# EDGAR Filing Document

**Accession Number:** 0001517936
**File Stem:** 0000940400-26-024891
**Filing Date:** 2026-6
**Character Count:** 291428
**Document Hash:** de901604570f86e9982ee8629a9cb263
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-26-024891.hdr.sgml**: 20260622

**ACCESSION NUMBER**: 0000940400-26-024891

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260430

**FILED AS OF DATE**: 20260622

**DATE AS OF CHANGE**: 20260622

**PERIOD START**: 20261031

**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:** 261107127

**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:** 2026-10-31

- **b. Date as of which information is reported:** 2026-04-30

**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:** $6429323975.48

**Total Liabilities:** $30216897.33

**Net Assets:** $6399107078.15

**Cash Not Reported:** $1197627.29

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 63903.27164000 | **1-Year:** 442980.48591000 | **5-Year:** 204813.88026000 | **10-Year:** 8302.89459000 | **30-Year:** 0.00000000

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

- **3-Month:** 352.01796000 | **1-Year:** 6768.69200000 | **5-Year:** 647.19218000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000142755 | 0.30%                | 0.06%                | 0.37%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $772080.03               | $-1328716.16                               |
| Month 2  | $552103.04               | $-17868355.99                              |
| Month 3  | $333134.18               | $2097524.00                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| MORGAN STANLEY CAPITAL I TRUST 2017-HR2                       | MSC 2017-HR2 A4                                                              | CUSIP: 61691NAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4770000 | PA      | $4701671.66   | 0.07%             | 2050-12-16      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| COLUMBIA CENT CLO 33 LTD                                      | CECLO 2024-33A A1                                                            | CUSIP: 19737PAA2<br>LEI: 2549000A46LJJ7H78351 | Long             | ABS-CBDO         | CORP              | JE        |    100000 | PA      | $100372.10    | 0.00%             | 2037-04-20      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| KKR CLO 25 LTD                                                | KKR 25 AR2                                                                   | CUSIP: 48252UAU1<br>LEI: 549300MJB0YZ0QTQNZ45 | Long             | ABS-CBDO         | CORP              | KY        |    600000 | PA      | $599717.81    | 0.01%             | 2034-07-15      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON COMPANY                            | SOUTHERN CALIFORNIA EDISON COMPANY 0% CP 01/05/2026                          | CUSIP: 8424C1E12<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | STIV             | CORP              | US        |  30000000 | PA      | $30000000.00  | 0.47%             | 2026-05-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UBS AG STAMFORD BRANCH                                        | UBS F 03/16/29                                                               | CUSIP: 90261AAF9<br>LEI: 254900R882POXXVAK772 | Long             | DBT              | CORP              | US        |  20000000 | PA      | $20032964.80  | 0.31%             | 2029-03-16      | Floating      | 4.44%                 | No            |                  2 | On Loan: No      |
| OFSI BSL CLO XI LTD                                           | OFSBS 2021-10A AR                                                            | CUSIP: 67115PAW5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    150000 | PA      | $150231.92    | 0.00%             | 2034-04-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| DRYDEN 60 CLO LTD                                             | DRSLF 2018-60A A                                                             | CUSIP: 26251NAB6<br>LEI: 549300KI3ILQQHC87U86 | Long             | ABS-CBDO         | CORP              | KY        |    102271 | PA      | $102273.51    | 0.00%             | 2031-07-15      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI AUTO RECEIVABLES TRUST 2023-A                      | WOART 2023-A A3                                                              | CUSIP: 98164JAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1337923 | PA      | $1340452.28   | 0.02%             | 2028-05-15      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                               | FHMS K071 A1                                                                 | CUSIP: 3137FCLC6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   5885275 | PA      | $5833876.35   | 0.09%             | 2027-10-25      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| NISSAN AUTO LEASE TRUST 2024-B                                | NALT 2024-B A2A                                                              | CUSIP: 65481DAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4059191 | PA      | $4065766.09   | 0.06%             | 2027-06-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                      | LLOYDS V5.462 01/05/28                                                       | CUSIP: 53944YAZ6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |  15000000 | PA      | $15101886.00  | 0.24%             | 2028-01-05      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| ARES LXIII CLO LTD                                            | ARES 2022-63A XR                                                             | CUSIP: 039937AQ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2083333 | PA      | $2085908.07   | 0.03%             | 2038-10-15      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                               | SLST 2018-2 A1                                                               | CUSIP: 35564CAN7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   3067718 | PA      | $3008789.48   | 0.05%             | 2028-11-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CBAM 2017-2 LTD                                               | CBAM 2017-2A AR                                                              | CUSIP: 12481KAS7<br>LEI: 254900JYLIAZT0YFW632 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1001860.97   | 0.02%             | 2034-07-17      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| ARES XLI CLO LTD                                              | ARES 2016-41A AR2                                                            | CUSIP: 04016DAS4<br>LEI: 549300X38KZ67Q2FQG11 | Long             | ABS-CBDO         | CORP              | KY        |    900000 | PA      | $901426.44    | 0.01%             | 2034-04-17      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| CLOVER CLO 2018-1 LLC                                         | CLVR 2018-1A XR                                                              | CUSIP: 18914GAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    833333 | PA      | $834327.70    | 0.01%             | 2037-04-20      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                | MS V4.133 10/18/29 I                                                         | CUSIP: 61748UAK8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $14847333.75  | 0.23%             | 2029-10-18      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| OZLM XXIV LTD                                                 | OZLM 2019-24A A1AR                                                           | CUSIP: 67113DAW4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     25188 | PA      | $25190.87     | 0.00%             | 2032-07-20      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| NEUBERGER BERMAN LOAN ADVISERS CLO 34 LLC                     | NEUB 2019-34A XR2                                                            | CUSIP: 64132YBC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4000000 | PA      | $4004345.49   | 0.06%             | 2039-07-20      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STRUCTURED PASS THROUGH CERTIFICATES SERIES K-079 | FHMS K079 A1                                                                 | CUSIP: 3137FGZS7<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |  10191034 | PA      | $10150541.99  | 0.16%             | 2028-02-25      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ AUTO RECEIVABLES TRUST 2025-1                   | MBART 2025-1 A2B                                                             | CUSIP: 58773DAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1981374 | PA      | $1981484.40   | 0.03%             | 2028-02-15      | Floating      | 3.96%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL INC                                    | MAR 3.125 06/15/26 R                                                         | CUSIP: 571903AS2<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |   7741000 | PA      | $7732170.07   | 0.12%             | 2026-06-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| TRUIST BANK                                                   | TFC F 01/27/29 BKNT                                                          | CUSIP: 89788JAK5<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9999113.40   | 0.16%             | 2029-01-27      | Floating      | 4.30%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST 2025-HQA1                       | STACR 2025-HQA1 A1                                                           | CUSIP: 35564NGY3<br>LEI: 529900MBUPRSJMB6GN48 | Long             | ABS-O            | USGSE             | US        |  10702352 | PA      | $10719813.76  | 0.17%             | 2045-02-27      | Floating      | 4.60%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                                | CRM 4.5 03/15/28                                                             | CUSIP: 79466LAQ7<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |  20000000 | PA      | $20023464.40  | 0.31%             | 2028-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| OBX 2026-NQM2 TRUST                                           | OBX 2026-NQM4 A1FC                                                           | CUSIP: 67124FAA4<br>LEI: 2549007DTHVTGCMU8X03 | Long             | ABS-O            | CORP              | US        |   6926490 | PA      | $6932582.98   | 0.11%             | 2066-02-25      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ AUTO RECEIVABLES TRUST 2025-1                   | MBART 2025-1 A3                                                              | CUSIP: 58773DAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10000000 | PA      | $10081913.00  | 0.16%             | 2029-12-17      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                            | CM F 09/11/27                                                                | CUSIP: 13607PHU1<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   9850000 | PA      | $9865513.06   | 0.15%             | 2027-09-11      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST 2024-HQA2                       | STACR 2024-HQA2 A1                                                           | CUSIP: 35564NDY6<br>LEI: 5299002OYNAPMJKK2A73 | Long             | ABS-O            | USGSE             | US        |  15793333 | PA      | $15864428.37  | 0.25%             | 2044-08-25      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS COMPANY LLC                                 | VST 5.05 12/30/26 144A                                                       | CUSIP: 92840VAT9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   8921000 | PA      | $8959511.96   | 0.14%             | 2026-12-30      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| VENTURE 32 CLO LTD                                            | VENTR 2018-32A A1                                                            | CUSIP: 92325QAA5<br>LEI: 549300UP09C89Q3HWD39 | Long             | ABS-CBDO         | CORP              | KY        |     75973 | PA      | $75974.29     | 0.00%             | 2031-07-18      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                               | FHMS KF127 AS                                                                | CUSIP: 3137H4SB7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   7314591 | PA      | $7272035.76   | 0.11%             | 2028-12-26      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| BMW VEHICLE OWNER TRUST 2024-A                                | BMWOT 2024-A A3                                                              | CUSIP: 096919AD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  11001496 | PA      | $11089840.50  | 0.17%             | 2029-02-26      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| The J M Smucker Company                                       | The J M Smucker Company 0% CP 05/05/2026                                     | CUSIP: 46642TE58<br>LEI: 5493000WDH6A0LHDJD55 | Long             | STIV             | CORP              | US        |  30000000 | PA      | $29986830.44  | 0.47%             | 2026-05-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SYSCO CORP                                                    | SYY 3.3 07/15/26                                                             | CUSIP: 871829BC0<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |  20953000 | PA      | $20915789.15  | 0.33%             | 2026-07-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE INC                                 | ICE 3.1 09/15/27                                                             | CUSIP: 45866FAF1<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |   5375000 | PA      | $5291609.56   | 0.08%             | 2027-09-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| MOUNTAIN VIEW CLO XV LTD                                      | MVEW 2019-2A A1R                                                             | CUSIP: 62432PAS1<br>LEI: 254900VKL64PZVEG4F33 | Long             | ABS-CBDO         | CORP              | KY        |    825000 | PA      | $827143.32    | 0.01%             | 2037-07-15      | Variable      | 5.34%                 | No            |                  2 | On Loan: No      |
| CIFC FUNDING 2024-III LTD                                     | CIFC 2024-3A A1                                                              | CUSIP: 12575WAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $3009185.07   | 0.05%             | 2037-07-21      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                              | SKANDINAVISKA ENSKILDA BANKEN AB FRN CP 26/08/2026 USD (SEC REGD)            | CUSIP: 83050WTC8<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | STIV             | CORP              | SE        |  25000000 | PA      | $25000000.00  | 0.39%             | 2026-08-26      | Floating      | 3.92%                 | No            |                  2 | On Loan: No      |
| BLUEMOUNTAIN CLO XXVIII LTD                                   | BLUEM 2021-28A X                                                             | CUSIP: 09630PAL7<br>LEI: 5493001GLQHON6UV2U40 | Long             | ABS-CBDO         | CORP              | KY        |   3333333 | PA      | $3337021.16   | 0.05%             | 2038-03-31      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| UBS AG STAMFORD BRANCH                                        | UBS V4.864 01/10/28                                                          | CUSIP: 90261AAD4<br>LEI: 254900R882POXXVAK772 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10039078.60  | 0.16%             | 2028-01-10      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| VERALTO CORP                                                  | VLTO 5.5 09/18/26                                                            | CUSIP: 92338CAB9<br>LEI: 635400FJE6GSOJUSNY27 | Long             | DBT              | CORP              | US        |  30000000 | PA      | $30099255.90  | 0.47%             | 2026-09-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                          | RY V5.069 07/23/27 GMTN                                                      | CUSIP: 78016HZX1<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |  15000000 | PA      | $15021930.00  | 0.23%             | 2027-07-23      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                         | FNR 2022-47 FA                                                               | CUSIP: 3136BNU61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |  14101290 | PA      | $14003393.24  | 0.22%             | 2052-08-25      | Floating      | 4.20%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2020-LTV1                            | JPMMT 2020-LTV1 A11                                                          | CUSIP: 46591NBC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     21048 | PA      | $21043.49     | 0.00%             | 2050-06-25      | Variable      | 4.79%                 | No            |                  2 | On Loan: No      |
| TRINITAS CLO XVI LTD                                          | TRNTS 2021-16A A1R                                                           | CUSIP: 89642DAQ1<br>LEI: 5493004FCKEPFTK2QI86 | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $5005306.88   | 0.08%             | 2034-07-20      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                         | FNA 2016-M11 A2                                                              | CUSIP: 3136AT5C4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   1701065 | PA      | $1693850.67   | 0.03%             | 2026-07-25      | Variable      | 2.37%                 | No            |                  2 | On Loan: No      |
| ROMARK CLO IV LTD                                             | RMRK 2021-4A A1R                                                             | CUSIP: 77588LAN1<br>LEI: 549300HD9K8XL8QM2Z46 | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $5003644.30   | 0.08%             | 2034-07-10      | Variable      | 4.82%                 | No            |                  2 | On Loan: No      |
| J.P. MORGAN MORTGAGE TRUST 2026-LTV1                          | JPMMT 2026-LTV1 A1                                                           | CUSIP: 46660YAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6000000 | PA      | $6007078.80   | 0.09%             | 2056-09-25      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| MOLSON COORS BEVERAGE COMPANY                                 | TAP 3 07/15/26                                                               | CUSIP: 60871RAG5<br>LEI: 54930073LBBH6ZCBE225 | Long             | DBT              | CORP              | US        |  29881000 | PA      | $29805563.32  | 0.47%             | 2026-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL INC                                    | MAR 4.2 07/15/27                                                             | CUSIP: 571903BV4<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9983678.60   | 0.16%             | 2027-07-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS COMPANY                                     | KHC 3.875 05/15/27                                                           | CUSIP: 50077LBC9<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |  20000000 | PA      | $19910514.80  | 0.31%             | 2027-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UBS COMMERCIAL MORTGAGE TRUST 2017-C3                         | UBSCM 2017-C3 A3                                                             | CUSIP: 90276GAR3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5826000 | PA      | $5770082.63   | 0.09%             | 2050-08-17      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                            | ENERGY TRANSFER LP 0% CP 01/05/2026                                          | CUSIP: 29277FE15<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | STIV             | CORP              | US        |  40000000 | PA      | $40000000.00  | 0.63%             | 2026-05-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SANDSTONE PEAK III LTD                                        | SAND 2024-1A A1                                                              | CUSIP: 799928AA4<br>LEI: 2549005C0PJHMYEI7U38 | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $5018896.56   | 0.08%             | 2037-04-27      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK NA                                        | MS V5.016 01/12/29                                                           | CUSIP: 61690DK72<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |   6667000 | PA      | $6730106.16   | 0.11%             | 2029-01-12      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| ICON INVESTMENTS SIX DAC                                      | ICLR 5.809 05/08/27                                                          | CUSIP: 45115AAA2<br>LEI: 635400FQ1M7J2CHLAS59 | Long             | DBT              | CORP              | IE        |  20000000 | PA      | $20157428.00  | 0.32%             | 2027-05-08      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                                | CRM 4.65 03/15/29                                                            | CUSIP: 79466LAR5<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10021189.30  | 0.16%             | 2029-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| PFS FINANCING CORP                                            | PFSFC 2025-E A                                                               | CUSIP: 69335PGA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  15000000 | PA      | $15024915.00  | 0.23%             | 2029-07-16      | Floating      | 4.34%                 | No            |                  2 | On Loan: No      |
| WRKCO Inc                                                     | WRKCO Inc 0% CP 11/05/2026                                                   | CUSIP: 92940YEB7<br>LEI: 549300JEB576INN13W07 | Long             | STIV             | CORP              | US        |  15000000 | PA      | $14983248.13  | 0.23%             | 2026-05-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TRINITAS CLO XIX LTD                                          | TRNTS 2022-19A A1R                                                           | CUSIP: 89642FAN3<br>LEI: 2549001AD9MMQI3LBM68 | Long             | ABS-CBDO         | CORP              | KY        |    195608 | PA      | $195609.67    | 0.00%             | 2033-10-20      | Variable      | 4.79%                 | No            |                  2 | On Loan: No      |
| ARTHUR J. GALLAGHER & COMPANY                                 | AJG 4.6 12/15/27                                                             | CUSIP: 04316JAK5<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |  23000000 | PA      | $23074626.26  | 0.36%             | 2027-12-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| SVENSKA HANDELSBANKEN AB NEW YORK BRANCH                      | SHBASS F 05/29/26 YCD                                                        | CUSIP: 86959TNZ5<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |  25000000 | PA      | $25003600.00  | 0.39%             | 2026-05-29      | Variable      | 3.92%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI AUTO RECEIVABLES TRUST 2024-A                      | WOART 2025-B A2B                                                             | CUSIP: 98164TAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3276170 | PA      | $3277258.54   | 0.05%             | 2028-08-15      | Floating      | 4.11%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATIONAL INFORMATION SERVICES INC                    | FIS 1.65 03/01/28 **                                                         | CUSIP: 31620MBS4<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |   6499000 | PA      | $6168079.11   | 0.10%             | 2028-03-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2025-2                  | WLAKE 2025-2A A2A                                                            | CUSIP: 96041KAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4281475 | PA      | $4290365.63   | 0.07%             | 2028-09-15      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| BAIN CAPITAL CREDIT CLO 2024-3 LTD                            | BCC 2024-3A A1                                                               | CUSIP: 05685QAA1<br>LEI: 254900SOM2S14IE3BZ76 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1002456.58   | 0.02%             | 2037-07-16      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| TOYOTA AUTO RECEIVABLES 2025-B OWNER TRUST                    | TAOT 2025-B A2B                                                              | CUSIP: 89231HAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3173331 | PA      | $3175595.71   | 0.05%             | 2028-03-15      | Floating      | 4.18%                 | No            |                  2 | On Loan: No      |
| MOUNTAIN VIEW CLO XIV LTD                                     | MVEW 2019-1A A1R                                                             | CUSIP: 62432MAN9<br>LEI: 549300IB1UGD5G8HYT10 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $500509.46    | 0.01%             | 2034-10-16      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                   | ORCL 2.65 07/15/26                                                           | CUSIP: 68389XBM6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |  20000000 | PA      | $19929419.60  | 0.31%             | 2026-07-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| DRYDEN 53 CLO LTD                                             | DRSLF 2017-53A AR                                                            | CUSIP: 26243EAP6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  11075295 | PA      | $11075422.40  | 0.17%             | 2031-01-15      | Variable      | 5.26%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO LEASE SECURITIZATION TRUST                       | HALST 2025-B A2B                                                             | CUSIP: 44935DAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4249389 | PA      | $4255199.89   | 0.07%             | 2027-09-15      | Floating      | 4.34%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                 | GS V4.148 01/21/29                                                           | CUSIP: 38145GAP5<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  20000000 | PA      | $19855589.80  | 0.31%             | 2029-01-21      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| DELL EQUIPMENT FINANCE TRUST 2024-2                           | DEFT 2024-2 A2                                                               | CUSIP: 24704EAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4748275 | PA      | $4753025.53   | 0.07%             | 2030-08-22      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & COMPANY                                     | JPM V3.782 02/01/28                                                          | CUSIP: 46625HRY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  25000000 | PA      | $24893093.50  | 0.39%             | 2028-02-01      | Fixed         | 3.78%                 | No            |                  2 | On Loan: No      |
| ALLY AUTO RECEIVABLES TRUST 2025-1                            | ALLYA 2025-1 A2                                                              | CUSIP: 02008KAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4710409 | PA      | $4711431.88   | 0.07%             | 2028-07-17      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| AMCOR FLEXIBLES NORTH AMERICA INC                             | AMCR 4.25 03/08/29                                                           | CUSIP: 02344AAJ7<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $14872465.50  | 0.23%             | 2029-03-08      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS SA NEW YORK BRANCH                                | BNP F 07/10/26 YCD                                                           | CUSIP: 05593DHX4<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |  25000000 | PA      | $25010850.00  | 0.39%             | 2026-07-10      | Variable      | 3.96%                 | No            |                  2 | On Loan: No      |
