# EDGAR Filing Document

**Accession Number:** 0001517936
**File Stem:** 0000940400-25-013868
**Filing Date:** 2025-12
**Character Count:** 231507
**Document Hash:** bf422eec7b734125424b21f0f798430c
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-25-013868.hdr.sgml**: 20251219

**ACCESSION NUMBER**: 0000940400-25-013868

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251031

**FILED AS OF DATE**: 20251219

**DATE AS OF CHANGE**: 20251219

**PERIOD START**: 20251031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** FIRST TRUST EXCHANGE-TRADED FUND IV
- **CENTRAL INDEX KEY:** 0001517936

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** MA

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22559
- **FILM NUMBER:** 251587111

**BUSINESS ADDRESS:**
- **STREET 1:** 120 EAST LIBERTY DRIVE, SUITE 400
- **CITY:** WHEATON
- **STATE:** IL
- **ZIP:** 60187
- **BUSINESS PHONE:** 630-765-8000

**MAIL ADDRESS:**
- **STREET 1:** 120 EAST LIBERTY DRIVE, SUITE 400
- **CITY:** WHEATON
- **STATE:** IL
- **ZIP:** 60187

## Series and Classes Contracts Data

### First Trust Enhanced Short Maturity ETF (Series ID: S000045797)

| Class ID   | Class Name                              | Ticker Symbol   |
|:---|:---|:---|
| C000142755 | First Trust Enhanced Short Maturity ETF | FTSM            |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** First Trust Exchange-Traded Fund IV

- **b. Investment Company Act file number:** 811-22559

- **c. CIK number of Registrant:** 0001517936

- **d. LEI of Registrant:** 5493006CBTW7P2B31B80

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

  - **Street Address 1:** 120 East Liberty Drive

  - **City:** Wheaton

  - **State:** IL

  - **Foreign country:** US

  - **Zip / Postal Code:** 60187

  - **Telephone number:** 630-765-8000

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

- **a. Name of Series:** First Trust Enhanced Short Maturity ETF

- **b. EDGAR series identifier (if any):** S000045797

- **c. LEI of Series:** 5493001UCOPQLKO3TS73

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

- **a. Date of fiscal year-end:** 2025-10-31

- **b. Date as of which information is reported:** 2025-10-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $6272292217.44

**Total Liabilities:** $108371108.15

**Net Assets:** $6163921109.29

**Delayed Delivery Securities:** $19985450.00

**Cash Not Reported:** $42273184.09

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 65166.07905000 | **1-Year:** 377404.69231000 | **5-Year:** 151773.39478000 | **10-Year:** 2836.01886000 | **30-Year:** 0.00000000

