $850553.67    | 0.21%             | 2028-07-21      | Variable      | 0.04%                 | 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      | $1142690.40   | 0.28%             | 2028-07-06      | Variable      | 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        |    428982 | PA      | $430077.19    | 0.11%             | 2029-06-15      | Fixed         | 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      | $1102112.00   | 0.27%             | 2028-07-24      | Variable      | 0.04%                 | 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        |     47811 | PA      | $47924.89     | 0.01%             | 2034-07-25      | Fixed         | 0.05%                 | 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      | $525896.62    | 0.13%             | 2027-09-01      | 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        |    977496 | PA      | $979268.40    | 0.24%             | 2027-10-20      | Fixed         | 0.04%                 | 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        |   1090994 | PA      | $1092555.03   | 0.27%             | 2028-10-16      | Fixed         | 0.04%                 | 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      | $1143710.70   | 0.28%             | 2028-05-22      | 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        |    173047 | PA      | $173533.68    | 0.04%             | 2034-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FLATIRON CLO 28 LTD / FLATIRON CLO 28 LLC                          | FLATIRON CLO 28 LTD / FLATIRON CLO 28 LLC A1R TSFR3M+108 07/15/2036 144A               | CUSIP: 33884EAQ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1538000 | PA      | $1540828.38   | 0.38%             | 2036-07-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TR 2025-4                            | EXETER AUTOMOBILE RECEIVABLES TR 2025-4 4.53% 03/15/2028                               | CUSIP: 30167KAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    559108 | PA      | $559884.44    | 0.14%             | 2028-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                          | UST NOTES 3.625% 08/31/2027                                                            | CUSIP: 91282CNV9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  28667100 | PA      | $28742127.25  | 7.11%             | 2027-08-31      | Fixed         | 0.04%                 | 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        |   1130000 | PA      | $1136520.10   | 0.28%             | 2027-09-02      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MERCK and CO INC                                                   | MERCK and CO INC FRN SOFR+46 09/15/2027                                                | CUSIP: 58933YBU8<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   1124000 | PA      | $1129390.57   | 0.28%             | 2027-09-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                                 | CANADIAN IMPERIAL BK OF COMM FRN SOFR+80 09/08/2028                                    | CUSIP: 13607QFC1<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   1140000 | PA      | $1142974.26   | 0.28%             | 2028-09-08      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN AUTO LEASE TRUST 2025-B                                 | VOLKSWAGEN AUTO LEASE TRUST 2025-B 3.97% 04/20/2028                                    | CUSIP: 92868BAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    980000 | PA      | $980848.88    | 0.24%             | 2028-04-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EQUITABLE AMERICA GLOBAL FUNDING                                   | EQUITABLE AMERICA GLOBAL FUNDING FRN SOFR+71 09/15/2027 144A                           | CUSIP: 29446Q2D4<br>LEI: 98450066CCBIACF06694 | Long             | DBT              | CORP              | US        |    666000 | PA      | $666266.18    | 0.16%             | 2027-09-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| THE BANK OF NOVA SCOTIA                                            | BANK OF NOVA SCOTIA FRN SOFR+76 09/15/2028                                             | CUSIP: 06418GAT4<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   1190000 | PA      | $1191746.02   | 0.30%             | 2028-09-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI SELECT AUTO TRUST 2025-A                                | WORLD OMNI SELECT AUTO TRUST 2025-A 4.14% 05/15/2030                                   | CUSIP: 98164UAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    860000 | PA      | $861925.54    | 0.21%             | 2030-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST 2025-P3                             | CARVANA AUTO RECEIVABLES TR 2025-P3 4.07% 02/12/2029                                   | CUSIP: 14688AAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    788378 | PA      | $788696.34    | 0.20%             | 2029-02-12      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| INVESCO U S CLO 2021-3 LTD / INVESCO U S CLO 2021-3 LLC            | INVESCO CLO 2021-3A A1R TSFR3M+108 10/22/2034 144A                                     | CUSIP: 46151VAA9<br>LEI: 5493000BVI47XOSBML18 | Long             | ABS-CBDO         | CORP              | KY        |    760000 | PA      | $760968.24    | 0.19%             | 2034-10-22      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL