# EDGAR Filing Document

**Accession Number:** 0000035315
**File Stem:** 0001752724-23-014677
**Filing Date:** 2023-1
**Character Count:** 235270
**Document Hash:** 803cc1cae335ecd5ccb469c6b1e4b09e
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-014677.hdr.sgml**: 20230126

**ACCESSION NUMBER**: 0001752724-23-014677

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20221130

**FILED AS OF DATE**: 20230126

**DATE AS OF CHANGE**: 20230126

**PERIOD START**: 20230831

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** FIDELITY SALEM STREET TRUST
- **CENTRAL INDEX KEY:** 0000035315
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0430

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-02105
- **FILM NUMBER:** 23556520

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

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

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** FIDELITY FIXED INCOME TRUST
- **DATE OF NAME CHANGE:** 19920703

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** FIDELITY FLEXIBLE BOND FUND
- **DATE OF NAME CHANGE:** 19860904

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** FIDELITY CORPORATE BOND FUND INC
- **DATE OF NAME CHANGE:** 19851225

## Series and Classes Contracts Data

### Fidelity SAI Low Duration Income Fund (Series ID: S000069440)

| Class ID   | Class Name                            | Ticker Symbol   |
|:---|:---|:---|
| C000221555 | Fidelity SAI Low Duration Income Fund | FZOLX           |

## Nport-Ex

**Quarterly Holdings Report**

**for**

**Fidelity**<sup>®</sup> **SAI Low Duration Income Fund**

**November 30, 2022**

Offered exclusively to certain clients of the Adviser, or its affiliates, including Strategic Advisers LLC (Strategic Advisers) - not available for sale to the general public. Fidelity® SAI is a product name of Fidelity® funds dedicated to certain programs affiliated with Strategic Advisers.