| KKR CLO 33 LTD                                                | KKR 33A AR                                                                   | CUSIP: 48254QAF1<br>LEI: 2549006GI7K365G4ZT50 | Long             | ABS-CBDO         | CORP              | KY        |   6750000 | PA      | $6754990.94   | 0.11%             | 2034-07-20      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                         | FNR 2016-90 FA                                                               | CUSIP: 3136AUMF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   2331785 | PA      | $2314475.92   | 0.04%             | 2046-12-25      | Floating      | 4.16%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                    | FISV 3.2 07/01/26                                                            | CUSIP: 337738AT5<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |  25088000 | PA      | $25042443.96  | 0.39%             | 2026-07-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI AUTO RECEIVABLES TRUST 2024-A                      | WOART 2025-B A2A                                                             | CUSIP: 98164TAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3284361 | PA      | $3288106.77   | 0.05%             | 2028-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS COMPANY LLC                                 | VST 3.7 01/30/27 144A                                                        | CUSIP: 92840VAG7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |  13418000 | PA      | $13353191.06  | 0.21%             | 2027-01-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| RESEARCH-DRIVEN PAGAYA MOTOR ASSET TRUST 2025-5               | RPM 2025-5A A3                                                               | CUSIP: 76089KAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6250000 | PA      | $6258728.75   | 0.10%             | 2034-06-26      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| TARGA RES CORP                                                | TARGA RES CORP 0% CP 01/05/2026                                              | CUSIP: 87613LE13<br>LEI: 5493003QENHHS261UR94 | Long             | STIV             | CORP              | US        |  60000000 | PA      | $60000000.00  | 0.94%             | 2026-05-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| T-MOBILE US TRUST 2024-2                                      | TMUST 2024-2A A                                                              | CUSIP: 87268CAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  17000000 | PA      | $17015174.20  | 0.27%             | 2029-05-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MAGNETITE XXI LTD                                             | MAGNE 2019-21A AR                                                            | CUSIP: 55954PAN4<br>LEI: 5493007R5RBJT1RFJC86 | Long             | ABS-CBDO         | CORP              | KY        |  11500000 | PA      | $11516788.40  | 0.18%             | 2034-04-20      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO LEASE SECURITIZATION TRUST                       | HALST 2025-B A2A                                                             | CUSIP: 44935DAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6718284 | PA      | $6732828.84   | 0.11%             | 2027-09-15      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| THAYER PARK CLO LTD                                           | THAYR 2017-1A A1RR                                                           | CUSIP: 883310AW4<br>LEI: 5493000PRLDBEVKBE571 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $999757.93    | 0.02%             | 2034-04-20      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST 2022-C                           | FORDO 2022-C A4                                                              | CUSIP: 34535AAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7809094 | PA      | $7815011.36   | 0.12%             | 2027-12-15      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST 2025-3                    | EART 2025-3A A2                                                              | CUSIP: 30166XAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1421899 | PA      | $1422830.32   | 0.02%             | 2028-01-18      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                            | ET 6.05 12/01/26                                                             | CUSIP: 29273VAR1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |  20820000 | PA      | $21018393.57  | 0.33%             | 2026-12-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| BMW VEHICLE LEASE TRUST 2025-2                                | BMWLT 2025-2 A2A                                                             | CUSIP: 05594HAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3962827 | PA      | $3962673.48   | 0.06%             | 2027-11-26      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| BLUEMOUNTAIN CLO XXII LLC                                     | BLUEM 2018-22A A1                                                            | CUSIP: 09629PAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     76453 | PA      | $76455.14     | 0.00%             | 2031-07-15      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| SBNA AUTO RECEIVABLES TRUST 2024-A                            | SBAT 2024-A B                                                                | CUSIP: 78437PAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10750000 | PA      | $10852032.55  | 0.17%             | 2029-09-17      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| TOYOTA AUTO RECEIVABLES 2023-D OWNER TRUST                    | TAOT 2023-D A3                                                               | CUSIP: 89239FAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4425205 | PA      | $4461239.08   | 0.07%             | 2028-08-15      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| SVENSKA HANDELSBANKEN AB NEW YORK BRANCH                      | SHBASS F 03/03/27 YCD                                                        | CUSIP: 86959TUF1<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |  15000000 | PA      | $15026623.65  | 0.23%             | 2027-03-03      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT GRAN TR 2025-R1                                | PAID 2025-R3 A                                                               | CUSIP: 69549EAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5589101 | PA      | $5585386.26   | 0.09%             | 2033-01-18      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                            | CANADIAN IMPERIAL BANK OF COMMERCE FRN CP 05/02/2027 USD                     | CUSIP: 13608CTA0<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | STIV             | CORP              | CA        |  15000000 | PA      | $15000000.00  | 0.23%             | 2027-02-05      | Floating      | 3.91%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL INC                                           | AHTLN 1.5 08/12/26 144A                                                      | CUSIP: 045054AN3<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |  14584000 | PA      | $14458581.68  | 0.23%             | 2026-08-12      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BATTERY PARK CLO LTD                                          | BATPK 2019-1A AR                                                             | CUSIP: 07133YAL4<br>LEI: 549300HAR0K520KW1A03 | Long             | ABS-CBDO         | CORP              | KY        |    190000 | PA      | $190374.15    | 0.00%             | 2036-07-15      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST 2025-A                           | FORDO 2025-A A2A                                                             | CUSIP: 34535KAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7139199 | PA      | $7150036.11   | 0.11%             | 2027-12-15      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2017-C34   | MSBAM 2017-C34 ASB                                                           | CUSIP: 61767EAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1313031 | PA      | $1304601.27   | 0.02%             | 2052-11-18      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| MARBLE POINT CLO XXII LTD                                     | MP22 2021-2A AR                                                              | CUSIP: 56606GAJ3<br>LEI: 549300MZC31PBFF01E87 | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $3003444.80   | 0.05%             | 2034-07-25      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                            | ET 3.9 07/15/26                                                              | CUSIP: 86765BAT6<br>LEI: 5493006LL0CKP8WQW329 | Long             | DBT              | CORP              | US        |  12975000 | PA      | $12969516.51  | 0.20%             | 2026-07-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| CADENCE DESIGN SYSTEMS INC                                    | CDNS 4.2 09/10/27                                                            | CUSIP: 127387AM0<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | DBT              | CORP              | US        |   5852000 | PA      | $5846509.42   | 0.09%             | 2027-09-10      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| DRYDEN 45 SENIOR LOAN FUND                                    | DRSLF 2016-45A BRR                                                           | CUSIP: 26244MBA9<br>LEI: 54930046L20VLJKPVV31 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2003972.69   | 0.03%             | 2030-10-15      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| DRYDEN SENIOR LOAN FUND                                       | DRSLF 2018-55A A1                                                            | CUSIP: 26245MAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    539472 | PA      | $539483.55    | 0.01%             | 2031-04-15      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                            | ET 4.4 03/15/27                                                              | CUSIP: 292480AK6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $15012544.20  | 0.23%             | 2027-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & COMPANY                                     | JPM V4.505 10/22/28                                                          | CUSIP: 46647PEP7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10013323.00  | 0.16%             | 2028-10-22      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC                                             | GIS 4.7 01/30/27                                                             | CUSIP: 370334CX0<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |  10848000 | PA      | $10892450.33  | 0.17%             | 2027-01-30      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                         | WFC V4.9 01/24/28 W                                                          | CUSIP: 95000U3R2<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $15054460.80  | 0.24%             | 2028-01-24      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| HOWMET AEROSPACE INC                                          | HWM 3.75 03/03/28                                                            | CUSIP: 443201AF5<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9895640.70   | 0.15%             | 2028-03-03      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| TOYOTA AUTO RECEIVABLES 2024-A OWNER TRUST                    | TAOT 2024-A A3                                                               | CUSIP: 89238DAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9366373 | PA      | $9410196.43   | 0.15%             | 2028-10-16      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| BANK 2017-BNK7                                                | BANK 2017-BNK7 ASB                                                           | CUSIP: 06541XAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     63465 | PA      | $63097.96     | 0.00%             | 2060-09-17      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| BMW VEHICLE LEASE TRUST 2024-1                                | BMWLT 2024-1 A3                                                              | CUSIP: 05611UAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2787681 | PA      | $2790197.42   | 0.04%             | 2027-03-25      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                      | MARS 4.6 03/01/28 144A                                                       | CUSIP: 571676AX3<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10062209.50  | 0.16%             | 2028-03-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN AUTO LEASE TRUST 2012-A                            | VALET 2025-1 A2B                                                             | CUSIP: 92868MAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2132013 | PA      | $2132796.84   | 0.03%             | 2028-01-20      | Floating      | 4.08%                 | No            |                  2 | On Loan: No      |
| TOYOTA LEASE OWNER TRUST 2026-A                               | TLOT 2026-A A2A                                                              | CUSIP: 89240MAB0<br>LEI: 2549000O9PUL1ASSQJ88 | Long             | ABS-O            | CORP              | US        |  15000000 | PA      | $14959299.00  | 0.23%             | 2028-02-22      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| AMRIZE FINANCE US LLC                                         | AMRZ 4.7 04/07/28                                                            | CUSIP: 43475RAQ9<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |  22500000 | PA      | $22594621.95  | 0.35%             | 2028-04-07      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELECTRIC & POWER COMPANY                             | D 3.5 03/15/27 A                                                             | CUSIP: 927804FX7<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |  20000000 | PA      | $19894799.40  | 0.31%             | 2027-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VIBRANT CLO XI LTD                                            | VIBR 2019-11A X                                                              | CUSIP: 92558NAU6<br>LEI: 5493008IYL3HLPE46G85 | Long             | ABS-CBDO         | CORP              | KY        |   2375000 | PA      | $2377104.56   | 0.04%             | 2039-04-20      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                      | STZ 3.7 12/06/26                                                             | CUSIP: 21036PAQ1<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |  19347000 | PA      | $19295019.83  | 0.30%             | 2026-12-06      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| SCCU AUTO RECEIVABLES TRUST 2025-1                            | SCCU 2025-1A A3                                                              | CUSIP: 80620BAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7500000 | PA      | $7520257.50   | 0.12%             | 2031-01-15      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| ROMARK CLO V LTD                                              | RMRK 2021-5A AR                                                              | CUSIP: 77588PAN2<br>LEI: 549300NIP2J0NPQTYT18 | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $5002749.99   | 0.08%             | 2035-01-15      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE OWNER TRUST 2024                                   | JDOT 2024-A A3                                                               | CUSIP: 47800RAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  20747596 | PA      | $20877841.59  | 0.33%             | 2028-11-15      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| AMCOR FLEXIBLES NORTH AMERICA INC                             | AMCR 4.8 03/17/28                                                            | CUSIP: 02344AAF5<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |  19543000 | PA      | $19664382.35  | 0.31%             | 2028-03-17      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST 2025-A                           | FORDO 2025-A A2B                                                             | CUSIP: 34535KAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2365540 | PA      | $2366498.70   | 0.04%             | 2027-12-15      | Floating      | 4.05%                 | No            |                  2 | On Loan: No      |
| PRA HEALTH SCIENCES INC                                       | PRA Health Sciences Inc                                                      | CUSIP: 45569KAA1<br>LEI: 549300R1HR1VWWHIAK47 | Long             | DBT              | CORP              | US        |  34139000 | PA      | $33949954.60  | 0.53%             | 2026-07-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                         | FNR 2015-28 GC                                                               | CUSIP: 3136ANVJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    135451 | PA      | $134777.66    | 0.00%             | 2034-06-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC                                            | CAG 5.3 10/01/26                                                             | CUSIP: 205887CJ9<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |  25567000 | PA      | $25658293.37  | 0.40%             | 2026-10-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CQS US CLO 2021-1 LTD                                         | CQS 2021-1A AR                                                               | CUSIP: 12659UAL6<br>LEI: 549300GF7PVRIKZNMY06 | Long             | ABS-CBDO         | CORP              | KY        |   1350000 | PA      | $1351611.89   | 0.02%             | 2035-01-22      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| FREMF 2017-K67 MORTGAGE TRUST                                 | FHMS K067 A1                                                                 | CUSIP: 3137FAWR5<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |    651648 | PA      | $648128.67    | 0.01%             | 2027-03-25      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                            | VICI 4.25 12/01/26 144A                                                      | CUSIP: 92564RAA3<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |  24601000 | PA      | $24546837.95  | 0.38%             | 2026-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                         | FNA 2018-M7 A2                                                               | CUSIP: 3136B1K86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   2243723 | PA      | $2203996.29   | 0.03%             | 2028-03-25      | Variable      | 3.13%                 | No            |                  2 | On Loan: No      |
| AMRIZE FINANCE US LLC                                         | AMRZ 4.6 04/07/27                                                            | CUSIP: 43475RAP1<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |  28511000 | PA      | $28600058.10  | 0.45%             | 2027-04-07      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| TELEDYNE TECHNOLOGIES INC                                     | TDY 2.25 04/01/28                                                            | CUSIP: 879360AD7<br>LEI: 549300VSMO9KYQWDND94 | Long             | DBT              | CORP              | US        |   3479000 | PA      | $3343821.23   | 0.05%             | 2028-04-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ZIONS BANCORP NA                                              | ZION V4.483 02/09/29                                                         | CUSIP: 98971DAE0<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $14926339.65  | 0.23%             | 2029-02-09      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO RECEIVABLES TRUST 2025-A                         | HART 2025-A A2B                                                              | CUSIP: 44935CAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4383961 | PA      | $4384829.14   | 0.07%             | 2027-12-15      | Floating      | 3.98%                 | No            |                  2 | On Loan: No      |
| EATON VANCE CLO 2019-1 LTD                                    | EATON 2019-1A AR2                                                            | CUSIP: 27830XAW6<br>LEI: 5493007R7GEORNX00105 | Long             | ABS-CBDO         | CORP              | KY        |    976000 | PA      | $979393.61    | 0.02%             | 2037-07-15      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY PRIVATE BANK NA                                | MS V4.466 07/06/28 *                                                         | CUSIP: 61776NVE0<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10000313.80  | 0.16%             | 2028-07-06      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                               | CVS 3.625 04/01/27                                                           | CUSIP: 126650DH0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |  14111000 | PA      | $14035628.07  | 0.22%             | 2027-04-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| FORTRESS CREDIT BSL XIX LTD                                   | FCBSL 2023-2A XR                                                             | CUSIP: 34966BAL0<br>LEI: 2549008HR79TDG6LYY87 | Long             | ABS-CBDO         | CORP              | JE        |    750001 | PA      | $751094.24    | 0.01%             | 2036-07-24      | Variable      | 4.77%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN AUTO LEASE TRUST 2012-A                            | VALET 2025-1 A2A                                                             | CUSIP: 92868MAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6570864 | PA      | $6580488.05   | 0.10%             | 2028-01-20      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                  | INTNED V4.017 03/28/28                                                       | CUSIP: 456837BB8<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   8814000 | PA      | $8778881.23   | 0.14%             | 2028-03-28      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2023-2                  | WLAKE 2025-3A A2                                                             | CUSIP: 96043QAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4165245 | PA      | $4168570.98   | 0.07%             | 2028-04-17      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| OHA CREDIT FUNDING 12-R LTD                                   | OAKC 2022-12RA X                                                             | CUSIP: 676916AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1785000 | PA      | $1786875.61   | 0.03%             | 2037-07-20      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| RESEARCH-DRIVEN PAGAYA MOTOR ASSET TRUST 2025-6               | RPM 2025-6A A3                                                               | CUSIP: 76100JAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9400000 | PA      | $9385826.68   | 0.15%             | 2034-08-25      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT GRANTOR TRUST 2024-10                          | PAID 2024-10 A                                                               | CUSIP: 69544MAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3215199 | PA      | $3224920.00   | 0.05%             | 2032-06-15      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                      | LLOYDS V1.627 05/11/27                                                       | CUSIP: 53944YAP8<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   5000000 | PA      | $4996054.55   | 0.08%             | 2027-05-11      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| PORSCHE INNOVATIVE LEASE OWNER TRUST 2025-1                   | PILOT 2025-1A A2B                                                            | CUSIP: 73329KAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3143158 | PA      | $3145068.93   | 0.05%             | 2027-12-20      | Floating      | 4.14%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                          | KDP 2.55 09/15/26                                                            | CUSIP: 26138EAU3<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |  19529000 | PA      | $19398983.73  | 0.30%             | 2026-09-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                 | C V4.643 05/07/28                                                            | CUSIP: 172967PZ8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10020142.30  | 0.16%             | 2028-05-07      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                      | RTX 3.5 03/15/27                                                             | CUSIP: 75513ECH2<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |  20000000 | PA      | $19898159.40  | 0.31%             | 2027-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BAE SYSTEMS PLC                                               | BALN 5 03/26/27 144A                                                         | CUSIP: 05523RAH0<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |   4487000 | PA      | $4519241.97   | 0.07%             | 2027-03-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATIONAL INFORMATION SERVICES INC                    | FIS 4.7 07/15/27                                                             | CUSIP: 31620MBW5<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5000614.10   | 0.08%             | 2027-07-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| TRUIST BANK                                                   | TFC V4.144 01/27/29 I                                                        | CUSIP: 89788JAJ8<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9955611.50   | 0.16%             | 2029-01-27      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| VERIZON MASTER TRUST                                          | VZMT 2024-3 A1A                                                              | CUSIP: 92348KCQ4<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |   4227000 | PA      | $4280083.51   | 0.07%             | 2030-04-22      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| TCI-FLATIRON CLO 2018-1 LTD                                   | TFLAT 2018-1A AR2                                                            | CUSIP: 87232CAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3224275 | PA      | $3223876.89   | 0.05%             | 2035-07-30      | Variable      | 5.26%                 | No            |                  2 | On Loan: No      |