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

- **3-Month:** 831.82377000 | **1-Year:** 2091.03151000 | **5-Year:** 107.58744000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000142755 | 0.54%                | 0.36%                | 0.33%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $478318.28               | $9317719.10                                |
| Month 2  | $2086109.23              | $-145290.21                                |
| Month 3  | $680009.44               | $-3197262.43                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| World OMNI Select Auto Trust   | World Omni Select Auto Trust 2024-A                           | CUSIP: 98164LAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6111093 | PA      | $6111635.74   | 0.10%             | 2028-02-15      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUST         | COMMONWEALTH BANK OF AUSTRALIA                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |  25000000 | PA      | $25000000.00  | 0.41%             | 2026-02-17      | Floating      | 4.31%                 | No            |                  2 | On Loan: No      |
| MCKESSON CORP                  | McKesson Corp                                                 | CUSIP: 581557BR5<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |  12832000 | PA      | $12563416.49  | 0.20%             | 2026-08-15      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd               | CIFC Funding 2017-IV Ltd                                      | CUSIP: 12551JAL0<br>LEI: 254900JEH56UBUEZJW15 | Long             | ABS-CBDO         | CORP              | KY        |     62252 | PA      | $62283.45     | 0.00%             | 2030-10-24      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust        | Carmax Auto Owner Trust 2024-3                                | CUSIP: 14319GAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1779305 | PA      | $1783789.20   | 0.03%             | 2027-09-15      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategi | Carlyle Global Market Strategies CLO 2015-1 Ltd               | CUSIP: 14311DBQ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250680.34    | 0.00%             | 2031-07-20      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Lease Trust        | Nissan Auto Lease Trust 2024-B                                | CUSIP: 65481DAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9113485 | PA      | $9150190.00   | 0.15%             | 2027-06-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                   | Ares LXIII CLO Ltd                                            | CUSIP: 039937AQ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2502420.13   | 0.04%             | 2038-10-15      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| OZLM Ltd                       | OZLM XXIV Ltd                                                 | CUSIP: 67113DAW4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     98048 | PA      | $98120.05     | 0.00%             | 2032-07-20      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                 | Morgan Stanley                                                | CUSIP: 61748UAK8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $14967242.25  | 0.24%             | 2029-10-18      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd       | Neuberger Berman Loan Advisers CLO 34 Ltd                     | CUSIP: 64132YBC5<br>LEI: 5493009EGZQAPYYVLD80 | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $5004341.41   | 0.08%             | 2039-07-20      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| MCCORMICK & COMPANY            | MCCORMICK & COMPANY                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  20000000 | PA      | $19966250.00  | 0.32%             | 2025-11-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION              | Sysco Corp                                                    | CUSIP: 871829BC0<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |  20953000 | PA      | $20828033.79  | 0.34%             | 2026-07-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates  | CUSIP: 3137FGZS7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  13020040 | PA      | $12963881.70  | 0.21%             | 2028-02-25      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ AUTO RECEIVABLES | Mercedes-Benz Auto Receivables Trust 2025-1                   | CUSIP: 58773DAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6137084 | PA      | $6137668.71   | 0.10%             | 2028-02-15      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ AUTO RECEIVABLES | Mercedes-Benz Auto Receivables Trust 2025-1                   | CUSIP: 58773DAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10000000 | PA      | $10116122.00  | 0.16%             | 2029-12-17      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR            | Freddie Mac STACR REMIC Trust 2024-HQA2                       | CUSIP: 35564NDY6<br>LEI: 5299002OYNAPMJKK2A73 | Long             | ABS-MBS          | CORP              | US        |   9750000 | PA      | $9807316.29   | 0.16%             | 2044-08-25      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK         | Canadian Imperial Bank of Commerce                            | CUSIP: 13607PHU1<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   9850000 | PA      | $9882272.44   | 0.16%             | 2027-09-11      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| Trysail CLO Ltd                | Trysail CLO 2021-1 Ltd                                        | CUSIP: 89855AAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    445333 | PA      | $445624.84    | 0.01%             | 2032-07-20      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC       | Vistra Operations Co LLC                                      | CUSIP: 92840VAT9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   8921000 | PA      | $8987853.97   | 0.15%             | 2026-12-30      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Venture CDO Ltd                | Venture 32 CLO Ltd                                            | CUSIP: 92325QAA5<br>LEI: 549300UP09C89Q3HWD39 | Long             | ABS-CBDO         | CORP              | KY        |    196585 | PA      | $196683.37    | 0.00%             | 2031-07-18      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| BMW Vehicle Owner Trust        | BMW Vehicle Owner Trust 2024-A                                | CUSIP: 096919AD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  15011000 | PA      | $15156765.82  | 0.25%             | 2029-02-26      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE       | Intercontinental Exchange Inc                                 | CUSIP: 45866FAF1<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |   5375000 | PA      | $5295213.50   | 0.09%             | 2027-09-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Trinitas CLO Ltd               | Trinitas CLO XVI Ltd                                          | CUSIP: 89642DAQ1<br>LEI: 5493004FCKEPFTK2QI86 | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $5005050.26   | 0.08%             | 2034-07-20      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| Bluemountain CLO Ltd           | BlueMountain CLO XXVIII Ltd                                   | CUSIP: 09630PAL7<br>LEI: 5493001GLQHON6UV2U40 | Long             | ABS-CBDO         | CORP              | KY        |   4000000 | PA      | $4003111.00   | 0.06%             | 2038-03-31      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO 20 Ltd             | Elmwood CLO 20 Ltd                                            | CUSIP: 29002AAL8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    305000 | PA      | $306289.30    | 0.00%             | 2037-01-17      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| VERALTO CORP                   | Veralto Corp                                                  | CUSIP: 92338CAB9<br>LEI: 635400FJE6GSOJUSNY27 | Long             | DBT              | CORP              | US        |  30000000 | PA      | $30332669.40  | 0.49%             | 2026-09-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UBS AG STAMFORD CT             | UBS AG/Stamford CT                                            | CUSIP: 90261AAD4<br>LEI: 254900R882POXXVAK772 | Long             | DBT              | CORP              | CH        |  10000000 | PA      | $10080688.00  | 0.16%             | 2028-01-10      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA           | Royal Bank of Canada                                          | CUSIP: 78016HZX1<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |  15000000 | PA      | $15096345.45  | 0.24%             | 2027-07-23      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | JP Morgan Mortgage Trust 2020-LTV1                            | CUSIP: 46591NBC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    104967 | PA      | $104642.55    | 0.00%             | 2050-06-25      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                 | Fannie Mae-Aces                                               | CUSIP: 3136AT5C4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2378198 | PA      | $2349539.22   | 0.04%             | 2026-07-25      | Variable      | 2.37%                 | No            |                  2 | On Loan: No      |
| Romark CLO Ltd                 | Romark CLO - IV Ltd                                           | CUSIP: 77588LAN1<br>LEI: 549300HD9K8XL8QM2Z46 | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $5005031.51   | 0.08%             | 2034-07-10      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE CIB NY         | Credit Agricole Corporate and Investment Bank/New York        | CUSIP: 22532XB56<br>LEI: 254900BN8XS34XZDJ223 | Long             | DBT              | CORP              | FR        |  25000000 | PA      | $25011900.00  | 0.41%             | 2026-03-13      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| MOLSON COORS BEVERAGE          | Molson Coors Beverage Co                                      | CUSIP: 60871RAG5<br>LEI: 54930073LBBH6ZCBE225 | Long             | DBT              | CORP              | US        |  29881000 | PA      | $29658318.42  | 0.48%             | 2026-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ICON INVESTMENTS SIX DAC       | Icon Investments Six DAC                                      | CUSIP: 45115AAA2<br>LEI: 635400FQ1M7J2CHLAS59 | Long             | DBT              | CORP              | IE        |  20000000 | PA      | $20423609.40  | 0.33%             | 2027-05-08      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL         | Marriott International Inc/MD                                 | CUSIP: 571903BV4<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10033383.80  | 0.16%             | 2027-07-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP           | Bank of America Corp                                          | CUSIP: 06051GJQ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  16510000 | PA      | $16357317.83  | 0.27%             | 2027-03-11      | Fixed         | 1.66%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO           | Kraft Heinz Foods Co                                          | CUSIP: 50077LBC9<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |  20000000 | PA      | $19913124.80  | 0.32%             | 2027-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO            | JPMorgan Chase & Co                                           | CUSIP: 46647PEU6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   7500000 | PA      | $7634263.28   | 0.12%             | 2029-01-24      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP       | Toyota Motor Credit Corp                                      | CUSIP: 89236TMR3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $15017668.95  | 0.24%             | 2026-04-10      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK NA         | Morgan Stanley Bank NA                                        | CUSIP: 61690DK72<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |   6667000 | PA      | $6782425.50   | 0.11%             | 2029-01-12      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| PFS Financing Corp.            | PFS Financing Corp                                            | CUSIP: 69335PGA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  15000000 | PA      | $15012112.50  | 0.24%             | 2029-07-15      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Trinitas CLO Ltd               | Trinitas CLO XIX Ltd                                          | CUSIP: 89642FAN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |    256352 | PA      | $256626.15    | 0.00%             | 2033-10-20      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO        | Arthur J Gallagher & Co                                       | CUSIP: 04316JAK5<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |  23000000 | PA      | $23223529.87  | 0.38%             | 2027-12-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| BOEING CO                      | Boeing Co/The                                                 | CUSIP: 097023DG7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |  20000000 | PA      | $19893960.80  | 0.32%             | 2026-02-04      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables Owner  | Toyota Auto Receivables 2025-B Owner Trust                    | CUSIP: 89231HAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5860813 | PA      | $5871783.16   | 0.10%             | 2028-03-15      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| SVENSKA HANDELSBANKEN NY       | Svenska Handelsbanken/New York NY                             | CUSIP: 86959TNZ5<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |  25000000 | PA      | $25019162.50  | 0.41%             | 2026-05-29      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION       | Sabine Pass Liquefaction LLC                                  | CUSIP: 785592AV8<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |   1814000 | PA      | $1818250.09   | 0.03%             | 2026-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ALIMENTATION COUCHE-           | ALIMENTATION COUCHE-                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  25000000 | PA      | $24997055.58  | 0.41%             | 2025-11-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Tr | World Omni Auto Receivables Trust 2025-B                      | CUSIP: 98164TAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6000000 | PA      | $6005043.00   | 0.10%             | 2028-08-15      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL INFO SERV        | Fidelity National Information Services Inc                    | CUSIP: 31620MBS4<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |   6499000 | PA      | $6112152.03   | 0.10%             | 2028-03-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivable | Westlake Automobile Receivables Trust 2025-2                  | CUSIP: 96041KAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6000000 | PA      | $6010831.80   | 0.10%             | 2028-09-15      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| Riserva CLO, Ltd.              | Riserva Clo Ltd                                               | CUSIP: 76761RAW9<br>LEI: 549300640C8OB2I8SN35 | Long             | ABS-CBDO         | CORP              | KY        |     62500 | PA      | $62575.41     | 0.00%             | 2034-01-18      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                    | Oracle Corp                                                   | CUSIP: 68389XBM6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |  20000000 | PA      | $19806969.40  | 0.32%             | 2026-07-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitizat | Hyundai Auto Lease Securitization Trust 2025-B                | CUSIP: 44935DAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5884223 | PA      | $5899265.44   | 0.10%             | 2027-09-15      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2021-B29 Mortgage Trust                             | CUSIP: 08163JAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1171717 | PA      | $1153420.82   | 0.02%             | 2054-09-15      | Fixed         | 0.71%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust   | Ford Credit Auto Owner Trust 2022-C                           | CUSIP: 34535AAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  15632000 | PA      | $15661088.03  | 0.25%             | 2027-12-15      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund        | Dryden 53 CLO Ltd                                             | CUSIP: 26243EAP6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  18384258 | PA      | $18398697.29  | 0.30%             | 2031-01-15      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| Dell Equipment Finance Trust   | Dell Equipment Finance Trust 2024-2                           | CUSIP: 24704EAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  17043643 | PA      | $17077873.45  | 0.28%             | 2030-08-22      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| TELEDYNE TECHNOLOGIES IN       | Teledyne Technologies Inc                                     | CUSIP: 879360AC9<br>LEI: 549300VSMO9KYQWDND94 | Long             | DBT              | CORP              | US        |  30000000 | PA      | $29660774.70  | 0.48%             | 2026-04-01      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Ally Auto Receivables Trust    | Ally Auto Receivables Trust 2025-1                            | CUSIP: 02008KAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $5000456.00   | 0.08%             | 2028-07-17      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS NEW YORK           | BNP Paribas SA/New York NY                                    | CUSIP: 05593DHX4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |  25000000 | PA      | $25021900.00  | 0.41%             | 2026-07-10      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                | Cigna Group/The                                               | CUSIP: 125523BZ2<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |  29466000 | PA      | $29463728.76  | 0.48%             | 2026-02-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC               | T-Mobile USA Inc                                              | CUSIP: 87264AAV7<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10008681.80  | 0.16%             | 2028-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FISERV INC                     | Fiserv Inc                                                    | CUSIP: 337738AT5<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |  25088000 | PA      | $24847245.77  | 0.40%             | 2026-07-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC         | Roper Technologies Inc                                        | CUSIP: 776743AB2<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $14989264.50  | 0.24%             | 2025-12-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL INFO SERV        | Fidelity National Information Services Inc                    | CUSIP: 31620MBR6<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |  35000000 | PA      | $34656854.05  | 0.56%             | 2026-03-01      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING FRN 04/26      | WESTPAC BANKING FRN 04/26                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |  25000000 | PA      | $25000000.00  | 0.41%             | 2026-04-13      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC       | Vistra Operations Co LLC                                      | CUSIP: 92840VAG7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   4596000 | PA      | $4561356.78   | 0.07%             | 2027-01-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Tr | World Omni Auto Receivables Trust 2025-B                      | CUSIP: 98164TAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6000000 | PA      | $6008730.00   | 0.10%             | 2028-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Research-Driven Pagaya Motor A | Research-Driven Pagaya Motor Trust 2025-5                     | CUSIP: 76089KAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6250000 | PA      | $6239560.63   | 0.10%             | 2034-06-26      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| Buttermilk Park CLO Ltd        | Buttermilk Park CLO Ltd                                       | CUSIP: 124166AQ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    255283 | PA      | $255506.97    | 0.00%             | 2031-10-15      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| T-Mobile US Trust              | T-Mobile US Trust 2024-2                                      | CUSIP: 87268CAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  17000000 | PA      | $17057590.90  | 0.28%             | 2029-05-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ICG US CLO 2017-1 Ltd          | ICG 2017-1A ARR 07/34                                         | CUSIP: 449259AJ9<br>LEI: 254900T2ODAPJRGAZY53 | Long             | ABS-CBDO         | CORP              | KY        |   1900000 | PA      | $1900929.10   | 0.03%             | 2034-07-28      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| TRINITY ACQUISITION PLC        | Trinity Acquisition PLC                                       | CUSIP: 89641UAC5<br>LEI: 549300FJZWZN6MJNGB63 | Long             | DBT              | CORP              | GB        |  30360000 | PA      | $30367221.73  | 0.49%             | 2026-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| TORONTO DOMINION BANK NY       | Toronto-Dominion Bank/NY                                      | CUSIP: 89115D6U5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |  20000000 | PA      | $20024526.00  | 0.32%             | 2026-04-22      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitizat | Hyundai Auto Lease Securitization Trust 2025-B                | CUSIP: 44935DAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5884223 | PA      | $5905369.14   | 0.10%             | 2027-09-15      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| Sound Point CLO LTD            | Sound Point CLO XXIX Ltd                                      | CUSIP: 83614VAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250458.50    | 0.00%             | 2034-04-25      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| Space Coast Credit Union       | SCCU Auto Receivables Trust 2025-1                            | CUSIP: 80620BAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7500000 | PA      | $7556017.50   | 0.12%             | 2031-01-15      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables  | Exeter Automobile Receivables Trust                           | CUSIP: 30166XAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7920306 | PA      | $7930340.13   | 0.13%             | 2028-01-18      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| Bluemountain CLO Ltd           | BlueMountain CLO XXII Ltd                                     | CUSIP: 09629PAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    185483 | PA      | $185601.21    | 0.00%             | 2031-07-15      