LDI-NPRT1-0123

1.9899559.102 ---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Nonconvertible Bonds - 52.6%** | &nbsp;&nbsp;**Nonconvertible Bonds - 52.6%** | &nbsp;&nbsp;**Nonconvertible Bonds - 52.6%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| COMMUNICATION SERVICES - 0.8%  |  |  |
| Diversified Telecommunication Services - 0.5% |  |  |
| NTT Finance Corp.: |  |  |
|  0.373% 3/3/23 (b) | 15000000  | 14825700  |
|  0.583% 3/1/24 (b) | 3719000  | 3520222  |
| Verizon Communications, Inc. U.S. Secured Overnight Fin. Rate (SOFR) Averages Index + 0.500% 3.8058% 3/22/24 (c)(d) | 6019000 | 5979503 |
|  |  | 24325425 |
| Media - 0.3% |  |  |
| Discovery Communications LLC 3.8% 3/13/24  | 2000000 | 1955093 |
| Magallanes, Inc. U.S. Secured Overnight Fin. Rate (SOFR) Averages Index + 1.780% 4.9944% 3/15/24 (b)(c)(d) | 10341000 | 10306095 |
|  |  | 12261188 |
| TOTAL COMMUNICATION SERVICES |  | 36586613 |
| CONSUMER DISCRETIONARY - 4.7%  |  |  |
| Automobiles - 4.1% |  |  |
| American Honda Finance Corp.: |  |  |
|  3 month U.S. LIBOR + 0.150% 4.8149% 2/22/23 (c)(d) | 6998000  | 7000000  |
|  3.55% 1/12/24  | 2000000  | 1970753  |
| BMW U.S. Capital LLC: |  |  |
|  U.S. Secured Overnight Fin. Rate (SOFR) Averages Index + 0.530% 3.9031% 4/1/24 (b)(c)(d) | 23993000  | 23836204  |
|  U.S. Secured Overnight Fin. Rate (SOFR) Averages Index + 0.840% 4.2131% 4/1/25 (b)(c)(d) | 13000000  | 12924118  |
|  3.8% 4/6/23 (b) | 4500000  | 4484259  |
| Daimler Finance North America LLC: |  |  |
|  3 month U.S. LIBOR + 0.840% 5.3484% 5/4/23 (b)(c)(d) | 11390000  | 11398080  |
|  0.75% 3/1/24 (b) | 10000000  | 9465533  |
|  5.5% 11/27/24 (b) | 10000000  | 10069187  |
| General Motors Financial Co., Inc.: |  |  |
|  U.S. Secured Overnight Fin. Rate (SOFR) Averages Index + 1.300% 4.7124% 4/7/25 (c)(d) | 13000000  | 12635004  |
|  U.S. Secured Overnight Fin. Rate (SOFR) Index + 0.000% 4.0908% 10/15/24 (c)(d) | 11310000  | 10975463  |
|  U.S. Secured Overnight Fin. Rate (SOFR) Index + 0.760% 3.8989% 3/8/24 (c)(d) | 9606000  | 9417699  |
|  U.S. Secured Overnight Fin. Rate (SOFR) Index + 1.200% 5.0026% 11/17/23 (c)(d) | 8000000  | 7965998  |
|  1.05% 3/8/24  | 10000000  | 9459927  |
|  1.7% 8/18/23  | 10000000  | 9734845  |
|  3.25% 1/5/23  | 3000000  | 2994806  |
|  3.95% 4/13/24  | 3000000  | 2949203  |
|  4.15% 6/19/23  | 9338000  | 9275454  |
|  5.1% 1/17/24  | 2000000  | 1993528  |
| Toyota Motor Corp. 0.681% 3/25/24  | 3000000 | 2840673 |
| Volkswagen Group of America Finance LLC: |  |  |
|  U.S. Secured Overnight Fin. Rate (SOFR) Index + 0.950% 4.0444% 6/7/24 (b)(c)(d) | 13000000  | 12927460  |
|  3.125% 5/12/23 (b) | 15000000  | 14861010  |
|  4.25% 11/13/23 (b) | 9000000  | 8899501  |
|  |  | 198078705 |
| Hotels, Restaurants & Leisure - 0.2% |  |  |
| Starbucks Corp. U.S. Secured Overnight Fin. Rate (SOFR) Averages Index + 0.420% 4.2185% 2/14/24 (c)(d) | 11071000 | 11005956 |
| Multiline Retail - 0.4% |  |  |
| Dollar General Corp. 4.25% 9/20/24  | 19487000 | 19197521 |
| TOTAL CONSUMER DISCRETIONARY |  | 228282182 |
| CONSUMER STAPLES - 1.1%  |  |  |
| Beverages - 0.2% |  |  |
| Dr. Pepper Snapple Group, Inc. 0.75% 3/15/24  | 11500000 | 10886012 |
| Food & Staples Retailing - 0.2% |  |  |
| 7-Eleven, Inc.: |  |  |
|  0.625% 2/10/23 (b) | 1550000  | 1536283  |
|  0.8% 2/10/24 (b) | 7898000  | 7493065  |
|  |  | 9029348 |
| Tobacco - 0.7% |  |  |
| Altria Group, Inc.: |  |  |
|  3.8% 2/14/24  | 2000000  | 1965860  |
|  4% 1/31/24  | 2000000  | 1975914  |
| BAT Capital Corp. 3.222% 8/15/24  | 15000000 | 14466669 |
| Philip Morris International, Inc.: |  |  |
|  3.6% 11/15/23  | 2000000  | 1972718  |
|  5.125% 11/15/24  | 12200000  | 12196495  |
|  |  | 32577656 |
| TOTAL CONSUMER STAPLES |  | 52493016 |
| ENERGY - 1.4%  |  |  |
| Energy Equipment & Services - 0.1% |  |  |
| Baker Hughes Co. 1.231% 12/15/23  | 4196000 | 4040076 |
| Oil, Gas & Consumable Fuels - 1.3% |  |  |
| Chevron Corp. 3 month U.S. LIBOR + 0.900% 5.53% 5/11/23 (c)(d) | 15141000 | 15163953 |
| ConocoPhillips Co. 2.125% 3/8/24  | 8000000 | 7741432 |
| Enbridge, Inc.: |  |  |
|  U.S. Secured Overnight Fin. Rate (SOFR) Averages Index + 0.630% 4.4322% 2/16/24 (c)(d) | 14987000  | 14840579  |
|  U.S. Secured Overnight Fin. Rate (SOFR) Index + 0.400% 4.2026% 2/17/23 (c)(d) | 9767000  | 9757834  |
| Energy Transfer LP 4.9% 2/1/24  | 7250000 | 7205499 |
| Kinder Morgan Energy Partners LP: |  |  |
|  4.15% 2/1/24  | 2000000  | 1973701  |
|  4.3% 5/1/24  | 2000000  | 1973788  |
| Spectra Energy Partners LP 4.75% 3/15/24  | 2000000 | 1988983 |
| The Williams Companies, Inc. 4.3% 3/4/24  | 2000000 | 1976439 |
| Western Gas Partners LP 3 month U.S. LIBOR + 1.100% 5.0407% 1/13/23 (c)(d) | 2872000 | 2866256 |
|  |  | 65488464 |
| TOTAL ENERGY |  | 69528540 |
| FINANCIALS - 34.3%  |  |  |
| Banks - 20.4% |  |  |
| Bank of America Corp.: |  |  |
|  U.S. Secured Overnight Fin. Rate (SOFR) Index + 0.660% 4.4605% 2/4/25 (c)(d) | 18000000  | 17685614  |
|  U.S. Secured Overnight Fin. Rate (SOFR) Index + 0.690% 4.2985% 4/22/25 (c)(d) | 15950000  | 15681756  |
|  U.S. Secured Overnight Fin. Rate (SOFR) Index + 1.100% 4.7239% 4/25/25 (c)(d) | 18000000  | 17869389  |
|  0.523% 6/14/24 (c) | 12000000  | 11645675  |
|  0.81% 10/24/24 (c) | 10000000  | 9552383  |
|  3.004% 12/20/23 (c) | 25300000  | 25270367  |
|  4.125% 1/22/24  | 5000000  | 4964335  |
|  4.2% 8/26/24  | 10000000  | 9859871  |
| Bank of Montreal: |  |  |
|  U.S. Secured Overnight Fin. Rate (SOFR) Averages Index + 0.260% 3.4794% 9/15/23 (c)(d) | 13800000  | 13726179  |
|  U.S. Secured Overnight Fin. Rate (SOFR) Averages Index + 0.270% 3.7323% 4/14/23 (c)(d) | 12000000  | 11985157  |
|  3.3% 2/5/24  | 5000000  | 4908108  |
| Bank of Nova Scotia: |  |  |
|  U.S. Secured Overnight Fin. Rate (SOFR) Averages Index + 0.440% 3.9158% 4/15/24 (c)(d) | 15000000  | 14863800  |
|  U.S. Secured Overnight Fin. Rate (SOFR) Averages Index + 0.550% 3.7644% 9/15/23 (c)(d) | 10963000  | 10942671  |
|  U.S. Secured Overnight Fin. Rate (SOFR) Index + 0.260% 3.4744% 9/15/23 (c)(d) | 17000000  | 16908057  |
|  U.S. Secured Overnight Fin. Rate (SOFR) Index + 0.380% 4.0268% 7/31/24 (c)(d) | 17300000  | 17092316  |
| BB&T Corp. 3.75% 12/6/23  | 2000000 | 1979781 |
| BNP Paribas SA 3.5% 3/1/23 (b) | 10500000 | 10447537 |
| BPCE SA: |  |  |
|  3 month U.S. LIBOR + 1.240% 4.4757% 9/12/23 (b)(c)(d) | 4800000  | 4799472  |
|  U.S. Secured Overnight Fin. Rate (SOFR) Index + 0.570% 4.017% 1/14/25 (b)(c)(d) | 9396000  | 9168341  |
|  5.7% 10/22/23 (b) | 5000000  | 4948160  |
| Canadian Imperial Bank of Commerce: |  |  |
|  U.S. Secured Overnight Fin. Rate (SOFR) Index + 0.340% 3.6458% 6/22/23 (c)(d) | 14351000  | 14313445  |
|  U.S. Secured Overnight Fin. Rate (SOFR) Index + 0.940% 4.3525% 4/7/25 (c)(d) | 13000000  | 12851245  |
|  0.5% 12/14/23  | 3000000  | 2871269  |
|  3.1% 4/2/24  | 2000000  | 1951334  |
| Citigroup, Inc.: |  |  |
|  3 month U.S. LIBOR + 1.020% 4.044% 6/1/24 (c)(d) | 17000000  | 16863026  |
|  U.S. Secured Overnight Fin. Rate (SOFR) Index + 0.690% 4.2484% 1/25/26 (c)(d) | 17500000  | 17036417  |
|  U.S. Secured Overnight Fin. Rate (SOFR) Index + 1.370% 5.172% 5/24/25 (c)(d) | 15000000  | 14954745  |
| Citizens Bank NA 3 month U.S. LIBOR + 0.950% 4.5919% 3/29/23 (c)(d) | 5000000 | 5003790 |
| Credit Agricole SA 3.75% 4/24/23 (b) | 9600000 | 9538008 |
| Discover Bank 4.2% 8/8/23  | 15000000 | 14894351 |
| DNB Bank ASA: |  |  |
|  U.S. Secured Overnight Fin. Rate (SOFR) Averages Index + 0.830% 4.186% 3/28/25 (b)(c)(d) | 13000000  | 12948585  |
|  2.968% 3/28/25 (b)(c) | 8050000  | 7764460  |
| Federation des caisses Desjardin U.S. Secured Overnight Fin. Rate (SOFR) Index + 0.430% 4.2281% 5/21/24 (b)(c)(d) | 12811000 | 12652175 |
| HSBC Holdings PLC: |  |  |
|  U.S. Secured Overnight Fin. Rate (SOFR) Index + 0.580% 4.3803% 11/22/24 (c)(d) | 13000000  | 12674584  |
|  3.803% 3/11/25 (c) | 5000000  | 4842447  |
|  3.95% 5/18/24 (c) | 8000000  | 7906271  |
| Huntington National Bank: |  |  |
|  U.S. Secured Overnight Fin. Rate (SOFR) Averages Index + 1.190% 4.9922% 5/16/25 (c)(d) | 18000000  | 17930760  |
|  5.699% 11/18/25 (c) | 10000000  | 10016036  |
| Intesa Sanpaolo SpA 3.375% 1/12/23 (b) | 13000000 | 12962048 |
| JPMorgan Chase & Co.: |  |  |
|  U.S. Secured Overnight Fin. Rate (SOFR) Index + 0.530% 4.345% 6/1/25 (c)(d) | 15475000  | 15156018  |
|  U.S. Secured Overnight Fin. Rate (SOFR) Index + 0.580% 3.8064% 3/16/24 (c)(d) | 18000000  | 17891225  |
|  U.S. Secured Overnight Fin. Rate (SOFR) Index + 0.920% 4.72% 2/24/26 (c)(d) | 15958000  | 15617935  |
|  U.S. Secured Overnight Fin. Rate (SOFR) Index + 0.970% 4.1728% 6/14/25 (c)(d) | 17000000  | 16802230  |
|  U.S. Secured Overnight Fin. Rate (SOFR) Index + 1.320% 4.9168% 4/26/26 (c)(d) | 14956000  | 14814965  |
|  0.697% 3/16/24 (c) | 14000000  | 13796565  |
|  3.559% 4/23/24 (c) | 10000000  | 9930292  |
| KeyBank NA: |  |  |
|  U.S. Secured Overnight Fin. Rate (SOFR) Averages Index + 0.320% 3.5228% 6/14/24 (c)(d) | 21050000  | 20824880  |
|  U.S. Secured Overnight Fin. Rate (SOFR) Index + 0.340% 3.7006% 1/3/24 (c)(d) | 15000000  | 14905392  |
| Lloyds Banking Group PLC: |  |  |
|  0.695% 5/11/24 (c) | 11318000  | 11045048  |
|  3.9% 3/12/24  | 2000000  | 1962282  |
|  4.05% 8/16/23  | 20000000  | 19817168  |
| M&T Bank Corp. 3 month U.S. LIBOR + 0.680% 5.0069% 7/26/23 (c)(d) | 4700000 | 4702457 |
| Mitsubishi UFJ Financial Group, Inc.: |  |  |
|  3 month U.S. LIBOR + 0.860% 5.1869% 7/26/23 (c)(d) | 15300000  | 15328801  |
|  U.S. Secured Overnight Fin. Rate (SOFR) Index + 1.380% 4.4808% 9/12/25 (c)(d) | 12955000  | 12901354  |
|  3.455% 3/2/23  | 5000000  | 4981716  |
|  4.788% 7/18/25 (c) | 10000000  | 9895701  |
| Mizuho Financial Group, Inc.: |  |  |
|  U.S. Secured Overnight Fin. Rate (SOFR) Index + 0.960% 4.7606% 5/22/26 (c)(d) | 21000000  | 20466676  |
|  3.549% 3/5/23  | 5000000  | 4982275  |
|  3.922% 9/11/24 (c) | 16400000  | 16138309  |
| NatWest Markets PLC: |  |  |
|  U.S. Secured Overnight Fin. Rate (SOFR) Index + 0.530% 4.3285% 8/12/24 (b)(c)(d) | 14209000  | 13982850  |
|  U.S. Secured Overnight Fin. Rate (SOFR) Index + 1.450% 4.7558% 3/22/25 (b)(c)(d) | 11324000  | 11188877  |
|  2.375% 5/21/23 (b) | 5000000  | 4916084  |
| Rabobank Nederland New York Branch 3.875% 8/22/24  | 13000000 | 12779288 |
| Royal Bank of Canada: |  |  |
|  U.S. Secured Overnight Fin. Rate (SOFR) Averages Index + 0.300% 3.8088% 1/19/24 (c)(d) | 5000000  | 4957855  |
|  U.S. Secured Overnight Fin. Rate (SOFR) Averages Index + 0.340% 3.7524% 10/7/24 (c)(d) | 2000000  | 1965075  |
|  U.S. Secured Overnight Fin. Rate (SOFR) Averages Index + 0.360% 4.0068% 7/29/24 (c)(d) | 2000000  | 1973205  |
|  U.S. Secured Overnight Fin. Rate (SOFR) Averages Index + 0.450% 4.0468% 10/26/23 (c)(d) | 15700000  | 15626207  |
|  0.425% 1/19/24  | 3000000  | 2852092  |
|  2.55% 7/16/24  | 5000000  | 4810843  |
|  3.97% 7/26/24  | 15733000  | 15480287  |
| Santander Holdings U.S.A., Inc. 3.5% 6/7/24  | 5000000 | 4851538 |
| Societe Generale U.S. Secured Overnight Fin. Rate (SOFR) Index + 1.050% 4.5802% 1/21/26 (b)(c)(d) | 18000000 | 17251200 |
| Sumitomo Mitsui Financial Group, Inc.: |  |  |
|  0.508% 1/12/24  | 852000  | 809118  |
|  2.696% 7/16/24  | 3000000  | 2873856  |
| Sumitomo Mitsui Trust Bank Ltd. U.S. Secured Overnight Fin. Rate (SOFR) Index + 0.440% 3.6265% 9/16/24 (b)(c)(d) | 2000000 | 1985354 |
| Swedbank AB U.S. Secured Overnight Fin. Rate (SOFR) Averages Index + 0.910% 4.2896% 4/4/25 (b)(c)(d) | 11081000 | 10989693 |
| The Toronto-Dominion Bank: |  |  |
|  U.S. Secured Overnight Fin. Rate (SOFR) Index + 0.220% 3.2872% 6/2/23 (c)(d) | 16000000  | 15960928  |
|  U.S. Secured Overnight Fin. Rate (SOFR) Index + 0.350% 3.4477% 3/4/24 (c)(d) | 21000000  | 20798515  |
|  U.S. Secured Overnight Fin. Rate (SOFR) Index + 0.450% 3.806% 9/28/23 (c)(d) | 7342000  | 7317273  |
|  U.S. Secured Overnight Fin. Rate (SOFR) Index + 0.480% 4.0928% 1/27/23 (c)(d) | 15810000  | 15812063  |
|  U.S. Secured Overnight Fin. Rate (SOFR) Index + 0.910% 4.0489% 3/8/24 (c)(d) | 15914000  | 15873897  |
|  2.35% 3/8/24  | 2000000  | 1935509  |
|  2.65% 6/12/24  | 5000000  | 4835467  |
|  3.25% 3/11/24  | 2000000  | 1958871  |
| Truist Bank: |  |  |
|  U.S. Secured Overnight Fin. Rate (SOFR) Index + 0.200% 3.6708% 1/17/24 (c)(d) | 16000000  | 15854313  |
|  U.S. Secured Overnight Fin. Rate (SOFR) Index + 0.730% 3.8788% 3/9/23 (c)(d) | 14724000  | 14725787  |
| Truist Financial Corp. U.S. Secured Overnight Fin. Rate (SOFR) Index + 0.400% 3.5488% 6/9/25 (c)(d) | 16000000 | 15630720 |
| Wells Fargo & Co.: |  |  |
|  U.S. Secured Overnight Fin. Rate (SOFR) Index + 1.320% 4.8744% 4/25/26 (c)(d) | 13951000  | 13848580  |
|  3.75% 1/24/24  | 5000000  | 4930885  |
|  |  | 985011484 |
| Capital Markets - 5.8% |  |  |
| Bank of New York Mellon Corp. 0.35% 12/7/23  | 3000000 | 2866841 |
| Bank of New York, New York 5.224% 11/21/25 (c) | 8260000 | 8265851 |
| Credit Suisse AG: |  |  |
|  U.S. Secured Overnight Fin. Rate (SOFR) Averages Index + 0.380% 4.1777% 8/9/23 (c)(d) | 17000000  | 16573836  |
|  U.S. Secured Overnight Fin. Rate (SOFR) Averages Index + 0.390% 4.1154% 2/2/24 (c)(d) | 16147000  | 15357412  |
|  U.S. Secured Overnight Fin. Rate (SOFR) Averages Index + 1.260% 5.0614% 2/21/25 (c)(d) | 14000000  | 12939542  |
| Deutsche Bank AG New York Branch: |  |  |
|  U.S. Secured Overnight Fin. Rate (SOFR) Index + 0.500% 4.299% 11/8/23 (c)(d) | 17390000  | 17260445  |
|  0.898% 5/28/24  | 5000000  | 4676548  |
|  0.962% 11/8/23  | 11967000  | 11457722  |
| Goldman Sachs Group, Inc.: |  |  |
|  3 month U.S. LIBOR + 0.750% 5.4419% 2/23/23 (c)(d) | 16400000  | 16415869  |
|  U.S. Secured Overnight Fin. Rate (SOFR) Index + 0.620% 3.7127% 12/6/23 (c)(d) | 9860000  | 9825220  |
|  U.S. Secured Overnight Fin. Rate (SOFR) Index + 0.700% 4.2419% 1/24/25 (c)(d) | 19500000  | 19148220  |
|  U.S. Secured Overnight Fin. Rate (SOFR) Index + 1.390% 4.6044% 3/15/24 (c)(d) | 14000000  | 14015694  |
|  0.523% 3/8/23  | 15600000  | 15427294  |
|  1.757% 1/24/25 (c) | 3000000  | 2859640  |
|  3.625% 2/20/24  | 10000000  | 9830734  |
| Morgan Stanley: |  |  |
|  U.S. Secured Overnight Fin. Rate (SOFR) Index + 0.460% 4.2668% 11/10/23 (c)(d) | 11540000  | 11488589  |
|  U.S. Secured Overnight Fin. Rate (SOFR) Index + 0.620% 4.2335% 1/24/25 (c)(d) | 17500000  | 17220000  |
|  U.S. Secured Overnight Fin. Rate (SOFR) Index + 1.160% 4.6876% 4/17/25 (c)(d) | 18000000  | 17849804  |
|  3.7% 10/23/24  | 5000000  | 4890127  |
|  3.737% 4/24/24 (c) | 5035000  | 5000231  |
| NASDAQ, Inc. 0.445% 12/21/22  | 6732000 | 6717057 |
| UBS AG London Branch: |  |  |
|  U.S. Secured Overnight Fin. Rate (SOFR) Index + 0.320% 4.13% 6/1/23 (b)(c)(d) | 16000000  | 15962941  |
|  U.S. Secured Overnight Fin. Rate (SOFR) Index + 0.450% 4.2477% 8/9/24 (b)(c)(d) | 5000000  | 4954148  |
|  U.S. Secured Overnight Fin. Rate (SOFR) Index + 0.470% 3.9243% 1/13/25 (b)(c)(d) | 20000000  | 19784800  |
|  |  | 280788565 |
| Consumer Finance - 3.7% |  |  |
| AerCap Ireland Capital Ltd./AerCap Global Aviation Trust U.S. Secured Overnight Fin. Rate (SOFR) Index + 0.680% 4.0414% 9/29/23 (c)(d) | 15093000 | 14779273 |
| Ally Financial, Inc. 3.875% 5/21/24  | 5000000 | 4864382 |
| American Express Co.: |  |  |
|  U.S. Secured Overnight Fin. Rate (SOFR) Averages Index + 0.720% 4.4683% 5/3/24 (c)(d) | 15230000  | 15176941  |
|  U.S. Secured Overnight Fin. Rate (SOFR) Index + 0.930% 4.0227% 3/4/25 (c)(d) | 20000000  | 20003236  |
| Capital One Financial Corp.: |  |  |
|  U.S. Secured Overnight Fin. Rate (SOFR) Index + 0.690% 3.845% 12/6/24 (c)(d) | 22000000  | 21510500  |
|  U.S. Secured Overnight Fin. Rate (SOFR) Index + 1.350% 5.1503% 5/9/25 (c)(d) | 18000000  | 17731890  |
|  1.343% 12/6/24 (c) | 12000000  | 11449364  |
|  3.75% 4/24/24  | 10000000  | 9804029  |
| John Deere Capital Corp. 3.35% 6/12/24  | 5000000 | 4902394 |
| Toyota Motor Credit Corp.: |  |  |
|  U.S. Secured Overnight Fin. Rate (SOFR) Averages Index + 0.260% 3.4987% 6/18/24 (c)(d) | 2000000  | 1986430  |
|  U.S. Secured Overnight Fin. Rate (SOFR) Averages Index + 0.330% 3.7489% 1/11/24 (c)(d) | 5000000  | 4984339  |
|  U.S. Secured Overnight Fin. Rate (SOFR) Averages Index + 0.650% 4.0114% 12/29/23 (c)(d) | 17000000  | 16973554  |
|  U.S. Secured Overnight Fin. Rate (SOFR) Index + 0.320% 3.7262% 4/6/23 (c)(d) | 17000000  | 16990480  |
|  U.S. Secured Overnight Fin. Rate (SOFR) Index + 0.620% 3.9258% 3/22/24 (c)(d) | 16000000  | 15970746  |
|  |  | 177127558 |
| Diversified Financial Services - 1.4% |  |  |
| Athene Global Funding: |  |  |
|  U.S. Secured Overnight Fin. Rate (SOFR) Averages Index + 0.560% 4.3624% 8/19/24 (b)(c)(d) | 2000000  | 1952677  |
|  U.S. Secured Overnight Fin. Rate (SOFR) Averages Index + 0.700% 4.5% 5/24/24 (b)(c)(d) | 16500000  | 16182526  |
|  U.S. Secured Overnight Fin. Rate (SOFR) Averages Index + 0.710% 4.1274% 1/7/25 (b)(c)(d) | 20600000  | 19992588  |
|  0.95% 1/8/24 (b) | 7649000  | 7251864  |
| GA Global Funding Trust 1.25% 12/8/23 (b) | 9000000 | 8607464 |
| Jackson Financial, Inc. 1.125% 11/22/23  | 14255000 | 13668532 |
|  |  | 67655651 |
| Insurance - 3.0% |  |  |
| Equitable Financial Life Global Funding: |  |  |
|  U.S. Secured Overnight Fin. Rate (SOFR) Index + 0.390% 3.8096% 4/6/23 (b)(c)(d) | 12000000  | 11978811  |
|  0.5% 11/17/23 (b) | 25000000  | 23886595  |
| Metropolitan Life Global Funding I U.S. Secured Overnight Fin. Rate (SOFR) Index + 0.570% 4.0243% 1/13/23 (b)(c)(d) | 15072000 | 15075583 |
| Metropolitan Tower Global Funding U.S. Secured Overnight Fin. Rate (SOFR) Index + 0.550% 4.0208% 1/17/23 (b)(c)(d) | 26099000 | 26106472 |
| New York Life Global Funding: |  |  |
|  3 month U.S. LIBOR + 0.280% 4.1887% 1/10/23 (b)(c)(d) | 12954000  | 12946627  |
|  U.S. Secured Overnight Fin. Rate (SOFR) Index + 0.220% 3.9454% 2/2/23 (b)(c)(d) | 6000000  | 5998956  |
|  U.S. Secured Overnight Fin. Rate (SOFR) Index + 0.310% 3.9068% 4/26/24 (b)(c)(d) | 8000000  | 7945760  |
| Northwestern Mutual Global Funding U.S. Secured Overnight Fin. Rate (SOFR) Index + 0.330% 3.6585% 3/25/24 (b)(c)(d) | 9564000 | 9483401 |
| Pacific Life Global Funding II U.S. Secured Overnight Fin. Rate (SOFR) Index + 0.380% 3.8415% 4/12/24 (b)(c)(d) | 7300000 | 7189816 |
| Protective Life Global Funding: |  |  |
|  U.S. Secured Overnight Fin. Rate (SOFR) Index + 0.550% 3.9172% 3/31/23 (b)(c)(d) | 13232000  | 13223819  |
|  U.S. Secured Overnight Fin. Rate (SOFR) Index + 0.980% 4.336% 3/28/25 (b)(c)(d) | 13000000  | 12872263  |
|  |  | 146708103 |
| TOTAL FINANCIALS |  | 1657291361 |
| HEALTH CARE - 2.4%  |  |  |
| Health Care Equipment & Supplies - 0.1% |  |  |
| Becton, Dickinson & Co. 3.363% 6/6/24  | 3000000 | 2930077 |
| Health Care Providers & Services - 1.0% |  |  |
| Cigna Corp. 0.613% 3/15/24  | 14758000 | 13964764 |
| Elevance Health, Inc. 2.95% 12/1/22  | 10000000 | 10000000 |
| Humana, Inc. 0.65% 8/3/23  | 25523000 | 24767910 |
|  |  | 48732674 |
| Life Sciences Tools & Services - 0.4% |  |  |
| PerkinElmer, Inc. 0.55% 9/15/23  | 12400000 | 11940666 |
| Thermo Fisher Scientific, Inc. U.S. Secured Overnight Fin. Rate (SOFR) Averages Index + 0.530% 4.0097% 10/18/24 (c)(d) | 8554000 | 8474882 |
|  |  | 20415548 |
| Pharmaceuticals - 0.9% |  |  |
| GSK Consumer Healthcare Capital U.S. LLC U.S. Secured Overnight Fin. Rate (SOFR) Index + 0.890% 4.2258% 3/24/24 (c)(d) | 9497000 | 9454389 |
| Mylan NV 3.125% 1/15/23 (b) | 5500000 | 5481411 |
| Roche Holdings, Inc. U.S. Secured Overnight Fin. Rate (SOFR) Index + 0.330% 3.4808% 9/11/23 (b)(c)(d) | 22250000 | 22212131 |
| Shire Acquisitions Investments Ireland DAC 2.875% 9/23/23  | 7026000 | 6892428 |
|  |  | 44040359 |
| TOTAL HEALTH CARE |  | 116118658 |
| INDUSTRIALS - 2.2%  |  |  |
| Aerospace & Defense - 0.1% |  |  |
| The Boeing Co. 4.508% 5/1/23  | 7000000 | 6974713 |
| Industrial Conglomerates - 0.4% |  |  |
| Siemens Financieringsmaatschappij NV U.S. Secured Overnight Fin. Rate (SOFR) Index + 0.430% 3.5891% 3/11/24 (b)(c)(d) | 17000000 | 16881000 |
| Machinery - 1.0% |  |  |
| Caterpillar Financial Services Corp.: |  |  |
|  U.S. Secured Overnight Fin. Rate (SOFR) Index + 0.240% 4.0476% 5/17/24 (c)(d) | 4000000  | 3974398  |
|  0.95% 1/10/24  | 2000000  | 1920173  |
|  3.65% 12/7/23  | 2000000  | 1978911  |
|  3.75% 11/24/23  | 2000000  | 1977422  |
| Daimler Trucks Finance North America LLC: |  |  |
|  U.S. Secured Overnight Fin. Rate (SOFR) Index + 0.500% 3.6058% 6/14/23 (b)(c)(d) | 15000000  | 14960610  |
|  U.S. Secured Overnight Fin. Rate (SOFR) Index + 1.000% 4.3995% 4/5/24 (b)(c)(d) | 11000000  | 10932053  |
|  1.125% 12/14/23 (b) | 12000000  | 11505108  |
|  3.98% 12/13/24 (b)(c) | 2000000  | 1974180  |
|  |  | 49222855 |
| Road & Rail - 0.3% |  |  |
| Canadian Pacific Railway Co. 1.35% 12/2/24  | 13000000 | 12105674 |
| Trading Companies & Distributors - 0.4% |  |  |
| Air Lease Corp.: |  |  |
|  3 month U.S. LIBOR + 0.350% 3.6426% 12/15/22 (c)(d) | 15000000  | 14992512  |
|  4.25% 2/1/24  | 5000000  | 4911408  |
|  |  | 19903920 |
| TOTAL INDUSTRIALS |  | 105088162 |
| INFORMATION TECHNOLOGY - 0.6%  |  |  |
| Electronic Equipment & Components - 0.1% |  |  |
| Dell International LLC/EMC Corp. 4% 7/15/24  | 5000000 | 4904496 |
| Semiconductors & Semiconductor Equipment - 0.2% |  |  |
| Analog Devices, Inc. U.S. Secured Overnight Fin. Rate (SOFR) Index + 0.250% 3.6231% 10/1/24 (c)(d) | 5416000 | 5342007 |
| Microchip Technology, Inc. 0.972% 2/15/24  | 5000000 | 4730856 |
|  |  | 10072863 |
| Software - 0.3% |  |  |
| VMware, Inc. 0.6% 8/15/23  | 12018000 | 11637850 |
| TOTAL INFORMATION TECHNOLOGY |  | 26615209 |
| MATERIALS - 0.2%  |  |  |
| Chemicals - 0.2% |  |  |
| Celanese U.S. Holdings LLC 3.5% 5/8/24  | 3000000 | 2909510 |
| Nutrien Ltd. 5.9% 11/7/24  | 5356000 | 5417860 |
| The Mosaic Co. 4.25% 11/15/23  | 2000000 | 1980166 |
|  |  | 10307536 |
| REAL ESTATE - 0.5%  |  |  |