| T-MOBILE US TRUST 2025-2                                      | TMUST 2025-2A A                                                              | CUSIP: 87268MAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6500000 | PA      | $6514729.00   | 0.10%             | 2030-04-22      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| AMMC CLO 24 LTD                                               | AMMC 2021-24A AR                                                             | CUSIP: 00177LAJ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   5000000 | PA      | $5005954.22   | 0.08%             | 2035-01-20      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| ELEVATION CLO 2026-19 LTD                                     | AWPT 2026-19A X                                                              | CUSIP: 28624QAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1501741.94   | 0.02%             | 2038-03-31      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                         | FNR 2014-20 NA                                                               | CUSIP: 3136AJSW7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    586839 | PA      | $581100.55    | 0.01%             | 2033-06-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SMITH & NEPHEW PLC                                            | SNLN 5.15 03/20/27                                                           | CUSIP: 83192PAC2<br>LEI: 213800ZTMDN8S67S1H61 | Long             | DBT              | CORP              | GB        |  27395000 | PA      | $27557735.89  | 0.43%             | 2027-03-20      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| CRH AMERICA FINANCE INC                                       | CRHID 3.4 05/09/27 144A                                                      | CUSIP: 12636YAA0<br>LEI: 549300WEVUODRJ4CWK56 | Long             | DBT              | CORP              | US        |  32613000 | PA      | $32347955.45  | 0.51%             | 2027-05-09      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| MCCORMICK & CO. INC                                           | MKC 3.4 08/15/27                                                             | CUSIP: 579780AN7<br>LEI: 549300JQQA6MQ4OJP259 | Long             | DBT              | CORP              | US        |  10192000 | PA      | $10067629.57  | 0.16%             | 2027-08-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT GRANTOR TRUST 2026-1                           | PAID 2026-1 A2                                                               | CUSIP: 694969AB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1498131.45   | 0.02%             | 2033-09-15      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| BANK 2017-BNK6                                                | BANK 2017-BNK6 ASB                                                           | CUSIP: 060352AC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    237342 | PA      | $236776.41    | 0.00%             | 2060-07-16      | Fixed         | 3.29%                 | No            |                  2 | On Loan: No      |
| SKANDIN ENS BANKEN AG                                         | SKANDINAVISKA ENSKIL                                                         | CUSIP: 83050UFC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  25000000 | PA      | $24885514.63  | 0.39%             | 2026-06-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GROUP INC (THE)                        | PNC V5.3 01/21/28                                                            | CUSIP: 693475BV6<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   8000000 | PA      | $8051950.08   | 0.13%             | 2028-01-21      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                      | LLOYDS V3.574 11/07/28                                                       | CUSIP: 539439AQ2<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |  10000000 | PA      | $9876896.30   | 0.15%             | 2028-11-07      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| PORSCHE INNOVATIVE LEASE OWNER TRUST 2025-1                   | PILOT 2025-1A A3                                                             | CUSIP: 73329KAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4333000 | PA      | $4359595.95   | 0.07%             | 2028-10-20      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| MP8 2015-2A AR3 04/34                                         | MP8 2015-2A AR3 04/34                                                        | CUSIP: 62481WAU1<br>LEI: 549300D60LKSR31DKI65 | Long             | ABS-CBDO         | CORP              | KY        |   7500000 | PA      | $7501995.00   | 0.12%             | 2034-04-28      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| KKR CLO 41 LTD                                                | KKR 2022-41A A1                                                              | CUSIP: 48255PAA3<br>LEI: 254900UD92WBBLUHGZ35 | Long             | ABS-CBDO         | CORP              | KY        |   5500000 | PA      | $5509126.52   | 0.09%             | 2035-04-16      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| VOYA CLO LTD                                                  | VOYA 2018-2A A1                                                              | CUSIP: 92917JAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     25662 | PA      | $25662.64     | 0.00%             | 2031-07-15      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                       | HCA 5 03/01/28                                                               | CUSIP: 404119CY3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   8000000 | PA      | $8069491.44   | 0.13%             | 2028-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK LTD                                   | NATIONAL AUSTRALIA BANK LTD FRN CP 02/06/2026 USD (SEC REGD)                 | CUSIP: 63254GZ32<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | STIV             | CORP              | AU        |  15000000 | PA      | $15000000.00  | 0.23%             | 2026-06-02      | Floating      | 3.81%                 | No            |                  2 | On Loan: No      |
| DNB BANK ASA                                                  | DNBNO V1.605 03/30/28 144A                                                   | CUSIP: 25601B2B0<br>LEI: 549300GKFG0RYRRQ1414 | Long             | DBT              | CORP              | NO        |   4393000 | PA      | $4282001.19   | 0.07%             | 2028-03-30      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| CARLYLE GLOBAL MARKET STRATEGIES CLO 2016-1 LTD               | CGMS 2016-1A A1R3                                                            | CUSIP: 14312HBE5<br>LEI: 549300N3CJKPCWZ7KX23 | Long             | ABS-CBDO         | CORP              | KY        |  15000000 | PA      | $15013681.04  | 0.23%             | 2034-04-20      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2026-1                  | WLAKE 2026-1A A2A                                                            | CUSIP: 96043BAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10000000 | PA      | $9996649.00   | 0.16%             | 2028-09-15      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES INC                                           | PWR 4.3 08/09/28                                                             | CUSIP: 74762EAM4<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |  10629000 | PA      | $10617884.51  | 0.17%             | 2028-08-09      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| VERIZON MASTER TRUST                                          | VZMT 2025-9 A1A                                                              | CUSIP: 92348KEV1<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |   4306000 | PA      | $4299496.22   | 0.07%             | 2030-10-21      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2025-R06                  | CAS 2025-R06 1A1                                                             | CUSIP: 20754YAA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |  15798238 | PA      | $15815610.22  | 0.25%             | 2045-09-25      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| TRIMARAN CAVU 2021-3 LTD                                      | CAVU 2021-3A A                                                               | CUSIP: 89624GAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1001847.83   | 0.02%             | 2035-01-18      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                  | BACR V4.219 05/24/30                                                         | CUSIP: 06738EDG7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |  10000000 | PA      | $9866349.50   | 0.15%             | 2030-05-24      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| EXETER SELECT AUTOMOBILE RECEIVABLES TRUST 2025-1             | ESART 2025-1 A2                                                              | CUSIP: 30185AAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3218742 | PA      | $3223891.04   | 0.05%             | 2028-10-16      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| SOLVENTUM CORP                                                | SOLV 5.45 02/25/27                                                           | CUSIP: 83444MAN1<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |  30602000 | PA      | $30815001.55  | 0.48%             | 2027-02-25      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Carval CLO LTD                                                | CarVal CLO VI-C Ltd                                                          | CUSIP: 14686FAN8<br>LEI: 254900QBAWTE1ZDDLS52 | Long             | ABS-CBDO         | CORP              | JE        |   4375000 | PA      | $4379705.00   | 0.07%             | 2038-03-21      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                 | C V3.668 07/24/28                                                            | CUSIP: 172967LP4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |  20450000 | PA      | $20264513.18  | 0.32%             | 2028-07-24      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| RCKTL 2025-2                                                  | RCKTL 2025-2A A                                                              | CUSIP: 74939HAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4135594 | PA      | $4141209.52   | 0.06%             | 2034-11-25      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC                                             | GIS 3.2 02/10/27                                                             | CUSIP: 370334BZ6<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |  13232000 | PA      | $13143560.62  | 0.21%             | 2027-02-10      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| LCM 29 LTD                                                    | LCM 29A AR                                                                   | CUSIP: 50201MAQ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     91006 | PA      | $91009.74     | 0.00%             | 2031-04-15      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST 2023-A                           | FORDO 2023-A A3                                                              | CUSIP: 344928AD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2662254 | PA      | $2667134.66   | 0.04%             | 2028-02-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                    | USB V2.215 01/27/28 mtn                                                      | CUSIP: 91159HJC5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |  15771000 | PA      | $15527872.84  | 0.24%             | 2028-01-27      | Fixed         | 2.21%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                               | FHMS K057 A2                                                                 | CUSIP: 3137BRQJ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   4597892 | PA      | $4577054.99   | 0.07%             | 2026-07-25      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| SOUND POINT CLO XX LTD                                        | SNDPT 2018-2A A                                                              | CUSIP: 83611JAA3<br>LEI: 549300RTEBF0FW35D815 | Long             | ABS-CBDO         | CORP              | KY        |    116721 | PA      | $116692.64    | 0.00%             | 2031-07-26      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT GRANTOR TRUST 2026-R1                          | PAID 2026-R1 A                                                               | CUSIP: 694971AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6918667 | PA      | $6901323.54   | 0.11%             | 2033-12-15      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                            | VICI 3.75 02/15/27 144A                                                      | CUSIP: 92564RAD7<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |   3584000 | PA      | $3559119.94   | 0.06%             | 2027-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ATLAS SENIOR LOAN FUND XV LTD                                 | ATCLO 2019-15A A1R                                                           | CUSIP: 04942MAN4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    192376 | PA      | $192376.85    | 0.00%             | 2032-10-25      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                      | RTX 2.65 11/01/26                                                            | CUSIP: 913017CH0<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |  15273000 | PA      | $15172284.34  | 0.24%             | 2026-11-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS COMPANY                                     | KHC 3 06/01/26                                                               | CUSIP: 50077LAD8<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |  28568000 | PA      | $28534963.68  | 0.45%             | 2026-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                  | BACR V5.829 05/09/27                                                         | CUSIP: 06738ECF0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   5000000 | PA      | $5001213.15   | 0.08%             | 2027-05-09      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                          | KDP 4.35 05/15/28                                                            | CUSIP: 49271VAZ3<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9962043.30   | 0.16%             | 2028-05-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                               | FHMS KW08 A1                                                                 | CUSIP: 3137FL6U3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    921478 | PA      | $917773.78    | 0.01%             | 2028-02-25      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                               | FHMS K157 A1                                                                 | CUSIP: 3137FHQ55<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   4757830 | PA      | $4749108.11   | 0.07%             | 2030-06-25      | Variable      | 3.99%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                          | WESTPAC BANKING CORP FRN CP 23/02/2027 USD                                   | CUSIP: 9612CABG1<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | STIV             | CORP              | AU        |  20000000 | PA      | $19993514.70  | 0.31%             | 2027-02-23      | Floating      | 3.90%                 | No            |                  2 | On Loan: No      |
| ALCON FINANCE CORP                                            | ALCSW 2.75 09/23/26 144A                                                     | CUSIP: 01400EAA1<br>LEI: 549300CUZUI9VU7XNK42 | Long             | DBT              | CORP              | US        |  30000000 | PA      | $29823090.00  | 0.47%             | 2026-09-23      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| MOLEX ELECTRONIC TECHNOLOGIES LLC                             | MOLX 4.75 04/30/28 144A                                                      | CUSIP: 60856BAE4<br>LEI: 549300WTBVUFUPSIWI20 | Long             | DBT              | CORP              | US        |   9992000 | PA      | $10039381.86  | 0.16%             | 2028-04-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                        | ROP 3.8 12/15/26                                                             | CUSIP: 776743AD8<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |  19486000 | PA      | $19450947.61  | 0.30%             | 2026-12-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Westlake Automboile Receivables Trust 2018-3                  | WLAKE 2025-2A A2B                                                            | CUSIP: 96041KAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4281475 | PA      | $4283919.44   | 0.07%             | 2028-09-15      | Floating      | 4.22%                 | No            |                  2 | On Loan: No      |
| PFS FINANCING CORP                                            | PFSFC 2025-C A                                                               | CUSIP: 69335PFW0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10000000 | PA      | $10037966.00  | 0.16%             | 2029-04-16      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| DRYDEN 61 CLO LTD                                             | DRSLF 2018-61A A1R2                                                          | CUSIP: 26251CBA1<br>LEI: 549300JHVVT1NJ057H42 | Long             | ABS-CBDO         | CORP              | KY        |   9607371 | PA      | $9607453.08   | 0.15%             | 2032-01-17      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                         | CAS 2025-R05 2A1                                                             | CUSIP: 20753CAA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |  11947595 | PA      | $11977281.37  | 0.19%             | 2045-07-25      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT GRANTOR TRUST 2024-5                           | PAID 2024-5 A                                                                | CUSIP: 69544LAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    703094 | PA      | $703616.61    | 0.01%             | 2031-10-15      | Fixed         | 6.28%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON & COMPANY                                    | BDX 4.693 02/13/28                                                           | CUSIP: 075887CQ0<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |  13351000 | PA      | $13405009.73  | 0.21%             | 2028-02-13      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| DRYDEN 37 SENIOR LOAN FUND                                    | DRSLF 2015-37A AR                                                            | CUSIP: 26249MAN7<br>LEI: 254900I0IPNA482LDS44 | Long             | ABS-CBDO         | CORP              | KY        |     59347 | PA      | $59348.37     | 0.00%             | 2031-01-15      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| STEELE CREEK CLO 2017-1 LTD                                   | STCR 2017-1A B                                                               | CUSIP: 85816VAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    180279 | PA      | $180528.18    | 0.00%             | 2030-10-15      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| BAIN CAPITAL CREDIT CLO 2019-1 LTD                            | BCC 2019-1A AR3                                                              | CUSIP: 05683VBJ2<br>LEI: 549300B0VI605XM3L529 | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $4999812.55   | 0.08%             | 2034-04-19      | Variable      | 4.66%                 | No            |                  2 | On Loan: No      |
| Alimentation Couche-Tard Inc.                                 | Alimentation Couche-Tard Inc. 0% CP 12/05/2026                               | CUSIP: 01626VEC3<br>LEI: 549300OSW32RVX8CCZ87 | Long             | STIV             | CORP              | CA        |  15000000 | PA      | $14981983.57  | 0.23%             | 2026-05-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                               | FHMS K064 A1                                                                 | CUSIP: 3137BXQX3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   4563009 | PA      | $4543283.88   | 0.07%             | 2026-10-25      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| TOYOTA AUTO RECEIVABLES 2023-B OWNER TRUST                    | TAOT 2023-B A3                                                               | CUSIP: 891941AD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1435658 | PA      | $1439247.97   | 0.02%             | 2028-02-15      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| ARBOR MULTIFAMILY MORTGAGE SECURITIES TRUST 2020-MF1          | AMMST 2020-MF1 ASB                                                           | CUSIP: 03881BAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7604926 | PA      | $7365321.28   | 0.12%             | 2053-05-16      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                  | BACR V5.086 02/25/29                                                         | CUSIP: 06738ECX1<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   9412000 | PA      | $9495806.14   | 0.15%             | 2029-02-25      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                  | BACR 4.337 01/10/28                                                          | CUSIP: 06738EAU9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   4996000 | PA      | $4984508.80   | 0.08%             | 2028-01-10      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES INC                                           | PWR 4.75 08/09/27                                                            | CUSIP: 74762EAK8<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |  20000000 | PA      | $20088783.40  | 0.31%             | 2027-08-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NEUBERGER BERMAN LOAN ADVISERS CLO 50 LTD                     | NEUB 2022-50A AR2                                                            | CUSIP: 64134VAY2<br>LEI: 549300UMYON6L2REF246 | Long             | ABS-CBDO         | CORP              | JE        |   2000000 | PA      | $1997880.58   | 0.03%             | 2036-07-23      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                       | HCA 4.5 02/15/27                                                             | CUSIP: 404119BU2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |  18974000 | PA      | $18975026.11  | 0.30%             | 2027-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP (THE)                                             | CI 3.4 03/01/27 *                                                            | CUSIP: 125523CB4<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |  25000000 | PA      | $24847045.25  | 0.39%             | 2027-03-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| VENTURE 34 CLO LTD                                            | VENTR 2018-34A AR                                                            | CUSIP: 92332CAE9<br>LEI: 549300MYRV6PEDBLPL32 | Long             | ABS-CBDO         | CORP              | KY        |    130052 | PA      | $130054.19    | 0.00%             | 2031-10-15      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| SYSCO CORP                                                    | SYY 3.25 07/15/27                                                            | CUSIP: 871829BF3<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $14785323.30  | 0.23%             | 2027-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT GRANTOR TRUST 2024-1                           | PAID 2024-11 A                                                               | CUSIP: 69544AAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2248543 | PA      | $2255912.05   | 0.04%             | 2032-07-15      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                  | ENBCN 1.6 10/04/26                                                           | CUSIP: 29250NBH7<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |  10473000 | PA      | $10364445.78  | 0.16%             | 2026-10-04      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                          | KDP F 11/15/26                                                               | CUSIP: 49271VAY6<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10008307.40  | 0.16%             | 2026-11-15      | Floating      | 4.22%                 | No            |                  2 | On Loan: No      |
| FACTSET RESEARCH SYSTEMS INC                                  | FDS 2.9 03/01/27                                                             | CUSIP: 303075AA3<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | DBT              | CORP              | US        |  30000000 | PA      | $29615868.00  | 0.46%             | 2027-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| TOYOTA AUTO RECEIVABLES 2025-B OWNER TRUST                    | TAOT 2025-B A2A                                                              | CUSIP: 89231HAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3353153 | PA      | $3357571.76   | 0.05%             | 2028-03-15      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| CSAIL 2019-C15 COMMERCIAL MORTGAGE TRUST                      | CSAIL 2019-C15 ASB                                                           | CUSIP: 22945DAJ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    646863 | PA      | $644568.57    | 0.01%             | 2052-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| CENCORA INC                                                   | COR 3.95 02/13/29                                                            | CUSIP: 03073EBC8<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4932097.55   | 0.08%             | 2029-02-13      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| PRPM 2025-NQM4 TRUST                                          | PRPM 2025-NQM4 A1                                                            | CUSIP: 69392VAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4702752 | PA      | $4682007.46   | 0.07%             | 2070-07-25      | Variable      | 4.98%                 | No            |                  2 | On Loan: No      |
| COLUMBIA CENT CLO 32 LTD                                      | CECLO 2022-32A A1R2                                                          | CUSIP: 19737TBG0<br>LEI: 549300NBGVSLUALOY827 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250264.78    | 0.00%             | 2034-07-24      | Variable      | 4.99%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATIONAL INFORMATION SERVICES INC                    | FIS 4.25 05/15/28 10Y                                                        | CUSIP: 31620MAY2<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |   8747000 | PA      | $8650810.55   | 0.14%             | 2028-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                               | FHMS K058 A2                                                                 | CUSIP: 3137BSP72<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   9072000 | PA      | $9024931.74   | 0.14%             | 2026-08-25      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                               | DANBNK V5.427 03/01/28 144A                                                  | CUSIP: 23636ABG5<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |  15000000 | PA      | $15129729.60  | 0.24%             | 2028-03-01      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL I TRUST 2016-BNK2                      | MSC 2016-BNK2 ASB                                                            | CUSIP: 61690YBS0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    259329 | PA      | $258598.89    | 0.00%             | 2049-11-18      | Fixed         | 2.86%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORP                                   | HNDA F 03/03/28                                                              | CUSIP: 02665WFW6<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   9069000 | PA      | $9069792.72   | 0.14%             | 2028-03-03      | Floating      | 4.46%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                             | BRO 4.6 12/23/26                                                             | CUSIP: 115236AH4<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |  29370000 | PA      | $29433548.16  | 0.46%             | 2026-12-23      | Fixed         | 4.60%                 | 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  | 0.39%             | 2026-08-14      | Floating      | 3.90%                 | No            |                  2 | On Loan: No      |