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| BMW Vehicle Lease Trust        | BMW Vehicle Lease Trust 2025-2                                | CUSIP: 05594HAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $4996277.50   | 0.08%             | 2027-11-26      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables Owner  | Toyota Auto Receivables 2023-D Owner Trust                    | CUSIP: 89239FAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6727123 | PA      | $6800052.80   | 0.11%             | 2028-08-15      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust   | Ford Credit Auto Owner Trust 2025-A                           | CUSIP: 34535KAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  14113002 | PA      | $14143538.31  | 0.23%             | 2027-12-15      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL INC            | Ashtead Capital Inc                                           | CUSIP: 045054AN3<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |   6779000 | PA      | $6632581.12   | 0.11%             | 2026-08-12      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Carbone CLO, LTD               | Carbone Clo Ltd                                               | CUSIP: 141312AA6<br>LEI: 5493005I53NEC017LN87 | Long             | ABS-CBDO         | CORP              | KY        |     23915 | PA      | $23928.83     | 0.00%             | 2031-01-20      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| CADENCE DESIGN SYS INC         | Cadence Design Systems Inc                                    | CUSIP: 127387AM0<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | DBT              | CORP              | US        |   5852000 | PA      | $5870305.06   | 0.10%             | 2027-09-10      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund        | Dryden 55 CLO Ltd                                             | CUSIP: 26245MAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    301873 | PA      | $302038.19    | 0.00%             | 2031-04-15      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| Sound Point CLO LTD            | SOUND POINT CLO XIX Ltd                                       | CUSIP: 83610JAA4<br>LEI: 5493001QI7ZD0IPL4A34 | Long             | ABS-CBDO         | CORP              | KY        |     31878 | PA      | $31895.69     | 0.00%             | 2031-04-15      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivable | Westlake Automobile Receivables Trust 2025-3                  | CUSIP: 96043QAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $5000927.00   | 0.08%             | 2028-04-17      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables Owner  | Toyota Auto Receivables 2024-A Owner Trust                    | CUSIP: 89238DAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  14133833 | PA      | $14214943.14  | 0.23%             | 2028-10-16      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC         | Williams Cos Inc/The                                          | CUSIP: 969457CH1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   9966000 | PA      | $10004141.78  | 0.16%             | 2026-03-02      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| HPS Loan Management Ltd        | Highbridge Loan Management 5-2015 Ltd                         | CUSIP: 44331DAQ2<br>LEI: 54930067MZ9NV8B3SZ80 | Long             | ABS-CBDO         | CORP              | KY        |    841907 | PA      | $842816.48    | 0.01%             | 2030-10-15      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust      | Morgan Stanley Bank of America Merrill Lynch Trust 2016-C29   | CUSIP: 61766EBD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    926743 | PA      | $923156.18    | 0.01%             | 2049-05-15      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| MARS INC                       | Mars Inc                                                      | CUSIP: 571676AX3<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10119186.50  | 0.16%             | 2028-03-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Bank                           | BANK 2017-BNK7                                                | CUSIP: 06541XAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     96223 | PA      | $95321.12     | 0.00%             | 2060-09-15      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| BMW Vehicle Lease Trust        | BMW Vehicle Lease Trust 2024-1                                | CUSIP: 05611UAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  22546638 | PA      | $22615549.92  | 0.37%             | 2027-03-25      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| Volkswagen Auto Loan Enhanced  | Volkswagen Auto Loan Enhanced Trust 2025-1                    | CUSIP: 92868MAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4387477 | PA      | $4389541.46   | 0.07%             | 2028-01-20      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd | Palmer Square Loan Funding 2022-3 Ltd                         | CUSIP: 69690CAL7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    241033 | PA      | $241199.94    | 0.00%             | 2031-04-15      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| AMCOR FINANCE USA INC          | Amcor Finance USA Inc                                         | CUSIP: 02343UAG0<br>LEI: 549300ZMT7FVT8R77U18 | Long             | DBT              | CORP              | US        |  22406000 | PA      | $22322292.53  | 0.36%             | 2026-04-28      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES IN           | REPUBLIC SERVICES IN                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  20000000 | PA      | $19975728.18  | 0.32%             | 2025-11-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CarMax Select Receivables Trus | Carmax Select Receivables Trust 2024-A                        | CUSIP: 14319FAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2776428 | PA      | $2783742.65   | 0.05%             | 2027-09-15      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| MEDTRONIC GLOB HLDS            | MEDTRONIC GLOB HLDS                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  25000000 | PA      | $24979591.57  | 0.41%             | 2025-11-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Buttermilk Park CLO Ltd        | Buttermilk Park CLO Ltd                                       | CUSIP: 124166AS8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    975000 | PA      | $975734.32    | 0.02%             | 2031-10-15      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| John Deere Owner Trust         | John Deere Owner Trust 2024                                   | CUSIP: 47800RAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  18018000 | PA      | $18166571.02  | 0.29%             | 2028-11-15      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| AMCOR FLEXIBLES NORTH AM       | Amcor Flexibles North America Inc                             | CUSIP: 02344AAF5<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10128772.30  | 0.16%             | 2028-03-17      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust   | Ford Credit Auto Owner Trust 2025-A                           | CUSIP: 34535KAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4676276 | PA      | $4680144.57   | 0.08%             | 2027-12-15      | Floating      | 4.64%                 | No            |                  2 | On Loan: No      |
| PRA HEALTH SCIENCES INC        | PRA Health Sciences Inc                                       | CUSIP: 45569KAA1<br>LEI: 549300R1HR1VWWHIAK47 | Long             | DBT              | CORP              | US        |  28892000 | PA      | $28541171.38  | 0.46%             | 2026-07-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae REMICS                                             | CUSIP: 3136ANVJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    391808 | PA      | $387544.87    | 0.01%             | 2034-06-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATION           | MONDELEZ INTERNATION                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  22000000 | PA      | $21994636.03  | 0.36%             | 2025-11-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC            | Global Payments Inc                                           | CUSIP: 891906AC3<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   5010000 | PA      | $5012881.45   | 0.08%             | 2026-04-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Shackleton CLO LTD             | Shackleton 2013-IV-R CLO Ltd                                  | CUSIP: 81882HAA3<br>LEI: 5493000LHXWSIZGUY418 | Long             | ABS-CBDO         | CORP              | KY        |     55144 | PA      | $55174.44     | 0.00%             | 2031-04-13      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| Bank                           | BANK 2017-BNK6                                                | CUSIP: 060352AC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    706292 | PA      | $702842.42    | 0.01%             | 2060-07-15      | Fixed         | 3.29%                 | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC             | Conagra Brands Inc                                            | CUSIP: 205887CJ9<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |  25567000 | PA      | $25808119.05  | 0.42%             | 2026-10-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                   | UBS Group AG                                                  | CUSIP: 902613AC2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |  15000000 | PA      | $14891006.85  | 0.24%             | 2027-01-30      | Fixed         | 1.36%                 | No            |                  2 | On Loan: No      |
| CQS US CLO Ltd                 | CQS US CLO 2021-1 Ltd                                         | CUSIP: 12659UAL6<br>LEI: 549300GF7PVRIKZNMY06 | Long             | ABS-CBDO         | CORP              | KY        |    150000 | PA      | $150183.18    | 0.00%             | 2035-01-20      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| Milos CLO, LTD                 | Milos CLO Ltd                                                 | CUSIP: 60162PAG7<br>LEI: 254900GFWI4EEB8IJS18 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250680.34    | 0.00%             | 2030-10-20      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates  | CUSIP: 3137FAWR5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1066064 | PA      | $1056928.46   | 0.02%             | 2027-03-25      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| CarMax Select Receivables Trus | Carmax Select Receivables Trust 2024-A                        | CUSIP: 14319FAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6653447 | PA      | $6656790.68   | 0.11%             | 2027-09-15      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust | Hyundai Auto Receivables Trust 2025-A                         | CUSIP: 44935CAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9272224 | PA      | $9276839.26   | 0.15%             | 2027-12-15      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY PVT BANK        | Morgan Stanley Private Bank NA                                | CUSIP: 61776NVE0<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10051951.70  | 0.16%             | 2028-07-06      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| KELLANOVA 0%, due 11           | KELLANOVA 0%, due 11                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  18000000 | PA      | $17970929.90  | 0.29%             | 2025-11-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Symphony CLO Ltd               | Symphony CLO XV Ltd                                           | CUSIP: 87154EBE9<br>LEI: 549300JNP1PJXORD0Y06 | Long             | ABS-CBDO         | CORP              | KY        |    600871 | PA      | $601249.55    | 0.01%             | 2032-01-17      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategi | Carlyle Global Market Strategies CLO 2016-1 Ltd               | CUSIP: 14312HBE5<br>LEI: 549300N3CJKPCWZ7KX23 | Long             | ABS-CBDO         | CORP              | KY        |  15000000 | PA      | $15012253.62  | 0.24%             | 2034-04-20      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| Volkswagen Auto Loan Enhanced  | Volkswagen Auto Loan Enhanced Trust 2025-1                    | CUSIP: 92868MAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  13228242 | PA      | $13254254.30  | 0.22%             | 2028-01-20      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| Fortress Credit BSL Limited    | Fortress Credit BSL XIX Ltd                                   | CUSIP: 34966BAL0<br>LEI: 2549008HR79TDG6LYY87 | Long             | ABS-CBDO         | CORP              | JE        |    916667 | PA      | $917759.59    | 0.01%             | 2036-07-24      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| Oak Hill Credit                | OHA Credit Funding 12-R Ltd                                   | CUSIP: 676916AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3570000 | PA      | $3571791.80   | 0.06%             | 2037-07-20      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S | Barclays Commercial Mortgage Trust 2019-C5                    | CUSIP: 05492JAU6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1913372 | PA      | $1879405.85   | 0.03%             | 2052-11-15      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA                    | Citibank NA                                                   | CUSIP: 17325FBN7<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |   9375000 | PA      | $9459082.31   | 0.15%             | 2027-05-29      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust | Pagaya AI Debt Grantor Trust 2024-10                          | CUSIP: 69544MAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4883981 | PA      | $4906209.50   | 0.08%             | 2032-06-15      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| Porsche Innovative Lease Owner | Porsche Innovative Lease Owner Trust 2025-1                   | CUSIP: 73329KAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6445063 | PA      | $6452751.05   | 0.10%             | 2027-12-20      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC       | Lloyds Banking Group PLC                                      | CUSIP: 53944YAP8<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   5000000 | PA      | $4931188.70   | 0.08%             | 2027-05-11      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC           | Keurig Dr Pepper Inc                                          | CUSIP: 26138EAU3<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |  19529000 | PA      | $19261705.01  | 0.31%             | 2026-09-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                  | Citigroup Inc                                                 | CUSIP: 172967PZ8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10066507.50  | 0.16%             | 2028-05-07      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| RCKT Trust                     | RCKTL 2025-2                                                  | CUSIP: 74939HAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7200000 | PA      | $7201368.00   | 0.12%             | 2034-11-27      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP         | Bank of New York Mellon Corp/The                              | CUSIP: 06406RBQ9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |  35000000 | PA      | $35149644.95  | 0.57%             | 2027-04-26      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL INFO SERV        | Fidelity National Information Services Inc                    | CUSIP: 31620MBW5<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5025558.70   | 0.08%             | 2027-07-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| TCI-Flatiron CLO Ltd           | TCI-Flatiron Clo 2018-1 Ltd                                   | CUSIP: 87232CAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3990423 | PA      | $3993564.94   | 0.06%             | 2035-07-29      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATURAL RES           | CANADIAN NATURAL RES                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  15000000 | PA      | $14994704.41  | 0.24%             | 2025-11-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AT&T INC                       | AT&T Inc                                                      | CUSIP: 00206RML3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |  25404000 | PA      | $25157218.68  | 0.41%             | 2026-03-25      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae REMICS                                             | CUSIP: 3136AJSW7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    802909 | PA      | $792986.96    | 0.01%             | 2033-06-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CRH AMERICA FINANCE INC        | CRH America Finance Inc                                       | CUSIP: 12636YAA0<br>LEI: 549300WEVUODRJ4CWK56 | Long             | DBT              | CORP              | US        |  32613000 | PA      | $32283499.12  | 0.52%             | 2027-05-09      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Saranac CLO LTD                | Saranac Clo VI Ltd                                            | CUSIP: 80317LAJ2<br>LEI: 5493002U06KAOJIMH261 | Long             | ABS-CBDO         | CORP              | JE        |   1443092 | PA      | $1443972.78   | 0.02%             | 2031-08-13      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| SKANDIN ENS BANKEN AG          | SKANDINAVISKA ENSKIL                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  25000000 | PA      | $24409121.10  | 0.40%             | 2026-06-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES         | PNC Financial Services Group Inc/The                          | CUSIP: 693475BV6<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   8000000 | PA      | $8107529.60   | 0.13%             | 2028-01-21      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| TIAA CLO Ltd                   | TIAA CLO IV Ltd                                               | CUSIP: 88631YAL1<br>LEI: 5493000Q4E256SBMCY29 | Long             | ABS-CBDO         | CORP              | KY        |    224099 | PA      | $224357.06    | 0.00%             | 2032-01-20      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC       | Lloyds Banking Group PLC                                      | CUSIP: 539439AQ2<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |  10000000 | PA      | $9875878.90   | 0.16%             | 2028-11-07      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| KKR Financial CLO Ltd          | KKR CLO 41 Ltd                                                | CUSIP: 48255PAA3<br>LEI: 254900UD92WBBLUHGZ35 | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $5006420.47   | 0.08%             | 2035-04-15      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| HCA INC                        | HCA Inc                                                       | CUSIP: 404119CY3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   8000000 | PA      | $8149822.32   | 0.13%             | 2028-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRAL FRN 6/26      | NATIONAL AUSTRAL FRN 6/26                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |  15000000 | PA      | $15000000.00  | 0.24%             | 2026-06-02      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| 522 Funding CLO LTD            | 522 Funding CLO 2018-3A Ltd                                   | CUSIP: 33835NAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     39367 | PA      | $39389.56     | 0.00%             | 2031-10-20      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES INC            | Quanta Services Inc                                           | CUSIP: 74762EAM4<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5020714.80   | 0.08%             | 2028-08-09      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS               | Connecticut Avenue Securities Trust 2025-R06                  | CUSIP: 20754YAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  17698325 | PA      | $17714879.58  | 0.29%             | 2045-09-25      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                   | Voya 2012-4 Ltd                                               | CUSIP: 92916GBE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     19354 | PA      | $19364.12     | 0.00%             | 2030-10-15      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORPORATION    | WESTPAC BANKING CORP                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  20000000 | PA      | $20000000.00  | 0.32%             | 2026-02-27      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| Exeter Select Automobile Recei | Exeter Select Automobile Receivables Trust 2025-1             | CUSIP: 30185AAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8829589 | PA      | $8853443.03   | 0.14%             | 2028-10-16      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                    | Oracle Corp                                                   | CUSIP: 68389XCF0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |  17000000 | PA      | $17004418.47  | 0.28%             | 2025-11-10      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Battalion CLO LTD              | Battalion CLO X Ltd                                           | CUSIP: 07132JBC7<br>LEI: 549300RRK5G3IT4Y7N27 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1000583.25   | 0.02%             | 2035-01-25      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| EXPEDIA GROUP INC              | Expedia Group Inc                                             | CUSIP: 30212PAM7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5001096.55   | 0.08%             | 2026-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SOLVENTUM CORP                 | Solventum Corp                                                | CUSIP: 83444MAN1<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |  30602000 | PA      | $31066915.07  | 0.50%             | 2027-02-25      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| CAN PACIFIC RAILWAY            | CAN PACIFIC RAILWAY                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  20000000 | PA      | $19990578.97  | 0.32%             | 2025-11-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HCA INC                        | HCA Inc                                                       | CUSIP: 404119BS7<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |  25466000 | PA      | $25496689.33  | 0.41%             | 2026-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP           | Bank of America Corp                                          | CUSIP: 06051GHT9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  20530000 | PA      | $20460598.95  | 0.33%             | 2027-04-23      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC              | General Mills Inc                                             | CUSIP: 370334BZ6<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |  13232000 | PA      | $13093707.34  | 