| Equity Real Estate Investment Trusts (REITs) - 0.5% |  |  |
| Federal Realty Investment Trust 3.95% 1/15/24  | 5000000 | 4931537 |
| Simon Property Group LP U.S. Secured Overnight Fin. Rate (SOFR) Averages Index + 0.430% 3.8489% 1/11/24 (c)(d) | 9519000 | 9453273 |
| Ventas Realty LP 3.75% 5/1/24  | 10600000 | 10333219 |
|  |  | 24718029 |
| UTILITIES - 4.4%  |  |  |
| Electric Utilities - 3.5% |  |  |
| Alabama Power Co. 3.55% 12/1/23  | 8000000 | 7896277 |
| Duke Energy Corp.: |  |  |
|  U.S. Secured Overnight Fin. Rate (SOFR) Index + 0.250% 3.4091% 6/10/23 (c)(d) | 7302000  | 7268291  |
|  3.75% 4/15/24  | 2000000  | 1969148  |
| Eversource Energy U.S. Secured Overnight Fin. Rate (SOFR) Averages Index + 0.250% 4.0491% 8/15/23 (c)(d) | 10000000 | 9957947 |
| Florida Power & Light Co. U.S. Secured Overnight Fin. Rate (SOFR) Averages Index + 0.250% 4.0481% 5/10/23 (c)(d) | 8596000 | 8572699 |
| Mississippi Power Co. U.S. Secured Overnight Fin. Rate (SOFR) Index + 0.300% 3.656% 6/28/24 (c)(d) | 13012000 | 12715246 |
| NextEra Energy Capital Holdings, Inc.: |  |  |
|  3 month U.S. LIBOR + 0.270% 4.9349% 2/22/23 (c)(d) | 18000000  | 17996006  |
|  U.S. Secured Overnight Fin. Rate (SOFR) Averages Index + 0.400% 4.1483% 11/3/23 (c)(d) | 17000000  | 16854782  |
|  U.S. Secured Overnight Fin. Rate (SOFR) Averages Index + 0.540% 4.35% 3/1/23 (c)(d) | 8165000  | 8158524  |
| PPL Electric Utilities Corp.: |  |  |
|  3 month U.S. LIBOR + 0.250% 3.8909% 9/28/23 (c)(d) | 4027000  | 4011718  |
|  U.S. Secured Overnight Fin. Rate (SOFR) Index + 0.330% 3.6658% 6/24/24 (c)(d) | 11827000  | 11660732  |
| Southern California Edison Co.: |  |  |
|  U.S. Secured Overnight Fin. Rate (SOFR) Averages Index + 0.640% 4.0131% 4/3/23 (c)(d) | 12000000  | 11974853  |
|  U.S. Secured Overnight Fin. Rate (SOFR) Averages Index + 0.830% 4.2031% 4/1/24 (c)(d) | 12000000  | 11912739  |
|  U.S. Secured Overnight Fin. Rate (SOFR) Index + 0.470% 3.5457% 12/2/22 (c)(d) | 17800000  | 17800000  |
| Southern Co.: |  |  |
|  U.S. Secured Overnight Fin. Rate (SOFR) Averages Index + 0.370% 4.1681% 5/10/23 (c)(d) | 8433000  | 8406000  |
|  0.6% 2/26/24  | 5000000  | 4728977  |
| Tampa Electric Co. 3.875% 7/12/24  | 9610000 | 9387731 |
|  |  | 171271670 |
| Gas Utilities - 0.4% |  |  |
| Atmos Energy Corp. 3 month U.S. LIBOR + 0.380% 3.574% 3/9/23 (c)(d) | 11128000 | 11116228 |
| CenterPoint Energy Resources Corp. 3 month U.S. LIBOR + 0.500% 3.5997% 3/2/23 (c)(d) | 4681000 | 4677237 |
| Southern California Gas Co. 3 month U.S. LIBOR + 0.350% 3.6201% 9/14/23 (c)(d) | 2073000 | 2067860 |
|  |  | 17861325 |
| Multi-Utilities - 0.5% |  |  |
| CenterPoint Energy, Inc. U.S. Secured Overnight Fin. Rate (SOFR) Averages Index + 0.650% 4.4485% 5/13/24 (c)(d) | 14429000 | 14221931 |
| Dominion Energy, Inc. 3 month U.S. LIBOR + 0.530% 3.8226% 9/15/23 (c)(d) | 5803000 | 5791197 |
| Public Service Enterprise Group, Inc. 2.875% 6/15/24  | 2000000 | 1930716 |
|  |  | 21943844 |
| TOTAL UTILITIES |  | 211076839 |
| <br> **TOTAL NONCONVERTIBLE BONDS**<br> (Cost $2,563,859,607) |  | <br> **2538106145** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**U.S. Treasury Obligations - 11.5%** | &nbsp;&nbsp;**U.S. Treasury Obligations - 11.5%** | &nbsp;&nbsp;**U.S. Treasury Obligations - 11.5%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| U.S. Treasury Bills, yield at date of purchase 4.59% 5/11/23  | 251385000 | 246348067 |
| U.S. Treasury Notes: |  |  |
|  1.625% 10/31/23 (e) | 133799000 | 130098621 |
|  3% 6/30/24  | 184874000 | 180512129 |
| <br> **TOTAL U.S. TREASURY OBLIGATIONS**<br> (Cost $562,455,572) |  | **556958817** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Asset-Backed Securities - 15.4%** | &nbsp;&nbsp;**Asset-Backed Securities - 15.4%** | &nbsp;&nbsp;**Asset-Backed Securities - 15.4%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| Aimco: |  |  |
|  Series 2021-10A Class AR, 3 month U.S. LIBOR + 1.060% 5.3846% 7/22/32 (b)(c)(d) | 10424000 | 10166809 |
|  Series 2021-BA Class AR, 3 month U.S. LIBOR + 1.100% 5.1791% 1/15/32 (b)(c)(d) | 10292000 | 10089402 |
| AIMCO CLO Ltd. Series 2022-12A Class AR, CME TERM SOFR 3 MONTH INDEX + 1.170% 5.0336% 1/17/32 (b)(c)(d) | 12657000 | 12420301 |
| Ally Auto Receivables Trust Series 2022-2 Class A2, 4.62% 10/15/25  | 13000000 | 12916946 |
| American Express Credit Account Master Trust Series 2018-9 Class A, 1 month U.S. LIBOR + 0.380% 4.2553% 4/15/26 (c)(d) | 2500000 | 2500386 |
| AmeriCredit Automobile Receivables Trust: |  |  |
|  Series 2021-2 Class A2, 0.26% 11/18/24  | 682275 | 680712 |
|  Series 2021-3 Class A2, 0.41% 2/18/25  | 5091130 | 5048887 |
| Ares LII CLO Ltd. Series 2021-52A Class A1R, 3 month U.S. LIBOR + 1.050% 5.3746% 4/22/31 (b)(c)(d) | 8970000 | 8781451 |
| BMW Vehicle Lease Trust: |  |  |
|  Series 2021-1 Class A3, 0.29% 1/25/24  | 7231484 | 7155952 |
|  Series 2022-1 Class A2, 0.67% 5/28/24  | 5493925 | 5442783 |
| BMWLT 2021 Series 2021-2 Class A3, 0.33% 12/26/24  | 2620000 | 2547881 |
| CarMax Auto Owner Trust: |  |  |
|  Series 2020-4 Class A3, 0.5% 8/15/25  | 5776893 | 5590606 |
|  Series 2021-3 Class A2A, 0.29% 9/16/24  | 2736347 | 2719724 |
|  Series 2022-2 Class A2B, U.S. 30-Day Avg. Secured Overnight Fin. Rate (SOFR) Index + 0.600% 3.8177% 5/15/25 (c)(d) | 6394967 | 6383522 |
|  Series 2022-3 Class A2A, 3.81% 9/15/25  | 10752000 | 10623418 |
| Carmax Auto Owner Trust Series 2022-4 Class A2A, 5.34% 12/15/25  | 7317000 | 7305109 |
| Carvana Auto Receivables Trust Series 2021-P3 Class A2, 0.38% 1/10/25  | 2660483 | 2629472 |
| Cedar Funding Ltd.: |  |  |
|  Series 2021-10A Class AR, 3 month U.S. LIBOR + 1.100% 5.3426% 10/20/32 (b)(c)(d) | 2864000 | 2785778 |
|  Series 2021-14A Class A, 3 month U.S. LIBOR + 1.100% 5.1791% 7/15/33 (b)(c)(d) | 10797000 | 10521720 |
| Cent CLO LP Series 2021-21A Class A1R3, 3 month U.S. LIBOR + 0.970% 5.328% 7/27/30 (b)(c)(d) | 10808068 | 10629854 |
| Chesapeake Funding II LLC Series 2021-1A Class A2, 1 month U.S. LIBOR + 0.230% 4.1053% 4/15/33 (b)(c)(d) | 4850226 | 4828879 |
| Citibank Credit Card Issuance Trust Series 2018-A2 Class A2, 1 month U.S. LIBOR + 0.330% 4.2686% 1/20/25 (c)(d) | 20000000 | 19989574 |
| CNH Equipment Trust Series 2021-C Class A2, 0.33% 1/15/25  | 5076446 | 4986941 |
| Daimler Trucks Retail Trust Series 2022-1 Class A2, 5.07% 9/16/24  | 11850000 | 11828825 |
| Dell Equipment Finance Trust Series 2021-1 Class A3, 0.43% 5/22/26 (b) | 3757000 | 3665541 |
| Dell Equipment Finance Trust 2022-2 4.03% 7/22/27 (b) | 16759000 | 16581690 |
| DLLAD LLC Series 2021-1A Class A2, 0.35% 9/20/24 (b) | 3044363 | 2989084 |
| DLLMT LLC Series 2021-1A Class A2, 0.6% 3/20/24 (b) | 9424832 | 9293197 |
| Donlen Fleet Lease Funding Series 2021-2 Class A1, 1 month U.S. LIBOR + 0.330% 4.1887% 12/11/34 (b)(c)(d) | 5605516 | 5576347 |
| Drive Auto Receivables Trust Series 2021-3 Class A2, 0.52% 1/15/25  | 66791 | 66678 |
| Eaton Vance CLO, Ltd. Series 2021-1A Class AR, 3 month U.S. LIBOR + 1.100% 5.1791% 4/15/31 (b)(c)(d) | 9297000 | 9094707 |
| Enterprise Fleet Financing LLC: |  |  |
|  Series 2020-2 Class A2, 0.61% 7/20/26 (b) | 7026238 | 6825723 |
|  Series 2021-1 Class A2, 0.44% 12/21/26 (b) | 1592792 | 1535154 |
|  Series 2021-2 Class A2, 0.48% 5/20/27 (b) | 6420354 | 6100021 |
|  Series 2022-3 Class A2, 4.38% 7/20/29 (b) | 1749000 | 1702502 |
| Ford Credit Auto Lease Trust Series 2022-A Class A2B, U.S. 30-Day Avg. Secured Overnight Fin. Rate (SOFR) Index + 0.600% 3.8177% 10/15/24 (c)(d) | 6514019 | 6506727 |
| Ford Credit Auto Owner Trust: |  |  |
|  Series 2022-C Class A2A, 4.52% 4/15/25  | 7720000 | 7680433 |
|  Series 2022-D Class A2A, 5.37% 8/15/25  | 21450000 | 21452259 |
| FORDO Series 2022-B Class A2B, U.S. 30-Day Avg. Secured Overnight Fin. Rate (SOFR) Index + 1.840% 3.8177% 2/15/25 (c)(d) | 9851000 | 9850966 |
| GM Financial Automobile Leasing Trust: |  |  |
|  Series 2021-3 Class A2, 0.24% 12/20/23  | 3683943 | 3663420 |
|  Series 2022-2 Class A2, 2.93% 10/21/24  | 8550687 | 8430371 |
|  Series 2022-3 Class A2A, 4.01% 10/21/24  | 14132000 | 13988258 |
| GM Financial Consumer Automobile Receivables Series 2022-2 Class A2, 2.52% 5/16/25  | 8334772 | 8223850 |
| GM Financial Consumer Automobile Receivables Trust: |  |  |
|  Series 2020-4 Class A3, 0.38% 8/18/25  | 4385378 | 4249395 |
|  Series 2022-3 Class A2A, 3.5% 9/16/25  | 17000000 | 16783106 |
|  Series 2022-4 Class A2A, 4.6% 11/17/25  | 7129000 | 7081339 |
| GMF Floorplan Owner Revolving Trust Series 2020-2 Class A, 0.69% 10/15/25 (b) | 7895000 | 7547247 |
| HPEFS Equipment Trust: |  |  |
|  Series 2021-2A Class A2, 0.3% 9/20/28 (b) | 1521749 | 1511237 |
|  Series 2022-1A Class A2, 1.02% 5/21/29 (b) | 10702407 | 10497904 |
|  Series 2022-3A Class A2, 5.26% 8/20/29 (b) | 7000000 | 6971238 |
| Hyundai Auto Lease Securitization Series 2022-C Class A2A, 4.34% 1/15/25 (b) | 6357000 | 6296107 |
| Hyundai Auto Lease Securitization Trust: |  |  |
|  Series 2021-A Class A3, 0.33% 1/16/24 (b) | 2611712 | 2589630 |
|  Series 2021-B Class A2, 0.19% 10/16/23 (b) | 1412179 | 1409876 |
|  Series 2022-A Class A2, 0.81% 4/15/24 (b) | 9169222 | 9008466 |
| Hyundai Auto Receivables Trust: |  |  |
|  Series 2020-C Class A3, 0.38% 5/15/25  | 5134855 | 4987901 |
|  Series 2022-A Class A2B, U.S. 30-Day Avg. Secured Overnight Fin. Rate (SOFR) Index + 0.630% 3.8477% 2/18/25 (c)(d) | 1109539 | 1106567 |
|  Series 2022-B Class A2A, 3.64% 5/15/25  | 11981000 | 11853070 |
|  Series 2022-C Class A2A, 5.35% 11/17/25  | 13661000 | 13650469 |
| John Deere Owner Trust: |  |  |
|  Series 2021-A Class A3, 0.36% 9/15/25  | 13963555 | 13402011 |
|  3.73% 6/16/25  | 15958000 | 15748636 |
| Madison Park Funding XXXII, Ltd. / Madison Park Funding XXXII LLC Series 2021-32A Class A1R, 3 month U.S. LIBOR + 1.000% 5.3246% 1/22/31 (b)(c)(d) | 7538000 | 7398502 |
| Marlette Funding Trust: |  |  |
|  Series 2021-2A Class A, 0.51% 9/15/31 (b) | 334584 | 333620 |
|  Series 2021-3A Class A, 0.65% 12/15/31 (b) | 1385325 | 1364272 |
|  Series 2022-1A Class A, 1.36% 4/15/32 (b) | 3812785 | 3727940 |
|  Series 2022-2A Class A, 4.25% 8/15/32 (b) | 7698987 | 7583846 |
| Mercedes-Benz Auto Lease Trust Series 2021-B: |  |  |
|  Class A2, 0.22% 1/16/24  | 3121528 | 3109862 |
|  Class A3, 0.4% 11/15/24  | 2550000 | 2463314 |
| Mercedes-Benz Auto Receivables Series 2022-1 Class A2, 5.26% 10/15/25  | 16917000 | 16894961 |
| MMAF Equipment Finance LLC Series 2022-B Class A2, 5.57% 9/9/25 (b) | 5832000 | 5833385 |
| Niagara Park CLO, Ltd. Series 2021-1A Class AR, 3 month U.S. LIBOR + 1.000% 5.0791% 7/17/32 (b)(c)(d) | 11000000 | 10715617 |
| Nissan Auto Receivables Series 2022-B Class A2, 4.5% 8/15/25  | 12000000 | 11891477 |
| Palmer Square Loan Funding, Ltd. Series 2021-2A Class A1, 3 month U.S. LIBOR + 0.800% 5.4754% 5/20/29 (b)(c)(d) | 6824468 | 6728441 |
| Palmer Square Loan Funding, Ltd. / Palmer Square Loan Funding LLC Series 2022-1A Class A1, CME TERM SOFR 3 MONTH INDEX + 1.050% 4.9136% 4/15/30 (b)(c)(d) | 10314831 | 10066542 |
| Santander Consumer Auto Receivables Trust Series 2021-AA Class A3, 0.33% 10/15/25 (b) | 3654964 | 3581287 |
| Santander Drive Auto Receivables Trust: |  |  |
|  Series 2022-5 Class A2, 3.98% 1/15/25  | 6804000 | 6753907 |
|  Series 2022-6 Class A2, 4.37% 5/15/25  | 9241000 | 9185379 |
| Santander Retail Auto Lease Trust: |  |  |
|  Series 2020-B Class A3, 0.57% 4/22/24 (b) | 7995602 | 7822930 |
|  Series 2021-A Class A2, 0.32% 2/20/24 (b) | 1393737 | 1385810 |
|  Series 2021-B Class A2, 0.31% 1/22/24 (b) | 1241158 | 1233507 |
|  Series 2021-C Class A2, 0.29% 4/22/24 (b) | 1455923 | 1451343 |
|  Series 2022-A Class A2, 0.97% 3/20/25 (b) | 9067231 | 8830303 |
| Symphony CLO XXI, Ltd. Series 2021-21A Class AR, 3 month U.S. LIBOR + 1.060% 5.1391% 7/15/32 (b)(c)(d) | 7764000 | 7583339 |
| Symphony CLO XXIII Ltd. Series 2021-23A Class AR, 3 month U.S. LIBOR + 1.020% 5.0991% 1/15/34 (b)(c)(d) | 10983000 | 10754828 |
| TCI-Flatiron CLO Ltd. / LLC Series 2021-1A Class AR, 3 month U.S. LIBOR + 0.960% 5.6097% 11/18/30 (b)(c)(d) | 10114000 | 9943033 |
| TCI-Symphony CLO Series 2021-1A Class AR, 3 month U.S. LIBOR + 0.920% 5.0091% 7/15/30 (b)(c)(d) | 11972283 | 11754423 |
| Tesla Auto Lease Trust: |  |  |
|  Series 2021-A Class A2, 0.36% 3/20/25 (b) | 3770811 | 3729004 |
|  Series 2021-B Class A2, 0.36% 9/22/25 (b) | 8163392 | 7972772 |
| Toyota Auto Loan Extended Note Trust Series 2019-1A Class A, 2.56% 11/25/31 (b) | 6200000 | 5934501 |
| Toyota Auto Receivables: |  |  |
|  Series 2021-D Class A3, 0.71% 4/15/26  | 3220000 | 3022290 |
|  Series 2022-D Class A2A, 5.27% 1/15/26  | 14902000 | 14892352 |
| Toyota Auto Receivables 2022-B Series 2022-B Class A2B, U.S. 30-Day Avg. Secured Overnight Fin. Rate (SOFR) Index + 0.000% 3.7077% 1/15/25 (c)(d) | 4498069 | 4488256 |
| Toyota Auto Receivables Owner Trust Series 2022-C Class A2A, 3.83% 8/15/25  | 4002000 | 3953172 |
| Upstart Securitization Trust: |  |  |
|  Series 2021-1 Class A, 0.87% 3/20/31 (b) | 25804 | 25668 |
|  Series 2021-2 Class A, 0.91% 6/20/31 (b) | 1257294 | 1230403 |
|  Series 2021-3 Class A, 0.83% 7/20/31 (b) | 2507960 | 2433756 |
|  Series 2021-4 Class A, 0.84% 9/20/31 (b) | 4210404 | 4063135 |
|  Series 2021-5 Class A, 1.31% 11/20/31 (b) | 6023591 | 5747285 |
| Verizon Master Trust Series 2022-1 Class A, 1.04% 1/20/27  | 17500000 | 17031805 |
| Volkswagen Auto Lease Trust Series 2020-A Class A3, 0.39% 1/22/24  | 4444156 | 4411942 |
| Volkswagen Auto Loan Enhanced Trust Series 2021-1 Class A2, 0.49% 10/21/24  | 7519264 | 7432558 |
| Voya CLO Ltd. Series 2021-1A Class A1R, 3 month U.S. LIBOR + 0.950% 5.0291% 4/17/30 (b)(c)(d) | 10191983 | 10018995 |
| Wheels SPV LLC Series 2021-1A Class A, 1 month U.S. LIBOR + 0.280% 4.2186% 8/20/29 (b)(c)(d) | 4577002 | 4542528 |
| World Omni Auto Receivables Trust: |  |  |
|  Series 2021-C Class A2, 0.22% 9/16/24  | 3955612 | 3932642 |
|  Series 2022-D Class A2A, 5.51% 3/16/26  | 9765000 | 9764295 |
| World Omni Automobile Lease Securitization Trust Series 2020-B Class A3, 0.45% 2/15/24  | 2943444 | 2915602 |
| <br> **TOTAL ASSET-BACKED SECURITIES**<br> (Cost $752,810,534) |  | **742430888** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Collateralized Mortgage Obligations - 1.1%** | &nbsp;&nbsp;**Collateralized Mortgage Obligations - 1.1%** | &nbsp;&nbsp;**Collateralized Mortgage Obligations - 1.1%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| Private Sponsor - 1.1%  |  |  |
| Cascade Funding Mortgage Trust: |  |  |
|  sequential payer Series 2022-EBO2 Class A, 3.169% 7/25/54 (b) | 2361418 | 2305712 |
|  Series 2021-EBO1 Class A, 0.9849% 11/25/50 (b)(c) | 2019691 | 1893696 |
|  Series 2021-HB5 Class A, 0.8006% 2/25/31 (b) | 1251912 | 1201942 |
|  Series 2021-HB6 Class A, 0.8983% 6/25/36 (b) | 1904665 | 1793934 |
|  Series 2021-HB7 Class A, 1.1512% 10/27/31 (b) | 2582572 | 2413087 |
| CFMT 2022-Hb8 LLC sequential payer Series 2022-HB8 Class A, 3.75% 4/25/25 (b) | 8551792 | 8231100 |
| Finance of America HECM Buyout sequential payer Series 2022-HB1 Class A, 2.6948% 2/25/32 (b)(c) | 8902524 | 8555305 |
| Oceanview Trust sequential payer Series 2021-1 Class A, 1.2187% 12/29/51 (b)(c) | 3391078 | 3289342 |
| RMF Buyout Issuance Trust sequential payer Series 2021-HB1 Class A, 1.2586% 11/25/31 (b) | 3495887 | 3310047 |
| Silverstone Master Issuer PLC floater Series 2022-1A Class 1A, U.S. Secured Overnight Fin. Rate (SOFR) Index + 0.380% 3.8204% 1/21/70 (b)(c)(d) | 18000000 | 17951238 |
| <br> **TOTAL COLLATERALIZED MORTGAGE OBLIGATIONS**<br> (Cost $52,317,832) |  | <br> **50945403** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Commercial Mortgage Securities - 1.1%** | &nbsp;&nbsp;**Commercial Mortgage Securities - 1.1%** | &nbsp;&nbsp;**Commercial Mortgage Securities - 1.1%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| BAMLL Commercial Mortgage Securities Trust floater Series 2022-DKLX Class A, CME Term SOFR 1 Month Index + 1.150% 4.945% 1/15/39 (b)(c)(d) | 2702000 | 2602736 |
| BX Commercial Mortgage Trust floater Series 2022-LP2 Class A, CME Term SOFR 1 Month Index + 1.010% 4.8072% 2/15/39 (b)(c)(d) | 8744338 | 8388490 |
| BX Trust: |  |  |
|  floater:  |  |  |
| Series 2021-ACNT Class A, 1 month U.S. LIBOR + 0.850% 4.726% 11/15/38 (b)(c)(d) <br>| 4756000 | 4560570 |
| Series 2021-BXMF Class A, 1 month U.S. LIBOR + 0.630% 4.5109% 10/15/26 (b)(c)(d) <br>| 4422000 | 4195359 |
| Series 2022-GPA Class A, CME Term SOFR 1 Month Index + 2.160% 5.9593% 10/15/39 (b)(c)(d) <br>| 2296000 | 2285930 |
|  floater, sequential payer Series 2019-XL Class A, CME Term SOFR 1 Month Index + 1.030% 4.8287% 10/15/36 (b)(c)(d) | 8251518 | 8106134 |
| ELP Commercial Mortgage Trust floater Series 2021-ELP Class A, 1 month U.S. LIBOR + 0.700% 4.577% 11/15/38 (b)(c)(d) | 6595000 | 6291290 |
| Life Financial Services Trust floater Series 2022-BMR2 Class A1, CME Term SOFR 1 Month Index + 1.290% 5.0895% 5/15/39 (b)(c)(d) | 7914000 | 7675968 |
| LIFE Mortgage Trust floater Series 2021-BMR Class A, 1 month U.S. LIBOR + 0.700% 4.575% 3/15/38 (b)(c)(d) | 3836532 | 3687373 |
| Merit floater Series 2021-STOR Class A, 1 month U.S. LIBOR + 0.700% 4.575% 7/15/38 (b)(c)(d) | 2275000 | 2175183 |
| SREIT Trust floater Series 2021-MFP Class A, 1 month U.S. LIBOR + 0.730% 4.6061% 11/15/38 (b)(c)(d) | 4580000 | 4376257 |
| <br> **TOTAL COMMERCIAL MORTGAGE SECURITIES**<br> (Cost $55,990,159) |  | **54345290** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Bank Notes - 0.1%** | &nbsp;&nbsp;**Bank Notes - 0.1%** | &nbsp;&nbsp;**Bank Notes - 0.1%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| Citibank NA 3.65% 1/23/24  | 3031000 | 2989237 |
| Svenska Handelsbanken AB 3.9% 11/20/23  | 2000000 | 1976922 |
| <br> **TOTAL BANK NOTES**<br> (Cost $4,956,511) |  | **4966159** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Certificates of Deposit - 5.7%** | &nbsp;&nbsp;**Certificates of Deposit - 5.7%** | &nbsp;&nbsp;**Certificates of Deposit - 5.7%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| Bank of Montreal yankee U.S. Secured Overnight Fin. Rate (SOFR) Index + 0.750% 4.56% 8/1/23 (c)(d) | 15000000 | 15005157 |
| Barclays Bank PLC yankee: |  |  |
|  U.S. Secured Overnight Fin. Rate (SOFR) Index + 0.300% 4.11% 2/2/23 (c)(d) | 14750000 | 14747460 |
|  U.S. Secured Overnight Fin. Rate (SOFR) Index + 0.650% 4.46% 6/8/23 (c)(d) | 18800000 | 18792412 |
|  U.S. Secured Overnight Fin. Rate (SOFR) Index + 0.810% 4.62% 8/11/23 (c)(d) | 15000000 | 15000209 |
| Canadian Imperial Bank of Commerce yankee U.S. Secured Overnight Fin. Rate (SOFR) Index + 0.760% 4.57% 8/22/23 (c)(d) | 15000000 | 15019700 |
| Credit Suisse AG yankee U.S. Secured Overnight Fin. Rate (SOFR) Averages Index + 0.320% 4.1224% 3/20/23 (c)(d) | 13800000 | 13768332 |
| Lloyds Bank Corporate Markets PLC yankee: |  |  |
|  U.S. Secured Overnight Fin. Rate (SOFR) Index + 0.280% 4.09% 2/13/23 (c)(d) | 13800000 | 13793453 |
|  U.S. Secured Overnight Fin. Rate (SOFR) Index + 0.810% 4.62% 7/3/23 (c)(d) | 20000000 | 20007308 |
| Mitsubishi UFJ Trust & Banking Corp. yankee U.S. Secured Overnight Fin. Rate (SOFR) Index + 0.480% 4.29% 1/17/23 (c)(d) | 18800000 | 18804632 |
| Mizuho Corporate Bank Ltd. yankee U.S. Secured Overnight Fin. Rate (SOFR) Index + 0.280% 4.09% 2/10/23 (c)(d) | 13800000 | 13799525 |
| Nordea Bank Finland PLC yankee U.S. Secured Overnight Fin. Rate (SOFR) Index + 0.580% 4.39% 8/31/23 (c)(d) | 15000000 | 15002123 |
| Sumitomo Mitsui Banking Corp. yankee: |  |  |
|  U.S. Secured Overnight Fin. Rate (SOFR) Index + 0.280% 4.09% 2/10/23 (c)(d) | 13800000 | 13797219 |
|  U.S. Secured Overnight Fin. Rate (SOFR) Index + 0.600% 4.41% 5/3/23 (c)(d) | 15000000 | 15002966 |
|  U.S. Secured Overnight Fin. Rate (SOFR) Index + 0.650% 4.46% 7/7/23 (c)(d) | 18800000 | 18803108 |
|  U.S. Secured Overnight Fin. Rate (SOFR) Index + 0.700% 4.51% 7/11/23 (c)(d) | 17700000 | 17706312 |
|  U.S. Secured Overnight Fin. Rate (SOFR) Index + 0.800% 4.61% 8/1/23 (c)(d) | 15000000 | 15006689 |
| Sumitomo Mitsui Trust Bank Ltd. yankee U.S. Secured Overnight Fin. Rate (SOFR) Index + 0.610% 4.42% 2/8/23 (c)(d) | 15000000 | 15008664 |
| Svenska Handelsbanken, Inc. yankee U.S. Secured Overnight Fin. Rate (SOFR) Index + 0.730% 4.54% 8/3/23 (c)(d) | 8750000 | 8754160 |
| <br> **TOTAL CERTIFICATES OF DEPOSIT**<br> (Cost $277,800,000) |  | **277819429** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Commercial Paper - 2.4%** | &nbsp;&nbsp;**Commercial Paper - 2.4%** | &nbsp;&nbsp;**Commercial Paper - 2.4%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| Bank of Montreal U.S. Secured Overnight Fin. Rate (SOFR) Index + 0.680% 4.49% 7/11/23 (c)(d) | 17700000 | 17699973 |
| Citigroup Global Markets, Inc. U.S. Secured Overnight Fin. Rate (SOFR) Index + 0.650% 4.45% 9/22/23 (c)(d) | 20000000 | 20000018 |
| Federation des caisses Desjardin U.S. Secured Overnight Fin. Rate (SOFR) Index + 0.680% 4.49% 4/28/23 (c)(d) | 15000000 | 15003090 |
| HSBC U.S.A., Inc. U.S. Secured Overnight Fin. Rate (SOFR) Index + 0.350% 4.16% 2/1/23 (c)(d) | 14750000 | 14746105 |
| Royal Bank of Canada: |  |  |
|  U.S. Secured Overnight Fin. Rate (SOFR) Index + 0.660% 4.47% 7/7/23 (c)(d) | 19800000 | 19800004 |
|  U.S. Secured Overnight Fin. Rate (SOFR) Index + 0.750% 4.56% 7/27/23 (c)(d) | 15000000 | 15007367 |
| Svenska Handelsbanken, Inc. U.S. Secured Overnight Fin. Rate (SOFR) Index + 0.690% 4.49% 8/29/23 (c)(d) | 15000000 | 15000002 |
| <br> **TOTAL COMMERCIAL PAPER**<br> (Cost $117,250,000) |  | **117256559** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Money Market Funds - 12.7%** | &nbsp;&nbsp;**Money Market Funds - 12.7%** | &nbsp;&nbsp;**Money Market Funds - 12.7%** |
|  | Shares | Value ($)<br>|
| Fidelity Cash Central Fund 3.86% (f) | 492342949 | 492441417 |
| Fidelity Securities Lending Cash Central Fund 3.86% (f)(g) | 120204898 | 120216919 |
| <br> **TOTAL MONEY MARKET FUNDS**<br> (Cost $612,658,336) |  | **612658336** |