| BACARDI MARTINI BV                                            | BACARDI MARTINI BV 0% CP 01/05/2026                                          | CUSIP: 05634FE13<br>LEI: 5493002XXBV8B88K2408 | Long             | STIV             | CORP              | NL        |   6000000 | PA      | $6000000.00   | 0.09%             | 2026-05-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                          | ROYAL BANK OF CANADA FRN CP 25/01/2027 USD (SEC REGD)                        | CUSIP: 78014XSG3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | STIV             | CORP              | CA        |  20000000 | PA      | $20000000.00  | 0.31%             | 2027-01-25      | Floating      | 3.93%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                         | WFC F 01/23/30                                                               | CUSIP: 95000U4C4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9957380.20   | 0.16%             | 2030-01-23      | Floating      | 4.38%                 | No            |                  2 | On Loan: No      |
| AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD NEW YORK BRANCH   | AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD NEW YORK BRANCH 0% CP 05/06/2026 | CUSIP: 05253CF50<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |  25000000 | PA      | $24903993.06  | 0.39%             | 2026-06-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CSAIL 2017-CX10 COMMERCIAL MORTGAGE TRUST                     | CSAIL 2017-CX10 ASB                                                          | CUSIP: 12595JAL8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     46806 | PA      | $46668.40     | 0.00%             | 2050-11-18      | Variable      | 3.33%                 | No            |                  2 | On Loan: No      |
| ALLOYA AUTO RECEIVABLES TRUST 2025-1                          | ALLCU 2025-1A A3                                                             | CUSIP: 01986QAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7820000 | PA      | $7833065.66   | 0.12%             | 2028-12-26      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| RESEARCH-DRIVEN PAGAYA MOTOR ASSET TRUST 2025-1               | RPM 2025-1A A                                                                | CUSIP: 76089YAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9779474 | PA      | $9799004.78   | 0.15%             | 2033-06-27      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST 2026-R02                  | CAS 2026-R02 1A1                                                             | CUSIP: 20753EAA4<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |  16436263 | PA      | $16461734.16  | 0.26%             | 2046-02-26      | Floating      | 4.60%                 | No            |                  2 | On Loan: No      |
| CSMC 2020-NQM1 TRUST                                          | CSMC 2020-NQM1 A1                                                            | CUSIP: 126401AA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1726353 | PA      | $1665850.20   | 0.03%             | 2065-05-25      | Variable      | 2.21%                 | No            |                  2 | On Loan: No      |
| AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST 2014/1           | ACAR 2025-3 A                                                                | CUSIP: 02528EAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1737684 | PA      | $1740152.25   | 0.03%             | 2029-01-12      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| ANCHORAGE CAPITAL CLO 18 LTD                                  | ANCHC 2021-18A A1                                                            | CUSIP: 03331AAA9<br>LEI: 549300JIJ617WYIUFX18 | Long             | ABS-CBDO         | CORP              | KY        |    300000 | PA      | $300506.40    | 0.00%             | 2034-04-17      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| COLT 2020-2R MORTGAGE LOAN TRUST                              | COLT 2020-2R A1                                                              | CUSIP: 12656GAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1309633 | PA      | $1247658.49   | 0.02%             | 2065-10-26      | Variable      | 1.32%                 | No            |                  2 | On Loan: No      |
| VMWARE LLC                                                    | VMW 1.4 08/15/26                                                             | CUSIP: 928563AJ4<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |  29891000 | PA      | $29664072.01  | 0.46%             | 2026-08-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| ROCKFORD TOWER CLO 2019-2 LTD                                 | ROCKT 2019-2A AR2                                                            | CUSIP: 77341GAS9<br>LEI: 549300IG5M07NI4QKK80 | Long             | ABS-CBDO         | CORP              | KY        |    459547 | PA      | $459543.02    | 0.01%             | 2032-08-20      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECHNOLOGIES INC                                     | LHX 5.4 01/15/27                                                             | CUSIP: 502431AP4<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $15123706.65  | 0.24%             | 2027-01-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                      | LLOYDS V4.241 02/10/30                                                       | CUSIP: 53944YBG7<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |  10000000 | PA      | $9904590.90   | 0.15%             | 2030-02-10      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA INC                                    | SANUSA V2.49 01/06/28                                                        | CUSIP: 80282KBC9<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |  14057000 | PA      | $13857640.81  | 0.22%             | 2028-01-06      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| Swedbank AB (publ)                                            | Swedbank AB (publ) FRN CP 09/11/2026 USD (SEC REGD)                          | CUSIP: 87020YGU6<br>LEI: M312WZV08Y7LYUC71685 | Long             | STIV             | CORP              | SE        |  25000000 | PA      | $25000000.00  | 0.39%             | 2026-11-09      | Floating      | 3.95%                 | No            |                  2 | On Loan: No      |
| PRKCM 2025-HOME1 TRUST                                        | PRKCM 2025-HOME1 A1A                                                         | CUSIP: 69382FAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7573951 | PA      | $7612083.14   | 0.12%             | 2060-02-25      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| PRPM 2025-NQM6 TRUST                                          | PRPM 2025-NQM6 A1FC                                                          | CUSIP: 69383RAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5943787 | PA      | $5932088.24   | 0.09%             | 2070-12-25      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                          | RY V4.498 08/06/29                                                           | CUSIP: 78017DAK4<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   5000000 | PA      | $5005506.35   | 0.08%             | 2029-08-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ AUTO RECEIVABLES TRUST 2023-1                   | MBART 2023-1 A3                                                              | CUSIP: 58770AAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3609942 | PA      | $3614012.26   | 0.06%             | 2027-11-15      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| DRYDEN 54 SENIOR LOAN FUND                                    | DRSLF 2017-54A BR                                                            | CUSIP: 26244RAG6<br>LEI: 54930064P37IJ78XTR63 | Long             | ABS-CBDO         | CORP              | KY        |   6200525 | PA      | $6200641.76   | 0.10%             | 2029-10-19      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY COMPANY                              | CP 4 03/15/29                                                                | CUSIP: 13645RBP8<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |  10000000 | PA      | $9889285.60   | 0.15%             | 2029-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UBS COMMERCIAL MORTGAGE TRUST 2018-C9                         | UBSCM 2018-C9 ASB                                                            | CUSIP: 90291JAU1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6188338 | PA      | $6167723.70   | 0.10%             | 2051-03-17      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                                         | NOVNVX F 03/16/29                                                            | CUSIP: 66989HBE7<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10058118.50  | 0.16%             | 2029-03-16      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| UBS COMMERCIAL MORTGAGE TRUST 2017-C6                         | UBSCM 2017-C6 ASB                                                            | CUSIP: 90276UAU5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    224465 | PA      | $223474.34    | 0.00%             | 2050-12-16      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EXETER SELECT AUTOMOBILE RECEIVABLES TRUST 2025-2             | ESART 2025-2 A2                                                              | CUSIP: 30185EAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5115797 | PA      | $5126417.69   | 0.08%             | 2029-06-15      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                               | FHMS K080 A1                                                                 | CUSIP: 3137FHPH0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |  10207650 | PA      | $10164537.49  | 0.16%             | 2028-04-25      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL INC                                           | AHTLN 4.375 08/15/27 144A                                                    | CUSIP: 045054AF0<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |  29700000 | PA      | $29531961.56  | 0.46%             | 2027-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CIM TRUST 2019-INV3                                           | CIM 2019-INV3 A11                                                            | CUSIP: 12557LBK0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3257713 | PA      | $3168636.54   | 0.05%             | 2049-08-25      | Variable      | 4.73%                 | No            |                  2 | On Loan: No      |
| UNIVERSAL HEALTH SERVICES INC                                 | UHS 1.65 09/01/26                                                            | CUSIP: 913903AZ3<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |  25000000 | PA      | $24776481.00  | 0.39%             | 2026-09-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| PORSCHE FINANCIAL AUTO SECURITIZATION TRUST 2025-1            | PFAST 2025-1A A2A                                                            | CUSIP: 732911AB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5585477 | PA      | $5584157.79   | 0.09%             | 2029-03-22      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2025-P1                 | WLAKE 2025-P1 A2                                                             | CUSIP: 96043LAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2618606 | PA      | $2622599.11   | 0.04%             | 2028-02-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                             | BRO 4.7 06/23/28                                                             | CUSIP: 115236AJ0<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |  20000000 | PA      | $20066340.40  | 0.31%             | 2028-06-23      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| DLLAA 2025-1 LLC                                              | DLLAA 2025-1A A2                                                             | CUSIP: 233249AB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3300406 | PA      | $3308609.29   | 0.05%             | 2027-10-20      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION ENERGY GENERATION LLC                           | CEG 3.9 01/08/28                                                             | CUSIP: 210385AP5<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $14885656.95  | 0.23%             | 2028-01-08      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                               | SCRT 2024-1 MA1                                                              | CUSIP: 35563PR68<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   9553639 | PA      | $9492266.16   | 0.15%             | 2063-11-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST 2025-R04                  | CAS 2025-R04 1A1                                                             | CUSIP: 20755TAA9<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |  12502873 | PA      | $12524030.84  | 0.20%             | 2045-05-25      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| BOFA AUTO TRUST 2024-1                                        | BAAT 2024-1A A3                                                              | CUSIP: 09709AAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9358242 | PA      | $9423928.07   | 0.15%             | 2028-11-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES INC                                           | VICI 4.5 09/01/26 144A                                                       | CUSIP: 92564RAH8<br>LEI: 254900RKH6RY9KCJQH63 | Long             | DBT              | CORP              | US        |   8135000 | PA      | $8133849.47   | 0.13%             | 2026-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST 2025-B                           | FORDO 2025-B A2B                                                             | CUSIP: 34532BAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7931136 | PA      | $7929006.02   | 0.12%             | 2028-06-15      | Floating      | 3.94%                 | No            |                  2 | On Loan: No      |
| AGL CLO I LTD                                                 | AGL 2019-1A ARR                                                              | CUSIP: 00119HAQ3<br>LEI: 5493005XHETQNZF9TM25 | Long             | ABS-CBDO         | CORP              | KY        |    280000 | PA      | $280325.00    | 0.00%             | 2034-10-20      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| TOYOTA AUTO RECEIVABLES 2022-D OWNER TRUST                    | TAOT 2022-D A3                                                               | CUSIP: 89239HAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1501247 | PA      | $1505751.46   | 0.02%             | 2027-09-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                    | ABBV F 03/03/28                                                              | CUSIP: 00287YEC9<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5008494.05   | 0.08%             | 2028-03-03      | Floating      | 4.12%                 | No            |                  2 | On Loan: No      |
| OCP CLO 2020-20 LTD                                           | OCP 2020-20A XR2                                                             | CUSIP: 670859BA4<br>LEI: 25490028U8Y2XMZWXO46 | Long             | ABS-CBDO         | CORP              | KY        |    363637 | PA      | $363784.35    | 0.01%             | 2037-04-20      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI AUTOMOBILE LEASE SECURITIZATION TRUST              | WOART 2025-D A2A                                                             | CUSIP: 98165HAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4929419 | PA      | $4926587.01   | 0.08%             | 2029-02-15      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| RR LTD 2020-28R                                               | RRAM 2024-28RA XR2                                                           | CUSIP: 74989NAL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1001200.03   | 0.02%             | 2041-04-15      | Variable      | 4.58%                 | No            |                  2 | On Loan: No      |
| NEW RESIDENTIAL MORTGAGE LOAN TRUST 2025-NQM1                 | NRZT 2025-NQM7 A1FC                                                          | CUSIP: 64831YAA4<br>LEI: 213800CZKHCTHKMD9W65 | Long             | ABS-O            | CORP              | US        |   4539874 | PA      | $4529239.17   | 0.07%             | 2065-10-26      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| Black Diamond CLO Ltd                                         | Black Diamond CLO 2021-1 Ltd                                                 | CUSIP: 09204WAF1<br>LEI: 549300IEWA7GZ3ECTT90 | Long             | ABS-CBDO         | CORP              | KY        |    785000 | PA      | $786080.01    | 0.01%             | 2034-11-22      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST                                       | CARMX 2026-1 A2A                                                             | CUSIP: 14320XAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  13000000 | PA      | $12981831.20  | 0.20%             | 2029-04-16      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| JPMCC COMMERCIAL MORTGAGE SECURITIES TRUST 2017-JP5           | JPMCC 2017-JP5 ASB                                                           | CUSIP: 46647TAT5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    856337 | PA      | $853946.09    | 0.01%             | 2050-03-17      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON NATIONAL BANK                                      | HBAN V4.871 04/12/28                                                         | CUSIP: 44644MAK7<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | DBT              | CORP              | US        |  35171000 | PA      | $35298921.85  | 0.55%             | 2028-04-12      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                      | T 4.25 03/01/27                                                              | CUSIP: 00206RDQ2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |  21843000 | PA      | $21845174.03  | 0.34%             | 2027-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MARTIN MARIETTA MATERIALS INC                                 | MLM 3.45 06/01/27                                                            | CUSIP: 573284AQ9<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |   8611000 | PA      | $8530397.85   | 0.13%             | 2027-06-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| BATTALION CLO IX LTD                                          | BATLN 2015-9A ARR                                                            | CUSIP: 07132EAS4<br>LEI: 549300JMWGEYZEC6GK98 | Long             | ABS-CBDO         | CORP              | KY        |   2466266 | PA      | $2466314.01   | 0.04%             | 2031-07-15      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA BANKEN AB                              | SEB F 03/12/29 144A                                                          | CUSIP: 830505BP7<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |  20000000 | PA      | $19997647.80  | 0.31%             | 2029-03-12      | Floating      | 4.31%                 | No            |                  2 | On Loan: No      |
| ALLOYA AUTO RECEIVABLES TRUST 2025-1                          | ALLCU 2025-1A A2                                                             | CUSIP: 01986QAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4828441 | PA      | $4833216.47   | 0.08%             | 2027-10-25      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2019-7                               | JPMMT 2019-7 A11                                                             | CUSIP: 46651GAL3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2285796 | PA      | $2238716.79   | 0.03%             | 2050-02-25      | Variable      | 4.66%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                         | FNA 2016-M12 A2                                                              | CUSIP: 3136AUKX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    821140 | PA      | $816352.32    | 0.01%             | 2026-09-25      | Variable      | 2.52%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO RECEIVABLES TRUST 2024-C                         | HART 2024-C A2A                                                              | CUSIP: 448976AB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    423014 | PA      | $423288.08    | 0.01%             | 2027-09-15      | Fixed         | 4.53%                 | No            |                  2 | On Loan: No      |
| CROWN CITY CLO V                                              | CCITY 2023-5A A1R                                                            | CUSIP: 22823AAN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $501875.00    | 0.01%             | 2037-04-20      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST 2025-B                           | FORDO 2025-B A2A                                                             | CUSIP: 34532BAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8025554 | PA      | $8022811.48   | 0.13%             | 2028-06-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VENTURE 37 CLO LTD                                            | VENTR 2019-37A A1RR                                                          | CUSIP: 92333BBA7<br>LEI: 549300IW5Q3C6JHMIU22 | Long             | ABS-CBDO         | CORP              | KY        |    444870 | PA      | $444875.82    | 0.01%             | 2032-07-15      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                         | WFC V4.182 01/23/30                                                          | CUSIP: 95000U4D2<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9913012.60   | 0.15%             | 2030-01-23      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| FORTRESS CREDIT BSL VII LTD                                   | FCBSL 2019-1A A1R                                                            | CUSIP: 34956NAL6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    135790 | PA      | $135661.28    | 0.00%             | 2032-07-23      | Variable      | 4.76%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                               | FHMS K070 A1                                                                 | CUSIP: 3137FCJJ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |     86034 | PA      | $85484.51     | 0.00%             | 2027-04-25      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| SOUND POINT CLO XXXII LTD                                     | SNDPT 2021-4A AR                                                             | CUSIP: 83616AAS8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2000948.29   | 0.03%             | 2034-10-25      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| AUTODESK INC                                                  | ADSK 3.5 06/15/27                                                            | CUSIP: 052769AE6<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | DBT              | CORP              | US        |  30000000 | PA      | $29692192.20  | 0.46%             | 2027-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                         | FNA 2017-M8 A2                                                               | CUSIP: 3136AW7J0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   1813125 | PA      | $1795171.31   | 0.03%             | 2027-05-25      | Variable      | 3.06%                 | No            |                  2 | On Loan: No      |
| KKR CLO 46 LTD                                                | KKR 2023-46A X                                                               | CUSIP: 48255VAN2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    450000 | PA      | $450525.68    | 0.01%             | 2037-10-20      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| GCAT 2020-NQM1 TRUST                                          | GCAT 2020-NQM1 A1                                                            | CUSIP: 36167FAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    817196 | PA      | $809410.40    | 0.01%             | 2060-01-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| VOYA CLO 2013-3 LTD                                           | INGIM 2013-3A A1RR                                                           | CUSIP: 92916XAJ6<br>LEI: 5493003QPCHR7P2XIW55 | Long             | ABS-CBDO         | CORP              | KY        |    276698 | PA      | $276699.87    | 0.00%             | 2031-10-20      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT TRUST 2025-R2                                  | PAID 2026-R2 A1                                                              | CUSIP: 69490AAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10000000 | PA      | $10000930.00  | 0.16%             | 2027-04-15      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                                  | SNPS 4.55 04/01/27                                                           | CUSIP: 871607AA5<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |  30000000 | PA      | $30119327.70  | 0.47%             | 2027-04-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT GRANTOR TRUST 2025-6                           | PAID 2025-6 A                                                                | CUSIP: 69549BAH1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2685482 | PA      | $2680407.72   | 0.04%             | 2033-04-15      | Variable      | 4.37%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COMPANY OF COLORADO                            | XEL 4.15 03/13/29                                                            | CUSIP: 744448DD0<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2984296.68   | 0.05%             | 2029-03-13      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI AUTOMOBILE LEASE SECURITIZATION TRUST 2025-A       | WOLS 2025-A A2B                                                              | CUSIP: 98164PAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2040457 | PA      | $2041013.49   | 0.03%             | 2027-12-15      | Floating      | 4.03%                 | No            |                  2 | On Loan: No      |
| HONDA AUTO RECEIVABLES 2024-1 OWNER TRUST                     | HAROT 2024-1 A3                                                              | CUSIP: 437918AC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  16880654 | PA      | $16983470.53  | 0.27%             | 2028-08-15      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2025-NQM7      | MSRM 2025-NQM7 A1                                                            | CUSIP: 61779KAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9186751 | PA      | $9164983.86   | 0.14%             | 2070-09-25      | Variable      | 4.98%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                      | TOYOTA F 01/12/28 B                                                          | CUSIP: 89236TPG4<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |  17000000 | PA      | $16989149.24  | 0.27%             | 2028-01-12      | Floating      | 4.09%                 | No            |                  2 | On Loan: No      |