0.21%             | 2027-02-10      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust   | Ford Credit Auto Owner Trust 2023-A                           | CUSIP: 344928AD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5597702 | PA      | $5610820.45   | 0.09%             | 2028-02-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivabl | Santander Drive Auto Receivables Trust 2025-1                 | CUSIP: 80288DAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6250910 | PA      | $6253447.08   | 0.10%             | 2027-08-16      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| LCM Ltd Partnership            | LCM 29 Ltd                                                    | CUSIP: 50201MAQ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    110373 | PA      | $110444.80    | 0.00%             | 2031-04-15      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO           | Kraft Heinz Foods Co                                          | CUSIP: 50077LAD8<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |  25000000 | PA      | $24817465.25  | 0.40%             | 2026-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US BANCORP                     | US Bancorp                                                    | CUSIP: 91159HJC5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |  15771000 | PA      | $15401321.61  | 0.25%             | 2028-01-27      | Fixed         | 2.21%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates  | CUSIP: 3137BRQJ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6420325 | PA      | $6354924.79   | 0.10%             | 2026-07-25      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| Sound Point CLO LTD            | Sound Point Clo XX Ltd                                        | CUSIP: 83611JAA3<br>LEI: 549300RTEBF0FW35D815 | Long             | ABS-CBDO         | CORP              | KY        |    314760 | PA      | $314965.82    | 0.01%             | 2031-07-26      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| TICP CLO Ltd                   | TICP CLO XII Ltd                                              | CUSIP: 87250FAL4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  10335000 | PA      | $10346530.23  | 0.17%             | 2034-07-15      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| Bayswater Park CLO Ltd         | Bayswater Park CLO Ltd                                        | CUSIP: 072929AA0<br>LEI: 254900BXH0PMWI87VS84 | Long             | ABS-CBDO         | CORP              | JE        |    370000 | PA      | $371720.26    | 0.01%             | 2037-01-20      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                   | Barclays PLC                                                  | CUSIP: 06738ECF0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   5000000 | PA      | $5039642.45   | 0.08%             | 2027-05-09      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC           | Keurig Dr Pepper Inc                                          | CUSIP: 49271VAZ3<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10003255.60  | 0.16%             | 2028-05-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates  | CUSIP: 3137FL6U3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4446147 | PA      | $4428736.05   | 0.07%             | 2028-02-25      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates  | CUSIP: 3137FHQ55<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5687202 | PA      | $5675893.41   | 0.09%             | 2030-06-25      | Fixed         | 3.99%                 | No            |                  2 | On Loan: No      |
| CONAGRA FOODS INC              | CONAGRA FOODS INC                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9995277.78   | 0.16%             | 2025-11-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund        | Dryden 61 Clo Ltd                                             | CUSIP: 26251CBA1<br>LEI: 549300JHVVT1NJ057H42 | Long             | ABS-CBDO         | CORP              | KY        |  12912213 | PA      | $12924635.56  | 0.21%             | 2032-01-17      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| MOLEX ELECTRONICS TECH         | Molex Electronic Technologies LLC                             | CUSIP: 60856BAE4<br>LEI: 549300WTBVUFUPSIWI20 | Long             | DBT              | CORP              | US        |   6846000 | PA      | $6912800.67   | 0.11%             | 2028-04-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ALCON FINANCE CORP             | Alcon Finance Corp                                            | CUSIP: 01400EAA1<br>LEI: 549300CUZUI9VU7XNK42 | Long             | DBT              | CORP              | US        |  23264000 | PA      | $23001881.02  | 0.37%             | 2026-09-23      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivable | Westlake Automobile Receivables Trust 2025-2                  | CUSIP: 96041KAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6000000 | PA      | $5995478.40   | 0.10%             | 2028-09-15      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| PFS Financing Corp.            | PFS Financing Corp                                            | CUSIP: 69335PFW0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10000000 | PA      | $10042022.00  | 0.16%             | 2029-04-15      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON & CO          | Becton Dickinson & Co                                         | CUSIP: 075887CQ0<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10108448.10  | 0.16%             | 2028-02-13      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS               | Connecticut Avenue Securities Trust 2025-R05                  | CUSIP: 20753CAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  13601941 | PA      | $13630735.93  | 0.22%             | 2045-07-25      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                    | Oracle Corp                                                   | CUSIP: 68389XBN4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $14721867.75  | 0.24%             | 2027-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                     | Zoetis Inc                                                    | CUSIP: 98978VAL7<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |  22724000 | PA      | $22360008.56  | 0.36%             | 2027-09-12      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Steele Creek CLO Ltd           | Steele Creek Clo 2017-1 Ltd                                   | CUSIP: 85816VAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    412440 | PA      | $412867.29    | 0.01%             | 2030-10-15      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables Owner  | Toyota Auto Receivables 2023-B Owner Trust                    | CUSIP: 891941AD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2569044 | PA      | $2577949.11   | 0.04%             | 2028-02-15      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables Owner  | Toyota Auto Receivables 2025-B Owner Trust                    | CUSIP: 89231HAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5860813 | PA      | $5872901.40   | 0.10%             | 2028-03-15      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates  | CUSIP: 3137BXQX3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   9668305 | PA      | $9594655.73   | 0.16%             | 2026-10-25      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| Nassau 2018-I Ltd.             | Nassau 2018-I Ltd                                             | CUSIP: 63170MAA1<br>LEI: 5493003RNMF4L18JF715 | Long             | ABS-CBDO         | CORP              | KY        |     10813 | PA      | $10819.06     | 0.00%             | 2031-07-15      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINE           | TRANSCANADA PIPELINE                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  15000000 | PA      | $14984329.83  | 0.24%             | 2025-11-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                | Cigna Group/The                                               | CUSIP: 125523CB4<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |  17478000 | PA      | $17329230.06  | 0.28%             | 2027-03-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                   | Broadcom Inc                                                  | CUSIP: 11135FBB6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9993690.60   | 0.16%             | 2025-11-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION              | Sysco Corp                                                    | CUSIP: 871829BF3<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $14813777.70  | 0.24%             | 2027-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust | Pagaya AI Debt Grantor Trust 2024-11                          | CUSIP: 69544AAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3292321 | PA      | $3305262.40   | 0.05%             | 2032-07-15      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE US INC 0%,            | ENBRIDGE US INC 0%,                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  20000000 | PA      | $19976542.53  | 0.32%             | 2025-11-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                   | Enbridge Inc                                                  | CUSIP: 29250NBH7<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |  10473000 | PA      | $10238916.09  | 0.17%             | 2026-10-04      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC           | Keurig Dr Pepper Inc                                          | CUSIP: 49271VAY6<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10001577.70  | 0.16%             | 2026-11-15      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| SVENSKA HANDELS FRN 08/26      | SVENSKA HANDELS FRN 08/26                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | SE        |  25000000 | PA      | $25000000.00  | 0.41%             | 2026-08-14      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| FACTSET RESEARCH SYSTEMS       | FactSet Research Systems Inc                                  | CUSIP: 303075AA3<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | DBT              | CORP              | US        |  30000000 | PA      | $29489184.00  | 0.48%             | 2027-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| SWEDBANK FRN 04/26             | SWEDBANK FRN 04/26                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  25000000 | PA      | $25000000.00  | 0.41%             | 2026-04-06      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trus | CSAIL 2019-C15 Commercial Mortgage Trust                      | CUSIP: 22945DAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    848300 | PA      | $844374.94    | 0.01%             | 2052-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| COOPERAT RABOBANK UA/NY        | Cooperatieve Rabobank UA/NY                                   | CUSIP: 21684LKA9<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |  15000000 | PA      | $15005569.50  | 0.24%             | 2026-03-06      | Floating      | 4.41%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust   | Ford Credit Auto Owner Trust 2022-C                           | CUSIP: 34535AAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    236942 | PA      | $236944.97    | 0.00%             | 2026-12-15      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| Cent CLO LP                    | Columbia Cent CLO 32 Ltd                                      | CUSIP: 19737TBG0<br>LEI: 549300NBGVSLUALOY827 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250254.70    | 0.00%             | 2034-07-24      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATIONAL INFORM       | Fidelity National Information Services Inc                    | CUSIP: 31620MAY2<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |   8747000 | PA      | $8703128.28   | 0.14%             | 2028-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates  | CUSIP: 3137BSP72<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   9072000 | PA      | $8968532.93   | 0.15%             | 2026-08-25      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust | Pagaya AI Debt Grantor Trust 2025-5                           | CUSIP: 69548WAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10000000 | PA      | $10010376.00  | 0.16%             | 2026-08-17      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust | Morgan Stanley Capital I Trust 2016-BNK2                      | CUSIP: 61690YBS0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    837682 | PA      | $831900.98    | 0.01%             | 2049-11-15      | Fixed         | 2.86%                 | No            |                  2 | On Loan: No      |
| TICP CLO Ltd                   | TICP CLO VII Ltd                                              | CUSIP: 87248TAU9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    450007 | PA      | $450332.91    | 0.01%             | 2033-04-15      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPE           | PLAINS ALL AMER PIPE                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  20000000 | PA      | $19977434.26  | 0.32%             | 2025-11-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ALIMENTATION COUCHE-           | ALIMENTATION COUCHE-                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  20000000 | PA      | $19960868.50  | 0.32%             | 2025-11-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCH           | INTERCONTINENTALEXCH                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  22000000 | PA      | $21976873.02  | 0.36%             | 2025-11-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC              | Brown & Brown Inc                                             | CUSIP: 115236AH4<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |  17230000 | PA      | $17304506.31  | 0.28%             | 2026-12-23      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| AUST & NZ BANKING GROUP        | AUSTRALIA & NEW ZEALAND BANKING GROUP LTD                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |  25000000 | PA      | $24412986.11  | 0.40%             | 2026-06-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trus | CSAIL 2017-CX10 Commercial Mortgage Trust                     | CUSIP: 12595JAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    116392 | PA      | $115600.65    | 0.00%             | 2050-11-15      | Variable      | 3.33%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP             | Energy Transfer LP                                            | CUSIP: 29273RBG3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |  23276000 | PA      | $23278482.39  | 0.38%             | 2026-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TRANSCONT GAS PIPE LINE        | Transcontinental Gas Pipe Line Co LLC                         | CUSIP: 893574AH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6162000 | PA      | $6177792.16   | 0.10%             | 2026-02-01      | Fixed         | 7.85%                 | No            |                  2 | On Loan: No      |
| Alloya Auto Receivables Trust  | Alloya Auto Receivables Trust 2025-1                          | CUSIP: 01986QAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7820000 | PA      | $7836113.11   | 0.13%             | 2028-12-26      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust   | CSMC 2020-NQM1 Trust                                          | CUSIP: 126401AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2267964 | PA      | $2174593.61   | 0.04%             | 2065-05-25      | Variable      | 2.21%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY          | Wells Fargo & Co                                              | CUSIP: 95000U3R2<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $15127668.75  | 0.25%             | 2028-01-24      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ AUTO RECEIVABLES | Mercedes-Benz Auto Receivables Trust 2023-1                   | CUSIP: 58770AAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10020734 | PA      | $10036241.36  | 0.16%             | 2027-11-15      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| American Credit Acceptance Rec | American Credit Acceptance Receivables Trust 2025-3           | CUSIP: 02528EAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3519038 | PA      | $3526060.62   | 0.06%             | 2029-01-12      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC               | COLT 2020-2R Mortgage Loan Trust                              | CUSIP: 12656GAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1525298 | PA      | $1445219.26   | 0.02%             | 2065-10-26      | Variable      | 1.32%                 | No            |                  2 | On Loan: No      |
| VMWARE LLC                     | VMware LLC                                                    | CUSIP: 928563AJ4<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |  29891000 | PA      | $29278598.27  | 0.47%             | 2026-08-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| SKANDIN FRN 4/26               | SKANDIN FRN 4/26                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | SE        |  15000000 | PA      | $15000000.00  | 0.24%             | 2026-04-02      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RESOURCES        | CANADIAN NATURAL RESOURCES LTD                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |  10160000 | PA      | $10160000.00  | 0.16%             | 2025-11-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivable | Westlake Automobile Receivables Trust Series 2023-P1          | CUSIP: 96042UAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2441376 | PA      | $2444621.76   | 0.04%             | 2027-02-16      | Fixed         | 5.89%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA         | Santander Holdings USA Inc                                    | CUSIP: 80282KBC9<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |   5497000 | PA      | $5368458.43   | 0.09%             | 2028-01-06      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| WRKCO INC 0%, due 11           | WRKCO INC 0%, due 11                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  25000000 | PA      | $24991362.09  | 0.41%             | 2025-11-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MEDTRONIC GLOB HLDS            | MEDTRONIC GLOB HLDS                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  20000000 | PA      | $19967190.33  | 0.32%             | 2025-11-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA           | Royal Bank of Canada                                          | CUSIP: 78017DAK4<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   5000000 | PA      | $5040463.80   | 0.08%             | 2029-08-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AGL CLO Ltd.                   | AGL Core CLO 27 Ltd                                           | CUSIP: 00092DAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   4500000 | PA      | $4518199.95   | 0.07%             | 2036-10-21      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| Tralee CDO Ltd                 | Tralee Clo VI Ltd                                             | CUSIP: 89289EBL7<br>LEI: 5493008UP9ZP8RMZTC21 | Long             | ABS-CBDO         | CORP              | KY        |    291980 | PA      | $292152.38    | 0.00%             | 2032-10-25      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund        | Dryden 54 Senior Loan Fund                                    | CUSIP: 26244RAG6<br>LEI: 54930064P37IJ78XTR63 | Long             | ABS-CBDO         | CORP              | KY        |   8100000 | PA      | $8112941.23   | 0.13%             | 2029-10-19      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust  | UBS Commercial Mortgage Trust 2018-C9                         | CUSIP: 90291JAU1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6188338 | PA      | $6161285.97   | 0.10%             | 2051-03-15      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust  | UBS Commercial Mortgage Trust 2017-C6                         | CUSIP: 90276UAU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    386077 | PA      | $383676.94    | 0.01%             | 2050-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Exeter Select Automobile Recei | Exeter Select Automobile Receivables Trust 2025-2             | CUSIP: 30185EAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7500000 | PA      | $7523604.00   | 0.12%             | 2029-06-15      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates  | CUSIP: 3137FHPH0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  12555446 | PA      | $12503576.46  | 0.20%             | 2028-04-25      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL INC            | Ashtead Capital Inc                                           | CUSIP: 045054AF0<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |  25000000 | PA      | $24970931.50  | 0.41%             | 2027-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES          | TransCanada PipeLines Ltd                                     | CUSIP: 89352HAT6<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |  25000000 | PA      | $25004769.25  | 0.41%             | 2026-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ICG US CLO Ltd                 | ICG US CLO 2014-2 Ltd                                         | CUSIP: 44929BAY7<br>LEI: 635400O9MVLOIBCDSR77 | Long             | ABS-CBDO         | CORP              | KY        |    139084 | PA      | $139314.60    | 0.00%             | 2031-01-15      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE         | American Honda Finance Corp                                   | CUSIP: 02665WEX5<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |  16022000 | PA      | $16033821.19  | 0.26%             | 2026-01-09      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| Porsche Financial Auto Securit | Porsche Financial Auto Securitization Trust 2025-1            | CUSIP: 732911AB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9500000 | PA      | $9500100.70   | 0.15%             | 2029-03-22      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| CIM Trust                      | CIM Trust 2019-INV3                                           | CUSIP: 12557LBK0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3478925 | PA      | $3339678.91   | 0.05%             | 2049-08-25      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| Toyota Lease Owner Trust       | Toyota Lease Owner Trust 2024-B                               | CUSIP: 891943AC6<br>LEI: 254900R64DFTI1MWY364 | Long             | ABS-O            | CORP              | US        |   5484787 | PA      | $5486971.98   | 0.09%             | 2027-02-22      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| UNIVERSAL HEALTH SVCS          | Universal Health Services Inc                                 | CUSIP: 913903AZ3<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |  14128000 | PA      | $13831731.60  | 0.22%             | 2026-09-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivable | Westlake Automobile Receivables Trust 2025-P1                 | CUSIP: 96043LAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4500000 | PA      | $4511894.40   | 0.07%             | 2028-02-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - SCRT             | Freddie Mac Seasoned Credit Risk Transfer Trust Series 2024-1 | CUSIP: 35563PR68<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  16093673 | PA      | $15941123.82  | 0.26%             | 2063-11-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC              | Brown & Brown Inc                                             | CUSIP: 115236AJ0<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10096214.90  | 0.16%             | 2028-06-23      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| DLLAA LLC                      | DLLAA 2025-1 LLC                                              | CUSIP: 233249AB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5817221 | PA      | $5834899.20   | 0.09%             | 2027-10-20      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS               | Connecticut Avenue Securities Trust 2025-R04                  | CUSIP: 20755TAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9610941 | PA      | $9631440.08   | 0.16%             | 2045-05-25      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| BofA Auto Trust                | BofA Auto Trust 2024-1                                        | CUSIP: 09709AAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  15221117 | PA      | $15331504.82  | 0.25%             | 2028-11-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE         | VICI Properties LP / VICI Note Co Inc                         | CUSIP: 92564RAH8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8135000 | PA      | $8140342.91   | 0.13%             | 2026-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables Owner  | Toyota Auto Receivables 2022-D Owner Trust                    | CUSIP: 89239HAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3509003 | PA      | $3525114.48   | 0.06%             | 2027-09-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust   | Ford Credit Auto Owner Trust 2025-B                           | CUSIP: 34532BAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8400000 | PA      | $8398968.48   | 0.14%             | 2028-06-15      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| AGL CLO 1 LTD.                 | AGL CLO 1 LTD                                                 | CUSIP: 00119HAQ3<br>LEI: 5493005XHETQNZF9TM25 | Long             | ABS-CBDO         | CORP              | KY        |    280000 | PA      | $280342.08    | 0.00%             | 2034-10-20      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Tr | World Omni Auto Receivables Trust 2025-D                      | CUSIP: 98165HAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $5000793.50   | 0.08%             | 2029-02-15      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| MACQUARIE BANK LIMIT           | MACQUARIE BANK LIMIT                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  25000000 | PA      | $25000000.00  | 0.41%             | 2026-01-27      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust | Morgan Stanley Capital I Trust 2016-UBS11                     | CUSIP: 61767FAY7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1217368 | PA      | $1212902.26   | 0.02%             | 2049-08-15      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limit | Bain Capital Credit CLO 2020-2 Ltd                            | CUSIP: 05683EAW2<br>LEI: 254900JJEDONFKODOF95 | Long             | ABS-CBDO         | CORP              | KY        |   1300000 | PA      | $1301462.60   | 0.02%             | 2034-07-19      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust     | GLS Auto Receivables Issuer Trust 2024-4                      | CUSIP: 36270YAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3885140 | PA      | $3887303.78   | 0.06%             | 2027-10-15      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor | JPMCC Commercial Mortgage Securities Trust 2017-JP5           | CUSIP: 46647TAT5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1041547 | PA      | $1034920.78   | 0.02%             | 2050-03-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON NATIONAL BANK       | Huntington National Bank/The                                  | CUSIP: 44644MAK7<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | DBT              | CORP              | US        |  15687000 | PA      | $15828203.55  | 0.26%             | 2028-04-12      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| AT&T INC                       | AT&T Inc                                                      | CUSIP: 00206RDQ2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |  21843000 | PA      | $21870070.69  | 0.35%             | 2027-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage  | Citigroup Commercial Mortgage Trust 2016-C2                   | CUSIP: 17291CBS3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       260 | PA      | $259.35       | 0.00%             | 2049-08-10      | Fixed         | 2.71%                 | No            |                  2 | On Loan: No      |
| Battalion CLO LTD              | Battalion CLO IX Ltd                                          | CUSIP: 07132EAS4<br>LEI: 549300JMWGEYZEC6GK98 | Long             | ABS-CBDO         | CORP              | KY        |   8588647 | PA      | $8595856.54   | 0.14%             | 2031-07-15      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| SBNA Auto Lease Trust          | SBNA Auto Lease Trust 2024-A                                  | CUSIP: 78414SAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7083909 | PA      | $7106590.15   | 0.12%             | 2026-11-20      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | JP Morgan Mortgage Trust 2019-7                               | CUSIP: 46651GAL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2433142 | PA      | $2309076.10   | 0.04%             | 2050-02-25      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| Alloya Auto Receivables Trust  | Alloya Auto Receivables Trust 2025-1                          | CUSIP: 01986QAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  11000000 | PA      | $11012181.40  | 0.18%             | 2027-10-25      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                 | Fannie Mae-Aces                                               | CUSIP: 3136AUKX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    889219 | PA      | $876656.10    | 0.01%             | 2026-09-25      | Variable      | 2.43%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust | Hyundai Auto Receivables Trust 2024-C                         | CUSIP: 448976AB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1505643 | PA      | $1507959.47   | 0.02%             | 2027-09-15      | Fixed         | 4.53%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust   | Ford Credit Auto Owner Trust 2025-B                           | CUSIP: 34532BAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8500000 | PA      | $8489980.20   | 0.14%             | 2028-06-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP           | Bank of America Corp                                          | CUSIP: 06051GMK2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $7125776.84   | 0.12%             | 2029-01-24      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| Venture CDO Ltd                | Venture 37 CLO Ltd                                            | CUSIP: 92333BBA7<br>LEI: 549300IW5Q3C6JHMIU22 | Long             | ABS-CBDO         | CORP              | KY        |    743006 | PA      | $743439.10    | 0.01%             | 2032-07-15      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates  | CUSIP: 3137FCJJ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    131704 | PA      | $130530.39    | 0.00%             | 2027-04-25      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| MARTIN MARIETTA MATERIAL       | Martin Marietta Materials Inc                                 | CUSIP: 573284AQ9<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |   8611000 | PA      | $8535641.44   | 0.14%             | 2027-06-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| AUTODESK INC                   | Autodesk Inc                                                  | CUSIP: 052769AE6<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | DBT              | CORP              | US        |  30000000 | PA      | $29736642.90  | 0.48%             | 2027-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GCAT                           | GCAT 2019-NQM2 Trust                                          | CUSIP: 36167FAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1181891 | PA      | $1164716.87   | 0.02%             | 2060-01-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                   | Voya CLO 2013-3 Ltd                                           | CUSIP: 92916XAJ6<br>LEI: 5493003QPCHR7P2XIW55 | Long             | ABS-CBDO         | CORP              | KY        |    961604 | PA      | $962327.78    | 0.02%             | 2031-10-18      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                   | Synopsys Inc                                                  | CUSIP: 871607AA5<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |  30000000 | PA      | $30211090.50  | 0.49%             | 2027-04-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Honda Auto Receivables Owner T | Honda Auto Receivables 2024-1 Owner Trust                     | CUSIP: 437918AC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  26033250 | PA      | $26262821.89  | 0.43%             | 2028-08-15      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| World Omni Automobile Lease Se | World Omni Automobile Lease Securitization Trust 2025-A       | CUSIP: 98164PAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3822530 | PA      | $3824880.57   | 0.06%             | 2027-12-15      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust | Pagaya Ai Debt Grantor Trust 2025-6                           | CUSIP: 69549BAH1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6000000 | PA      | $5999530.80   | 0.10%             | 2033-04-15      | Variable      | 4.34%                 | No            |                  2 | On Loan: No      |
| Apidos CLO Ltd                 | Apidos CLO XXIV                                               | CUSIP: 03759CAS9<br>LEI: 549300PPHIOJQEKPJH29 | Long             | ABS-CBDO         | CORP              | KY        |    226990 | PA      | $227113.68    | 0.00%             | 2030-10-20      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| AB BSL CLO                     | AB BSL CLO 2 Ltd                                              | CUSIP: 00037LAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    600000 | PA      | $600598.09    | 0.01%             | 2034-04-15      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| US BANK NA CINCINNATI          | US Bank NA/Cincinnati OH                                      | CUSIP: 90331HPS6<br>LEI: 6BYL5QZYBDK8S7L73M02 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10087944.70  | 0.16%             | 2028-05-15      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS NEW YORK           | BNP Paribas SA/New York NY                                    | CUSIP: 05593DEH2<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |  25000000 | PA      | $25000737.50  | 0.41%             | 2025-11-07      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| Bluemountain CLO Ltd           | BlueMountain CLO 2015-4 Ltd                                   | CUSIP: 09628NBA9<br>LEI: 549300EB3KHH9T7ICE44 | Long             | ABS-CBDO         | CORP              | KY        |  10000000 | PA      | $10006218.59  | 0.16%             | 2030-04-20      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| COOPERAT RABOBANK UA/NY        | Cooperatieve Rabobank UA/NY                                   | CUSIP: 21688ABG6<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |  20000000 | PA      | $20054440.40  | 0.33%             | 2026-08-28      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| FISERV INC                     | Fiserv Inc                                                    | CUSIP: 337738BJ6<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |  20986000 | PA      | $21164078.17  | 0.34%             | 2027-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS               | Connecticut Avenue Securities Trust 2024-R06                  | CUSIP: 20755RAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3007895 | PA      | $3019734.53   | 0.05%             | 2044-09-25      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC               | T-Mobile USA Inc                                              | CUSIP: 87264ABD6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $14919039.75  | 0.24%             | 2027-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | JP Morgan Mortgage Trust 2019-8                               | CUSIP: 46591KAZ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    143190 | PA      | $135898.05    | 0.00%             | 2050-03-25      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC       | OBX 2020-INV1 Trust                                           | CUSIP: 67113CAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1377966 | PA      | $1309167.58   | 0.02%             | 2049-12-25      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates  | CUSIP: 3137FPHF5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2871522 | PA      | $2872449.08   | 0.05%             | 2026-07-25      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| CoreVest American Finance Ltd  | Corevest American Finance 2021-1 Trust                        | CUSIP: 21873LAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7107421 | PA      | $6999546.04   | 0.11%             | 2053-04-15      | Fixed         | 1.57%                 | No            |                  2 | On Loan: No      |
| Chase Auto Owner Trust         | Chase Auto Owner Trust 2024-1                                 | CUSIP: 16144BAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7104168 | PA      | $7165710.96   | 0.12%             | 2029-05-25      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Fortress Credit BSL Limited    | Fortress Credit Bsl VII Ltd                                   | CUSIP: 34956NAL6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     95651 | PA      | $95755.47     | 0.00%             | 2032-07-23      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust        | Carmax Auto Owner Trust 2022-4                                | CUSIP: 14318UAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1487252 | PA      | $1491881.82   | 0.02%             | 2027-08-16      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| HCA INC                        | HCA Inc                                                       | CUSIP: 404121AH8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |  20000000 | PA      | $20069121.40  | 0.33%             | 2026-09-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA           | Royal Bank of Canada                                          | CUSIP: 78017DAF5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |  10000000 | PA      | $10093405.20  | 0.16%             | 2028-03-27      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                 | Fannie Mae-Aces                                               | CUSIP: 3136ASVZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    881793 | PA      | $872811.39    | 0.01%             | 2026-05-25      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund        | Dryden 80 CLO Ltd                                             | CUSIP: 26245JBA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4636300 | PA      | $4639828.99   | 0.08%             | 2033-01-17      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECH INC         | GE HealthCare Technologies Inc                                | CUSIP: 36267VAF0<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |  25000000 | PA      | $25749099.75  | 0.42%             | 2027-11-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                   | Synopsys Inc                                                  | CUSIP: 871607AB3<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10113991.00  | 0.16%             | 2028-04-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Hilton USA Trust               | Hilton USA Trust 2016-HHV                                     | CUSIP: 43300LAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $990466.80    | 0.02%             | 2038-11-05      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| 37 Capital CLO Ltd             | 37 Capital CLO II                                             | CUSIP: 88429PAU6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    700000 | PA      | $700774.80    | 0.01%             | 2034-07-15      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                      | Amgen Inc                                                     | CUSIP: 031162CQ1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $14763452.10  | 0.24%             | 2027-11-02      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| CCL INDUSTRIES INC             | CCL Industries Inc                                            | CUSIP: 124900AB7<br>LEI: 549300TD3EMSRRC0YH75 | Long             | DBT              | CORP              | CA        |  30495000 | PA      | $30188871.37  | 0.49%             | 2026-10-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Bluemountain CLO Ltd           | BlueMountain CLO XXXI Ltd                                     | CUSIP: 09631BAL7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  10000000 | PA      | $10010345.11  | 0.16%             | 2034-04-19      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Lease Trust   | Ford Credit Auto Lease Trust 2025-A                           | CUSIP: 345282AD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  14000000 | PA      | $14113243.20  | 0.23%             | 2028-06-15      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| Battalion CLO LTD              | Battalion Clo XIV Ltd                                         | CUSIP: 07090ABA0<br>LEI: 549300SBOOCXWC0VGZ76 | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $5001909.00   | 0.08%             | 2035-01-20      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| Research-Driven Pagaya Motor A | Research-Driven Pagaya Motor Trust 2024-1                     | CUSIP: 76088YAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2836280 | PA      | $2857201.13   | 0.05%             | 2032-06-25      | Fixed         | 7.09%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobi | GM Financial Consumer Automobile Receivables Trust 2023-2     | CUSIP: 362583AD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1938602 | PA      | $1941437.25   | 0.03%             | 2028-02-16      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limit | Bain Capital Credit CLO 2020-1 Ltd                            | CUSIP: 05684DAY9<br>LEI: 2549007DKQFBF2N6NR86 | Long             | ABS-CBDO         | CORP              | KY        |   4795097 | PA      | $4798756.40   | 0.08%             | 2033-04-18      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| HALEON US CAPITAL LLC          | Haleon US Capital LLC                                         | CUSIP: 36264FAK7<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |  20252000 | PA      | $20078435.50  | 0.33%             | 2027-03-24      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust        | Carmax Auto Owner Trust 2025-2                                | CUSIP: 14320AAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6005000 | PA      | $6019903.21   | 0.10%             | 2028-07-17      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY          | Wells Fargo & Co                                              | CUSIP: 95000U4A8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $14961080.70  | 0.24%             | 2029-09-15      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| KKR Financial CLO Ltd          | KKR Clo 24 Ltd                                                | CUSIP: 48252RAL8<br>LEI: 549300LGO0WGOG6NE245 | Long             | ABS-CBDO         | CORP              | KY        |    131077 | PA      | $131205.34    | 0.00%             | 2032-04-20      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                 | Fannie Mae-Aces                                               | CUSIP: 3136B3YM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3940719 | PA      | $3901422.90   | 0.06%             | 2026-12-25      | Variable      | 3.08%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA         | Goldman Sachs Bank USA/New York NY                            | CUSIP: 38151LAF7<br>LEI: KD3XUN7C6T14HNAYLU02 | Long             | DBT              | CORP              | US        |  28000000 | PA      | $28105861.00  | 0.46%             | 2027-03-18      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| Symphony CLO Ltd               | Symphony CLO XXIX Ltd                                         | CUSIP: 87168GAL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4000000 | PA      | $4003830.27   | 0.06%             | 2035-10-15      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| BANK OF NEW YORK MELLON        | Bank of New York Mellon/The                                   | CUSIP: 06405LAF8<br>LEI: HPFHU0OQ28E4N0NFVK49 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10021085.20  | 0.16%             | 2027-04-20      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| Citibank Credit Card Issuance  | Citibank Credit Card Issuance Trust                           | CUSIP: 17305EGX7<br>LEI: R8AG6FXVDQAMDKCSJJ64 | Long             | ABS-O            | CORP              | US        |  20000000 | PA      | $19999014.00  | 0.32%             | 2027-12-08      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| Venture CDO Ltd                | Venture 45 Clo Ltd                                            | CUSIP: 92326GAQ1<br>LEI: 549300ZDR5K71IXJ2M57 | Long             | ABS-CBDO         | CORP              | JE        |    666666 | PA      | $667460.92    | 0.01%             | 2035-07-20      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| ZIMMER BIOMET HOLDINGS         | Zimmer Biomet Holdings Inc                                    | CUSIP: 98956PAS1<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |   2579000 | PA      | $2572276.75   | 0.04%             | 2026-01-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| CIM Trust                      | CIM Trust 2019-INV2                                           | CUSIP: 12554TAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    432018 | PA      | $414005.26    | 0.01%             | 2049-05-25      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| Greywolf CLO Ltd               | Greywolf CLO IV Ltd                                           | CUSIP: 39809TAW7<br>LEI: 5493008JNE27URH1VF66 | Long             | ABS-CBDO         | CORP              | KY        |  20000000 | PA      | $20021095.30  | 0.32%             | 2034-04-17      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobi | Gm Financial Consumer Automobile Receivables Trust 2025-3     | CUSIP: 379957AB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2500000 | PA      | $2505707.50   | 0.04%             | 2028-06-16      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | JP Morgan Mortgage Trust 2020-2                               | CUSIP: 46591TBB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2877444 | PA      | $2767452.09   | 0.04%             | 2050-07-25      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                   | Barclays PLC                                                  | CUSIP: 06738ECX1<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   9412000 | PA      | $9573917.46   | 0.16%             | 2029-02-25      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| Wind River CLO Ltd             | Wind River 2021-4 CLO Ltd                                     | CUSIP: 97316UAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250305.14    | 0.00%             | 2035-01-20      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobi | Gm Financial Consumer Automobile Receivables Trust 2025-3     | CUSIP: 379957AC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2500000 | PA      | $2500015.50   | 0.04%             | 2028-06-16      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON & CO          | Becton Dickinson & Co                                         | CUSIP: 075887BW8<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |  25000000 | PA      | $24841640.00  | 0.40%             | 2027-06-06      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP        | Dell International LLC / EMC Corp                             | CUSIP: 24703TAL0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  12000000 | PA      | $12170661.24  | 0.20%             | 2028-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitizat | Hyundai Auto Lease Securitization Trust 2024-A                | CUSIP: 448988AD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4241102 | PA      | $4252001.29   | 0.07%             | 2027-03-15      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO            | JPMorgan Chase & Co                                           | CUSIP: 46647PEE2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $15307580.40  | 0.25%             | 2028-04-22      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC           | KEURIG DR PEPPER INC                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  20000000 | PA      | $20000000.00  | 0.32%             | 2025-11-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust        | Carmax Auto Owner Trust 2025-2                                | CUSIP: 14320AAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6000000 | PA      | $6015581.40   | 0.10%             | 2028-07-17      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| CD Commercial Mortgage Trust   | CD 2016-CD2 Mortgage Trust                                    | CUSIP: 12515ABC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    487874 | PA      | $485097.70    | 0.01%             | 2049-11-10      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Starwood Mortgage Residential  | Starwood Mortgage Residential Trust 2020-1                    | CUSIP: 85573AAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    698375 | PA      | $672489.75    | 0.01%             | 2050-02-25      | Variable      | 2.27%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR            | Freddie Mac STACR REMIC Trust 2025-DNA4                       | CUSIP: 35564UBQ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  18000000 | PA      | $18050625.00  | 0.29%             | 2045-10-25      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC          | Republic Services Inc                                         | CUSIP: 760759AY6<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |  17296000 | PA      | $17270765.65  | 0.28%             | 2025-11-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust           | Verizon Master Trust                                          | CUSIP: 92348KCL5<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |   8906000 | PA      | $8916829.70   | 0.14%             | 2028-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AUTONATION INC 0%, D           | AUTONATION INC 0%, D                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  65000000 | PA      | $65000000.00  | 1.05%             | 2025-11-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                    | Oracle Corp                                                   | CUSIP: 68389XCY9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2029057.44   | 0.03%             | 2028-08-03      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Chase Auto Owner Trust         | Chase Auto Owner Trust 2024-3                                 | CUSIP: 16144LAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1845415 | PA      | $1848543.69   | 0.03%             | 2027-09-27      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage  | Citigroup Commercial Mortgage Trust 2017-P7                   | CUSIP: 17325HBQ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    337573 | PA      | $336258.29    | 0.01%             | 2050-04-14      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP           | Bank of America Corp                                          | CUSIP: 06051GLE7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  20000000 | PA      | $20029948.60  | 0.32%             | 2027-01-20      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| CoreVest American Finance Ltd  | Corevest American Finance 2020-2 Trust                        | CUSIP: 21872VAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1579945 | PA      | $1574616.28   | 0.03%             | 2052-05-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates  | CUSIP: 3137BYLB4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    717646 | PA      | $709162.73    | 0.01%             | 2027-02-25      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO            | American Express Co                                           | CUSIP: 025816ED7<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10153377.80  | 0.16%             | 2029-04-25      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd | Palmer Square Loan Funding 2025-2 Ltd                         | CUSIP: 69704AAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  20000000 | PA      | $19969252.77  | 0.32%             | 2033-07-15      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL INFO S           | FIDELITY NATL INFO S                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  20000000 | PA      | $19992991.00  | 0.32%             | 2025-11-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ AUTO RECEIVABLES | Mercedes-Benz Auto Receivables Trust 2022-1                   | CUSIP: 58768PAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2161719 | PA      | $2169074.54   | 0.04%             | 2027-08-16      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Wellington Management CLO      | Wellington Management CLO 1 Ltd                               | CUSIP: 94957JAA2<br>LEI: 213800W7PWM3WCMD7X28 | Long             | ABS-CBDO         | CORP              | JE        |    250000 | PA      | $250000.00    | 0.00%             | 2036-10-20      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL         | Mondelez International Inc                                    | CUSIP: 609207BA2<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |  14955000 | PA      | $14671378.57  | 0.24%             | 2027-03-17      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| CFIP CLO LTD                   | CFIP CLO 2021-1 Ltd                                           | CUSIP: 12529QAC3<br>LEI: 549300NTT3VNL25G1526 | Long             | ABS-CBDO         | CORP              | KY        |   4000000 | PA      | $4002996.89   | 0.06%             | 2035-01-20      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| Carval CLO LTD                 | CarVal CLO I Ltd                                              | CUSIP: 146865AJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    652360 | PA      | $652707.45    | 0.01%             | 2031-07-16      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP             | ENERGY TRANSFER LP                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  49000000 | PA      | $49000000.00  | 0.79%             | 2025-11-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR            | Freddie Mac Stacr Remic Trust 2025-Dna3                       | CUSIP: 35564UAQ0<br>LEI: 5299009HC4IGFM6RXF30 | Long             | ABS-MBS          | CORP              | US        |  16843750 | PA      | $16869231.23  | 0.27%             | 2045-09-25      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| John Deere Owner Trust         | John Deere Owner Trust 2023-B                                 | CUSIP: 477920AC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6842121 | PA      | $6888611.13   | 0.11%             | 2028-03-15      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER       | ENTERPRISE PRODUCTS OPERATING LLC                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  14000000 | PA      | $14000000.00  | 0.23%             | 2025-11-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SWEDBANK FRN 04/26             | SWEDBANK FRN 04/26                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | SE        |  15000000 | PA      | $15000000.00  | 0.24%             | 2026-04-15      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Regatta XVI Funding Ltd.       | Regatta XVI Funding Ltd                                       | CUSIP: 75888TAL9<br>LEI: 254900XPJFGKL5R4O429 | Long             | ABS-CBDO         | CORP              | KY        |    518985 | PA      | $519300.09    | 0.01%             | 2033-01-15      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO            | American Express Co                                           | CUSIP: 025816DP1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   7222000 | PA      | $7312962.75   | 0.12%             | 2028-02-16      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP           | Bank of America Corp                                          | CUSIP: 06051GMT3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10123116.00  | 0.16%             | 2029-05-09      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTL HLDINGS NE       | Mondelez International Holdings Netherlands BV                | CUSIP: 60920LAR5<br>LEI: 549300CW356R8I7N8D33 | Long             | DBT              | CORP              | NL        |  20000000 | PA      | $19520685.00  | 0.32%             | 2026-09-24      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| AON NORTH AMERICA INC          | Aon North America Inc                                         | CUSIP: 03740MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  25000000 | PA      | $25313674.50  | 0.41%             | 2027-03-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivabl | Santander Drive Auto Receivables Trust 2022-6                 | CUSIP: 802918AE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2414840 | PA      | $2419666.53   | 0.04%             | 2028-11-15      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA         | Goldman Sachs Bank USA/New York NY                            | CUSIP: 38151LAH3<br>LEI: KD3XUN7C6T14HNAYLU02 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $15030166.80  | 0.24%             | 2027-05-21      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| American Money Management Corp | AMMC CLO 30 Ltd                                               | CUSIP: 03165UAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2400000 | PA      | $2410978.86   | 0.04%             | 2037-01-15      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust | Hyundai Auto Receivables Trust 2023-A                         | CUSIP: 448979AD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    756006 | PA      | $756716.32    | 0.01%             | 2027-04-15      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| Canyon Capital CLO Ltd         | Canyon CLO 2018-1 Ltd                                         | CUSIP: 13877BAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    974739 | PA      | $975349.10    | 0.02%             | 2031-07-15      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| Volkswagen Auto Lease Trust    | Volkswagen Auto Lease Trust 2024-A                            | CUSIP: 92866EAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  22822000 | PA      | $22991572.02  | 0.37%             | 2027-06-21      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS               | Connecticut Avenue Securities Trust 2024-R05                  | CUSIP: 20754XAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  12468006 | PA      | $12499190.74  | 0.20%             | 2044-07-25      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| BANK OF NEW YORK MELLON        | Bank of New York Mellon/The                                   | CUSIP: 06405LAH4<br>LEI: HPFHU0OQ28E4N0NFVK49 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2032773.76   | 0.03%             | 2029-04-20      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| SWEDBANK Variable ra           | SWEDBANK Variable ra                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  25000000 | PA      | $25000000.00  | 0.41%             | 2026-07-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Octagon 66 Ltd                 | Octagon 66 Ltd                                                | CUSIP: 67577WAP6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    950000 | PA      | $951004.70    | 0.02%             | 2036-11-16      | Floating      | 5.94%                 | No            |                  2 | On Loan: No      |
| AMRIZE FINANCE US LLC          | Amrize Finance US LLC                                         | CUSIP: 43475RAB2<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |   9999000 | PA      | $10112760.92  | 0.16%             | 2028-04-07      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC       | Vistra Operations Co LLC                                      | CUSIP: 92840VAX0<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4984268.50   | 0.08%             | 2028-10-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CD Commercial Mortgage Trust   | CD 2017-CD3 Mortgage Trust                                    | CUSIP: 12515GAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2800889 | PA      | $2785100.29   | 0.05%             | 2050-02-10      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| OZLM Ltd                       | OZLM XV Ltd                                                   | CUSIP: 67111DBG0<br>LEI: 5493008RJIODIVVGSK16 | Long             | ABS-CBDO         | CORP              | KY        |   3907577 | PA      | $3911221.65   | 0.06%             | 2033-04-20      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| SBNA Auto Lease Trust          | SBNA Auto Lease Trust 2025-A                                  | CUSIP: 78437KAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6490000 | PA      | $6527702.36   | 0.11%             | 2028-04-20      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                 | Fannie Mae-Aces                                               | CUSIP: 3136AV7G8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1376042 | PA      | $1356719.01   | 0.02%             | 2027-02-25      | Variable      | 2.96%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK NA         | Morgan Stanley Bank NA                                        | CUSIP: 61690U8A1<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $15134455.20  | 0.25%             | 2028-01-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Venture CDO Ltd                | Venture 42 CLO Ltd                                            | CUSIP: 923260AC7<br>LEI: 5493005OM8P21GK6YE73 | Long             | ABS-CBDO         | CORP              | KY        |  10000000 | PA      | $10002545.55  | 0.16%             | 2034-04-15      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategi | Carlyle Global Market Strategies CLO 2015-5 Ltd               | CUSIP: 14312JBG6<br>LEI: 5493007AYUHLOG0AMH17 | Long             | ABS-CBDO         | CORP              | KY        |   4944980 | PA      | $4944979.67   | 0.08%             | 2032-01-20      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAP C           | AMERICAN WATER CAP C                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9996520.97   | 0.16%             | 2025-11-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Auto Lease Trust | Mercedes-Benz Auto Lease Trust 2023-A                         | CUSIP: 58768RAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1271688 | PA      | $1271975.72   | 0.02%             | 2027-01-15      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                 | Starbucks Corp                                                | CUSIP: 855244BE8<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |   9600000 | PA      | $9610495.20   | 0.16%             | 2026-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| T-Mobile US Trust              | T-Mobile US Trust 2024-1                                      | CUSIP: 87267RAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  27295000 | PA      | $27508291.32  | 0.45%             | 2029-09-20      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Stellantis Financial Underwrit | Stellantis Financial Underwritten Enhanced Lease Trust 2025-A | CUSIP: 858928AB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  18100383 | PA      | $18152568.31  | 0.29%             | 2027-07-20      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Dell Equipment Finance Trust   | Dell Equipment Finance Trust 2024-1                           | CUSIP: 24702GAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6107000 | PA      | $6152175.92   | 0.10%             | 2030-03-22      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| PACKAGING CORP OF AMERIC       | Packaging Corp of America                                     | CUSIP: 695156AT6<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | DBT              | CORP              | US        |  17388000 | PA      | $17174765.04  | 0.28%             | 2027-12-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Anchorage Capital CLO LTD      | Anchorage Capital CLO 6 Ltd                                   | CUSIP: 03328QBU4<br>LEI: 54930064GO7DB3TVDY21 | Long             | ABS-CBDO         | CORP              | KY        |   4000000 | PA      | $4003521.35   | 0.06%             | 2038-07-22      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY          | Wells Fargo & Co                                              | CUSIP: 95000U3L5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $15330696.15  | 0.25%             | 2028-04-22      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANK FRN 5/26           | LLOYDS BANK FRN 5/26                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |  15000000 | PA      | $15000000.00  | 0.24%             | 2026-05-06      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK          | Toronto-Dominion Bank/The                                     | CUSIP: 89115A3E0<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   5385000 | PA      | $5478062.98   | 0.09%             | 2028-01-31      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA           | Royal Bank of Canada                                          | CUSIP: 78017DAA6<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   5000000 | PA      | $5084803.65   | 0.08%             | 2029-01-24      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| CENCORA INC                    | Cencora Inc                                                   | CUSIP: 03073EAV7<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $15180527.55  | 0.25%             | 2027-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| SYSCO CORP 0%, due 1           | SYSCO CORP 0%, due 1                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6600000 | PA      | $6600000.00   | 0.11%             | 2025-11-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Research-Driven Pagaya Motor A | Research-Driven Pagaya Motor Asset Trust 2023-3               | CUSIP: 76089RAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  13174882 | PA      | $13192802.88  | 0.21%             | 2032-01-26      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| AMRIZE FINANCE US LLC          | Amrize Finance US LLC                                         | CUSIP: 43475RAA4<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |  20000000 | PA      | $20130249.00  | 0.33%             | 2027-04-07      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Bank of America Auto Trust     | BofA Auto Trust 2025-1                                        | CUSIP: 05594BAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3394421 | PA      | $3397153.33   | 0.06%             | 2027-11-22      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust     | LAD Auto Receivables Trust 2025-2                             | CUSIP: 505912AB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10000000 | PA      | $10008330.00  | 0.16%             | 2028-07-17      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                   | Ares LVII CLO Ltd                                             | CUSIP: 04017NAQ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    270000 | PA      | $270404.99    | 0.00%             | 2035-01-25      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| Symphony CLO Ltd               | Symphony CLO XXXII Ltd                                        | CUSIP: 87168NAS3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |   3970000 | PA      | $3973735.79   | 0.06%             | 2035-10-23      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR            | Freddie Mac STACR REMIC Trust 2025-DNA1                       | CUSIP: 35564NFY4<br>LEI: 529900WZAMS87JCAOC53 | Long             | ABS-MBS          | CORP              | US        |  13624196 | PA      | $13644119.69  | 0.22%             | 2045-01-25      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC            | Elevance Health Inc                                           | CUSIP: 036752BG7<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |  30000000 | PA      | $30140007.30  | 0.49%             | 2026-10-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CAN PACIFIC RAILWAY            | CAN PACIFIC RAILWAY                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  20000000 | PA      | $19978754.96  | 0.32%             | 2025-11-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC       | Constellation Brands Inc                                      | CUSIP: 21036PBB3<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |  27145000 | PA      | $27137373.61  | 0.44%             | 2025-11-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                 | Morgan