---

---

| | |
|:---|:---|
| <br> **TOTAL INVESTMENT IN SECURITIES - 102.6%**<br> (Cost $5,000,098,551)<br>| <br>**4955487026** |
| **NET OTHER ASSETS (LIABILITIES) - (2.6)%**  | **(127313397)** |
| **NET ASSETS - 100.0%** | **4828173629** |

---

**Legend**

(a) Amount is stated in United States dollars unless otherwise noted.

(b) Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration, normally to qualified institutional buyers. At the end of the period, the value of these securities amounted to $1,065,934,738 or 22.1% of net assets.

(c) Coupon rates for floating and adjustable rate securities reflect the rates in effect at period end.

(d) Coupon is indexed to a floating interest rate which may be multiplied by a specified factor and/or subject to caps or floors.

(e) Security or a portion of the security is on loan at period end.

(f) Affiliated fund that is generally available only to investment companies and other accounts managed by Fidelity Investments. The rate quoted is the annualized seven-day yield of the fund at period end. A complete unaudited listing of the fund's holdings as of its most recent quarter end is available upon request. In addition, each Fidelity Central Fund's financial statements are available on the SEC's website or upon request.

(g) Investment made with cash collateral received from securities on loan.

**Affiliated Central Funds**

Fiscal year to date information regarding the Fund's investments in Fidelity Central Funds, including the ownership percentage, is presented below.

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Affiliate  | Value,<br> beginning<br> of period ($) | Purchases ($) | Sales<br> Proceeds ($) | Dividend<br> Income ($) | Realized<br> Gain (loss) ($) | Change in<br> Unrealized<br> appreciation<br> (depreciation) ($) | Value,<br> end<br> of period ($) | % ownership,<br> end<br> of period |
| Fidelity Cash Central Fund 3.86% | 242746450 | 1512397831 | 1262702864 | 2433659 | - | - | 492441417 | 1.0% |
| Fidelity Securities Lending Cash Central Fund 3.86% | - | 120216919 | - | 284 | - | - | 120216919 | 0.4% |
| Total | 242746450 | 1632614750 | 1262702864 | 2433943 | - | - | 612658336 |  |

---

Amounts in the income column in the above table include any capital gain distributions from underlying funds.

Amount for Fidelity Securities Lending Cash Central Fund represents the income earned on investing cash collateral, less rebates paid to borrowers and any lending agent fees associated with the loan, plus any premium payments received for lending certain types of securities.