| HALSEYPOINT CLO 5 LTD                                         | HLSY 2021-5A A1A                                                             | CUSIP: 406371AA2<br>LEI: 549300VBED2CGY7JQG51 | Long             | ABS-CBDO         | CORP              | KY        |   4000000 | PA      | $4004929.30   | 0.06%             | 2035-01-30      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| BLUEMOUNTAIN CLO 2015-4 LTD                                   | BLUEM 2015-4A CR2                                                            | CUSIP: 09628NBA9<br>LEI: 549300EB3KHH9T7ICE44 | Long             | ABS-CBDO         | CORP              | KY        |  10400000 | PA      | $10411158.33  | 0.16%             | 2030-04-22      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| US BANK NA                                                    | USB V4.73 05/15/28                                                           | CUSIP: 90331HPS6<br>LEI: 6BYL5QZYBDK8S7L73M02 | Long             | DBT              | CORP              | US        |  21000000 | PA      | $21076785.24  | 0.33%             | 2028-05-15      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA NEW YORK BRANCH                      | RABOBK F 08/28/26                                                            | CUSIP: 21688ABG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  20000000 | PA      | $20025018.40  | 0.31%             | 2026-08-28      | Floating      | 4.26%                 | No            |                  2 | On Loan: No      |
| BOEING COMPANY (THE)                                          | BA 2.25 06/15/26                                                             | CUSIP: 097023BR5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   4971000 | PA      | $4955266.09   | 0.08%             | 2026-06-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                      | RABOBK V3.649 04/06/28 144A                                                  | CUSIP: 74977RDN1<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |  24968000 | PA      | $24784967.83  | 0.39%             | 2028-04-06      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| TOYOTA LEASE OWNER TRUST 2024-A                               | TLOT 2024-A A4                                                               | CUSIP: 89238GAE1<br>LEI: 254900MVSB4M6HOIRE71 | Long             | ABS-O            | CORP              | US        |  16267082 | PA      | $16286053.03  | 0.25%             | 2028-06-20      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT GRANTOR TRUST 2026-1                           | PAID 2026-1 A1                                                               | CUSIP: 694969AA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $2999892.30   | 0.05%             | 2027-02-15      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                      | HCA Inc. 0% CP 07/05/2026                                                    | CUSIP: 40412DE70<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | STIV             | CORP              | US        |   5000000 | PA      | $4996582.95   | 0.08%             | 2026-05-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION ENERGY GENERATION LLC                           | CEG F 01/08/28                                                               | CUSIP: 210385AN0<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $14987446.05  | 0.23%             | 2028-01-08      | Floating      | 4.24%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST 2024-R06                  | CAS 2024-R06 1A1                                                             | CUSIP: 20755RAA3<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |   3300356 | PA      | $3311920.85   | 0.05%             | 2044-09-26      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| ALIMENTATION COUCHE-TARD INC                                  | ATDBCN 3.55 07/26/27 144A                                                    | CUSIP: 01626PAH9<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |  15000000 | PA      | $14845446.90  | 0.23%             | 2027-07-26      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                              | TMUS 3.75 04/15/27                                                           | CUSIP: 87264ABD6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |  35000000 | PA      | $34865206.95  | 0.54%             | 2027-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PARK AVENUE INSTITUTIONAL ADVISERS CLO LTD 2019-2             | PAIA 2019-2A A1RR                                                            | CUSIP: 70018AAU4<br>LEI: 529900T8KGS8BIJDM810 | Long             | ABS-CBDO         | CORP              | KY        |  15000000 | PA      | $15009692.04  | 0.23%             | 2034-10-16      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| OHA CREDIT PARTNERS XI LTD                                    | OAKC 2015-11A A1R2                                                           | CUSIP: 67109FAU9<br>LEI: 549300OYGEU6QQMCEG78 | Long             | ABS-CBDO         | CORP              | KY        |    425000 | PA      | $426265.85    | 0.01%             | 2037-04-20      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2019-8                               | JPMMT 2019-8 A11                                                             | CUSIP: 46591KAZ6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    131499 | PA      | $128960.46    | 0.00%             | 2050-03-25      | Variable      | 4.64%                 | No            |                  2 | On Loan: No      |
| Fidelity National Information Solutions Inc.                  | Fidelity National Information Solutions Inc. 0% CP 07/05/2026                | CUSIP: 31622GE78<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |  17450000 | PA      | $17438215.95  | 0.27%             | 2026-05-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                         | FNGT 2017-T1 A                                                               | CUSIP: 3136AV6R5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |  14809646 | PA      | $14583148.85  | 0.23%             | 2027-06-25      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| CCL INDUSTRIES INC                                            | CCLBCN 3.25 10/01/26 144A                                                    | CUSIP: 124900AB7<br>LEI: 549300TD3EMSRRC0YH75 | Long             | DBT              | CORP              | CA        |  30495000 | PA      | $30338937.26  | 0.47%             | 2026-10-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| OBX 2020-INV1 TRUST                                           | OBX 2020-INV1 A11                                                            | CUSIP: 67113CAL0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1309406 | PA      | $1282690.74   | 0.02%             | 2049-12-25      | Variable      | 4.69%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANKS                                       | FHMS KF68 A                                                                  | CUSIP: 3137FPHF5<br>LEI: 2549001DPIFGXC1TOL40 | Long             | ABS-O            | USGSE             | US        |   2842899 | PA      | $2842965.77   | 0.04%             | 2026-07-27      | Variable      | 4.27%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES INC                                           | VICI 5.75 02/01/27 144A                                                      | CUSIP: 92564RAJ4<br>LEI: 254900RKH6RY9KCJQH63 | Long             | DBT              | CORP              | US        |  14455000 | PA      | $14530017.26  | 0.23%             | 2027-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| COREVEST AMERICAN FINANCE 2021-1 TRUST                        | CAFL 2021-1 A                                                                | CUSIP: 21873LAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2634869 | PA      | $2591313.56   | 0.04%             | 2053-04-15      | Fixed         | 1.57%                 | No            |                  2 | On Loan: No      |
| CHASE AUTO OWNER TRUST 2024-1                                 | CHAOT 2024-1A A3                                                             | CUSIP: 16144BAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4815341 | PA      | $4839461.99   | 0.08%             | 2029-05-25      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST 2022-4                                | CARMX 2022-4 A3                                                              | CUSIP: 14318UAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    240178 | PA      | $240325.01    | 0.00%             | 2027-08-16      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORP                                   | HNDA F 04/10/28 A                                                            | CUSIP: 02665WGU9<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |  11000000 | PA      | $11022877.80  | 0.17%             | 2028-04-10      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                               | CVS 1.3 08/21/27                                                             | CUSIP: 126650DM9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9609433.90   | 0.15%             | 2027-08-21      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| BATTALION CLO XXII LTD                                        | BATLN 2021-22A AR                                                            | CUSIP: 07134KAN9<br>LEI: 5493003R1TSL3IKE4V49 | Long             | ABS-CBDO         | CORP              | KY        |    599118 | PA      | $599721.24    | 0.01%             | 2035-01-22      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                       | HCA 5.375 09/01/26                                                           | CUSIP: 404121AH8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |  20000000 | PA      | $20015763.20  | 0.31%             | 2026-09-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                         | FNA 2018-M15 APT                                                             | CUSIP: 3136B3YM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   2958634 | PA      | $2940604.21   | 0.05%             | 2026-12-25      | Variable      | 3.20%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION LLC                                  | SPLLLC 5 03/15/27                                                            | CUSIP: 785592AS5<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |  18715000 | PA      | $18762574.84  | 0.29%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                               | FHMS K078 A2                                                                 | CUSIP: 3137FGR31<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |  10000000 | PA      | $9925549.00   | 0.16%             | 2028-06-25      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                          | RY V4.715 03/27/28 GMTN                                                      | CUSIP: 78017DAF5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |  10000000 | PA      | $10032270.00  | 0.16%             | 2028-03-27      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| Dryden 80 CLO Ltd/Dryden 80 CLO LLC                           | DRSLF 2019-80A ARR                                                           | CUSIP: 26245JBA5<br>LEI: 254900I0IPNA482LDS44 | Long             | ABS-CBDO         | CORP              | KY        |   3804696 | PA      | $3804750.20   | 0.06%             | 2033-01-18      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                         | FNA 2016-M6 A2                                                               | CUSIP: 3136ASVZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    358557 | PA      | $357624.57    | 0.01%             | 2026-05-25      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| AGL CLO 13 LTD                                                | AGL 2021-13A A1R                                                             | CUSIP: 00120JAL7<br>LEI: 254900DIJ0G5TXNJMM06 | Long             | ABS-CBDO         | CORP              | KY        |    380000 | PA      | $380325.87    | 0.01%             | 2034-10-20      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECHNOLOGIES INC                                | GEHC 5.65 11/15/27                                                           | CUSIP: 36267VAF0<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |  25000000 | PA      | $25459499.50  | 0.40%             | 2027-11-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                                  | SNPS 4.65 04/01/28                                                           | CUSIP: 871607AB3<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10062293.10  | 0.16%             | 2028-04-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE (U.S.) INC                                           | ENBRIDGE (U.S.) INC 0% CP 12/05/2026                                         | CUSIP: 29251VEC6<br>LEI: 5493003FRODSVHJWFS32 | Long             | STIV             | CORP              | US        |  20000000 | PA      | $19975533.81  | 0.31%             | 2026-05-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CROWN POINT CLO LTD                                           | CRNPT 2019-8A AR                                                             | CUSIP: 22846BAJ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $500973.89    | 0.01%             | 2034-10-20      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| WIND RIVER CLO I LTD                                          | WINDR 2021-4A AR                                                             | CUSIP: 97316UAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250351.68    | 0.00%             | 2035-01-22      | Floating      | 4.64%                 | No            |                  2 | On Loan: No      |
| Quanta Services, Inc.                                         | Quanta Services, Inc. 0% CP 01/05/2026                                       | CUSIP: 74767HE14<br>LEI: SHVRXXEACT60MMH07S24 | Long             | STIV             | CORP              | US        |  35800000 | PA      | $35800000.00  | 0.56%             | 2026-05-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LCM 31 LTD                                                    | LCM 31A AR                                                                   | CUSIP: 50201QAL8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $5008727.99   | 0.08%             | 2034-07-20      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| HILTON USA TRUST 2016-HHV                                     | HILT 2016-HHV A                                                              | CUSIP: 43300LAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $995982.10    | 0.02%             | 2038-11-05      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| COLT 2025-12 MORTGAGE LOAN TRUST                              | COLT 2025-12 A1FC                                                            | CUSIP: 19688UAA0<br>LEI: 213800A53WDNKWGEVL75 | Long             | ABS-O            | CORP              | US        |   4835278 | PA      | $4824015.07   | 0.08%             | 2071-01-25      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECHNOLOGIES INC                                     | LHX 3.85 12/15/26                                                            | CUSIP: 502431AL3<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |  14177000 | PA      | $14149632.86  | 0.22%             | 2026-12-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST                                 | STACR 2026-DNA1 A1                                                           | CUSIP: 35564UCQ8<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |  12025000 | PA      | $12028480.04  | 0.19%             | 2046-02-25      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| 37 CAPITAL CLO 2 LTD                                          | New Residential Mortgage and NRM FHT1 Excess Owner                           | CUSIP: 88429PAU6<br>LEI: 54930051RXN9JV692N02 | Long             | ABS-CBDO         | CORP              | KY        |    700000 | PA      | $701046.78    | 0.01%             | 2034-07-17      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                     | AMGN 3.2 11/02/27                                                            | CUSIP: 031162CQ1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $14785571.85  | 0.23%             | 2027-11-02      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| BLUEMOUNTAIN CLO XXXI LTD                                     | BLUEM 2021-31A A1R                                                           | CUSIP: 09631BAL7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  10000000 | PA      | $10008960.07  | 0.16%             | 2034-04-19      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| ALLEGRO CLO X LTD                                             | ALLEG 2019-1A ARR                                                            | CUSIP: 01750FAS5<br>LEI: 254900MQVJ2U7KN3HP03 | Long             | ABS-CBDO         | CORP              | KY        |     69064 | PA      | $69065.01     | 0.00%             | 2032-04-20      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| FIGRE TRUST 2026-FL1                                          | FIGRE 2026-FL1 A1FC                                                          | CUSIP: 31684XAL9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  12569006 | PA      | $12620706.88  | 0.20%             | 2056-03-25      | Variable      | 5.49%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO LEASE TRUST 2025-A                           | FORDL 2025-A A3                                                              | CUSIP: 345282AD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  14000000 | PA      | $14061856.20  | 0.22%             | 2028-06-15      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| BATTALION CLO XIV LTD                                         | BATLN 2019-14A AR2                                                           | CUSIP: 07090ABA0<br>LEI: 549300SBOOCXWC0VGZ76 | Long             | ABS-CBDO         | CORP              | KY        |   4966424 | PA      | $4970359.53   | 0.08%             | 2035-01-22      | Variable      | 4.82%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                  | ENBCN 4.25 12/01/26                                                          | CUSIP: 29250NAL9<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |  20000000 | PA      | $20004902.80  | 0.31%             | 2026-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                                | SPGI 2.45 03/01/27                                                           | CUSIP: 78409VBH6<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |  25000000 | PA      | $24660853.75  | 0.39%             | 2027-03-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| CARLYLE US CLO 2017-2 LTD                                     | CGMS 2017-2A AR2                                                             | CUSIP: 14315JBA6<br>LEI: 549300VC6J79YJCFU884 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1001248.58   | 0.02%             | 2037-07-20      | Variable      | 6.79%                 | No            |                  2 | On Loan: No      |
| PRPM 2026-NQM1 TRUST                                          | PRPM 2026-NQM1 A1FC                                                          | CUSIP: 74391DAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  14531916 | PA      | $14491493.03  | 0.23%             | 2071-02-25      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE INC                                 | ICE 3.95 12/01/28                                                            | CUSIP: 45865VAA8<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |   8000000 | PA      | $7933620.00   | 0.12%             | 2028-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2023-2     | GMCAR 2023-2 A3                                                              | CUSIP: 362583AD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    981327 | PA      | $982555.84    | 0.02%             | 2028-02-16      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| JAMESTOWN CLO XVI LTD                                         | JTWN 2021-16A AR                                                             | CUSIP: 47048RAL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250264.20    | 0.00%             | 2034-07-25      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| BAIN CAPITAL CREDIT CLO 2020-1 LTD                            | BCC 2020-1A A1RR                                                             | CUSIP: 05684DAY9<br>LEI: 2549007DKQFBF2N6NR86 | Long             | ABS-CBDO         | CORP              | KY        |   4190394 | PA      | $4191495.83   | 0.07%             | 2033-04-18      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC                                           | CAH 4.7 11/15/26                                                             | CUSIP: 14149YBQ0<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |   4460000 | PA      | $4471602.96   | 0.07%             | 2026-11-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| HALEON US CAPITAL LLC                                         | HLNLN 3.375 03/24/27                                                         | CUSIP: 36264FAK7<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |  35000000 | PA      | $34715392.60  | 0.54%             | 2027-03-24      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST 2025-2                                | CARMX 2025-2 A2A                                                             | CUSIP: 14320AAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3443774 | PA      | $3451638.60   | 0.05%             | 2028-07-15      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| LSEG US FIN CORP                                              | LSELN 4.25 03/23/29 144A                                                     | CUSIP: 50222CAD2<br>LEI: 2138007FV67QQ13CGJ43 | Long             | DBT              | CORP              | US        |  10054000 | PA      | $9977397.57   | 0.16%             | 2029-03-23      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                         | WFC V4.078 09/15/29                                                          | CUSIP: 95000U4A8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $14850813.30  | 0.23%             | 2029-09-15      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| KKR CLO 24 LTD                                                | KKR 24 A1R                                                                   | CUSIP: 48252RAL8<br>LEI: 549300LGO0WGOG6NE245 | Long             | ABS-CBDO         | CORP              | KY        |     81084 | PA      | $81084.79     | 0.00%             | 2032-04-20      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| SYMPHONY CLO XXIX LTD                                         | SYMP 2021-29A XR                                                             | CUSIP: 87168GAL3<br>LEI: 254900H6EAUOGL2U2U64 | Long             | ABS-CBDO         | CORP              | KY        |   3600000 | PA      | $3604362.58   | 0.06%             | 2035-10-15      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| LCM 37 LTD                                                    | LCM 37A A1R                                                                  | CUSIP: 50204JAL1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    180253 | PA      | $180257.36    | 0.00%             | 2034-04-17      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| SANTANDER MORTGAGE ASSET RECEIVABLE TRUST 2026-NQM3           | SAN 2026-NQM3 A1FC                                                           | CUSIP: 802929AA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  18987483 | PA      | $18979584.70  | 0.30%             | 2066-03-25      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| NEUBERGER BERMAN LOAN ADVISERS CLO 39 LTD                     | NEUB 2020-39A A1R                                                            | CUSIP: 64134GAL3<br>LEI: 549300VZYYV7KE4XNU69 | Long             | ABS-CBDO         | CORP              | KY        |    290000 | PA      | $290975.84    | 0.00%             | 2038-04-20      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                     | ONEOK INC 0% CP 07/05/2026                                                   | CUSIP: 68269FE70<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | STIV             | CORP              | US        |  10000000 | PA      | $9993280.33   | 0.16%             | 2026-05-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| OBRA CLO 2 LTD                                                | OBRAC 2025-2A A1                                                             | CUSIP: 674436AA8<br>LEI: 254900MMN4MOZ34WUC71 | Long             | ABS-CBDO         | CORP              | KY        |    220000 | PA      | $220629.54    | 0.00%             | 2038-07-20      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| CIM TRUST 2019-INV2                                           | CIM 2019-INV2 A11                                                            | CUSIP: 12554TAL5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    397548 | PA      | $381806.25    | 0.01%             | 2049-05-25      | Variable      | 4.73%                 | No            |                  2 | On Loan: No      |
| Amrize Finance US LLC                                         | Amrize Finance US LLC 0% CP 05/05/2026                                       | CUSIP: 43475GE55<br>LEI: 529900FB2F1WKLFNGY62 | Long             | STIV             | CORP              | US        |  17000000 | PA      | $16992593.94  | 0.27%             | 2026-05-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GREYWOLF CLO IV LTD                                           | GWOLF 2019-1A A1R2                                                           | CUSIP: 39809TAW7<br>LEI: 5493008JNE27URH1VF66 | Long             | ABS-CBDO         | CORP              | KY        |  20000000 | PA      | $20025134.90  | 0.31%             | 2034-04-17      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2025-3     | GMCAR 2025-3 A2A                                                             | CUSIP: 379957AB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1681317 | PA      | $1684481.45   | 0.03%             | 2028-06-16      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2020-2                               | JPMMT 2020-2 A11                                                             | CUSIP: 46591TBB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2689228 | PA      | $2593965.44   | 0.04%             | 2050-07-25      | Variable      | 4.59%                 | No            |                  2 | On Loan: No      |
| TRINITAS CLO XIV LTD                                          | TRNTS 2020-14A A1R2                                                          | CUSIP: 89641QAY6<br>LEI: 549300095MXHZZMH2053 | Long             | ABS-CBDO         | CORP              | KY        |    925429 | PA      | $926306.44    | 0.01%             | 2034-01-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2025-3     | GMCAR 2025-3 A2B                                                             | CUSIP: 379957AC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1681317 | PA      | $1682131.48   | 0.03%             | 2028-06-16      | Floating      | 3.94%                 | No            |                  2 | On Loan: No      |