Stanley                                                | CUSIP: 61772BAB9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   9144000 | PA      | $9020913.26   | 0.15%             | 2027-05-04      | Fixed         | 1.59%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates  | CUSIP: 3137H3KA9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1373166 | PA      | $1366655.81   | 0.02%             | 2026-09-25      | Floating      | 4.48%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust | Hyundai Auto Receivables Trust 2023-C                         | CUSIP: 44918CAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8969563 | PA      | $9058620.78   | 0.15%             | 2028-10-16      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S | BBCMS Mortgage Trust 2018-C2                                  | CUSIP: 05491UBA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    155551 | PA      | $155218.55    | 0.00%             | 2051-12-15      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | JP Morgan Mortgage Trust 2019-INV1                            | CUSIP: 46591DBF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1572704 | PA      | $1529043.40   | 0.02%             | 2049-09-25      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                   | Barclays PLC                                                  | CUSIP: 06738EAN5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |  15000000 | PA      | $14999109.60  | 0.24%             | 2026-01-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Ally Auto Receivables Trust    | Ally Auto Receivables Trust 2024-1                            | CUSIP: 02008FAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4077621 | PA      | $4101456.80   | 0.07%             | 2028-12-15      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                               | CUSIP: 3140J5NR6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       128 | PA      | $129.25       | 0.00%             | 2027-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS               | Connecticut Avenue Securities Trust 2024-R04                  | CUSIP: 20753GAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3489862 | PA      | $3497160.57   | 0.06%             | 2044-05-25      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Lease Trust   | Ford Credit Auto Lease Trust 2024-B                           | CUSIP: 345279AB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1198560 | PA      | $1200195.63   | 0.02%             | 2027-02-15      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO            | JPMorgan Chase & Co                                           | CUSIP: 46647PEA0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  20000000 | PA      | $20212018.80  | 0.33%             | 2028-01-23      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| GARTNER INC                    | Gartner Inc                                                   | CUSIP: 366651AC1<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4960040.30   | 0.08%             | 2028-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Auto Trust     | BofA Auto Trust 2025-1                                        | CUSIP: 05594BAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2970119 | PA      | $2972760.14   | 0.05%             | 2027-11-22      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC         | Roper Technologies Inc                                        | CUSIP: 776696AK2<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |  12937000 | PA      | $12977847.93  | 0.21%             | 2028-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust       | JP Morgan Mortgage Trust 2019-LTV3                            | CUSIP: 46651HBC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4779 | PA      | $4781.98      | 0.00%             | 2050-03-25      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| CarMax Select Receivables Trus | CarMax Select Receivables Trust 2025-A                        | CUSIP: 14319UAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6639690 | PA      | $6643016.93   | 0.11%             | 2028-05-15      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC            | Elevance Health Inc                                           | CUSIP: 036752BH5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |  17000000 | PA      | $16925935.93  | 0.27%             | 2028-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VMWARE LLC                     | VMware LLC                                                    | CUSIP: 928563AC9<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |   7146000 | PA      | $7130491.61   | 0.12%             | 2027-08-21      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd       | Neuberger Berman Loan Advisers Clo 43 Ltd                     | CUSIP: 64134AAJ1<br>LEI: 549300N83MM16HCONB28 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1000598.49   | 0.02%             | 2036-07-17      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivabl | Santander Drive Auto Receivables Trust 2024-4                 | CUSIP: 802919AC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  12848606 | PA      | $12878795.04  | 0.21%             | 2029-01-16      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BK FRN 3/26       | COMMONWEALTH BK FRN 3/26                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |  25000000 | PA      | $24999063.51  | 0.41%             | 2026-03-05      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| SVENSKA HAND FRN 4/26          | SVENSKA HAND FRN 4/26                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | SE        |  15000000 | PA      | $14999972.90  | 0.24%             | 2026-04-29      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| PNC BANK NA                    | PNC Bank NA                                                   | CUSIP: 69353RFY9<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |  20000000 | PA      | $20030111.20  | 0.32%             | 2027-05-13      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| Bridge Street CLO Ltd          | Bridge Street CLO II Ltd                                      | CUSIP: 10806JAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250274.57    | 0.00%             | 2034-07-20      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                   | UBS Group AG                                                  | CUSIP: 902613AS7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |  20000000 | PA      | $20053788.40  | 0.33%             | 2027-08-05      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Kubota Credit Owner Trust      | Kubota Credit Owner Trust 2024-1                              | CUSIP: 50117BAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1617152 | PA      | $1620090.74   | 0.03%             | 2027-01-15      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA/NY          | Banco Santander SA/New York                                   | CUSIP: 05973RGC0<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |  25000000 | PA      | $25007450.00  | 0.41%             | 2026-05-06      | Floating      | 4.56%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae REMICS                                             | CUSIP: 3136BWAA4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  17804247 | PA      | $17555338.51  | 0.28%             | 2036-02-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust   | Ford Credit Auto Owner Trust 2024-A                           | CUSIP: 34535EAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10000000 | PA      | $10086187.00  | 0.16%             | 2028-12-15      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| Toyota Lease Owner Trust       | Toyota Lease Owner Trust 2024-A                               | CUSIP: 89238GAE1<br>LEI: 254900MVSB4M6HOIRE71 | Long             | ABS-O            | CORP              | US        |  17045000 | PA      | $17170584.15  | 0.28%             | 2028-06-20      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust           | Verizon Master Trust                                          | CUSIP: 92348KDY6<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |  12510000 | PA      | $12605219.87  | 0.20%             | 2030-03-20      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| CIM Trust                      | CIM Trust 2019-INV1                                           | CUSIP: 12555DAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    576166 | PA      | $560189.96    | 0.01%             | 2049-02-25      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                   | Voya CLO 2013-2 Ltd                                           | CUSIP: 92916WAA7<br>LEI: 5493007ASGBOUR3XJY69 | Long             | ABS-CBDO         | CORP              | KY        |     27440 | PA      | $27454.40     | 0.00%             | 2031-04-25      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON & C           | BECTON DICKINSON & C                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  15000000 | PA      | $14971941.08  | 0.24%             | 2025-11-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Dewolf Park clo, ltd           | Dewolf Park CLO Ltd                                           | CUSIP: 25211AAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     92165 | PA      | $92278.07     | 0.00%             | 2030-10-15      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                      | Amgen Inc                                                     | CUSIP: 031162CJ7<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |  13096000 | PA      | $12945622.43  | 0.21%             | 2026-08-19      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC               | Crown Castle Inc                                              | CUSIP: 22822VAC5<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |  30000000 | PA      | $29870993.10  | 0.48%             | 2026-06-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivabl | Santander Drive Auto Receivables Trust 2025-3                 | CUSIP: 80288JAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8000000 | PA      | $8016774.40   | 0.13%             | 2028-10-16      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Symphony CLO Ltd               | Symphony CLO XIX Ltd                                          | CUSIP: 87165YAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    337701 | PA      | $337875.43    | 0.01%             | 2031-04-16      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Rockford Tower CLO Ltd         | Rockford Tower CLO 2018-1 Ltd                                 | CUSIP: 77342JAA1<br>LEI: 549300KPFGDIQ0PMP224 | Long             | ABS-CBDO         | CORP              | KY        |    226017 | PA      | $226144.02    | 0.00%             | 2031-05-20      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| LCM Ltd Partnership            | LCM Loan Income Fund I Income Note Issuer Ltd                 | CUSIP: 50200JAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    331114 | PA      | $331292.08    | 0.01%             | 2031-07-16      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES IN           | REPUBLIC SERVICES IN                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7800000 | PA      | $7792196.53   | 0.13%             | 2025-11-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                   | Stryker Corp                                                  | CUSIP: 863667AN1<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |  20000000 | PA      | $19949485.00  | 0.32%             | 2026-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION CO LLC        | AEP Transmission Co LLC                                       | CUSIP: 00115AAE9<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |   4275000 | PA      | $4232590.89   | 0.07%             | 2026-12-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund        | Dryden XXVI Senior Loan Fund                                  | CUSIP: 26250UAQ8<br>LEI: 549300ENU7ZZLTPT3E22 | Long             | ABS-CBDO         | CORP              | KY        |     58122 | PA      | $58191.70     | 0.00%             | 2029-04-15      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO               | Georgia Power Co                                              | CUSIP: 373334KZ3<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |   8745000 | PA      | $8749209.23   | 0.14%             | 2026-09-15      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| NATIONALAUSTRFRN3/26           | NATIONALAUSTRFRN3/26                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |  25000000 | PA      | $25000000.00  | 0.41%             | 2026-03-05      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners 44 | Octagon Investment Partners 44 Ltd                            | CUSIP: 67577LAS4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  25000000 | PA      | $25018748.19  | 0.41%             | 2034-10-15      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANK NA            | Fifth Third Bank NA                                           | CUSIP: 31677QBU2<br>LEI: QFROUN1UWUYU0DVIWD51 | Long             | DBT              | CORP              | US        |   2400000 | PA      | $2422130.64   | 0.04%             | 2028-01-28      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trus | BRAVO Residential Funding Trust 2021-NQM1                     | CUSIP: 10569TAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3228419 | PA      | $3037215.19   | 0.05%             | 2049-02-25      | Variable      | 0.94%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2017-C41                | CUSIP: 95001ABB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     94458 | PA      | $93687.35     | 0.00%             | 2050-11-15      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| O'REILLY AUTOMOTIVE            | O'REILLY AUTOMOTIVE                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  20000000 | PA      | $19984250.00  | 0.32%             | 2025-11-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECHNOLOGIE           | L3HARRIS TECHNOLOGIE                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10000000.00  | 0.16%             | 2025-11-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Gallatin Loan Management, LLC  | Gallatin CLO VIII 2017-1 Ltd                                  | CUSIP: 36361UAL4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    168566 | PA      | $168674.41    | 0.00%             | 2031-07-15      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| Trinitas CLO Ltd               | Trinitas CLO XV Ltd                                           | CUSIP: 89641XAN5<br>LEI: 254900ZVDNHQAUJNHH42 | Long             | ABS-CBDO         | CORP              | KY        |  10000000 | PA      | $10010341.76  | 0.16%             | 2034-04-22      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF EDISO           | SOUTHERN CALIF EDISO                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  40000000 | PA      | $40000000.00  | 0.65%             | 2025-11-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitizat | Hyundai Auto Lease Securitization Trust 2024-B                | CUSIP: 44934FAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  13895000 | PA      | $13976035.64  | 0.23%             | 2027-05-17      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd       | Madison Park Funding XLVIII Ltd                               | CUSIP: 55821UAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   7847390 | PA      | $7853618.64   | 0.13%             | 2033-04-19      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| Exeter Select Automobile Recei | Exeter Select Automobile Receivables Trust 2025-3             | CUSIP: 30185FAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  15000000 | PA      | $14993368.50  | 0.24%             | 2029-05-15      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                   | Enbridge Inc                                                  | CUSIP: 29250NBW4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |  15000000 | PA      | $15252890.10  | 0.25%             | 2026-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| HCA INC                        | HCA Inc                                                       | CUSIP: 404119CH0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $5924413.92   | 0.10%             | 2027-03-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AMERICA INC       | Willis North America Inc                                      | CUSIP: 970648AL5<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |  20000000 | PA      | $20130057.00  | 0.33%             | 2027-06-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC               | Crown Castle Inc                                              | CUSIP: 22822VAB7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |  35000000 | PA      | $34980234.10  | 0.57%             | 2026-02-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| John Deere Owner Trust         | John Deere Owner Trust 2024-C                                 | CUSIP: 477911AC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7487841 | PA      | $7490340.93   | 0.12%             | 2027-08-16      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                  | Amphenol Corp                                                 | CUSIP: 032095AX9<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9955651.50   | 0.16%             | 2028-11-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK NA         | Morgan Stanley Bank NA                                        | CUSIP: 61690U8E3<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4056419.40   | 0.07%             | 2028-07-14      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS               | Connecticut Avenue Securities Series 2025-R01                 | CUSIP: 20755JAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5206002 | PA      | $5211936.98   | 0.08%             | 2045-01-25      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| PNC BANK NA                    | PNC Bank NA                                                   | CUSIP: 69353RFX1<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |  25435000 | PA      | $25458855.23  | 0.41%             | 2027-01-15      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust   | CSMC 2019-AFC1 Trust                                          | CUSIP: 12596XAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2860357 | PA      | $2762988.18   | 0.04%             | 2049-07-25      | Variable      | 3.57%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECHNOLOGIE           | L3HARRIS TECHNOLOGIE                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  18350000 | PA      | $18335016.71  | 0.30%             | 2025-11-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ AUTO RECEIVABLES | Mercedes-Benz Auto Receivables Trust 2024-1                   | CUSIP: 587918AD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  23955968 | PA      | $24075838.43  | 0.39%             | 2029-04-16      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| TRUIST BANK                    | Truist Bank                                                   | CUSIP: 89788JAE9<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |  19675000 | PA      | $19717795.09  | 0.32%             | 2027-05-20      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Porsche Financial Auto Securit | Porsche Financial Auto Securitization Trust 2023-1            | CUSIP: 73328QAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1892850 | PA      | $1898882.09   | 0.03%             | 2028-09-22      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| CSLB HOLDINGS INC 0%           | CSLB HOLDINGS INC 0%                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  20000000 | PA      | $19990481.76  | 0.32%             | 2025-11-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BAE SYSTEMS HOLDINGS INC       | BAE Systems Holdings Inc                                      | CUSIP: 05523UAP5<br>LEI: MF62XBVMNYTYMC18DL76 | Long             | DBT              | CORP              | US        |  21049000 | PA      | $21038654.00  | 0.34%             | 2025-12-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Citizens Auto Receivables Trus | Citizens Auto Receivables Trust 2024-2                        | CUSIP: 17331XAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10407328 | PA      | $10479093.10  | 0.17%             | 2028-08-15      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| VIRGINIA POWER FUEL SEC        | Virginia Power Fuel Securitization LLC                        | CUSIP: 92808VAA0<br>LEI: 254900BELJ95ONW6U791 | Long             | DBT              | CORP              | US        |  15044498 | PA      | $15197501.02  | 0.25%             | 2027-05-01      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES INC            | QUANTA SERVICES INC                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  46500000 | PA      | $46500000.00  | 0.75%             | 2025-11-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                 | Fannie Mae-Aces                                               | CUSIP: 3136ATYT5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1178615 | PA      | $1166072.50   | 0.02%             | 2026-06-25      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK         | Canadian Imperial Bank of Commerce                            | CUSIP: 13607QFD9<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |  20000000 | PA      | $20025302.80  | 0.32%             | 2028-09-08      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust | Pagaya AI Debt Grantor Trust 2025-2                           | CUSIP: 69545GAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    231776 | PA      | $231765.37    | 0.00%             | 2026-03-16      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| AGL CLO Ltd.                   | AGL Core CLO 36 Ltd                                           | CUSIP: 00121WAA1<br>LEI: 2549000U240BORO02Z85 | Long             | ABS-CBDO         | CORP              | KY        |    218750 | PA      | $218917.43    | 0.00%             | 2038-01-23      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| SPECTRA ENERGY PARTNERS        | Spectra Energy Partners LP                                    | CUSIP: 84756NAH2<br>LEI: 2HKVXE7U4NF5B6UGSU72 | Long             | DBT              | CORP              | US        |  21820000 | PA      | $21668700.77  | 0.35%             | 2026-10-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                              | CUSIP: 91282CMY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  98100000 | PA      | $98264777.59  | 1.59%             | 2027-04-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CarMax Select Receivables Trus | CarMax Select Receivables Trust 2025-A                        | CUSIP: 14319UAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3319845 | PA      | $3325431.52   | 0.05%             | 2028-05-15      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK         | Canadian Imperial Bank of Commerce                            | CUSIP: 13607PH98<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |  10000000 | PA      | $10153994.20  | 0.16%             | 2029-03-30      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATURAL RES           | CANADIAN NATURAL RES                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  17995000 | PA      | $17973928.74  | 0.29%             | 2025-11-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AT&T INC                       | AT&T Inc                                                      | CUSIP: 00206RJX1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |  10826000 | PA      | $10525953.73  | 0.17%             | 2027-06-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL               | Bank of Montreal                                              | CUSIP: 06368MXU3<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |  15000000 | PA      | $14981751.75  | 0.24%             | 2028-09-22      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| FISERV INC                     | Fiserv Inc                                                    | CUSIP: 337738BD9<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5096503.60   | 0.08%             | 2028-03-02      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP              | State Street Corp                                             | CUSIP: 857477DA8<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   8000000 | PA      | $8060293.68   | 0.13%             | 2028-04-24      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC        | Goldman Sachs Group Inc/The                                   | CUSIP: 38141GD27<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $6980404.41   | 0.11%             | 2029-10-21      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| MAN GLG US CLO 2021-1 Ltd      | MAN GLG US CLO 2021-1 LTD                                     | CUSIP: 56166WAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1501690.56   | 0.02%             | 2034-07-15      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| AGILENT TECHNOLOGIES INC       | Agilent Technologies Inc                                      | CUSIP: 00846UAK7<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | DBT              | CORP              | US        |  12352000 | PA      | $12245289.22  | 0.20%             | 2026-09-22      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR            | Freddie Mac STACR REMIC Trust 2025-DNA2                       | CUSIP: 35564NHY2<br>LEI: 529900XX8WXEM4FBIH80 | Long             | ABS-MBS          | CORP              | US        |   8531250 | PA      | $8562597.23   | 0.14%             | 2045-05-25      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd       | Madison Park Funding XXXIII Ltd                               | CUSIP: 55819JAN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    245662 | PA      | $245810.56    | 0.00%             | 2032-10-15      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC       | Constellation Brands Inc                                      | CUSIP: 21036PBK3<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $15049174.05  | 0.24%             | 2027-05-09      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners 34 | Octagon Investment Partners 34 Ltd                            | CUSIP: 675922AE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1178106 | PA      | $1180022.66   | 0.02%             | 2030-01-20      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust | Pagaya AI Debt Grantor Trust 2025-7                           | CUSIP: 69545RAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  20000000 | PA      | $20001202.00  | 0.32%             | 2026-11-16      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| T-Mobile US Trust              | T-Mobile US Trust 2025-1                                      | CUSIP: 872974AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  15000000 | PA      | $15194218.50  | 0.25%             | 2029-11-20      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Tr | World Omni Auto Receivables Trust 2024-C                      | CUSIP: 98164NAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    786063 | PA      | $787230.84    | 0.01%             | 2028-01-18      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2017-C40                | CUSIP: 95000YAW5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2106520 | PA      | $2091881.11   | 0.03%             | 2050-10-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobi | GM Financial Consumer Automobile Receivables Trust 2024-4     | CUSIP: 38014AAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8422059 | PA      | $8425242.62   | 0.14%             | 2027-10-18      | Floating      | 4.60%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                  | Citigroup Inc                                                 | CUSIP: 17327CAM5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9925914.80   | 0.16%             | 2027-01-28      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Regatta XXIII Funding Ltd      | Regatta XXIII Funding Ltd                                     | CUSIP: 75889FAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    360000 | PA      | $360445.13    | 0.01%             | 2035-01-20      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY          | Wells Fargo & Co                                              | CUSIP: 949746SH5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9907806.40   | 0.16%             | 2026-10-23      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CAMPBELLS COMPANY/THE          | Campbell's Company/The                                        | CUSIP: 134429BM0<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |  25000000 | PA      | $25356091.00  | 0.41%             | 2027-03-19      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                   | Voya CLO 2016-1 Ltd                                           | CUSIP: 92915CAQ7<br>LEI: 549300BRUAMTEA33B077 | Long             | ABS-CBDO         | CORP              | KY        |    229196 | PA      | $229319.83    | 0.00%             | 2031-01-20      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                    | Freddie Mac Gold Pool                                         | CUSIP: 3128MEXB2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         6 | PA      | $6.20         | 0.00%             | 2026-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                  | Amphenol Corp                                                 | CUSIP: 032095AV3<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5010976.80   | 0.08%             | 2027-11-15      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| RCKT Trust                     | RCKT Trust 2025-PL1                                           | CUSIP: 74939RAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2426119 | PA      | $2431140.76   | 0.04%             | 2034-07-25      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE US INC 0%,            | ENBRIDGE US INC 0%,                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  20000000 | PA      | $20000000.00  | 0.32%             | 2025-11-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK NA         | Morgan Stanley Bank NA                                        | CUSIP: 61690U8G8<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $15038221.35  | 0.24%             | 2027-10-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ICG US CLO Ltd                 | ICG US CLO 2015-2R Ltd                                        | CUSIP: 44933WAL3<br>LEI: 25490037AMBNS8P47972 | Long             | ABS-CBDO         | CORP              | KY        |   1433245 | PA      | $1434547.69   | 0.02%             | 2033-01-16      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank Commercial Mortg | DBJPM 16-C1 Mortgage Trust                                    | CUSIP: 23312LAQ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    357580 | PA      | $356870.06    | 0.01%             | 2049-05-10      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                  | Amphenol Corp                                                 | CUSIP: 032095AW1<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4985854.30   | 0.08%             | 2027-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| HOWMET AEROSPACE INC           | Howmet Aerospace Inc                                          | CUSIP: 013817AJ0<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |  26750000 | PA      | $27336721.93  | 0.44%             | 2027-02-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Trinitas CLO Ltd               | Trinitas Clo IX Ltd                                           | CUSIP: 89641JAW6<br>LEI: 549300QFERVNPGSISO16 | Long             | ABS-CBDO         | CORP              | KY        |    348551 | PA      | $348726.66    | 0.01%             | 2032-01-20      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| Bluemountain CLO Ltd           | BlueMountain CLO 2016-3 Ltd                                   | CUSIP: 09628VAW4<br>LEI: 549300EYIDIF4X8MHI21 | Long             | ABS-CBDO         | CORP              | KY        |   7203983 | PA      | $7207741.28   | 0.12%             | 2030-11-15      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners 54 | Octagon 54 Ltd                                                | CUSIP: 67577FAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  10300000 | PA      | $10314072.16  | 0.17%             | 2034-07-15      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| MID-ATLANTIC INTERSTATE        | Mid-Atlantic Interstate Transmission LLC                      | CUSIP: 59524QAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4206000 | PA      | $4207961.38   | 0.07%             | 2028-05-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO            | JPMorgan Chase & Co                                           | CUSIP: 46647PBW5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  14631000 | PA      | $14512985.04  | 0.24%             | 2027-02-04      | Fixed         | 1.04%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS               | Connecticut Avenue Securities Trust 2025-R02                  | CUSIP: 20754TAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11290291 | PA      | $11317578.10  | 0.18%             | 2045-02-25      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| USB Auto Owner Trust           | USB Auto Owner Trust 2025-1                                   | CUSIP: 90367VAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  14000000 | PA      | $14031959.20  | 0.23%             | 2028-06-15      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Lease Trust        | Nissan Auto Lease Trust 2024-A                                | CUSIP: 65481CAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  23500000 | PA      | $23571689.10  | 0.38%             | 2027-04-15      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage  | Citigroup Commercial Mortgage Trust 2016-C3                   | CUSIP: 17325GAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250567 | PA      | $249802.02    | 0.00%             | 2049-11-15      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| TRUIST BANK                    | Truist Bank                                                   | CUSIP: 89788JAH2<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9961974.30   | 0.16%             | 2029-10-23      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| AUST & NZ BANKI FRN 03/26      | AUST & NZ BANKI FRN 03/26                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |  25000000 | PA      | $25000000.00  | 0.41%             | 2026-03-11      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC            | PayPal Holdings Inc                                           | CUSIP: 70450YAR4<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |  22098000 | PA      | $22174544.82  | 0.36%             | 2028-03-06      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| TR FINANCE LLC                 | TR Finance LLC                                                | CUSIP: 87268LAA5<br>LEI: 254900OWSTRTOV8P5W25 | Long             | DBT              | CORP              | US        |  30000000 | PA      | $29807121.30  | 0.48%             | 2026-05-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust      | Morgan Stanley Bank of America Merrill Lynch Trust 2017-C33   | CUSIP: 61767CAS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    171586 | PA      | $170665.36    | 0.00%             | 2050-05-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| ING (US) FUNDING FRN 6/26      | ING (US) FUNDING FRN 6/26                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |  25000000 | PA      | $25000000.00  | 0.41%             | 2026-06-12      | Fixed         | 4.36%                 | No            |                  2 | On Loan: No      |
| ZIMMER BIOMET HOLDINGS         | Zimmer Biomet Holdings Inc                                    | CUSIP: 98956PBA9<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |  22284000 | PA      | $22432555.62  | 0.36%             | 2027-02-19      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Romark CLO Ltd                 | Romark CLO Ltd                                                | CUSIP: 77587UAL6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     23365 | PA      | $23376.87     | 0.00%             | 2030-10-23      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust           | Verizon Master Trust                                          | CUSIP: 92348KDZ3<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |  12500000 | PA      | $12538967.50  | 0.20%             | 2030-03-20      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| Southwick Park CLO, Ltd.       | Southwick Park CLO LLC                                        | CUSIP: 846031AU6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   9712958 | PA      | $9722073.66   | 0.16%             | 2032-07-20      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd               | CIFC Funding 2013-II Ltd                                      | CUSIP: 12549BAY4<br>LEI: 2549009RG3XZEWMXDF59 | Long             | ABS-CBDO         | CORP              | KY        |     85693 | PA      | $85737.31     | 0.00%             | 2030-10-18      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| Space Coast Credit Union       | SCCU Auto Receivables Trust 2025-1                            | CUSIP: 80620BAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7500000 | PA      | $7518277.50   | 0.12%             | 2028-11-15      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates  | CUSIP: 3137FEZT0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7473458 | PA      | $7448081.48   | 0.12%             | 2027-12-25      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP           | TARGA RESOURCES CORP                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  60000000 | PA      | $60000000.00  | 0.97%             | 2025-11-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES         | PNC Financial Services Group Inc/The                          | CUSIP: 693475BY0<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10057593.10  | 0.16%             | 2027-07-23      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund        | Dryden 41 Senior Loan Fund                                    | CUSIP: 26244KAN6<br>LEI: 5493000CMI5L15ZSNM78 | Long             | ABS-CBDO         | CORP              | KY        |     68883 | PA      | $68900.52     | 0.00%             | 2031-04-15      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC               | T-Mobile USA Inc                                              | CUSIP: 87264ABU8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |  26114000 | PA      | $25961134.91  | 0.42%             | 2026-04-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasin | GM Financial Automobile Leasing Trust 2023-3                  | CUSIP: 379929AE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9530000 | PA      | $9541797.19   | 0.15%             | 2027-08-20      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund        | Dryden 40 Senior Loan Fund                                    | CUSIP: 26244GAS4<br>LEI: 549300BH0PFEW6WVTN52 | Long             | ABS-CBDO         | CORP              | KY        |    259925 | PA      | $260201.79    | 0.00%             | 2031-08-15      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC               | Berry Global Inc                                              | CUSIP: 085770AA3<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |  25000000 | PA      | $25002875.75  | 0.41%             | 2026-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| HalseyPoint CLO Ltd.           | HalseyPoint CLO 4 Ltd                                         | CUSIP: 40637LAA8<br>LEI: 549300CMJUK1VCINNF57 | Long             | ABS-CBDO         | CORP              | KY        |    300000 | PA      | $300330.05    | 0.00%             | 2034-04-20      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategi | Carlyle Global Market Strategies CLO 2015-1 Ltd               | CUSIP: 14311DBN5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     58180 | PA      | $58208.53     | 0.00%             | 2031-07-20      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO            | American Express Co                                           | CUSIP: 025816DT3<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |  16000000 | PA      | $16107879.36  | 0.26%             | 2027-04-23      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS               | Connecticut Avenue Securities Trust 2025-R03                  | CUSIP: 20754VAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11538247 | PA      | $11619252.54  | 0.19%             | 2045-03-25      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO               | Georgia Power Co                                              | CUSIP: 373334LC3<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $14992708.20  | 0.24%             | 2028-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Greywolf CLO Ltd               | GREYWOLF CLO VII Ltd                                          | CUSIP: 39809AAA6<br>LEI: 5493005EEKUYF0Q6Z361 | Long             | ABS-CBDO         | CORP              | KY        |     41541 | PA      | $41565.26     | 0.00%             | 2031-10-20      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                     | Fannie Mae Pool                                               | CUSIP: 3138EN3W7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         1 | PA      | $1.34         | 0.00%             | 2027-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitizat | Hyundai Auto Lease Securitization Trust 2024-C                | CUSIP: 448984AB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5460252 | PA      | $5473520.48   | 0.09%             | 2027-03-15      | Fixed         | 4.77%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC        | Goldman Sachs Group Inc/The                                   | CUSIP: 38141GC77<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $15164526.45  | 0.25%             | 2028-04-23      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| AMRIZE FINANCE US LL           | AMRIZE FINANCE US LL                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  20000000 | PA      | $19950848.85  | 0.32%             | 2025-11-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                   | Voya CLO 2018-1 Ltd                                           | CUSIP: 92917AAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     54772 | PA      | $54799.96     | 0.00%             | 2031-04-19      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORP              | Hyatt Hotels Corp                                             | CUSIP: 448579AF9<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |  20133000 | PA      | $20136930.16  | 0.33%             | 2026-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| WORKDAY INC                    | Workday Inc                                                   | CUSIP: 98138HAG6<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |  30000000 | PA      | $29752083.00  | 0.48%             | 2027-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ALIMENTATION COUCHE-TARD       | Alimentation Couche-Tard Inc                                  | CUSIP: 01626PAW6<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |  15000000 | PA      | $15007576.95  | 0.24%             | 2028-09-29      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                              | CUSIP: 91282CKZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $10123437.50  | 0.16%             | 2027-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK         | Canadian Imperial Bank of Commerce                            | CUSIP: 13607PHT4<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |  12000000 | PA      | $12030574.92  | 0.20%             | 2027-09-11      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| THOMSON REUTERS CORP           | THOMSON REUTERS CORP                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9998830.74   | 0.16%             | 2025-11-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Venture CDO Ltd                | Venture XXVII CLO Ltd                                         | CUSIP: 92331LBC3<br>LEI: 549300JZGSLL2771YV05 | Long             | ABS-CBDO         | CORP              | KY        |     33341 | PA      | $33374.39     | 0.00%             | 2030-07-20      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| OFSI Fund LTD                  | OFSI BSL X Ltd                                                | CUSIP: 67115PAW5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    150000 | PA      | $150159.32    | 0.00%             | 2034-04-20      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Tr | World Omni Auto Receivables Trust 2023-A                      | CUSIP: 98164JAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3212441 | PA      | $3219663.40   | 0.05%             | 2028-05-15      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables  | Exeter Automobile Receivables Trust 2025-2                    | CUSIP: 30168JAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8007494 | PA      | $8010392.24   | 0.13%             | 2027-06-15      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund        | Dryden 60 CLO Ltd                                             | CUSIP: 26251NAB6<br>LEI: 549300KI3ILQQHC87U86 | Long             | ABS-CBDO         | CORP              | KY        |    241583 | PA      | $241738.00    | 0.00%             | 2031-07-15      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P | Freddie Mac Multifamily Structured Pass Through Certificates  | CUSIP: 3137FCLC6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7788692 | PA      | $7713699.78   | 0.13%             | 2027-10-25      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-12-19

**Name of Applicant:** First Trust Exchange-Traded Fund IV

**Signature:** Derek Maltbie

**Name of Signer:** Derek Maltbie

**Title:** Treasurer, Chief Financial Officer and Chief Accounting Officer