**Investment Valuation**

Investments are valued as of 4:00 p.m. Eastern time on the last calendar day of the period. Securities transactions are accounted for as of trade date. The Board of Trustees (the Board) has designated the Fund's investment adviser as the valuation designee responsible for the fair valuation function and performing fair value determinations as needed. The investment adviser has established a Fair Value Committee (the Committee) to carry out the day-to-day fair valuation responsibilities and has adopted policies and procedures to govern the fair valuation process and the activities of the Committee. In accordance with these fair valuation policies and procedures, which have been approved by the Board, the Fund attempts to obtain prices from one or more third party pricing services or brokers to value its investments. When current market prices, quotations or currency exchange rates are not readily available or reliable, investments will be fair valued in good faith by the Committee, in accordance with the policies and procedures. Factors used in determining fair value vary by investment type and may include market or investment specific events, transaction data, estimated cash flows, and market observations of comparable investments. The frequency that the fair valuation procedures are used cannot be predicted and they may be utilized to a significant extent. The Committee manages the Fund's fair valuation practices and maintains the fair valuation policies and procedures. The Fund's investment adviser reports to the Board information regarding the fair valuation process and related material matters.

The inputs to valuation techniques used to value investments are categorized into a disclosure hierarchy consisting of three levels as shown below:

Level 1 - Unadjusted quoted prices in active markets for identical investments

Level 2 - other significant observable inputs (including quoted prices for similar investments, interest rates, prepayment speeds, etc.)

Level 3 - unobservable inputs (including the Fund's own assumptions based on the best information available)

Valuation techniques used to value investments by major category are as follows:

Debt securities, including restricted securities, are valued based on evaluated prices received from third party pricing services or from brokers who make markets in such securities. Nonconvertible Bonds, U.S. Treasury Obligations, Bank Notes, Certificates of Deposit and Commercial Paper are valued by pricing services who utilize matrix pricing which considers yield or price of bonds of comparable quality, coupon, maturity and type or by broker-supplied prices. Asset-Backed Securities, Collateralized Mortgage Obligations and Commercial Mortgage Securities are valued by pricing services who utilize matrix pricing which considers prepayment speed assumptions, attributes of the collateral, yield or price of bonds of comparable quality, coupon, maturity and type or by broker-supplied prices. When independent prices are unavailable or unreliable, debt securities may be valued utilizing pricing methodologies which consider similar factors that would be used by third party pricing services. Debt securities are generally categorized as Level 2 in the hierarchy but may be Level 3 depending on the circumstances.

Investments in any open-end mutual funds are valued at their closing net asset value (NAV) each business day and are categorized as Level 1 in the hierarchy.

Changes in valuation techniques may result in transfers in or out of an assigned level within the disclosure hierarchy.

For additional information on the Fund's significant accounting policies, please refer to the Fund's most recent semiannual or annual shareholder report.

*The fund's schedule of investments as of the date on the cover of this report has not been audited. This report is provided for the general information of the fund's shareholders. For more information regarding the fund and its holdings, please see the fund's most recent prospectus and annual report.*

*Third party trademarks and service marks are the property of their respective owners. All other trademarks and service marks are the property of FMR LLC or an affiliate.*

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

- **b. Investment Company Act file number:** 811-02105

- **c. CIK number of Registrant:** 0000035315

- **d. LEI of Registrant:** S4W85DGKOEJ24DPRB829

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

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

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02210

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

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

- **a. Name of Series:** Fidelity SAI Low Duration Income Fund

- **b. EDGAR series identifier (if any):** S000069440

- **c. LEI of Series:** 5493004JEUFBBU48WY15

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

- **a. Date of fiscal year-end:** 2023-08-31

- **b. Date as of which information is reported:** 2022-11-30

**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:** $4924248339.16

**Total Liabilities:** $108637409.57

**Net Assets:** $4815610929.59

**Cash Not Reported:** $249829.99

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 87888.56044982 | **1-Year:** 280661.22231498 | **5-Year:** 122620.76353509 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