| O'REILLY AUTOMOTIVE INC                                       | ORLY 5.75 11/20/26                                                           | CUSIP: 67103HAM9<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |  19779000 | PA      | $19932058.80  | 0.31%             | 2026-11-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| OBX 2025-NQM21 TRUST                                          | OBX 2025-NQM21 A1FC                                                          | CUSIP: 67448BAA2<br>LEI: 254900E5OS34AOMYSY84 | Long             | ABS-O            | CORP              | US        |   6187682 | PA      | $6181571.46   | 0.10%             | 2065-10-25      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON & COMPANY                                    | BDX 3.7 06/06/27                                                             | CUSIP: 075887BW8<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |  25000000 | PA      | $24824243.00  | 0.39%             | 2027-06-06      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| TORONTO DOMINION BANK NEW YORK BRANCH                         | TORONTO DOMINION BANK NEW YORK BRANCH 3.86% CP 15/05/2026                    | CUSIP: 89115DL53<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |  15000000 | PA      | $15000322.50  | 0.23%             | 2026-05-15      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| MOUNTAIN VIEW CLO XIX LTD                                     | MVEW 2025-1A X                                                               | CUSIP: 623910AA4<br>LEI: 254900L6WFB2NIQTBG86 | Long             | ABS-CBDO         | CORP              | KY        |   4000000 | PA      | $4004905.85   | 0.06%             | 2038-10-18      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| DELL INTERNATIONAL LLC / EMC CORP                             | DELL 4.75 04/01/28                                                           | CUSIP: 24703TAL0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  19000000 | PA      | $19117952.76  | 0.30%             | 2028-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & COMPANY                                     | JPM V5.571 04/22/28                                                          | CUSIP: 46647PEE2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $15169110.90  | 0.24%             | 2028-04-22      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO LEASE SECURITIZATION TRUST                       | HALST 2024-A A3                                                              | CUSIP: 448988AD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    432540 | PA      | $432752.70    | 0.01%             | 2027-03-15      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST 2025-2                                | CARMX 2025-2 A2B                                                             | CUSIP: 14320AAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3440907 | PA      | $3445468.92   | 0.05%             | 2028-07-17      | Floating      | 4.33%                 | No            |                  2 | On Loan: No      |
| ELMWOOD CLO VIII LTD                                          | ELMW8 2021-1A AR                                                             | CUSIP: 29003EAS4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $5016824.61   | 0.08%             | 2037-04-20      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| CD 2016-CD2 MORTGAGE TRUST                                    | CD 2016-CD2 ASB                                                              | CUSIP: 12515ABC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    117394 | PA      | $117015.12    | 0.00%             | 2049-11-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| STARWOOD MORTGAGE RESIDENTIAL TRUST 2020-1                    | STAR 2020-1 A1                                                               | CUSIP: 85573AAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    592438 | PA      | $572548.07    | 0.01%             | 2050-02-25      | Variable      | 2.27%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                      | RTX 5.75 11/08/26                                                            | CUSIP: 75513ECT6<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |  14818000 | PA      | $14926656.24  | 0.23%             | 2026-11-08      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST 2025-DNA4                       | STACR 2025-DNA4 A1                                                           | CUSIP: 35564UBQ9<br>LEI: 529900ZVQVVVNGMGDO97 | Long             | ABS-O            | USGSE             | US        |  13950000 | PA      | $13962291.35  | 0.22%             | 2045-10-25      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                         | CAS 2024-R05 2A1                                                             | CUSIP: 20754XAA1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |  19129912 | PA      | $19162680.12  | 0.30%             | 2044-07-25      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE TRUST 2017-P7                   | CGCMT 2017-P7 AAB                                                            | CUSIP: 17325HBQ6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    109825 | PA      | $109568.69    | 0.00%             | 2050-04-15      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                               | FHMS KL1E A1E                                                                | CUSIP: 3137BYLB4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |    452230 | PA      | $449245.18    | 0.01%             | 2027-02-25      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS COMPANY                                      | AXP V4.731 04/25/29                                                          | CUSIP: 025816ED7<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10054801.20  | 0.16%             | 2029-04-25      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE LOAN FUNDING 2025-2 LTD                         | PSTAT 2025-2A A1                                                             | CUSIP: 69704AAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  16931480 | PA      | $16923327.84  | 0.26%             | 2033-07-15      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ AUTO RECEIVABLES TRUST 2022-1                   | MBART 2022-1 A3                                                              | CUSIP: 58768PAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    490667 | PA      | $491191.83    | 0.01%             | 2027-08-16      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| CFIP CLO 2021-1 LTD                                           | CFIP 2021-1A A                                                               | CUSIP: 12529QAC3<br>LEI: 549300NTT3VNL25G1526 | Long             | ABS-CBDO         | CORP              | KY        |   4000000 | PA      | $4007383.14   | 0.06%             | 2035-01-22      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL INC                                    | MDLZ 2.625 03/17/27                                                          | CUSIP: 609207BA2<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |  19847000 | PA      | $19594941.12  | 0.31%             | 2027-03-17      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| CARVAL CLO I LTD                                              | CARVL 2018-1A AR                                                             | CUSIP: 146865AJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1804835 | PA      | $1804856.79   | 0.03%             | 2031-07-16      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST 2025-DNA3                       | STACR 2025-DNA3 A1                                                           | CUSIP: 35564UAQ0<br>LEI: 5299009HC4IGFM6RXF30 | Long             | ABS-O            | USGSE             | US        |  12906250 | PA      | $12925685.52  | 0.20%             | 2045-09-25      | Floating      | 4.60%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE OWNER TRUST 2023-B                                 | JDOT 2023-B A3                                                               | CUSIP: 477920AC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3595757 | PA      | $3613151.00   | 0.06%             | 2028-03-15      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| VENTURE 42 CLO LTD                                            | VENTR 2021-42A A1A                                                           | CUSIP: 923260AC7<br>LEI: 5493005OM8P21GK6YE73 | Long             | ABS-CBDO         | CORP              | KY        |  10665000 | PA      | $10681846.08  | 0.17%             | 2034-04-17      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| BATTALION CLO XXI LTD                                         | BATLN 2021-21A AR                                                            | CUSIP: 07134WAN3<br>LEI: 549300EOF4JL75TYXX49 | Long             | ABS-CBDO         | CORP              | KY        |   7490868 | PA      | $7498772.43   | 0.12%             | 2034-07-17      | Variable      | 4.82%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                          | BAC V4.376 04/27/28                                                          | CUSIP: 06051GKP3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  15836000 | PA      | $15833223.47  | 0.25%             | 2028-04-27      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BBCMS MORTGAGE TRUST 2017-C1                                  | BBCMS 2017-C1 A4                                                             | CUSIP: 07332VBD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2600000 | PA      | $2582019.44   | 0.04%             | 2050-02-17      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2021-B26 MORTGAGE TRUST                             | BMARK 2021-B26 ASB                                                           | CUSIP: 08163EBB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3741000 | PA      | $3598679.27   | 0.06%             | 2054-06-17      | Variable      | 2.26%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS COMPANY                                      | AXP V5.098 02/16/28                                                          | CUSIP: 025816DP1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $15090039.15  | 0.24%             | 2028-02-16      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| AON NORTH AMERICA INC                                         | AON 5.125 03/01/27                                                           | CUSIP: 03740MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  30000000 | PA      | $30202577.40  | 0.47%             | 2027-03-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL HOLDINGS NETHERLANDS BV                | MDLZ 1.25 09/24/26 144A                                                      | CUSIP: 60920LAR5<br>LEI: 549300CW356R8I7N8D33 | Long             | DBT              | CORP              | NL        |  20000000 | PA      | $19772539.60  | 0.31%             | 2026-09-24      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUST 2025-NQM5                     | BRAVO 2025-NQM5 A1                                                           | CUSIP: 10569RAC6<br>LEI: 254900HGOJX787MBR512 | Long             | ABS-O            | CORP              | US        |   8383254 | PA      | $8430124.31   | 0.13%             | 2065-02-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST 2013-A                 | SDART 2022-6 C                                                               | CUSIP: 802918AE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    540097 | PA      | $540486.22    | 0.01%             | 2028-11-15      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                        | GS F 05/21/27                                                                | CUSIP: 38151LAH3<br>LEI: KD3XUN7C6T14HNAYLU02 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $15003394.80  | 0.23%             | 2027-05-21      | Floating      | 4.38%                 | No            |                  2 | On Loan: No      |
| BANK OF NEW YORK MELLON CORP (THE)                            | BK V4.026 01/22/30                                                           | CUSIP: 06406RCG0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $6928183.50   | 0.11%             | 2030-01-22      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANK PLC                                               | LLOYDS BANK PLC FRN CP 06/05/2026 USD                                        | CUSIP: 53946BJT9<br>LEI: H7FNTJ4851HG0EXQ1Z70 | Long             | STIV             | CORP              | GB        |  15000000 | PA      | $15000000.00  | 0.23%             | 2026-05-06      | Floating      | 3.86%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORP                                             | H 5.75 01/30/27                                                              | CUSIP: 448579AQ5<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |  30000000 | PA      | $30269304.30  | 0.47%             | 2027-01-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS COMPANY                                      | AXP F 02/09/29                                                               | CUSIP: 025816EQ8<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |  14394000 | PA      | $14419337.90  | 0.23%             | 2029-02-09      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| ARES LIV CLO LTD                                              | ARES 2019-54A XR2                                                            | CUSIP: 04017WAU6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    840000 | PA      | $841175.27    | 0.01%             | 2038-07-15      | Variable      | 4.77%                 | No            |                  2 | On Loan: No      |
| CANYON CLO 2018-1 LTD                                         | CANYC 2018-1A A                                                              | CUSIP: 13877BAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    395181 | PA      | $395187.96    | 0.01%             | 2031-07-15      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN AUTO LEASE TRUST 2024-A                            | VWALT 2024-A A3                                                              | CUSIP: 92866EAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  16991638 | PA      | $17046266.37  | 0.27%             | 2027-06-21      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| SYMPHONY CLO XXII LTD                                         | SYMP 2020-22A A1AR                                                           | CUSIP: 87167GCH1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    601144 | PA      | $601148.96    | 0.01%             | 2033-04-18      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| SWEDBANK AB                                                   | SWEDBANK AB FRN CP 01/07/2026 USD (SEC REGD)                                 | CUSIP: 87020YFJ2<br>LEI: M312WZV08Y7LYUC71685 | Long             | STIV             | CORP              | SE        |  25000000 | PA      | $25000000.00  | 0.39%             | 2026-07-01      | Floating      | 4.02%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS COMPANY LLC                                 | VST 4.3 10/15/28 144A                                                        | CUSIP: 92840VAX0<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9888844.00   | 0.15%             | 2028-10-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CD 2017-CD3 MORTGAGE TRUST                                    | CD 2017-CD3 AAB                                                              | CUSIP: 12515GAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1037960 | PA      | $1034610.50   | 0.02%             | 2050-02-11      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| OZLM XV LTD                                                   | OZLM 2016-15A A1R3                                                           | CUSIP: 67111DBG0<br>LEI: 5493008RJIODIVVGSK16 | Long             | ABS-CBDO         | CORP              | KY        |   2636477 | PA      | $2637812.67   | 0.04%             | 2033-04-20      | Floating      | 4.46%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST 2025-DNA1                       | STACR 2025-DNA1 A1                                                           | CUSIP: 35564NFY4<br>LEI: 529900WZAMS87JCAOC53 | Long             | ABS-O            | USGSE             | US        |  10681369 | PA      | $10693038.82  | 0.17%             | 2045-01-25      | Floating      | 4.60%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                         | FNR 2016-75 FC                                                               | CUSIP: 3136AT2C7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   2651591 | PA      | $2630706.27   | 0.04%             | 2046-10-25      | Floating      | 4.16%                 | No            |                  2 | On Loan: No      |
| SBNA AUTO LEASE TRUST 2025-A                                  | SBALT 2025-A A3                                                              | CUSIP: 78437KAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6215371 | PA      | $6235794.20   | 0.10%             | 2028-04-20      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| WIND RIVER 2017-3 CLO LTD                                     | WINDR 2017-3A AR2                                                            | CUSIP: 97316LAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    700000 | PA      | $700794.64    | 0.01%             | 2035-04-16      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                         | FNA 2017-M7 A2                                                               | CUSIP: 3136AV7G8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   1336736 | PA      | $1324842.01   | 0.02%             | 2027-02-25      | Variable      | 2.96%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK NA                                        | MS V4.952 01/14/28 BKNT                                                      | CUSIP: 61690U8A1<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $15060976.20  | 0.24%             | 2028-01-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| SARANAC CLO VIII LTD                                          | SRANC 2020-8A AN                                                             | CUSIP: 80316TAA5<br>LEI: 5493002KTJG5M0SYTB50 | Long             | ABS-CBDO         | CORP              | JE        |   1671525 | PA      | $1671578.85   | 0.03%             | 2033-02-22      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                              | Connecticut Avenue Securities Trust 2026-R03                                 | CUSIP: 20754UAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10000000 | PA      | $10006180.00  | 0.16%             | 2046-04-25      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| STELLANTIS FINANCIAL UNDERWRITTEN ENHANCED LEASE TRUST 2025-A | SFUEL 2025-AA A2                                                             | CUSIP: 858928AB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  12244870 | PA      | $12265867.30  | 0.19%             | 2027-07-20      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| DELL EQUIPMENT FINANCE TRUST 2024-1                           | DEFT 2024-1 A3                                                               | CUSIP: 24702GAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2916548 | PA      | $2931151.49   | 0.05%             | 2030-03-22      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| BATTALION CLO X LTD                                           | BATLN 2016-10A A1R3                                                          | CUSIP: 07132JBL7<br>LEI: 549300RRK5G3IT4Y7N27 | Long             | ABS-CBDO         | CORP              | KY        |   4522910 | PA      | $4527801.61   | 0.07%             | 2035-01-16      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| DRYDEN 64 CLO LTD                                             | DRSLF 2018-64A B                                                             | CUSIP: 26251LAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1200000 | PA      | $1202390.90   | 0.02%             | 2031-04-18      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| PACKAGING CORP OF AMERICA                                     | PKG 3.4 12/15/27                                                             | CUSIP: 695156AT6<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | DBT              | CORP              | US        |  17388000 | PA      | $17124094.15  | 0.27%             | 2027-12-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| ANCHORAGE CAPITAL CLO 6 LTD                                   | ANCHC 2015-6A XR4                                                            | CUSIP: 03328QBU4<br>LEI: 54930064GO7DB3TVDY21 | Long             | ABS-CBDO         | CORP              | KY        |   3428571 | PA      | $3433506.69   | 0.05%             | 2038-07-22      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| ELMWOOD CLO 29 LTD                                            | ELM29 2024-5A AR1                                                            | CUSIP: 289913AC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    150000 | PA      | $150503.77    | 0.00%             | 2037-04-20      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| MFA 2025-NQM2 TRUST                                           | MFRA 2025-NQM2 A1                                                            | CUSIP: 55287MAA7<br>LEI: 254900SDE8K3K1E63161 | Long             | ABS-O            | CORP              | US        |  10234852 | PA      | $10306191.07  | 0.16%             | 2070-05-25      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                         | WFC V5.707 04/22/28 MTN                                                      | CUSIP: 95000U3L5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $15181329.00  | 0.24%             | 2028-04-22      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY COMPANY                              | CP 1.75 12/02/26                                                             | CUSIP: 13645RBE3<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |  20000000 | PA      | $19732736.40  | 0.31%             | 2026-12-02      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                          | RY V4.965 01/24/29 GMTN                                                      | CUSIP: 78017DAA6<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   5000000 | PA      | $5044490.45   | 0.08%             | 2029-01-24      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| TORONTO DOMINION BANK (THE)                                   | TD 4.861 01/31/28                                                            | CUSIP: 89115A3E0<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   5385000 | PA      | $5429628.24   | 0.08%             | 2028-01-31      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| WRKCO Inc                                                     | WRKCO Inc 0% CP 04/05/2026                                                   | CUSIP: 92940YE43<br>LEI: 549300JEB576INN13W07 | Long             | STIV             | CORP              | US        |  22200000 | PA      | $22192744.84  | 0.35%             | 2026-05-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| COLUMBIA CENT CLO 31 LTD                                      | CECLO 2021-31A A1R                                                           | CUSIP: 19737LAS2<br>LEI: 5493007YZPNOMQEILE23 | Long             | ABS-CBDO         | CORP              | KY        |  10000000 | PA      | $10008979.83  | 0.16%             | 2034-04-20      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO LEASE SECURITIZATION TRUST                       | HALST 2026-A A4                                                              | CUSIP: 448970AE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7000000 | PA      | $6952583.40   | 0.11%             | 2029-12-17      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| CENCORA INC                                                   | COR 4.625 12/15/27                                                           | CUSIP: 03073EAV7<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $15062618.10  | 0.24%             | 2027-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| WIND RIVER 2020-1 CLO LTD                                     | WINDR 2020-1A A1R                                                            | CUSIP: 973142AQ5<br>LEI: 549300A14TZYBLI67020 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250865.65    | 0.00%             | 2037-07-20      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| BOFA AUTO TRUST 2025-1                                        | BAAT 2025-1A A2A                                                             | CUSIP: 05594BAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1164175 | PA      | $1165305.57   | 0.02%             | 2027-11-20      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST 2025-2                             | LADAR 2025-2A A2                                                             | CUSIP: 505912AB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5994723 | PA      | $5999612.04   | 0.09%             | 2028-07-17      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| VENTURE 36 CLO LTD                                            | VENTR 2019-36A A1AR                                                          | CUSIP: 92332LAU3<br>LEI: 549300AZL7IWJJ04HD37 | Long             | ABS-CBDO         | CORP              | KY        |     82909 | PA      | $82909.77     | 0.00%             | 2032-04-20      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| GLS AUTO RECEIVABLES ISSUER TRUST 2025-1                      | GCAR 2026-1A A2                                                              | CUSIP: 36274AAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  13500000 | PA      | $13492359.00  | 0.21%             | 2028-11-15      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| SYMPHONY CLO XXXII LTD                                        | SYMP 2022-32A XR                                                             | CUSIP: 87168NAS3<br>LEI: 254900JUAF2ZB97XUB12 | Long             | ABS-CBDO         | CORP              | KY        |   3573000 | PA      | $3577347.87   | 0.06%             | 2035-10-23      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                               | CVS 2.875 06/01/26                                                           | CUSIP: 126650CU2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $14981047.65  | 0.23%             | 2026-06-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                           | ELV 4.5 10/30/26                                                             | CUSIP: 036752BG7<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |  30000000 | PA      | $30059938.50  | 0.47%             | 2026-10-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ AUTO RECEIVABLES TRUST 2010-1                   | MBALT 2026-A A3                                                              | CUSIP: 58770YAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7295000 | PA      | $7251372.98   | 0.11%             | 2030-01-15      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| CARVAL CLO VII-C LTD                                          | CARVL 2023-1A A1R                                                            | CUSIP: 14686BAN7<br>LEI: 254900KRTGHP264UWC15 | Long             | ABS-CBDO         | CORP              | KY        |    350000 | PA      | $351069.01    | 0.01%             | 2037-07-20      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| KEYSIGHT TECHNOLOGIES INC                                     | KEYS 4.6 04/06/27                                                            | CUSIP: 49338LAE3<br>LEI: 549300GLKVIO8YRCYN02 | Long             | DBT              | CORP              | US        |   4381000 | PA      | $4389695.45   | 0.07%             | 2027-04-06      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                          | BAC V3.824 01/20/28 MTN                                                      | CUSIP: 06051GGF0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9962333.80   | 0.16%             | 2028-01-20      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                               | FHMS KI07 A                                                                  | CUSIP: 3137H3KA9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   1373166 | PA      | $1370006.74   | 0.02%             | 2026-09-25      | Variable      | 3.84%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                | MS V1.593 05/04/27                                                           | CUSIP: 61772BAB9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   9144000 | PA      | $9141794.28   | 0.14%             | 2027-05-04      | Fixed         | 1.59%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMERICAN PIPELINE LP                               | PAA 4.5 12/15/26                                                             | CUSIP: 72650RBL5<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |  19498000 | PA      | $19516216.98  | 0.30%             | 2026-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CAMPBELL'S COMPANY (THE)                                      | CPB 4.15 03/15/28                                                            | CUSIP: 134429BG3<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9899748.30   | 0.15%             | 2028-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO RECEIVABLES TRUST 2023-C                         | HART 2023-C A3                                                               | CUSIP: 44918CAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5574140 | PA      | $5614605.12   | 0.09%             | 2028-10-16      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC                                             | GIS 4.2 04/17/28                                                             | CUSIP: 370334CG7<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9949461.10   | 0.16%             | 2028-04-17      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| VOC ESCROW LTD                                                | VIKCRU 5 02/15/28 144A                                                       | CUSIP: 91832VAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |  15000000 | PA      | $14988427.50  | 0.23%             | 2028-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BATTALION CLO VIII LTD                                        | BATLN 2015-8A A2R3                                                           | CUSIP: 07132ACL5<br>LEI: 549300WH2OE0BGHQQP83 | Long             | ABS-CBDO         | CORP              | KY        |    762800 | PA      | $762830.99    | 0.01%             | 2030-07-18      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| CAPITAL FOUR US CLO I LTD                                     | C4US 2021-1A AR                                                              | CUSIP: 14016TAL3<br>LEI: 549300NMXY8VXHO96C52 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $999753.63    | 0.02%             | 2035-01-18      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2019-B9 MORTGAGE TRUST                              | BMARK 2019-B9 AAB                                                            | CUSIP: 08160JAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2548813 | PA      | $2536260.93   | 0.04%             | 2052-03-15      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| BBCMS MORTGAGE TRUST 2018-C2                                  | BBCMS 2018-C2 ASB                                                            | CUSIP: 05491UBA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    126995 | PA      | $126530.43    | 0.00%             | 2051-12-15      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| JP MORGAN MORTGAGE TRUST 2019-INV1                            | JPMMT 2019-INV1 A11                                                          | CUSIP: 46591DBF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1444188 | PA      | $1424734.59   | 0.02%             | 2049-09-25      | Variable      | 4.74%                 | No            |                  2 | On Loan: No      |