QUE                                               | BANK OF MONTREAL QUE FRN SOFRINDX+75 09/22/2028                                        | CUSIP: 06368MXW9<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   1200000 | PA      | $1202189.10   | 0.30%             | 2028-09-22      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| JUNIPER VALLEY PARK CLO LLC                                        | JUNIPER VALLEY PARK CLO LLC 1A ARR TSFR3M+108 07/20/2036 144A                          | CUSIP: 48206KAY2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   1419000 | PA      | $1419947.89   | 0.35%             | 2036-07-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| TESLA LEASE ELECTRIC VEHICLE SECURITIZATION 2025-A LLC             | TESLA LEASE ELECTRIC VEHICLE SECURITIZATION 2025-A LLC 4.14% 06/20/2028 144A           | CUSIP: 88162VAB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    780545 | PA      | $781984.53    | 0.19%             | 2028-06-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EXTENDED STAY AMERICA TRUST 2025-ESH                               | EXTENDED STAY AMERICA TRUST 2025-ESH VAR 10/15/2042 144A                               | CUSIP: 30227TAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    520000 | PA      | $520650.00    | 0.13%             | 2042-10-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| USAA AUTO OWNER TRUST 2025-A                                       | USAA AUTO OWNER TRUST 2025-A 3.98% 03/15/2028 144A                                     | CUSIP: 90327HAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1150000 | PA      | $1150669.88   | 0.28%             | 2028-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SFS AUTO RECEIVABLES SECURITIZATION TRUST 25-3A                    | SFS AUTO RECEIVABLES SECURITIZATION TRUST 25-3A 4.11% 03/20/2029 144A                  | CUSIP: 78398KAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    936157 | PA      | $937296.75    | 0.23%             | 2029-03-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SCLP 2025-4                                                        | SCLP 2025-4 4.24% 08/25/2035 144A                                                      | CUSIP: 83405UAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    864274 | PA      | $865941.81    | 0.21%             | 2035-08-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ALLY AUTO RECEIVABLES TRUST 2025-1                                 | ALLY AUTO RECEIVABLES TRUST 2025-1 A2 4.28% 07/17/2028                                 | CUSIP: 02008KAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1120000 | PA      | $1120674.80   | 0.28%             | 2028-07-17      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| RR 16 LTD                                                          | RR 16 LTD A1R TSFR3M+105 07/15/2036 144A                                               | CUSIP: 74971CAJ2<br>LEI: 549300FLUOZC8QYYKL96 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $500047.50    | 0.12%             | 2036-07-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST 2025-4                                     | CARMAX AUTO OWNER TRUST 2025-4 3.95% 03/15/2029                                        | CUSIP: 14320HAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    910000 | PA      | $911041.40    | 0.23%             | 2029-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE PRIME AUTO RECEIVABLES TRUST 2025-1                    | CAPITAL ONE PRIME AUTO RECEIVABLES TRUST 2025-1 A2A 4.39% 01/16/2029                   | CUSIP: 14043YAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1160000 | PA      | $1160899.46   | 0.29%             | 2029-01-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                    | PHILIP MORRIS INTL INC FRN SOFR+66 10/27/2028                                          | CUSIP: 718172EB1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    788000 | PA      | $789248.31    | 0.20%             | 2028-10-27      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORPORATION NEW                                           | AMPHENOL CORPORATION NEW FRN SOFR+53 11/15/2027                                        | CUSIP: 032095AV3<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    539000 | PA      | $539972.57    | 0.13%             | 2027-11-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                               | ROYAL BANK OF CANADA FRN SOFR+70 11/03/2028                                            | CUSIP: 78017DAP3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    800000 | PA      | $801137.36    | 0.20%             | 2028-11-03      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| AFFIRM ASSET SECURITIZATION TRUST 2025-X2                          | SEAFFIRM ASSET SECURITIZATION TRUST 2025-X2 4.66% 10/15/2030 144A                      | CUSIP: 00835DAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    686852 | PA      | $687637.73    | 0.17%             | 2030-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FIAOT 2025-1A                                                      | FIAOT 2025-1A A2 4.42% 12/15/2028 144A                                                 | CUSIP: 32059WAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    720000 | PA      | $721134.14    | 0.18%             | 2028-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY PRIVATE BANK NA                                     | MORGAN STANLEY PRIVATE BANK NA FRN SOFR+78 11/17/2028                                  | CUSIP: 61776NZT3<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1203012.00   | 0.30%             | 2028-11-17      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                         | PFIZER INC FRN SOFR+50 11/15/2027                                                      | CUSIP: 717081FC2<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    319000 | PA      | $320122.88    | 0.08%             | 2027-11-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| GREENSKY HOME IMPROVEMENT 2025-3A                                  | GREENSKY HOME IMPROVEMENT 2025-3A A1 4.63% 12/27/2060 144A                             | CUSIP: 39571WAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    779240 | PA      | $780755.10    | 0.19%             | 2060-12-27      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| STELLANTIS FINANCIAL UNDERWRITTEN ENHANCED LEASE TRUST 2025-C      | STELLANTIS FINANCIAL UNDERWRITTEN ENHANCED LEASE TRUST 2025-C A2 4.35% 06/20/2028 144A | CUSIP: 85855EAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    749000 | PA      | $750789.44    | 0.19%             | 2028-06-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| OCWEN LOAN INVESTMENT TRUST                                        | OCWEN LOAN INVESTMENT TRUST 25-HB2 A VAR 11/25/2038 144A                               | CUSIP: 68278FAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     74482 | PA      | $72195.72     | 0.02%             | 2038-11-25      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                           | TOYOTA MOTOR CREDIT CORP FRN SOFR+43 06/09/2027                                        | CUSIP: 89236TPE9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1402282.00   | 0.35%             | 2027-06-09      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL QUE                                               | BANK OF MONTREAL QUE 4.1%/VAR 12/15/2027                                               | CUSIP: 06368MC69<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   1200000 | PA      | $1201035.98   | 0.30%             | 2027-12-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| DEXT ABS 2025-2 LLC                                                | DEXT ABS 2025-2 LLC 4.28% 04/17/2028 144A                                              | CUSIP: 252153AB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    100000 | PA      | $99989.34     | 0.02%             | 2028-04-17      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                          | UST NOTES 3.375% 12/31/2027                                                            | CUSIP: 91282CPS4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8200000 | PA      | $8195515.58   | 2.03%             | 2027-12-31      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SVCS CORP                                         | CATERPILLAR FINL SVCS CORP FRN SOFR+40 01/10/2028                                      | CUSIP: 14913UBG4<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1201746.86   | 0.30%             | 2028-01-10      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| RABOBANK NEDERLAND NEW YORK BRH                                    | RABOBANK NEDERLAND NY BRH FRN SOFR+41 01/14/2028                                       | CUSIP: 21688ABS0<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1000915.92   | 0.25%             | 2028-01-14      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| ARI FLEET LEASE TRUST                                              | ARI FLEET LEASE TRUST 4.35% 11/15/2034 144A                                            | CUSIP: 04033DAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    615000 | PA      | $616510.50    | 0.15%             | 2034-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF CANADA                                            | NATIONAL BANK OF CANADA 4.166%/VAR 01/20/2029                                          | CUSIP: 63307A3K9<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |   1100000 | PA      | $1103962.09   | 0.27%             | 2029-01-20      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| TOYOTA AUTO RECEIVABLES 2026-A OWNER TRUST                         | TOYOTA AUTO RECEIVABLES 2026-A A2A OWNER TRUST 4.14% 12/15/2028                        | CUSIP: 89240KAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1230000 | PA      | $1230550.06   | 0.30%             | 2028-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TR 2026-1                            | EXETER AUTO RECEIVBLES 2012-2 4.22% 09/15/2028                                         | CUSIP: 30168HAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    825000 | PA      | $825163.68    | 0.20%             | 2028-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                      | GOLDMAN SACHS GROUP INC (THE) 4.148%/VAR 01/21/2029                                    | CUSIP: 38145GAP5<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1400579.87   | 0.35%             | 2029-01-21      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| DLLMT 2026-1 LLC                                                   | DLLMT 2026-1 LLC 4.37% 07/20/2028 144A                                                 | CUSIP: 