| ALLY AUTO RECEIVABLES TRUST 2024-1                            | ALLYA 2024-1 A3                                                              | CUSIP: 02008FAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2606628 | PA      | $2618220.58   | 0.04%             | 2028-12-15      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                 | GS F 01/21/29                                                                | CUSIP: 38141GD76<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $14975222.85  | 0.23%             | 2029-01-21      | Floating      | 4.35%                 | No            |                  2 | On Loan: No      |
| EFMT 2025-NQM3                                                | EFMT 2025-NQM6 A1FC                                                          | CUSIP: 281916AA4<br>LEI: 2549007I2BIJP4S0O647 | Long             | ABS-O            | CORP              | US        |   9486435 | PA      | $9483638.77   | 0.15%             | 2070-12-25      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| CIFC FUNDING 2021-I LTD                                       | CIFC 2021-1A A1R                                                             | CUSIP: 12563EAN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    200000 | PA      | $200616.49    | 0.00%             | 2037-07-27      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST 2024-R04                  | CAS 2024-R04 1A1                                                             | CUSIP: 20753GAA9<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |   3141303 | PA      | $3145516.00   | 0.05%             | 2044-05-25      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & COMPANY                                     | JPM V5.04 01/23/28                                                           | CUSIP: 46647PEA0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  20000000 | PA      | $20094358.20  | 0.31%             | 2028-01-23      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| BAIN CAPITAL CREDIT CLO 2023-3 LTD                            | BCC 2023-3A XR                                                               | CUSIP: 05682CAJ6<br>LEI: 254900QJNS3TYDIDQH27 | Long             | ABS-CBDO         | CORP              | KY        |    833333 | PA      | $834257.85    | 0.01%             | 2038-10-25      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                         | FN BM1299                                                                    | CUSIP: 3140J5NR6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        30 | PA      | $30.37        | 0.00%             | 2027-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BOFA AUTO TRUST 2025-1                                        | BAAT 2025-1A A2B                                                             | CUSIP: 05594BAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1017381 | PA      | $1017754.10   | 0.02%             | 2027-11-22      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                        | ROP 4.25 09/15/28                                                            | CUSIP: 776696AK2<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |  18666000 | PA      | $18532653.83  | 0.29%             | 2028-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CARMAX SELECT RECEIVABLES TRUST 2025-A                        | CMXS 2025-A A2B                                                              | CUSIP: 14319UAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3251301 | PA      | $3254277.26   | 0.05%             | 2028-05-15      | Floating      | 4.32%                 | No            |                  2 | On Loan: No      |
| MAGNETITE XL LTD                                              | MAGNE 2024-40A A1                                                            | CUSIP: 55955RAA7<br>LEI: 5299008V4F49IY3SSP69 | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $3009120.38   | 0.05%             | 2037-07-15      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                           | ELV 4 09/15/28                                                               | CUSIP: 036752BH5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |  17000000 | PA      | $16859628.11  | 0.26%             | 2028-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| APIDOS CLO XXXV                                               | APID 2021-35A A                                                              | CUSIP: 03768UAA7<br>LEI: 549300KJKTO0Q1OATW69 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2003145.45   | 0.03%             | 2034-04-20      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST 2024-4                 | SDART 2024-4 A3                                                              | CUSIP: 802919AC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5455008 | PA      | $5464716.21   | 0.09%             | 2029-01-16      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| PNC BANK NA                                                   | PNC V4.543 05/13/27                                                          | CUSIP: 69353RFY9<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |  20000000 | PA      | $20002059.40  | 0.31%             | 2027-05-13      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                  | UBS V4.703 08/05/27 144A                                                     | CUSIP: 902613AS7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |  24401000 | PA      | $24407507.26  | 0.38%             | 2027-08-05      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA NEW YORK BRANCH                            | SANTAN F 05/06/26 YCD                                                        | CUSIP: 05973RGC0<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |  25000000 | PA      | $25000737.50  | 0.39%             | 2026-05-06      | Variable      | 3.91%                 | No            |                  2 | On Loan: No      |
| ATLANTIC AVENUE 2024-3 LTD                                    | MCCP 2024-3A A                                                               | CUSIP: 04822JAA4<br>LEI: 254900YNF4JP0FNPPH69 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250000.72    | 0.00%             | 2035-01-22      | Variable      | 5.56%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                         | FNR 2025-39 CA                                                               | CUSIP: 3136BWAA4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |  15535157 | PA      | $15344788.84  | 0.24%             | 2036-02-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST 2024-A                           | FORDO 2024-A A3                                                              | CUSIP: 34535EAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7158350 | PA      | $7208589.46   | 0.11%             | 2028-12-15      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                             | KMI 1.75 11/15/26                                                            | CUSIP: 49456BAU5<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |  33389000 | PA      | $32969731.66  | 0.52%             | 2026-11-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CIM TRUST 2019-INV1                                           | CIM 2019-INV1 A2                                                             | CUSIP: 12555DAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    503480 | PA      | $489430.89    | 0.01%             | 2049-02-25      | Variable      | 4.78%                 | No            |                  2 | On Loan: No      |
| KKR CLO 40 LTD                                                | KKR 40A AR                                                                   | CUSIP: 48254UAE5<br>LEI: 254900VNK6ZR909DTL30 | Long             | ABS-CBDO         | CORP              | JE        |   4400000 | PA      | $4407005.79   | 0.07%             | 2034-10-20      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| ASSURANT CLO I LTD                                            | MORGN 2017-1A AR                                                             | CUSIP: 33836JAC3<br>LEI: 635400A6LSLGJQHVOZ36 | Long             | ABS-CBDO         | CORP              | KY        |   4000000 | PA      | $4007775.97   | 0.06%             | 2034-10-20      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                     | AMGN 2.6 08/19/26                                                            | CUSIP: 031162CJ7<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |  13096000 | PA      | $13038305.70  | 0.20%             | 2026-08-19      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| PRPM 2026-NQM2 TRUST                                          | PRPM 2026-NQM2 A1FC                                                          | CUSIP: 69384EAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $5012147.23   | 0.08%             | 2071-04-25      | Variable      | 5.26%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                              | CCI 3.7 06/15/26                                                             | CUSIP: 22822VAC5<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |  30000000 | PA      | $29976798.00  | 0.47%             | 2026-06-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST 2025-3                 | SDART 2025-3 A2                                                              | CUSIP: 80288JAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4062259 | PA      | $4069478.47   | 0.06%             | 2028-10-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| NEUBERGER BERMAN LOAN ADVISERS CLO 43 LTD                     | NEUB 2021-43A AR                                                             | CUSIP: 64134AAJ1<br>LEI: 549300N83MM16HCONB28 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1000730.96   | 0.02%             | 2036-07-17      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| ROCKFORD TOWER CLO 2018-1 LTD                                 | ROCKT 2018-1A A                                                              | CUSIP: 77342JAA1<br>LEI: 549300KPFGDIQ0PMP224 | Long             | ABS-CBDO         | CORP              | KY        |     62885 | PA      | $62890.65     | 0.00%             | 2031-05-20      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| SYMPHONY CLO XIX LTD                                          | SYMP 2018-19A A                                                              | CUSIP: 87165YAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     22673 | PA      | $22680.53     | 0.00%             | 2031-04-16      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION COMPANY LLC                                  | AEP 3.1 12/01/26                                                             | CUSIP: 00115AAE9<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |  13223000 | PA      | $13141828.76  | 0.21%             | 2026-12-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| RESEARCH-DRIN PAG MT TR 2024-3                                | RPM 2024-3A A                                                                | CUSIP: 76089HAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2975719 | PA      | $2983896.09   | 0.05%             | 2033-03-25      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER COMPANY                                         | SO F 09/15/26                                                                | CUSIP: 373334KZ3<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |   8745000 | PA      | $8736359.94   | 0.14%             | 2026-09-15      | Floating      | 3.92%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANK NA (OHIO)                                    | FITB V4.967 01/28/28                                                         | CUSIP: 31677QBU2<br>LEI: QFROUN1UWUYU0DVIWD51 | Long             | DBT              | CORP              | US        |  25352000 | PA      | $25430559.76  | 0.40%             | 2028-01-28      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                           | GPN 4.5 11/15/28                                                             | CUSIP: 37940XAV4<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |  20000000 | PA      | $19846377.00  | 0.31%             | 2028-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BRAVO RESIDENTIAL FUNDING TRUST 2021-NQM1                     | BRAVO 2021-NQM1 A1                                                           | CUSIP: 10569TAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2543062 | PA      | $2415752.96   | 0.04%             | 2049-02-25      | Variable      | 0.94%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2017-C41                | WFCM 2017-C41 ASB                                                            | CUSIP: 95001ABB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     59280 | PA      | $58983.03     | 0.00%             | 2050-11-17      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GROUP INC (THE)                        | PNC V4.075 01/26/29                                                          | CUSIP: 693475CG8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   6176000 | PA      | $6144990.55   | 0.10%             | 2029-01-26      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| VERIZON MASTER TRUST                                          | VZMT 2025-3 A1A                                                              | CUSIP: 92348KDY6<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |  12510000 | PA      | $12564117.01  | 0.20%             | 2030-03-20      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINANCIAL SERVICES CORP                           | CAT F 01/10/28                                                               | CUSIP: 14913UBG4<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |  25000000 | PA      | $25006729.50  | 0.39%             | 2028-01-10      | Floating      | 4.04%                 | No            |                  2 | On Loan: No      |
| GALLATIN CLO VIII 2017-1 LTD                                  | GALL 2017-1A A1R                                                             | CUSIP: 36361UAL4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     80355 | PA      | $80356.10     | 0.00%             | 2031-07-15      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| TRINITAS CLO XV LTD                                           | TRNTS 2021-15A A1R                                                           | CUSIP: 89641XAN5<br>LEI: 254900ZVDNHQAUJNHH42 | Long             | ABS-CBDO         | CORP              | KY        |  10000000 | PA      | $10010772.90  | 0.16%             | 2034-04-24      | Variable      | 4.79%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO LEASE SECURITIZATION TRUST 2024-B                | HALST 2024-B A3                                                              | CUSIP: 44934FAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6645591 | PA      | $6661424.92   | 0.10%             | 2027-05-17      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GROUP INC (THE)                        | PNC F 01/26/29                                                               | CUSIP: 693475CH6<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |  18000000 | PA      | $17993467.62  | 0.28%             | 2029-01-26      | Floating      | 4.25%                 | No            |                  2 | On Loan: No      |
| EXETER SELECT AUTOMOBILE RECEIVABLES TRUST 2025-3             | ESART 2025-3 A2                                                              | CUSIP: 30185FAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  12423644 | PA      | $12427473.74  | 0.19%             | 2029-05-15      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                  | ENBCN 5.9 11/15/26                                                           | CUSIP: 29250NBW4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |  15000000 | PA      | $15123197.70  | 0.24%             | 2026-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AMERICA INC                                      | WTW 4.65 06/15/27                                                            | CUSIP: 970648AL5<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |  30975000 | PA      | $31055878.82  | 0.49%             | 2027-06-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                       | HCA 3.125 03/15/27                                                           | CUSIP: 404119CH0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |  15090000 | PA      | $14950210.16  | 0.23%             | 2027-03-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| JAMESTOWN CLO XVII LTD                                        | JTWN 2021-17A AR                                                             | CUSIP: 47048UAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $5006014.01   | 0.08%             | 2035-01-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| RESEARCH-DRIVEN PAGAYA MOTOR ASSET TRUST 2026-R1              | RPM 2026-R1A A                                                               | CUSIP: 76089TAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  14959916 | PA      | $14980475.62  | 0.23%             | 2034-07-25      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2024-1               | AMCAR 2025-1 A3                                                              | CUSIP: 03067FAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10000000 | PA      | $9977335.00   | 0.16%             | 2030-05-20      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                                 | APH 3.9 11/15/28                                                             | CUSIP: 032095AX9<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $14882507.40  | 0.23%             | 2028-11-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK NA                                        | MS V4.968 07/14/28 BKNT                                                      | CUSIP: 61690U8E3<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4024325.16   | 0.06%             | 2028-07-14      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                         | CAS 2025-R01 1A1                                                             | CUSIP: 20755JAA1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   5234358 | PA      | $5239719.94   | 0.08%             | 2045-01-25      | Floating      | 4.60%                 | No            |                  2 | On Loan: No      |
| Global Payments Inc                                           | Global Payments Inc 0% CP 04/05/2026                                         | CUSIP: 37961DE48<br>LEI: 549300NOMHGVQBX6S778 | Long             | STIV             | CORP              | US        |  15000000 | PA      | $14994722.53  | 0.23%             | 2026-05-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SOUND POINT CLO XXII LTD                                      | SNDPT 2020-1A AR                                                             | CUSIP: 83614XAQ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250454.25    | 0.00%             | 2034-07-20      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| CSMC 2019-AFC1 TRUST                                          | CSMC 2019-AFC1 A1                                                            | CUSIP: 12596XAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2146847 | PA      | $2092783.59   | 0.03%             | 2049-07-25      | Variable      | 3.57%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd.                                  | National Australia Bank Ltd. FRN CP 06/10/2026 USD                           | CUSIP: 63254G2V6<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | STIV             | CORP              | AU        |  20000000 | PA      | $20000000.00  | 0.31%             | 2026-10-06      | Floating      | 3.89%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ AUTO RECEIVABLES TRUST 2024-1                   | MBART 2024-1 A3                                                              | CUSIP: 587918AD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  15704142 | PA      | $15775617.35  | 0.25%             | 2029-04-16      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                               | FHR 5250 FB                                                                  | CUSIP: 3137H8P70<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |  25641794 | PA      | $25496931.08  | 0.40%             | 2052-08-25      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| AUGUSTA SPINCO CORP                                           | WAT 4.321 09/23/27                                                           | CUSIP: 051473AB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  20000000 | PA      | $19974492.20  | 0.31%             | 2027-09-23      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| HOMES 2025-AFC1 TRUST                                         | HOMES 2025-AFC1 A1                                                           | CUSIP: 403969AC2<br>LEI: 2549006ZK3R8WZLA9S73 | Long             | ABS-O            | CORP              | US        |   6275995 | PA      | $6323803.20   | 0.10%             | 2060-01-25      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| TRALEE CLO V LTD                                              | TRAL 2018-5A A1RR                                                            | CUSIP: 89300JBA5<br>LEI: 54930005YIOSJ9Z81114 | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $4998750.72   | 0.08%             | 2034-10-20      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                              | BMO F 01/13/28 MTN                                                           | CUSIP: 06376JHC8<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |  25000000 | PA      | $25039328.75  | 0.39%             | 2028-01-13      | Floating      | 4.26%                 | No            |                  2 | On Loan: No      |
| BAIN CAPITAL CREDIT CLO 2021-6 LTD                            | BCC 2021-6A A1R                                                              | CUSIP: 05684PAL0<br>LEI: 254900YXN9JEMKU5DF45 | Long             | ABS-CBDO         | CORP              | KY        |    375000 | PA      | $375318.38    | 0.01%             | 2034-10-23      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| TRUIST BANK                                                   | TFC V4.671 05/20/27 BKNT                                                     | CUSIP: 89788JAE9<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |  19675000 | PA      | $19672630.74  | 0.31%             | 2027-05-20      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Porsche Financial Auto Securitization                         | PFAST 2023-1A A3                                                             | CUSIP: 73328QAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    781280 | PA      | $782824.68    | 0.01%             | 2028-09-22      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| Aon Corp.                                                     | Aon Corp. 0% CP 01/05/2026                                                   | CUSIP: 03739PE10<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | STIV             | CORP              | US        |  20000000 | PA      | $19999907.35  | 0.31%             | 2026-05-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CITIZENS AUTO RECEIVABLES TRUST 2024-2                        | CITZN 2024-2 A3                                                              | CUSIP: 17331XAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5867267 | PA      | $5891782.38   | 0.09%             | 2028-08-15      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| GLS AUTO SELECT RECEIVABLES ISSUER TRUST 2025-1               | GSAR 2026-1A A2                                                              | CUSIP: 37989DAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2800000 | PA      | $2791517.68   | 0.04%             | 2032-02-17      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| VIRGINIA POWER FUEL SECURITIZATION LLC                        | VIRPFS 5.088 05/01/27 A-1                                                    | CUSIP: 92808VAA0<br>LEI: 254900BELJ95ONW6U791 | Long             | DBT              | CORP              | US        |  10822017 | PA      | $10902142.33  | 0.17%             | 2027-05-01      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| GOLDENTREE LOAN MANAGEMENT US CLO 11 LTD                      | GLM 2021-11A AR                                                              | CUSIP: 38138KAL4<br>LEI: 549300TMEEKUOKVHYV65 | Long             | ABS-CBDO         | CORP              | KY        |    600000 | PA      | $600393.87    | 0.01%             | 2034-10-20      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| AutoNation, Inc.                                              | AutoNation, Inc. 0% CP 01/05/2026                                            | CUSIP: 05330NE13<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |  65000000 | PA      | $65000000.00  | 1.02%             | 2026-05-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                         | FNA 2016-M9 A2                                                               | CUSIP: 3136ATYT5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |    483697 | PA      | $481784.24    | 0.01%             | 2026-06-25      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| 522 FUNDING CLO 2020-6 LTD                                    | MORGN 2020-6A A1R2                                                           | CUSIP: 33835AAY5<br>LEI: 549300KX0ZCDOS2UGJ09 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250290.76    | 0.00%             | 2034-10-23      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                            | CM V4.243 09/08/28                                                           | CUSIP: 13607QFD9<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |  20000000 | PA      | $19956883.00  | 0.31%             | 2028-09-08      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| PIKES PEAK CLO 2 LLC                                          | PIPK 2018-2A ARR                                                             | CUSIP: 72133JAY3<br>LEI: 2549000551VJRWC86112 | Long             | ABS-CBDO         | CORP              | KY        |    350000 | PA      | $350409.20    | 0.01%             | 2034-10-11      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| AGL CORE CLO 36 LTD                                           | AGL 2024-36A X                                                               | CUSIP: 00121WAA1<br>LEI: 2549000U240BORO02Z85 | Long             | ABS-CBDO         | CORP              | KY        |    156250 | PA      | $156425.57    | 0.00%             | 2038-01-25      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| SPECTRA ENERGY PARTNERS LP                                    | ENBCN 3.375 10/15/26                                                         | CUSIP: 84756NAH2<br>LEI: 2HKVXE7U4NF5B6UGSU72 | Long             | DBT              | CORP              | US        |  21820000 | PA      | $21744673.65  | 0.34%             | 2026-10-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CARMAX SELECT RECEIVABLES TRUST 2025-A                        | CMXS 2025-A A2A                                                              | CUSIP: 14319UAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1625651 | PA      | $1628888.48   | 0.03%             | 2028-05-15      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT          | T 3.75 04/30/27                                                              | CUSIP: 91282CMY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  62691000 | PA      | $62674548.63  | 0.98%             | 2027-04-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                      | T 2.3 06/01/27                                                               | CUSIP: 00206RJX1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |  10826000 | PA      | $10597628.24  | 0.17%             | 2027-06-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust 2026-A                      | WOART 2026-A A2A                                                             | CUSIP: 98190AAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  15000000 | PA      | $14974387.50  | 0.23%             | 2029-04-16      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE OWNER TRUST 2024-C                                 | JDOT 2024-C A2B                                                              | CUSIP: 477911AC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1751142 | PA      | $1751434.10   | 0.03%             | 2027-08-16      | Floating      | 4.07%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                              | BMO V4.062 09/22/28                                                          | CUSIP: 06368MXU3<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |  15000000 | PA      | $14936940.00  | 0.23%             | 2028-09-22      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                             | STT V4.543 04/24/28                                                          | CUSIP: 857477DA8<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   8000000 | PA      | $8021616.08   | 0.13%             | 2028-04-24      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| BLACK DIAMOND CLO 2022-1 LTD                                  | BLACK 2022-1A XR                                                             | CUSIP: 09203BAU5<br>LEI: 549300AYNM2YAGPHSV49 | Long             | ABS-CBDO         | CORP              | US        |   1500000 | PA      | $1501848.56   | 0.02%             | 2039-04-25      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                 | GS V4.153 10/21/29                                                           | CUSIP: 38141GD27<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $6927869.20   | 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      | $1503033.46   | 0.02%             | 2034-07-15      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| AGILENT TECHNOLOGIES INC                                      | A 3.05 09/22/26                                                              | CUSIP: 00846UAK7<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | DBT              | CORP              | US        |  12352000 | PA      | $12297838.33  | 0.19%             | 2026-09-22      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| MADISON PARK FUNDING XXXIII LTD                               | MDPK 2019-33A AR                                                             | CUSIP: 55819JAN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    203186 | PA      | $203189.51    | 0.00%             | 2032-10-15      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST 2025-DNA2                       | STACR 2025-DNA2 A1                                                           | CUSIP: 35564NHY2<br>LEI: 529900XX8WXEM4FBIH80 | Long             | ABS-O            | USGSE             | US        |   6267102 | PA      | $6290686.56   | 0.10%             | 2045-05-25      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| DELL INTERNATIONAL LLC / EMC CORP                             | DELL 4.9 10/01/26                                                            | CUSIP: 24703TAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1110000 | PA      | $1111892.14   | 0.02%             | 2026-10-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT GRANTOR TRUST 2025-7                           | PAID 2025-7 A1                                                               | CUSIP: 69545RAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7134282 | PA      | $7134629.79   | 0.11%             | 2026-11-16      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust 2026-1                    | EART 2026-1A A2                                                              | CUSIP: 30168HAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | IT        |   5000000 | PA      | $5000335.00   | 0.08%             | 2028-09-15      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| FORTRESS CREDIT BSL XI LTD                                    | FCBSL 2021-3A A                                                              | CUSIP: 34963QAA4<br>LEI: 254900SWPIHXGTRHQT50 | Long             | ABS-CBDO         | CORP              | KY        |   6000000 | PA      | $6011664.98   | 0.09%             | 2034-07-20      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2017-C40                | WFCM 2017-C40 ASB                                                            | CUSIP: 95000YAW5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1377994 | PA      | $1370849.69   | 0.02%             | 2050-10-17      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2024-4     | GMCAR 2024-4 A2B                                                             | CUSIP: 38014AAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    993298 | PA      | $993345.02    | 0.02%             | 2027-10-18      | Floating      | 4.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                         | FNA 2018-M8 A2                                                               | CUSIP: 3136B2GX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   7806166 | PA      | $7688272.93   | 0.12%             | 2028-06-25      | Variable      | 3.42%                 | No            |                  2 | On Loan: No      |
| CAMPBELL'S COMPANY (THE)                                      | CPB 5.2 03/19/27                                                             | CUSIP: 134429BM0<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |  25000000 | PA      | $25190786.50  | 0.39%             | 2027-03-19      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                                 | APH F 11/15/27                                                               | CUSIP: 032095AV3<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4995610.45   | 0.08%             | 2027-11-15      | Floating      | 4.17%                 | No            |                  2 | On Loan: No      |
| RCKT MORTGAGE TRUST 2025-CES1                                 | RCKTL 2025-1A A                                                              | CUSIP: 74939RAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1150424 | PA      | $1152882.94   | 0.02%             | 2034-07-25      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK NA                                        | MS V4.447 10/15/27                                                           | CUSIP: 61690U8G8<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $15010041.60  | 0.23%             | 2027-10-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ICG US CLO 2015-2R LTD                                        | ICG 2015-2RA A1R                                                             | CUSIP: 44933WAL3<br>LEI: 25490037AMBNS8P47972 | Long             | ABS-CBDO         | CORP              | KY        |    554568 | PA      | $554575.47    | 0.01%             | 2033-01-18      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| BLACK DIAMOND CLO 2024-1 LTD                                  | BLACK 2024-1A A1                                                             | CUSIP: 09204UAA6<br>LEI: 254900ANJLMZULCJ1D24 | Long             | ABS-CBDO         | CORP              | JE        |    100000 | PA      | $100398.49    | 0.00%             | 2037-10-26      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                      | STZ 4.35 05/09/27                                                            | CUSIP: 21036PBK3<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $15008325.60  | 0.23%             | 2027-05-09      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| QUEST DIAGNOSTICS INC                                         | DGX 4.6 12/15/27                                                             | CUSIP: 74834LBE9<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |  12000000 | PA      | $12043496.64  | 0.19%             | 2027-12-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                                 | APH 3.8 11/15/27                                                             | CUSIP: 032095AW1<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |   8706000 | PA      | $8657678.74   | 0.14%             | 2027-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                | MS V4.238 01/09/30                                                           | CUSIP: 61748UAR3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $14849262.75  | 0.23%             | 2030-01-09      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| SVENSKA HANDELSBANKEN AB NEW YORK BRANCH                      | SHBASS F 02/11/27 CD                                                         | CUSIP: 86959TTV8<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |  25000000 | PA      | $24986092.50  | 0.39%             | 2027-02-11      | Floating      | 3.91%                 | No            |                  2 | On Loan: No      |
| MID-ATLANTIC INTERSTATE TRANSMISSION LLC                      | FE 4.1 05/15/28 144A                                                         | CUSIP: 59524QAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4206000 | PA      | $4181884.81   | 0.07%             | 2028-05-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| OCTAGON 54 LTD                                                | OCT54 2021-1A A1                                                             | CUSIP: 67577FAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  10300000 | PA      | $10317007.58  | 0.16%             | 2034-07-17      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| TRESTLES CLO VIII LTD                                         | TREST 2025-8A A1                                                             | CUSIP: 89533DAC4<br>LEI: 2549002BMO2L1UMJWE02 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2003444.68   | 0.03%             | 2035-06-11      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| PAGAYA AI DEBT GRANTOR TRUST 2025-7                           | PAID 2025-7 A2                                                               | CUSIP: 69545RAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1501732 | PA      | $1494799.42   | 0.02%             | 2033-05-16      | Fixed         | 4.53%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST 2025-R03                  | CAS 2025-R02 1A1                                                             | CUSIP: 20754TAB8<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |  13925777 | PA      | $13953196.95  | 0.22%             | 2045-02-27      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| USB AUTO OWNER TRUST 2025-1                                   | USCAR 2025-1A A2                                                             | CUSIP: 90367VAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7085316 | PA      | $7095585.74   | 0.11%             | 2028-06-15      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| TORONTO DOMINION BANK (THE)                                   | TD F 01/13/28 F                                                              | CUSIP: 89115KAL4<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |  20000000 | PA      | $20017010.40  | 0.31%             | 2028-01-13      | Floating      | 4.22%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS COMPANY                                      | AXP F 07/20/29                                                               | CUSIP: 025816EL9<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10019635.70  | 0.16%             | 2029-07-20      | Floating      | 4.45%                 | No            |                  2 | On Loan: No      |
| BLUEMOUNTAIN CLO 2016-3 LTD                                   | BLUEM 2016-3A A1R2                                                           | CUSIP: 09628VAW4<br>LEI: 549300EYIDIF4X8MHI21 | Long             | ABS-CBDO         | CORP              | KY        |   2218464 | PA      | $2218595.41   | 0.03%             | 2030-11-15      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| NISSAN AUTO LEASE TRUST 2024-A                                | NALT 2024-A A3                                                               | CUSIP: 65481CAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7136304 | PA      | $7139754.05   | 0.11%             | 2027-04-15      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| TRUIST BANK                                                   | TFC V4.136 10/23/29 BKNT                                                     | CUSIP: 89788JAH2<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9915031.40   | 0.15%             | 2029-10-23      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| WORKDAY INC                                                   | WDAY 3.5 04/01/27                                                            | CUSIP: 98138HAG6<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |  30000000 | PA      | $29798590.80  | 0.47%             | 2027-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                                           | PYPL F 03/06/28                                                              | CUSIP: 70450YAR4<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |  22098000 | PA      | $22140481.42  | 0.35%             | 2028-03-06      | Floating      | 4.31%                 | No            |                  2 | On Loan: No      |
| TR FINANCE LLC                                                | TRICN 3.35 05/15/26 *                                                        | CUSIP: 87268LAA5<br>LEI: 254900OWSTRTOV8P5W25 | Long             | DBT              | CORP              | US        |  30000000 | PA      | $29985955.80  | 0.47%             | 2026-05-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2017-C33   | MSBAM 2017-C33 ASB                                                           | CUSIP: 61767CAS7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     85632 | PA      | $85366.71     | 0.00%             | 2050-05-17      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| ING US FUNDING LLC                                            | ING US FUNDING LLC FRN CP 12/06/2026 USD (SEC REGD)                          | CUSIP: 44988GGY8<br>LEI: 254900QX5Y2ZDZ6XBT08 | Long             | STIV             | CORP              | US        |  25000000 | PA      | $25000000.00  | 0.39%             | 2026-06-12      | Floating      | 3.84%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST 2026-1                    | EART 2026-1A A3                                                              | CUSIP: 30168HAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4649000 | PA      | $4637155.74   | 0.07%             | 2030-03-15      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| ZIMMER BIOMET HOLDINGS INC                                    | ZBH 4.7 02/19/27                                                             | CUSIP: 98956PBA9<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |  30000000 | PA      | $30126101.70  | 0.47%             | 2027-02-19      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| STEELE CREEK CLO 2018-1 LTD                                   | STCR 2018-1A B                                                               | CUSIP: 85815CAC3<br>LEI: 5493003MADGN3MR3LO39 | Long             | ABS-CBDO         | CORP              | KY        |    336031 | PA      | $336038.79    | 0.01%             | 2031-04-15      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL CORP                                   | AMERICAN WATER CAPITAL CORP 0% CP 11/05/2026                                 | CUSIP: 03040MEB9<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | STIV             | CORP              | US        |  20000000 | PA      | $19978045.92  | 0.31%             | 2026-05-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Vulcan Materials Company                                      | Vulcan Materials Company 0% CP 01/05/2026                                    | CUSIP: 92919UE14<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | STIV             | CORP              | US        |  30000000 | PA      | $30000000.00  | 0.47%             | 2026-05-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| VERIZON MASTER TRUST                                          | VZMT 2025-3 A1B                                                              | CUSIP: 92348KDZ3<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |  12500000 | PA      | $12523368.75  | 0.20%             | 2030-03-20      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| ATLAS SENIOR LOAN FUND XVIII LTD                              | ATCLO 2021-18A A1R                                                           | CUSIP: 04943EAQ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    800000 | PA      | $799413.98    | 0.01%             | 2035-01-18      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| SOUTHWICK PARK CLO LTD                                        | STHWK 2019-4A A1RR                                                           | CUSIP: 846031AU6<br>LEI: 254900UYZEO4TOTJ9798 | Long             | ABS-CBDO         | CORP              | KY        |   7067980 | PA      | $7068092.07   | 0.11%             | 2032-07-20      | Variable      | 4.68%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO LEASE SECURITIZATION TRUST                       | HALST 2026-A A3                                                              | CUSIP: 448970AD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2466000 | PA      | $2458698.42   | 0.04%             | 2028-12-15      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORP                               | FHMS K076 A1                                                                 | CUSIP: 3137FEZT0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |   1354359 | PA      | $1350528.33   | 0.02%             | 2027-12-25      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| SCCU AUTO RECEIVABLES TRUST 2025-1                            | SCCU 2025-1A A2                                                              | CUSIP: 80620BAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4944575 | PA      | $4955156.87   | 0.08%             | 2028-11-15      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GROUP INC (THE)                        | PNC V5.102 07/23/27                                                          | CUSIP: 693475BY0<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10014859.20  | 0.16%             | 2027-07-23      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| KKR CLO 14 LTD                                                | KKR 14 AR                                                                    | CUSIP: 48250WAG0<br>LEI: 635400KULUKCVCJXZX78 | Long             | ABS-CBDO         | CORP              | KY        |     92250 | PA      | $92252.39     | 0.00%             | 2031-07-15      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| DRYDEN 40 SENIOR LOAN FUND                                    | DRSLF 2015-40A AR2                                                           | CUSIP: 26244GAS4<br>LEI: 549300BH0PFEW6WVTN52 | Long             | ABS-CBDO         | CORP              | KY        |    124792 | PA      | $124795.66    | 0.00%             | 2031-08-15      | Floating      | 4.54%                 | No            |                  2 | On Loan: No      |
| BANK OF NEW YORK MELLON CORP (THE)                            | BK F 01/22/30                                                                | CUSIP: 06406RCK1<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9996798.90   | 0.16%             | 2030-01-22      | Floating      | 4.26%                 | No            |                  2 | On Loan: No      |
| HALSEYPOINT CLO 4 LTD                                         | HLSY 2021-4A A                                                               | CUSIP: 40637LAA8<br>LEI: 549300CMJUK1VCINNF57 | Long             | ABS-CBDO         | CORP              | KY        |   6300000 | PA      | $6311227.66   | 0.10%             | 2034-04-20      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                          | KEURIG DR PEPPER INC 0% CP 08/05/2026                                        | CUSIP: 49271KE83<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | STIV             | CORP              | US        |  20200000 | PA      | $20183770.83  | 0.32%             | 2026-05-08      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK OF AUSTRALIA                                | COMMONWEALTH BANK OF AUSTRALIA FRN CP 12/02/2027 USD (SEC REGD)              | CUSIP: 20272FFE0<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | STIV             | CORP              | AU        |  25000000 | PA      | $25000000.00  | 0.39%             | 2027-02-12      | Floating      | 3.93%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO GAS & ELECTRIC COMPANY                              | SRE 2.5 05/15/26                                                             | CUSIP: 797440BU7<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |   5318000 | PA      | $5314799.04   | 0.08%             | 2026-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BANK 2020-BNK30                                               | BANK 2020-BN30 ASB                                                           | CUSIP: 06541UBQ8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    727433 | PA      | $691552.70    | 0.01%             | 2053-12-17      | Fixed         | 1.67%                 | No            |                  2 | On Loan: No      |
| BEECHWOOD PARK CLO LTD                                        | BCHPK 2019-1A A1RR                                                           | CUSIP: 07355TBL5<br>LEI: 254900YCLC6G4HRXZ212 | Long             | ABS-CBDO         | CORP              | KY        |   1900000 | PA      | $1899533.07   | 0.03%             | 2035-01-17      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                         | CAS 2025-R03 2A1                                                             | CUSIP: 20754VAA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |   9264004 | PA      | $9318413.23   | 0.15%             | 2045-03-27      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER COMPANY                                         | SO 4 10/01/28                                                                | CUSIP: 373334LC3<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $14910400.05  | 0.23%             | 2028-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO LEASE SECURITIZATION TRUST                       | HALST 2024-C A2A                                                             | CUSIP: 448984AB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2031061 | PA      | $2032925.22   | 0.03%             | 2027-03-15      | Fixed         | 4.77%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                 | GS V4.937 04/23/28                                                           | CUSIP: 38141GC77<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  20105000 | PA      | $20202078.00  | 0.32%             | 2028-04-23      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| ALIMENTATION COUCHE-TARD INC                                  | ATDBCN 4.148 09/29/28 144A                                                   | CUSIP: 01626PAW6<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |  15000000 | PA      | $14907279.15  | 0.23%             | 2028-09-29      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST 2026-R01                  | CAS 2026-R01 2A1                                                             | CUSIP: 20755BAA8<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |  23763526 | PA      | $23771142.28  | 0.37%             | 2046-01-25      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                            | CM V4.508 09/11/27                                                           | CUSIP: 13607PHT4<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |  12000000 | PA      | $12002484.60  | 0.19%             | 2027-09-11      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-06-22

**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