23347JAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    240000 | PA      | $240335.23    | 0.06%             | 2028-07-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EXTENDED STAY AMER TR 2026-ESH2                                    | EXTENDED STAY AMER TR 2026-ESH2 A TSFR1M+130 02/15/2043 144A                           | CUSIP: 30227WAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    465000 | PA      | $465145.31    | 0.12%             | 2043-02-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GRP INC                                     | PNC FINANCIAL SERVICES GRP INC FRN SOFR+62 01/26/2029                                  | CUSIP: 693475CH6<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    993000 | PA      | $992642.52    | 0.25%             | 2029-01-26      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| AUTONATION FINANCE TRUST 2026-1                                    | AUTONATION FINANCE TRUST 2026-1 4.18% 01/11/2029 144A                                  | CUSIP: 05330WAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1200000 | PA      | $1201325.28   | 0.30%             | 2029-01-11      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TRUIST BANK                                                        | TRUIST BANK FRN SOFR+66 01/27/2029                                                     | CUSIP: 89788JAK5<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $999660.20    | 0.25%             | 2029-01-27      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| BARINGS EQUIPMENT FINANCE LLC 2026-A                               | BARINGS EQUIPMENT FINANCE LLC 2026-A 4.08% 04/13/2029 144A                             | CUSIP: 06764QAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    905000 | PA      | $906197.68    | 0.22%             | 2029-04-13      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MAGNETITE XXIII LTD                                                | MAGNETITE XXIII LTD AR2 TSFR3M+99 01/25/2035 144A                                      | CUSIP: 55954NAS8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    790000 | PA      | $790680.98    | 0.20%             | 2035-01-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                | AMERICAN EXPRESS CO 4.009%/VAR 02/09/2029                                              | CUSIP: 025816EN5<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1203580.19   | 0.30%             | 2029-02-09      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| NEUBERGER BERMAN LN ADVISERS NBLA CLO 50 LTD / NEUBERGER BERMAN LN | NEUBERGER BERMAN CLO LTD 22-50A AR2 VAR 07/23/2036 144A                                | CUSIP: 64134VAY2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   1500000 | PA      | $1500202.50   | 0.37%             | 2036-07-23      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| PLYM COMMERCIAL MORTGAGE TRUST 2026-IND                            | PLYM COMMERCIAL MORTGAGE TRUST 2026-IND A TSFR1M+125 03/15/2043 144A                   | CUSIP: 69292BAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    590000 | PA      | $590000.00    | 0.15%             | 2043-03-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2026-XL6                              | BX COMMERCIAL MORTGAGE TRUST 2026-XL6 TSFR1M+130 03/15/2043 144A                       | CUSIP: 12433NAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    425000 | PA      | $425267.33    | 0.11%             | 2043-03-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| RKTL 2026-1A                                                       | RKTL 2026-1A 4.31% 02/26/2035 144A                                                     | CUSIP: 74990JAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    515000 | PA      | $515586.07    | 0.13%             | 2035-02-26      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST 2026-1                      | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2026-1 4.18% 03/15/2029                         | CUSIP: 80288FAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    795000 | PA      | $795112.33    | 0.20%             | 2029-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CARMAX SELECT RECEIVABLES TRUST 2026-A                             | CARMAX SELECT RECEIVABLES TRUST 2026-A A2A 4.37% 12/17/2029                            | CUSIP: 142929AB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    365000 | PA      | $365051.90    | 0.09%             | 2029-12-17      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SFS AUTO RECEIVABLES SECURITIZATION TRUST 2026-1                   | SFS AUTO RECEIVABLES SECURITIZATION TRUST 2026-1 4.05% 08/20/2029 144A                 | CUSIP: 81885FAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1240000 | PA      | $1240867.01   | 0.31%             | 2029-08-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                         | ABBVIE INC 3.775% 03/03/2028                                                           | CUSIP: 00287YED7<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1001323.73   | 0.25%             | 2028-03-03      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |

### Signature

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

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

**Signature:** Laura M. Del Prato

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

**Title:** President and Treasurer