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

- **3-Month:** 16631.98978541 | **1-Year:** 17884.07099652 | **5-Year:** 14709.85195291 | **10-Year:** 0.55647520 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000221555 | -0.02%               | 0.13%                | 0.36%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-97542.58               | $-9965241.43                               |
| Month 2  | $13189.66                | $-5905109.95                               |
| Month 3  | $-413496.26              | $8929937.50                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| DAIMLER TRUCKS FINANCE NORTH AMERICA LLC                          | DAIMLER TRUCKS FINANCE NORTH AMERICA LLC FRN SOFR+100 04/05/2024 144A            | CUSIP: 233853AK6<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |  11000000 | PA      | $10932053.00  | 0.23%             | 2024-04-05      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| CENT CLO 21 LTD/CENT CLO 21 CORP                                  | CENT CLO 21 LTD/CORP 3ML+97 07/27/2030 144A                                      | CUSIP: 15137EBN2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  10808068 | PA      | $10629853.97  | 0.22%             | 2030-07-27      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| NASDAQ INC                                                        | NASDAQ INC 0.445% 12/21/2022                                                     | CUSIP: 63111XAC5<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |   6732000 | PA      | $6717057.38   | 0.14%             | 2022-12-21      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC INC                                      | THERMO FISHER SCIENTIFIC INC FRN SFRIX+53 10/18/2024                             | CUSIP: 883556CQ3<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |   8554000 | PA      | $8474882.43   | 0.18%             | 2024-10-18      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI AUTOMOBILE LEASE SECURITIZATION TR 2020-B              | WORLD OMNI AUTOMOBILE LEASE SECURITIZATION TR 2020-B 0.45% 02/15/2024            | CUSIP: 98163GAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2943444 | PA      | $2915602.43   | 0.06%             | 2024-02-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TR 2022-6                        | SANTANDER DRIVE AUTO RECEIVABLES TR 2022-6 4.37% 05/15/2025                      | CUSIP: 802918AB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   9241000 | PA      | $9185379.35   | 0.19%             | 2025-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                         | BOEING CO 4.508% 05/01/2023                                                      | CUSIP: 097023CS2<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $6974713.41   | 0.14%             | 2023-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO RECEIVABLES TR 2020-C                                | HYUNDAI AUTO RECEIVABLES TR 2020-C 0.38% 05/15/2025                              | CUSIP: 44891RAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5134855 | PA      | $4987901.20   | 0.10%             | 2025-05-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2019                                                     | BX TRUST 2019-XL A 1ML+85 10/15/2036 144A                                        | CUSIP: 056054AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8251518 | PA      | $8106134.38   | 0.17%             | 2036-10-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SILVERSTONE MASTER ISSUER PLC                                     | SILVERSTONE MASTER ISSUER PLC SOFR+38 01/21/2070 144A                            | CUSIP: 82846GAY6<br>LEI: 549300P6OXWKM20QS303 | Long             | ABS-CBDO         | CORP              | GB        |  18000000 | PA      | $17951238.00  | 0.37%             | 2070-01-21      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                    | MORGAN STANLEY 3.737%/VAR 04/24/2024                                             | CUSIP: 61744YAQ1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   5035000 | PA      | $5000231.01   | 0.10%             | 2024-04-24      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| CEDAR FUNDING LT                                                  | CEDAR FUNDING LT 3ML+110 07/15/2033 144A                                         | CUSIP: 15034AAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  10797000 | PA      | $10521719.69  | 0.22%             | 2033-07-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BX TR 2021-ACNT                                                   | BX TR 2021-ACNT 1ML+85 11/15/2026 144A                                           | CUSIP: 05609QAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4756000 | PA      | $4560569.78   | 0.09%             | 2038-11-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| PERKINELMER INC                                                   | PERKINELMER INC 0.55% 09/15/2023                                                 | CUSIP: 714046AK5<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |  12400000 | PA      | $11940666.18  | 0.25%             | 2023-09-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| DRIVE AUTO RECEIVABLES TR 2021-3                                  | DRIVE AUTO RECEIVABLES TR 2021-3 0.52% 01/15/2025                                | CUSIP: 262081AB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     66791 | PA      | $66677.82     | 0.00%             | 2025-01-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| TOYOTA AUTO RECEIVABLES 2022-C OWNER TR                           | TOYOTA AUTO RECEIVABLES 2022-C OWNER TR 3.83% 08/15/2025                         | CUSIP: 89231CAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4002000 | PA      | $3953172.00   | 0.08%             | 2025-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                    | MORGAN STANLEY .56/VAR 11/10/2023                                                | CUSIP: 6174468T9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |  11540000 | PA      | $11488589.30  | 0.24%             | 2023-11-10      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR                | AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR FRN SOFR+68 09/29/2023        | CUSIP: 00774MBA2<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |  15093000 | PA      | $14779272.83  | 0.31%             | 2023-09-29      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                     | CITIGROUP INC FRN SOFR+137.2 05/24/2025                                          | CUSIP: 172967NR8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $14954745.00  | 0.31%             | 2025-05-24      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                           | BPCE SA 5.7% 10/22/2023 144A                                                     | CUSIP: 05578QAA1<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   5000000 | PA      | $4948159.85   | 0.10%             | 2023-10-22      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                          | LLOYDS TSB BANK T1Y 0.695%/VAR 05/11/2024                                        | CUSIP: 53944YAN3<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |  11318000 | PA      | $11045048.09  | 0.23%             | 2024-05-11      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                             | JPMORGAN CHASE and CO FRN VAR 02/24/2026                                         | CUSIP: 46647PCX2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  15958000 | PA      | $15617935.02  | 0.32%             | 2026-02-24      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                              | ROYAL BANK OF CANADA FRN SFRIX+36 07/29/2024                                     | CUSIP: 78016EZV2<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   2000000 | PA      | $1973204.68   | 0.04%             | 2024-07-29      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRISE GROUP INC                               | PUBLIC SVC ENTERPRISE GRP INC 2.875% 06/15/2024                                  | CUSIP: 744573AN6<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1930715.54   | 0.04%             | 2024-06-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NORDEA BANK ABP NY BRH                                            | NORDEA YCD 8/31/23 SOFR+58                                                       | CUSIP: 65558UWM0<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $15002122.50  | 0.31%             | 2023-08-31      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST 2022-4                                    | CARMAX AUTO OWNER TRUST 2022-4 5.34% 12/15/2025                                  | CUSIP: 14318UAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7317000 | PA      | $7305109.14   | 0.15%             | 2025-12-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG NEW YORK BNCH                                    | DEUTSCHE BANK AG NEW YORK BNCH 0.898% 05/28/2024                                 | CUSIP: 251526CJ6<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4676548.05   | 0.10%             | 2024-05-28      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| DLLMT 2021-1 LLC                                                  | DLLMT 2021-1 LLC 0.6% 03/20/2024 144A                                            | CUSIP: 23345FAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   9424832 | PA      | $9293196.86   | 0.19%             | 2024-03-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO LEASE SECURITIZATION TR 2021-B                       | HYUNDAI AUTO LEASE SECURITIZATION TR 2021-B 0.19% 10/16/2023 144A                | CUSIP: 44891VAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1412179 | PA      | $1409876.47   | 0.03%             | 2023-10-16      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                     | GOLDMAN SACHS GROUP INC (THE) FRN VAR 12/06/2023                                 | CUSIP: 38141GZF4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   9860000 | PA      | $9825220.43   | 0.20%             | 2023-12-06      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| UPSTART SECURITIZATION TR 2021-5                                  | UPSTART SECURITIZATION TR 2021-5 1.31% 11/20/2031 144A                           | CUSIP: 91679JAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6023591 | PA      | $5747285.44   | 0.12%             | 2031-11-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                     | GOLDMAN SACHS GROUP INC (THE) 1.757%/VAR 01/24/2025                              | CUSIP: 38141GZH0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2859639.60   | 0.06%             | 2025-01-24      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                             | JPMORGAN CHASE and CO FRN SOFR+53.5 06/01/2025                                   | CUSIP: 46647PCG9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  15475000 | PA      | $15156018.47  | 0.31%             | 2025-06-01      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                           | BPCE SA FRN 3ML+124 09/12/2023 144A                                              | CUSIP: 05583JAD4<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   4800000 | PA      | $4799472.00   | 0.10%             | 2023-09-12      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| DELL EQUIPMENT FINANCE TRUST 2021-1                               | DELL EQUIPMENT FINANCE TRUST 2021-1 0.43% 05/22/2026 144A                        | CUSIP: 24703QAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3757000 | PA      | $3665541.47   | 0.08%             | 2026-05-22      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY CO                                       | CANADIAN PAC RY CO 1.35% 12/02/2024                                              | CUSIP: 13645RBD5<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |  13000000 | PA      | $12105673.71  | 0.25%             | 2024-12-02      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                                        | CAPITAL ONE FINANCIAL CORP SOFR 1.343%/VAR 12/06/2024                            | CUSIP: 14040HCK9<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |  12000000 | PA      | $11449364.40  | 0.24%             | 2024-12-06      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                               | AMERICAN EXPRESS CO FRN SOFR+93 03/04/2025                                       | CUSIP: 025816CR8<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |  20000000 | PA      | $20003235.60  | 0.42%             | 2025-03-04      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| EQUITABLE FINANCIAL LIFE GLOBAL FUNDING                           | EQUITABLE FINANCIAL LIFE GLOBAL FUNDING FRN SOFR+39 04/06/2023 144A              | CUSIP: 29449WAH0<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |  12000000 | PA      | $11978810.76  | 0.25%             | 2023-04-06      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| MFT 2021-3A A                                                     | MFT 2021-3A A 0.65% 12/15/2031 144A                                              | CUSIP: 57108QAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1385325 | PA      | $1364271.67   | 0.03%             | 2031-12-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FINANCIAL GROUP INC                                | MITSUBISHI UFJ FIN GRP INC 4.788%/VAR 07/18/2025                                 | CUSIP: 606822CH5<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |  10000000 | PA      | $9895701.40   | 0.21%             | 2025-07-18      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| VMWARE INC                                                        | VMWARE INC 0.6% 08/15/2023                                                       | CUSIP: 928563AG0<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |  12018000 | PA      | $11637850.11  | 0.24%             | 2023-08-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                               | INTESA SANPAOLO SPA 3.375% 01/12/2023 144A                                       | CUSIP: 46115HBC0<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |  13000000 | PA      | $12962047.67  | 0.27%             | 2023-01-12      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CITIZENS BANK NA                                                  | CITIZENS BANK NA FRN 3ML+95 03/29/2023                                           | CUSIP: 17401QAR2<br>LEI: DRMSV1Q0EKMEXLAU1P80 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5003789.85   | 0.10%             | 2023-03-29      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                              | ROYAL BANK OF CANADA 0.425% 01/19/2024                                           | CUSIP: 78015K7L2<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   3000000 | PA      | $2852091.69   | 0.06%             | 2024-01-19      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SANTANDER RETAIL AUTO LEASE TR 2020-B                             | SANTANDER RETAIL AUTO LEASE TR 2020-B 0.57% 04/22/2024 144A                      | CUSIP: 80286RAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7995602 | PA      | $7822929.89   | 0.16%             | 2024-04-22      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SYMPHONY CLO XXI LTD                                              | SYMPHONY CLO XXI LTD 21A AR 3ML+106 07/15/2032 144A                              | CUSIP: 87166RDE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   7764000 | PA      | $7583339.48   | 0.16%             | 2032-07-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CHESAPEAKE FUNDING II LLC                                         | CHESAPEAKE FUNDING II LLC 1ML+23 04/15/2033 144A                                 | CUSIP: 165183CT9<br>LEI: 5493000HT7H4OFOD6Z12 | Long             | ABS-CBDO         | CORP              | US        |   4850226 | PA      | $4828878.67   | 0.10%             | 2033-04-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| UST BILLS                                                         | UST BILLS 0% 05/11/2023                                                          | CUSIP: 912796ZE2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 251385000 | PA      | $246348081.71 | 5.12%             | 2023-05-11      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UPSTART SECURITIZATION TRUST 21-3                                 | UPSTART SECURITIZATION TRUST 21-3 0.83% 07/20/2031 144A                          | CUSIP: 91679LAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2507960 | PA      | $2433756.21   | 0.05%             | 2031-07-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GENERAL MTRS FINL CO INC                                          | GENERAL MTRS FINL CO INC FRN SOFR+76 03/08/2024                                  | CUSIP: 37045XDF0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   9606000 | PA      | $9417698.67   | 0.20%             | 2024-03-08      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK OF NEW YORK MELLON                                           | BANK OF NEW YORK MELLON 5.224%/VAR 11/21/2025                                    | CUSIP: 06405LAC5<br>LEI: HPFHU0OQ28E4N0NFVK49 | Long             | DBT              | CORP              | US        |   8260000 | PA      | $8265851.14   | 0.17%             | 2025-11-21      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| THE BANK OF NOVA SCOTIA                                           | BANK OF NOVA SCOTIA FRN SFRIX+55 09/15/2023                                      | CUSIP: 064159YN0<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |  10963000 | PA      | $10942670.54  | 0.23%             | 2023-09-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| SIEMENS FINANCIERINGSMAATSCHAPPIJ NV                              | SIEMENS FINANCIERINGSMAATSCHAPPIJ NV FRN SOFR+43 03/11/2024 144A                 | CUSIP: 82620KBB8<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |  17000000 | PA      | $16881000.00  | 0.35%             | 2024-03-11      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| SVENSKA HANDELSBANKEN NY                                          | SVENSKA VCP SOFR+69 8/29/23                                                      | CUSIP: 86960LFH8<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $15000001.50  | 0.31%             | 2023-08-29      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE AG NY BRNCH                                         | CREDIT SUISSE AG NY BRNCH FRN SFRIX+38 08/09/2023                                | CUSIP: 22550UAD3<br>LEI: ANGGYXNX0JLX3X63JN86 | Long             | DBT              | CORP              | US        |  17000000 | PA      | $16573835.50  | 0.34%             | 2023-08-09      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE AG NY BRNCH                                         | CREDIT SUISSE AG NY BRNCH YCD SFRIX+32 03/20/2023                                | CUSIP: 22552G7E4<br>LEI: ANGGYXNX0JLX3X63JN86 | Long             | DBT              | CORP              | US        |  13800000 | PA      | $13768331.76  | 0.29%             | 2023-03-20      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| THE TORONTO DOMINION BANK                                         | TORONTO DOMINION BANK FRN SOFR+22 06/02/2023                                     | CUSIP: 89114TZC9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |  16000000 | PA      | $15960928.00  | 0.33%             | 2023-06-02      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| TOYOTA AUTO RECEIVABLES 2022-D OWNER TRUST                        | TOYOTA AUTO RECEIVABLES 2022-D OWNER TRUST 5.27% 01/15/2026                      | CUSIP: 89239HAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  14902000 | PA      | $14892352.45  | 0.31%             | 2026-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                  | ALTRIA GROUP INC 4% 01/31/2024                                                   | CUSIP: 02209SAS2<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1975914.40   | 0.04%             | 2024-01-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CHEVRON CORP NEW                                                  | CHEVRON CORP NEW FRN 3ML+90 05/11/2023                                           | CUSIP: 166764BU3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  15141000 | PA      | $15163952.54  | 0.31%             | 2023-05-11      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| SRT 2021-C A2                                                     | SRT 2021-C A2 0.29% 04/22/2024 144A                                              | CUSIP: 80286CAB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1455923 | PA      | $1451342.66   | 0.03%             | 2024-04-22      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| HSBC USA INC                                                      | HSBC USA INC VCP SOFR+35 02/01/2023                                              | CUSIP: 40434WER8<br>LEI: 549300LBOHZ4QSIWU288 | Long             | DBT              | CORP              | US        |  14750000 | PA      | $14746104.53  | 0.31%             | 2023-02-01      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO RECEIVABLES TRUST 2022-B                             | HYUNDAI AUTO RECEIVABLES TRUST 2022-B 3.64% 05/15/2025                           | CUSIP: 44918MAB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  11981000 | PA      | $11853070.48  | 0.25%             | 2025-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                          | TOYOTA MOTOR CREDIT CORP FRN SFRIX+33 01/11/2024                                 | CUSIP: 89236THV0<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4984339.05   | 0.10%             | 2024-01-11      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| M and T BANK CORP                                                 | M and T BANK CORP FRN 3ML+68 07/26/2023                                          | CUSIP: 55261FAK0<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |   4700000 | PA      | $4702456.78   | 0.10%             | 2023-07-26      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                                | CANADIAN IMPERIAL BK OF COMM 0.5% 12/14/2023                                     | CUSIP: 13607GRS5<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   3000000 | PA      | $2871268.65   | 0.06%             | 2023-12-14      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| LIFE 2021-BMR MTG TR                                              | LIFE 2021-BMR MTG TR 1ML+70 03/15/2038 144A                                      | CUSIP: 53218CAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3836532 | PA      | $3687372.71   | 0.08%             | 2038-03-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                              | ROYAL BANK OF CANADA VCP SOFR+75 07/27/2023                                      | CUSIP: 78014XJY4<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |  15000000 | PA      | $15007366.50  | 0.31%             | 2023-07-27      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                             | JPMORGAN CHASE and CO 0.697%/VAR 03/16/2024                                      | CUSIP: 46647PBZ8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  14000000 | PA      | $13796565.44  | 0.29%             | 2024-03-16      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| SANTANDER RETAIL AUTO LEASE TRUST 2021-B                          | SANTANDER RETAIL AUTO LEASE TRUST 2021-B 0.31% 01/22/2024 144A                   | CUSIP: 80286DAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1241158 | PA      | $1233507.46   | 0.03%             | 2024-01-22      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                             | JPMORGAN CHASE and CO FRN SOFR+97 06/14/2025                                     | CUSIP: 46647PDD5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  17000000 | PA      | $16802229.65  | 0.35%             | 2025-06-14      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                       | BANK OF AMERICA CORPORATION 4.125% 01/22/2024                                    | CUSIP: 06051GFB0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4964334.50   | 0.10%             | 2024-01-22      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CASCADE FUNDING MORTGAGE TRUST 2020-HB5                           | CASCADE FUNDING MORTGAGE TRUST 2020-HB5 0.8335% 02/25/2031 144A                  | CUSIP: 12526PAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1251912 | PA      | $1201942.46   | 0.02%             | 2031-02-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| MADISON PK FDG XXXII LTD / MADISON PK FDG XXXII LLC               | MADISON PK FDG XXXII LTD / MADISON PK FDG XXXII LLC 3ML+100 01/22/2031 144A      | CUSIP: 55817AAN4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   7538000 | PA      | $7398501.77   | 0.15%             | 2031-01-22      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                                | CANADIAN IMPERIAL BK OF COMM 3.1% 04/02/2024                                     | CUSIP: 13607GAP9<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   2000000 | PA      | $1951333.74   | 0.04%             | 2024-04-02      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAP HLDGS INC                                      | NEXTERA ENERGY CAP HLDGS INC FRN 3ML+27 02/22/2023                               | CUSIP: 65339KBT6<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |  18000000 | PA      | $17996006.34  | 0.37%             | 2023-02-22      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                       | BANK OF AMERICA CORPORATION 4.2% 08/26/2024                                      | CUSIP: 06051GFH7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9859871.10   | 0.20%             | 2024-08-26      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                      | ENBRIDGE INC FRN SOFR+40 02/17/2023                                              | CUSIP: 29250NBD6<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   9767000 | PA      | $9757833.77   | 0.20%             | 2023-02-17      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                    | AIR LEASE CORP FRN 3ML+35 12/15/2022                                             | CUSIP: 00914AAN2<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $14992511.55  | 0.31%             | 2022-12-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCKS FINANCE NORTH AMERICA LLC                          | DAIMLER TRUCKS FINANCE NORTH AMERICA LLC FRN SOFR+75 12/13/2024 144A             | CUSIP: 233853AE0<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1974180.00   | 0.04%             | 2024-12-13      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP NEW                                              | DUKE ENERGY CORP NEW FRN SOFR+25 06/10/2023                                      | CUSIP: 26441CBK0<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   7302000 | PA      | $7268290.97   | 0.15%             | 2023-06-10      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL AUTOMOBILE LEASING TRUST 2022-2                      | GM FINANCIAL AUTOMOBILE LEASING TRUST 2022-2 2.93% 10/21/2024                    | CUSIP: 36266FAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8550687 | PA      | $8430370.56   | 0.18%             | 2024-10-21      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                                       | NUTRIEN LTD 5.9% 11/07/2024                                                      | CUSIP: 67077MAZ1<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |   5356000 | PA      | $5417860.19   | 0.11%             | 2024-11-07      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                                    | STARBUCKS CORP FRN SFRIX+0 02/14/2024                                            | CUSIP: 855244BB4<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |  11071000 | PA      | $11005956.21  | 0.23%             | 2024-02-14      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI BKG CORP NY BRANCH                                | SUMITOMO MITSUI BKG CORP NY BR YCD SOFR+65 07/07/2023                            | CUSIP: 86565FMR0<br>LEI: 5U0XI89JRFVHWIBS4F54 | Long             | DBT              | CORP              | US        |  18800000 | PA      | $18803107.64  | 0.39%             | 2023-07-07      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                    | MORGAN STANLEY FRN SOFR+116.5 04/17/2025                                         | CUSIP: 61747YEP6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |  18000000 | PA      | $17849804.04  | 0.37%             | 2025-04-17      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL CHICAG BRH IL                                    | BANK OF MONTREAL CHICAG BRH IL YCD SOFR+75 08/01/2023                            | CUSIP: 06367CXB8<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $15005157.00  | 0.31%             | 2023-08-01      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI TRUST BANK LTD                                    | SUMITOMO MITSUI TRUST BANK LTD FRN SOFR+44 09/16/2024 144A                       | CUSIP: 86563VAX7<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |   2000000 | PA      | $1985354.00   | 0.04%             | 2024-09-16      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                             | JPMORGAN CHASE and CO FRN SOFR+58 03/16/2024                                     | CUSIP: 46647PCA2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  18000000 | PA      | $17891225.10  | 0.37%             | 2024-03-16      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO LEASE SECURITIZATION TRUST 2022-A                    | HYUNDAI AUTO LEASE SECURITIZATION TRUST 2022-A 0.81% 04/15/2024 144A             | CUSIP: 44891WAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   9169222 | PA      | $9008466.27   | 0.19%             | 2024-04-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL QUE                                              | BANK OF MONTREAL QUE 3.3% 02/05/2024                                             | CUSIP: 06367WHH9<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   5000000 | PA      | $4908107.70   | 0.10%             | 2024-02-05      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                              | ROYAL BANK OF CANADA FRN SFRIX+45 10/26/2023                                     | CUSIP: 78015K7K4<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |  15700000 | PA      | $15626207.02  | 0.32%             | 2023-10-26      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| KEYBANK NATL ASSN                                                 | KEYBANK NATL ASSN FRN SOFR+34 01/03/2024                                         | CUSIP: 49327M3B8<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $14905391.55  | 0.31%             | 2024-01-03      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| SANTANDER RETAIL AUTO LEASE TR 2022-A                             | SANTANDER RETAIL AUTO LEASE TR 2022-A 0.97% 03/20/2025 144A                      | CUSIP: 80287CAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   9067231 | PA      | $8830302.60   | 0.18%             | 2025-03-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANK CORPORATE MARKETS PLC NEW YORK BRANCH                 | LLOYDS BANK CORPORATE MARKETS PLC NEW YORK BRH YCD SOFR+81 07/03/2023            | CUSIP: 53947BJ92<br>LEI: 213800MBWEIJDM5CU638 | Long             | DBT              | CORP              | US        |  20000000 | PA      | $20007308.00  | 0.42%             | 2023-07-03      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| 7 ELEVEN INC                                                      | 7 ELEVEN INC 0.625% 02/10/2023 144A                                              | CUSIP: 817826AA8<br>LEI: 549300K23JPL0SS3LB18 | Long             | DBT              | CORP              | US        |   1550000 | PA      | $1536282.50   | 0.03%             | 2023-02-10      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                             | ATHENE GLOBAL FUNDING FRN SFRIX+71.5 01/07/2025 144A                             | CUSIP: 04685A3H2<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |  20600000 | PA      | $19992587.78  | 0.42%             | 2025-01-07      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| BMWLT 2021                                                        | BMWLT 2021 0.33% 12/26/2024                                                      | CUSIP: 09690AAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2620000 | PA      | $2547880.83   | 0.05%             | 2024-12-26      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SVCS CORP                                        | CATERPILLAR FINL SVCS CORP 0.95% 01/10/2024                                      | CUSIP: 14913R2S5<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1920173.08   | 0.04%             | 2024-01-10      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FEDERAL REALTY INVESTMENT TR                                      | FEDERAL REALTY INVESTMENT TR 3.95% 01/15/2024                                    | CUSIP: 313747AU1<br>LEI: 549300LI6XZ51GOCJ427 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4931536.95   | 0.10%             | 2024-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC NY BRANCH                                       | BARCLAYS BANK PLC NY BRANCH YCD SOFR+30 02/02/2023                               | CUSIP: 06742TF92<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | DBT              | CORP              | US        |  14750000 | PA      | $14747460.05  | 0.31%             | 2023-02-02      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| GENERAL MTRS FINL CO INC                                          | GENERAL MTRS FINL CO INC 3.95% 04/13/2024                                        | CUSIP: 37045XBW5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2949203.16   | 0.06%             | 2024-04-13      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                          | LLOYDS BANKING GROUP PLC 4.05% 08/16/2023                                        | CUSIP: 539439AS8<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |  20000000 | PA      | $19817167.80  | 0.41%             | 2023-08-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TESLA AUTO LEASE TR 2021-A                                        | TESLA AUTO LEASE TR 2021-A A2 0.36% 03/20/2025 144A                              | CUSIP: 88161FAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3770811 | PA      | $3729004.20   | 0.08%             | 2025-03-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| DEERE JOHN CAPITAL CORP                                           | DEERE JOHN CAPITAL CORP 3.35% 06/12/2024                                         | CUSIP: 24422ESP5<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4902393.55   | 0.10%             | 2024-06-12      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FDG                                          | NEW YORK LIFE GLOBAL FDG FRN 3ML+28 01/10/2023 144A                              | CUSIP: 64952WDM2<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |  12954000 | PA      | $12946627.23  | 0.27%             | 2023-01-10      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COMPANY                                                  | SOUTHERN COMPANY 0.6% 02/26/2024                                                 | CUSIP: 842587DG9<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4728976.80   | 0.10%             | 2024-02-26      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                     | SOUTHERN CALIFORNIA EDISON CO FRN SFRIX+83 04/01/2024                            | CUSIP: 842400HC0<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |  12000000 | PA      | $11912738.64  | 0.25%             | 2024-04-01      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| THE TORONTO DOMINION BANK                                         | TORONTO DOMINION BANK FRN SOFR+35.5 03/04/2024                                   | CUSIP: 89114QCR7<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |  21000000 | PA      | $20798515.08  | 0.43%             | 2024-03-04      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                       | BANK OF AMERICA CORPORATION 3.004%/VAR 12/20/2023                                | CUSIP: 06051GHC6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  25300000 | PA      | $25270366.62  | 0.52%             | 2023-12-20      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST                                    | CARVANA AUTO RECEIVABLES TRUST 0.38% 01/10/2025                                  | CUSIP: 14687JAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2660483 | PA      | $2629471.68   | 0.05%             | 2025-01-10      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| NISSAN AUTO RECEIVABLES 2022-B OWNER TR                           | NISSAN AUTO RECEIVABLES 2022-B OWNER TR 4.5% 08/15/2025                          | CUSIP: 65480JAB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  12000000 | PA      | $11891476.80  | 0.25%             | 2025-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| RMF BUYOUT ISSUANCE TRUST 2021                                    | RMF BUYOUT ISSUANCE TRUST 2021 1.268% 11/25/2031 144A                            | CUSIP: 74969TAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3495887 | PA      | $3310046.61   | 0.07%             | 2031-11-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ AUTO RECEIVABLES TRUST 2022-1                       | MERCEDES-BENZ AUTO RECEIVABLES TRUST 2022-1 5.26% 10/15/2025                     | CUSIP: 58768PAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  16917000 | PA      | $16894960.53  | 0.35%             | 2025-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                       | BANK OF AMERICA CORPORATION 0.523%/VAR 06/14/2024                                | CUSIP: 06051GJY6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  12000000 | PA      | $11645675.40  | 0.24%             | 2024-06-14      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON NATIONAL BANK                                          | HUNTINGTON NATL BK COLUMBUS OH 5.699%/VAR 11/18/2025                             | CUSIP: 44644MAH4<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10016036.00  | 0.21%             | 2025-11-18      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| MARLETTE FUNDING TRUST                                            | MARLETTE FUNDING TRUST 1.36% 04/15/2032 144A                                     | CUSIP: 57109KAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | XX        |   3812785 | PA      | $3727940.24   | 0.08%             | 2032-04-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI BKG CORP NY BRANCH                                | SUMITOMO MITSUI BKG CORP NY BR YCD SOFR+ 05/03/2023                              | CUSIP: 86565FLD2<br>LEI: 5U0XI89JRFVHWIBS4F54 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $15002965.50  | 0.31%             | 2023-05-03      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                                        | CAPITAL ONE FINANCIAL CORP 3.75% 04/24/2024                                      | CUSIP: 14040HBF1<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9804028.60   | 0.20%             | 2024-04-24      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SANTANDER HLDGS USA INC                                           | SANTANDER HLDGS USA INC 3.5% 06/07/2024                                          | CUSIP: 80282KAW6<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4851537.70   | 0.10%             | 2024-06-07      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI TRUST BANK LTC NY                                 | SUMITOMO MITSUI TR BANK LTD NY YCD SOFR+61 02/08/2023                            | CUSIP: 86564MPT9<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $15008664.00  | 0.31%             | 2023-02-08      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                | WELLS FARGO and CO NEW FRN SOFR+132 04/25/2026                                   | CUSIP: 95000U2Y8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |  13951000 | PA      | $13848579.85  | 0.29%             | 2026-04-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GM FINL CONSUMER AUTOMOBILE RECEIVABLES TR 2022-4                 | GM FINL CONSUMER AUTOMOBILE RECEIVABLES TR 2022-4 4.6% 11/17/2025                | CUSIP: 36265QAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7129000 | PA      | $7081339.07   | 0.15%             | 2025-11-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL QUE                                              | BANK OF MONTREAL QUE VCP SOFR+68 07/11/23                                        | CUSIP: 06373L3Q0<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |  17700000 | PA      | $17699973.45  | 0.37%             | 2023-07-11      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE AG NY BRNCH                                         | CREDIT SUISSE AG NY BRNCH FRN SFRIX+39 02/02/2024                                | CUSIP: 22550UAB7<br>LEI: ANGGYXNX0JLX3X63JN86 | Long             | DBT              | CORP              | US        |  16147000 | PA      | $15357411.70  | 0.32%             | 2024-02-02      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERATION DES CAISSES DESJARD INS DU QUEBEC                      | FEDERATION DES CAISE DESJARDIN VCP SOFR+68 04/28/23                              | CUSIP: 31428HBV2<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |  15000000 | PA      | $15003090.00  | 0.31%             | 2023-04-28      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| PROTECTIVE LIFE GLOBAL FUNDING                                    | PROTECTIVE LIFE GLOBAL FUNDING SOFR+55 03/31/2023 144A                           | CUSIP: 74368CBN3<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |  13232000 | PA      | $13223818.79  | 0.27%             | 2023-03-31      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TR 2022-3                                       | CARMAX AUTO OWNER TR 2022-3 3.81% 09/15/2025                                     | CUSIP: 14318MAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10752000 | PA      | $10623417.91  | 0.22%             | 2025-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SANTANDER CONSUMER AUTO RECEIVABLES TRUST 2021-A                  | SANTANDER CONSUMER AUTO RECEIVABLES TRUST 2021-A 0.33% 10/15/2025 144A           | CUSIP: 80282YAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3654964 | PA      | $3581287.34   | 0.07%             | 2025-10-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                | ENERGY TRANSFER LP 4.9% 02/01/2024                                               | CUSIP: 29273RAY5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   7250000 | PA      | $7205498.92   | 0.15%             | 2024-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WHEELS SPV LLC                                                    | WHEELS SPV LLC 1ML+28 08/20/2029 144A                                            | CUSIP: 96328DBX1<br>LEI: 54930087O4PHK5ODMW30 | Long             | ABS-CBDO         | CORP              | US        |   4577002 | PA      | $4542527.77   | 0.09%             | 2029-08-20      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                    | AIR LEASE CORP 4.25% 02/01/2024                                                  | CUSIP: 00914AAA0<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4911408.00   | 0.10%             | 2024-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                     | GOLDMAN SACHS GROUP INC (THE) FRN 3ML+75 02/23/2023                              | CUSIP: 38141GWU4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  16400000 | PA      | $16415868.97  | 0.34%             | 2023-02-23      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                          | TOYOTA MOTOR CREDIT CORP FRN SOFR+62 03/22/2024                                  | CUSIP: 89236TJY2<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |  16000000 | PA      | $15970745.92  | 0.33%             | 2024-03-22      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| EFF 2021-1                                                        | EFF 2021-1 0.44% 12/21/2026 144A                                                 | CUSIP: 29374EAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1592792 | PA      | $1535154.40   | 0.03%             | 2026-12-21      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FDG                                          | NEW YORK LIFE GLOBAL FDG FRN SOFR+31 04/26/2024 144A                             | CUSIP: 64952WEC3<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |   8000000 | PA      | $7945760.32   | 0.17%             | 2024-04-26      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| METROPOLITAN LIFE GLOBAL FUNDING I                                | METROPOLITAN LIFE GLBL FDG I FRN SOFR+57 01/13/2023 144A                         | CUSIP: 59217GEF2<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |  15072000 | PA      | $15075583.07  | 0.31%             | 2023-01-13      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SVCS CORP                                        | CATERPILLAR FINL SVCS CORP 3.75% 11/24/2023                                      | CUSIP: 14912L5X5<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1977422.04   | 0.04%             | 2023-11-24      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FDG                                          | NEW YORK LIFE GLOBAL FDG FRN SOFR+22 02/02/2023 144A                             | CUSIP: 64952WDZ3<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $5998956.00   | 0.12%             | 2023-02-02      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                     | SOUTHERN CALIFORNIA EDISON CO FRN SOFR+0 12/02/2022                              | CUSIP: 842400HL0<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |  17800000 | PA      | $17800000.00  | 0.37%             | 2022-12-02      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| BAKER HUGHES A GE CO LLC / BAKER HUGHES CO-OBLIGOR INC            | BAKER HUGHES A GE CO LLC / CO-OBLIGOR INC 1.231% 12/15/2023                      | CUSIP: 05724BAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4196000 | PA      | $4040076.30   | 0.08%             | 2023-12-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| THE TORONTO DOMINION BANK                                         | TORONTO DOMINION BANK FRN SOFR+45 09/28/2023                                     | CUSIP: 89114QCL0<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   7342000 | PA      | $7317273.32   | 0.15%             | 2023-09-28      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CORP                                                 | TOYOTA MOTOR CORP 0.681% 03/25/2024                                              | CUSIP: 892331AL3<br>LEI: 5493006W3QUS5LMH6R84 | Long             | DBT              | CORP              | JP        |   3000000 | PA      | $2840673.21   | 0.06%             | 2024-03-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CR ACC MST TR                                    | AMERICAN EXPRESS CR ACC MST TR A 1ML+38 04/15/2026                               | CUSIP: 02582JJK7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2500000 | PA      | $2500385.75   | 0.05%             | 2026-04-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| GENERAL MTRS FINL CO INC                                          | GENERAL MTRS FINL CO INC FRN SFRIX+130 04/07/2025                                | CUSIP: 37045XDT0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |  13000000 | PA      | $12635004.07  | 0.26%             | 2025-04-07      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| UPSTART SECURITIZATION TR 2021-1                                  | UPSTART SECURITIZATION TR 2021-1 0.91% 06/20/2031 144A                           | CUSIP: 91680FAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1257294 | PA      | $1230402.83   | 0.03%             | 2031-06-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| DOLLAR GEN CORP NEW                                               | DOLLAR GEN CORP NEW 4.25% 09/20/2024                                             | CUSIP: 256677AJ4<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |  19487000 | PA      | $19197521.00  | 0.40%             | 2024-09-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI BKG CORP NY BRANCH                                | SUMITOMO MITSUI BKG CORP NY BR YCD SOFR+28 02/10/2023                            | CUSIP: 86565FGM8<br>LEI: 5U0XI89JRFVHWIBS4F54 | Long             | DBT              | CORP              | US        |  13800000 | PA      | $13797219.30  | 0.29%             | 2023-02-10      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST 2022-5                     | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2022-5 3.98% 01/15/2025                   | CUSIP: 80287HAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6804000 | PA      | $6753906.91   | 0.14%             | 2025-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ AUTO LEASE TR 2021-B                                | MERCEDES-BENZ AUTO LEASE TR 2021-B 0.22% 01/16/2024                              | CUSIP: 58769KAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3121528 | PA      | $3109862.33   | 0.06%             | 2024-01-16      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                 | HSBC HOLDINGS PLC FRN SOFR+58 11/22/2024                                         | CUSIP: 404280CZ0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |  13000000 | PA      | $12674584.00  | 0.26%             | 2024-11-22      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER and LIGHT                                           | ALABAMA POWER CO 3.55% 12/01/2023                                                | CUSIP: 010392FK9<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |   8000000 | PA      | $7896277.28   | 0.16%             | 2023-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TCI-SYMPHONY CLO 2017-1 LTD / TCI-SYMPHONY CLO 2017-1 LLC         | TCI-SYMPHONY CLO 2017-1 LTD / TCI-SYMPHONY CLO 2017-1 LLC 3ML+92 07/15/2030 144A | CUSIP: 87232BAF9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  11972283 | PA      | $11754422.98  | 0.24%             | 2030-07-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| JACKSON FINANCIAL INC                                             | JACKSON FINANCIAL INC 1.125% 11/22/2023                                          | CUSIP: 46817MAJ6<br>LEI: 213800WXW2KG1N4CO374 | Long             | DBT              | CORP              | US        |  14255000 | PA      | $13668531.77  | 0.28%             | 2023-11-22      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                           | BPCE SA FRN SOFR+57 01/14/2025 144A                                              | CUSIP: 05578AAW8<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   9396000 | PA      | $9168341.31   | 0.19%             | 2025-01-14      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                       | BANK OF AMERICA CORPORATION FRN SOFR+110 04/25/2025                              | CUSIP: 06051GKT5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  18000000 | PA      | $17869388.76  | 0.37%             | 2025-04-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MARLETTE FDG TR 2021-2                                            | MARLETTE FDG TR 2021-2 0.51% 09/15/2031 144A                                     | CUSIP: 57108TAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    334584 | PA      | $333619.75    | 0.01%             | 2031-09-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| DELL INTERNATIONAL LLC / EMC CORP                                 | DELL INTL/EMC CORP 4% 07/15/2024                                                 | CUSIP: 24703TAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4904495.60   | 0.10%             | 2024-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CFMT 2021-HB7 LLC                                                 | CFMT 2021-HB7 LLC 1.3034% 10/27/2031 144A                                        | CUSIP: 12530BAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2582572 | PA      | $2413087.26   | 0.05%             | 2031-10-27      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CEDAR FUNDING LTD                                                 | CEDAR FUNDING LTD 3ML+110 10/20/2032 144A                                        | CUSIP: 15033XAJ5<br>LEI: 549300ZKTUZSV15HAV29 | Long             | ABS-CBDO         | CORP              | KY        |   2864000 | PA      | $2785778.43   | 0.06%             | 2032-10-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| NATWEST MARKETS PLC                                               | NATWEST MARKETS PLC FRN SOFR+145 03/22/2025 144A                                 | CUSIP: 63906YAF5<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |  11324000 | PA      | $11188877.05  | 0.23%             | 2025-03-22      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SANTANDER RETAIL AUTO LEASE TR 2021-A                             | SANTANDER RETAIL AUTO LEASE TR 2021-A 0.32% 02/20/2024 144A                      | CUSIP: 80286TAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1393737 | PA      | $1385809.82   | 0.03%             | 2024-02-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                       | BANK OF AMERICA CORPORATION FRN SOFR+66 02/04/2025                               | CUSIP: 06051GKF5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  18000000 | PA      | $17685614.34  | 0.37%             | 2025-02-04      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| CELANESE US HLDGS LLC                                             | CELANESE US HLDGS LLC 3.5% 05/08/2024                                            | CUSIP: 15089QAJ3<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2909510.10   | 0.06%             | 2024-05-08      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                                    | CITIBANK NA 3.65% 01/23/2024                                                     | CUSIP: 17325FAS7<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |   3031000 | PA      | $2989237.31   | 0.06%             | 2024-01-23      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORP                                       | AMERICAN HONDA FINANCE CORP 3.55% 01/12/2024                                     | CUSIP: 02665WCT6<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1970752.74   | 0.04%             | 2024-01-12      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ROCHE HLDGS INC                                                   | ROCHE HLDGS INC FRN SOFR+33 09/11/2023 144A                                      | CUSIP: 771196BZ4<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |  22250000 | PA      | $22212130.50  | 0.46%             | 2023-09-11      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON and CO                                           | BECTON DICKINSON and CO 3.363% 06/06/2024                                        | CUSIP: 075887BV0<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2930076.84   | 0.06%             | 2024-06-06      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| VENTAS RLTY LTD PARTNERSHIP                                       | VENTAS RLTY LTD PARTNERSHIP 3.75% 05/01/2024                                     | CUSIP: 92277GAD9<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |  10600000 | PA      | $10333218.88  | 0.21%             | 2024-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                          | TOYOTA MOTOR CREDIT CORP FRN SFRIX+26 06/18/2024                                 | CUSIP: 89236TJJ5<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1986430.00   | 0.04%             | 2024-06-18      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| MERCEDES BENZ RETAIL SA                                           | MERCEDES BENZ RETAIL SA 0.75% 03/01/2024 144A                                    | CUSIP: 233851EB6<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9465533.40   | 0.20%             | 2024-03-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SVENSKA HANDELSBANKEN AB                                          | SVENSKA HANDELSBANKEN AB 3.9% 11/20/2023                                         | CUSIP: 86960BAX0<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |   2000000 | PA      | $1976921.84   | 0.04%             | 2023-11-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                              | ROYAL BANK OF CANADA VCP SOFR+66 07/07/2023                                      | CUSIP: 78014XJP3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |  19800000 | PA      | $19800003.96  | 0.41%             | 2023-07-07      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                     | GOLDMAN SACHS GROUP INC (THE) 0.523% 03/08/2023                                  | CUSIP: 38141GXY5<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  15600000 | PA      | $15427293.80  | 0.32%             | 2023-03-08      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BX TR 2021-LGCY                                                   | BX TR 2022-GPA A TSFR1M+221.5 10/15/2039 144A                                    | CUSIP: 05608UAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2296000 | PA      | $2285929.51   | 0.05%             | 2039-10-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                                | CANADIAN IMPERIAL BK OF COMM FRN SOFR+94 04/07/2025                              | CUSIP: 13607HR38<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |  13000000 | PA      | $12851245.42  | 0.27%             | 2025-04-07      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| EQUITABLE FINANCIAL LIFE GLOBAL FUNDING                           | EQUITABLE FINANCIAL LIFE GLOBAL FUNDING 0.5% 11/17/2023 144A                     | CUSIP: 29449WAC1<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |  25000000 | PA      | $23886595.25  | 0.50%             | 2023-11-17      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE OWNER TR 2022-B                                        | JOHN DEERE OWNER TR 2022-B 3.73% 06/16/2025                                      | CUSIP: 47800AAB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  15958000 | PA      | $15748635.83  | 0.33%             | 2025-06-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                 | HSBC HOLDINGS PLC 3.803%/VAR 03/11/2025                                          | CUSIP: 404280BZ1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   5000000 | PA      | $4842447.15   | 0.10%             | 2025-03-11      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINANCIAL GROUP INC                               | SUMITOMO MITSUI FINL GRP INC 2.696% 07/16/2024                                   | CUSIP: 86562MBM1<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   3000000 | PA      | $2873856.03   | 0.06%             | 2024-07-16      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TCI-FLATIRON CLO 2016-1 LTD / TCI-FLATIRON CLO 2016-1 LLC         | TCI-FLATIRON CLO 2017-1A AR LTD/LLC 3ML+96 11/18/2030 144A                       | CUSIP: 87231BAL7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  10114000 | PA      | $9943032.94   | 0.21%             | 2030-11-18      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| TESLA AUTO LEASE TR 2021-B                                        | TESLA AUTO LEASE TR 2021-B 0.36% 09/22/2025 144A                                 | CUSIP: 88161KAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8163392 | PA      | $7972771.57   | 0.17%             | 2025-09-22      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MTRS FINL CO INC                                          | GENERAL MTRS FINL CO INC FRN SOFR+0 10/15/2024                                   | CUSIP: 37045XDN3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |  11310000 | PA      | $10975462.98  | 0.23%             | 2024-10-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP INC                                        | MIZUHO FINL GROUP INC FRN SOFR+96 05/22/2026                                     | CUSIP: 60687YBY4<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |  21000000 | PA      | $20466676.02  | 0.43%             | 2026-05-22      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GMF FLOORPLAN OWNER REVOLVING TR                                  | GMF FLOORPLAN OWNER REVOLVING TR 0.69% 10/15/2025 144A                           | CUSIP: 361886CM4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7895000 | PA      | $7547247.36   | 0.16%             | 2025-10-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                          | TOYOTA MOTOR CREDIT CORP FRN SOFR+32 04/06/2023                                  | CUSIP: 89236TJE6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |  17000000 | PA      | $16990480.00  | 0.35%             | 2023-04-06      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                | ALLY FINL INC 3.875% 05/21/2024                                                  | CUSIP: 02005NBH2<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4864381.65   | 0.10%             | 2024-05-21      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PPL ELEC UTILS CORP                                               | PPL ELEC UTILS CORP FRN 3ML+25 09/28/2023                                        | CUSIP: 69351UAX1<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |   4027000 | PA      | $4011717.94   | 0.08%             | 2023-09-28      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO RECEIVABLES TRUST 2022-A                             | HYUNDAI AUTO RECEIVABLES TRUST 2022-A A2B SOFR30A+63 02/18/2025                  | CUSIP: 448977AC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1109539 | PA      | $1106567.32   | 0.02%             | 2025-02-18      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| SHIRE ACQUISITIONS INVESTMENTS IRELAND DAC                        | SHIRE ACQ INV IRELAND DA 2.875% 09/23/2023                                       | CUSIP: 82481LAC3<br>LEI: 549300XK5HGW68R8K327 | Long             | DBT              | CORP              | IE        |   7026000 | PA      | $6892428.43   | 0.14%             | 2023-09-23      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                                                 | ATMOS ENERGY CORP FRN 3ML+38 03/09/2023                                          | CUSIP: 049560AV7<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |  11128000 | PA      | $11116227.80  | 0.23%             | 2023-03-09      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FINANCE OF AMERICA HECM BUYOUT 2019-AB1                           | FINANCE OF AMERICA HECM BUYOUT 2019-AB1 VAR 02/25/2032 144A                      | CUSIP: 31735JAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8902524 | PA      | $8555305.33   | 0.18%             | 2032-02-25      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| MOSAIC CO                                                         | MOSAIC CO NEW 4.25% 11/15/2023                                                   | CUSIP: 61945CAC7<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1980165.68   | 0.04%             | 2023-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| OCEANVIEW TRUST 2021-EB01                                         | OCEANVIEW TRUST 2021-EB01 VAR 12/29/2051 144A                                    | CUSIP: 67647NAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | XX        |   3391078 | PA      | $3289341.92   | 0.07%             | 2051-12-29      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2020-4         | GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2020-4 0.38% 08/18/2025       | CUSIP: 36260KAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4385378 | PA      | $4249395.44   | 0.09%             | 2025-08-18      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BAMLL COML MTG SECS TR 2022-DKLX                                  | BAMLL COML MTG SECS TR 2022-DKLX TSFR1M+115 01/15/2039 144A                      | CUSIP: 05530SAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2702000 | PA      | $2602736.09   | 0.05%             | 2039-01-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| TRUIST BANK                                                       | TRUIST BANK FRN SOFR+20 01/17/2024                                               | CUSIP: 89788JAD1<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |  16000000 | PA      | $15854313.12  | 0.33%             | 2024-01-17      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| THE TORONTO DOMINION BANK                                         | TORONTO DOMINION BANK FRN SOFR+48 01/27/2023                                     | CUSIP: 89114QCF3<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |  15810000 | PA      | $15812062.73  | 0.33%             | 2023-01-27      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                               | ELEVANCE HEALTH INC 2.95% 12/01/2022                                             | CUSIP: 036752AF0<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10000000.00  | 0.21%             | 2022-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO LEASE SECURITIZATION TRUST 2022-C                    | HYUNDAI AUTO LEASE SECURITIZATION TRUST 2022-C 4.34% 01/15/2025 144A             | CUSIP: 448978AB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6357000 | PA      | $6296106.93   | 0.13%             | 2025-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK NEW YORK MELLON CORP                                         | BANK NEW YORK MELLON CORP 0.35% 12/07/2023                                       | CUSIP: 06406RAP2<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2866841.28   | 0.06%             | 2023-12-07      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FING 2020-2 LLC                                  | ENTERPRISE FLEET FING 2020-2 LLC 0.61% 07/20/2026 144A                           | CUSIP: 29375MAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7026238 | PA      | $6825723.28   | 0.14%             | 2026-07-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ELP COMMERCIAL MORTGAGE TRUST 2021-ELP                            | ELP COMMERCIAL MORTGAGE TRUST 2021-ELP 1ML+70.1 11/15/2036 144A                  | CUSIP: 26863LAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6595000 | PA      | $6291289.70   | 0.13%             | 2038-11-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| THE TORONTO DOMINION BANK                                         | TORONTO DOMINION BANK 3.25% 03/11/2024                                           | CUSIP: 89114QCB2<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   2000000 | PA      | $1958871.48   | 0.04%             | 2024-03-11      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DNB BANK ASA                                                      | DNB BANK ASA 2.698%/VAR 03/28/2025 144A                                          | CUSIP: 25601B2D6<br>LEI: 549300GKFG0RYRRQ1414 | Long             | DBT              | CORP              | NO        |   8050000 | PA      | $7764460.38   | 0.16%             | 2025-03-28      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO RECEIVABLES TRUST 2022-C                             | HYUNDAI AUTO RECEIVABLES TRUST 2022-C 5.35% 11/17/2025                           | CUSIP: 44933DAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  13661000 | PA      | $13650468.74  | 0.28%             | 2025-11-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                   | PHILIP MORRIS INTL INC 5.125% 11/15/2024                                         | CUSIP: 718172CT4<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |  12200000 | PA      | $12196494.94  | 0.25%             | 2024-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                                        | CAPITAL ONE FINANCIAL CORP FRN SOFR+0 12/06/2024                                 | CUSIP: 14040HCL7<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |  22000000 | PA      | $21510500.00  | 0.45%             | 2024-12-06      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                           | SIMON PROPERTY GROUP LP FRN SFRIX+0 01/11/2024                                   | CUSIP: 828807DR5<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |   9519000 | PA      | $9453273.30   | 0.20%             | 2024-01-11      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG NEW YORK BNCH                                    | DEUTSCHE BANK AG NEW YORK BNCH FRN SOFR+50 11/08/2023                            | CUSIP: 251526CL1<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | US        |  17390000 | PA      | $17260444.50  | 0.36%             | 2023-11-08      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SVCS CORP                                        | CATERPILLAR FINL SVCS CORP 3.65% 12/07/2023                                      | CUSIP: 14913Q2S7<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1978911.26   | 0.04%             | 2023-12-07      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TR                                              | CARMAX AUTO OWNER TR 0.29% 09/16/2024                                            | CUSIP: 14317DAB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2736347 | PA      | $2719723.61   | 0.06%             | 2024-09-16      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CFMT 2022-HB8 LLC                                                 | CFMT 2022-HB8 LLC 3.75% 04/24/2025 144A                                          | CUSIP: 12526WAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8551792 | PA      | $8231099.94   | 0.17%             | 2025-04-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CITIBANK CR CARD ISSUANCE TR                                      | CITIBANK CR CARD ISSUANCE TR 2018-A2 A2 1ML+33 01/21/2025                        | CUSIP: 17305EGL3<br>LEI: R8AG6FXVDQAMDKCSJJ64 | Long             | ABS-CBDO         | CORP              | US        |  20000000 | PA      | $19989574.00  | 0.42%             | 2025-01-20      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                                | CANADIAN IMPERIAL BK OF COMM FRN SOFR+34 06/22/2023                              | CUSIP: 13607HVD1<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |  14351000 | PA      | $14313444.72  | 0.30%             | 2023-06-22      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST 22-C                                 | FORD CREDIT AUTO OWNER TRUST 22-C 4.52% 04/15/2025                               | CUSIP: 34535AAB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7720000 | PA      | $7680433.46   | 0.16%             | 2025-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                                        | CAPITAL ONE FINANCIAL CORP FRN SOFR+135 05/09/2025                               | CUSIP: 14040HCR4<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |  18000000 | PA      | $17731890.00  | 0.37%             | 2025-05-09      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                     | GOLDMAN SACHS GROUP INC (THE) FRN SOFR+139 03/15/2024                            | CUSIP: 38141GZQ0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  14000000 | PA      | $14015694.00  | 0.29%             | 2024-03-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| PACIFIC LIFE GLOBAL FUNDING II                                    | PACIFIC LIFE GF II FRN SOFR+38 04/12/2024 144A                                   | CUSIP: 6944PL2F5<br>LEI: 6354003EUPCHXTWUU869 | Long             | DBT              | CORP              | US        |   7300000 | PA      | $7189815.70   | 0.15%             | 2024-04-12      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                     | GOLDMAN SACHS GROUP INC (THE) FRN SOFR+70 01/24/2025                             | CUSIP: 38141GZJ6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  19500000 | PA      | $19148220.00  | 0.40%             | 2025-01-24      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| BX 2021-BXMF                                                      | BX 2021-BXMF 1ML+64 10/15/2026 144A                                              | CUSIP: 05609RAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4422000 | PA      | $4195358.79   | 0.09%             | 2026-10-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| EFF 2021-2                                                        | EFF 2021-2 0.48% 05/20/2027 144A                                                 | CUSIP: 29374YAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6420354 | PA      | $6100021.06   | 0.13%             | 2027-05-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| DISCOVER BANK                                                     | DISCOVER BANK 4.2% 08/08/2023                                                    | CUSIP: 25466AAD3<br>LEI: X05BVSK68TQ7YTOSNR22 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $14894350.50  | 0.31%             | 2023-08-08      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                        | HUMANA INC 0.65% 08/03/2023                                                      | CUSIP: 444859BP6<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |  25523000 | PA      | $24767910.21  | 0.51%             | 2023-08-03      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GENERAL MTRS FINL CO INC                                          | GENERAL MTRS FINL CO INC FRN SOFR+120 11/17/2023                                 | CUSIP: 37045XDC7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   8000000 | PA      | $7965997.76   | 0.17%             | 2023-11-17      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| DLLAD 2021-1A A2                                                  | DLLAD 2021-1A A2 0.35% 09/20/2024 144A                                           | CUSIP: 233262AB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3044363 | PA      | $2989084.32   | 0.06%             | 2024-09-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UBS AG LONDN BRANCH                                               | UBS AG LON BRANCH FRN SOFR+45 08/09/2024 144A                                    | CUSIP: 902674YL8<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | DBT              | CORP              | GB        |   5000000 | PA      | $4954148.30   | 0.10%             | 2024-08-09      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| CFMT 2021-HB7 LLC                                                 | CFMT 2021-HB7 LLC 3.3574% 07/25/2054 144A                                        | CUSIP: 12527QAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2361418 | PA      | $2305712.20   | 0.05%             | 2054-07-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GENERAL MTRS FINL CO INC                                          | GENERAL MTRS FINL CO INC 1.05% 03/08/2024                                        | CUSIP: 37045XDG8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9459926.60   | 0.20%             | 2024-03-08      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FEDERATION DES CAISSES DESJARD INS DU QUEBEC                      | FEDERATION DES CAISE DESJARDIN FRN SOFR+43 05/21/2024 144A                       | CUSIP: 31429KAF0<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |  12811000 | PA      | $12652174.86  | 0.26%             | 2024-05-21      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| AIMCO 2019                                                        | AIMCO 2019 3ML+106 07/22/2032 144A                                               | CUSIP: 00901AAJ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  10424000 | PA      | $10166808.65  | 0.21%             | 2032-07-22      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MMAF EQUIPMENT FINANCE LLC 2022-B                                 | MMAF EQUIPMENT FINANCE LLC 2022-B 5.57% 09/09/2025 144A                          | CUSIP: 606940AB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5832000 | PA      | $5833384.52   | 0.12%             | 2025-09-09      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE OWNER TRUST 2021                                       | JOHN DEERE OWNER TRUST 2021 0.36% 09/15/2025                                     | CUSIP: 47788UAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  13963555 | PA      | $13402010.97  | 0.28%             | 2025-09-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BMW VEH LEASE TR 2021-1                                           | BMW VEH LEASE TR 2021-1 0.29% 01/25/2024                                         | CUSIP: 05591RAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7231484 | PA      | $7155951.51   | 0.15%             | 2024-01-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO LEASE SECURITIZATION TRUST 2021-A                    | HYUNDAI AUTO LEASE SECURITIZATION TRUST 2021-A 0.33% 01/16/2024 144A             | CUSIP: 44891TAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2611712 | PA      | $2589629.65   | 0.05%             | 2024-01-16      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                 | HSBC HOLDINGS PLC 3.95%/VAR 5/18/2024                                            | CUSIP: 404280BS7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   8000000 | PA      | $7906271.20   | 0.16%             | 2024-05-18      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| UPSTART SECURITIZATION TR 2021-1                                  | UPSTART SECURITIZATION TR 2021-1 0.87% 03/20/2031 144A                           | CUSIP: 91681NAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     25804 | PA      | $25667.96     | 0.00%             | 2031-03-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| AMERICREDIT AUTOMOBILE RECEIVABLES TR 2021-3                      | AMERICREDIT AUTOMOBILE RECEIVABLES TR 2021-3 0.41% 02/18/2025                    | CUSIP: 03066JAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5091130 | PA      | $5048887.18   | 0.10%             | 2025-02-18      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ AUTO LEASE TR 2021-B                                | MERCEDES-BENZ AUTO LEASE TR 2021-B A3 0.4% 11/15/2024                            | CUSIP: 58769KAD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2550000 | PA      | $2463313.52   | 0.05%             | 2024-11-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP INC                                        | MIZUHO FINL GROUP INC 3.549% 03/05/2023                                          | CUSIP: 60687YAP4<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |   5000000 | PA      | $4982274.75   | 0.10%             | 2023-03-05      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCKS RETAIL TRUST 2022-1                                | DAIMLER TRUCKS RETAIL TRUST 2022-1 5.07% 09/16/2024                              | CUSIP: 233869AB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  11850000 | PA      | $11828825.24  | 0.25%             | 2024-09-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NIAGARA PARK CLO LLC                                              | NIAGARA PARK CLO LLC 3ML+100 07/17/2032 144A                                     | CUSIP: 65357LAJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  11000000 | PA      | $10715617.00  | 0.22%             | 2032-07-17      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP INC                                        | MIZUHO FINL GROUP INC 3.922/VAR 09/11/2024                                       | CUSIP: 60687YAS8<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |  16400000 | PA      | $16138308.81  | 0.34%             | 2024-09-11      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| GM FINL AUTOMOBILE LEASING TR 2022-3                              | GM FINL AUTOMOBILE LEASING TR 2022-3 4.01% 10/21/2024                            | CUSIP: 380130AB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  14132000 | PA      | $13988257.78  | 0.29%             | 2024-10-21      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NATWEST MARKETS PLC                                               | NATWEST MARKETS PLC FRN SOFR+53 08/12/2024 144A                                  | CUSIP: 63906YAC2<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |  14209000 | PA      | $13982849.56  | 0.29%             | 2024-08-12      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                                            | CENTERPOINT ENERGY INC FRN SFRIX+65 05/13/2024                                   | CUSIP: 15189TAZ0<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |  14429000 | PA      | $14221931.44  | 0.30%             | 2024-05-13      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                     | CITIGROUP INC FRN SOFR+69.4 01/25/2026                                           | CUSIP: 17327CAP8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |  17500000 | PA      | $17036417.13  | 0.35%             | 2026-01-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| GM FINL CONSUMER AUTOMOBILE RECEIVABLES TR 2022-2                 | GM FINL CONSUMER AUTOMOBILE RECEIVABLES TR 2022-2 2.52% 05/16/2025               | CUSIP: 362585AB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8334772 | PA      | $8223849.96   | 0.17%             | 2025-05-16      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                         | UST NOTES 3% 06/30/2024                                                          | CUSIP: 91282CEX5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 184874000 | PA      | $180512129.06 | 3.75%             | 2024-06-30      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC                                      | CITI GLB MK VCP SOFR+65 9/22/23                                                  | CUSIP: 1730QPAK3<br>LEI: MBNUM2BPBDO7JBLYG310 | Long             | DBT              | CORP              | US        |  20000000 | PA      | $20000018.00  | 0.42%             | 2023-09-22      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                              | ROYAL BANK OF CANADA FRN SFRIX+34 10/07/2024                                     | CUSIP: 78016EZY6<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   2000000 | PA      | $1965074.68   | 0.04%             | 2024-10-07      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| VERIZON MASTER TRUST 2022-1 A                                     | VERIZON MASTER TRUST 2022-1 A 1.04% 01/20/2027                                   | CUSIP: 92348KAL7<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |  17500000 | PA      | $17031805.00  | 0.35%             | 2027-01-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| DONLEN FLEET LEASE FDG 2 LLC                                      | DONLEN FLEET LEASE FDG 2 LLC 1ML+33 12/11/2034 144A                              | CUSIP: 257812AC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5605516 | PA      | $5576346.66   | 0.12%             | 2034-12-11      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA LONDON BRANCH                                  | CREDIT AGRICOLE SA LONDON BRH 3.75% 04/24/2023 144A                              | CUSIP: 22535WAE7<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | GB        |   9600000 | PA      | $9538008.19   | 0.20%             | 2023-04-24      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAP HLDGS INC                                      | NEXTERA ENERGY CAP HLDGS INC FRN SFRIX+54 03/01/2023                             | CUSIP: 65339KBV1<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   8165000 | PA      | $8158523.77   | 0.17%             | 2023-03-01      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| RABOBANK NEDERLAND NEW YORK BRH                                   | RABOBANK NEDERLAND NY BRH 3.875% 08/22/2024                                      | CUSIP: 21688AAU6<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | US        |  13000000 | PA      | $12779287.95  | 0.27%             | 2024-08-22      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                         | UST NOTES 1.625% 10/31/2023                                                      | CUSIP: 912828T91<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 133799000 | PA      | $130098621.41 | 2.70%             | 2023-10-31      | Fixed         | 0.02%                 | No            |                  2 | On Loan: —       |
| WORLD OMNI AUTO RECEIVABLES TR 2021-C                             | WORLD OMNI AUTO RECEIVABLES TR 2021-C 0.22% 09/16/2024                           | CUSIP: 98164CAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3955612 | PA      | $3932642.18   | 0.08%             | 2024-09-16      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL QUE                                              | BANK OF MONTREAL QUE FRN SFRIX+26.5 09/15/2023                                   | CUSIP: 06368FAB5<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |  13800000 | PA      | $13726179.38  | 0.29%             | 2023-09-15      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| Fidelity Revere Street Trust                                      | Fidelity Cash Central Fund                                                       | CUSIP: 31635A105<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        | 477522834 | NS      | $477618338.75 | 9.92%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL MTRS FINL CO INC                                          | GENERAL MTRS FINL CO INC 5.1% 01/17/2024                                         | CUSIP: 37045XCR5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1993527.82   | 0.04%             | 2024-01-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORP                                       | AMERICAN HONDA FINANCE CORP FRN 3ML+15 02/22/2023                                | CUSIP: 02665WDV0<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   6998000 | PA      | $7000000.31   | 0.15%             | 2023-02-22      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| UBS AG LONDN BRANCH                                               | UBS AG LON BRANCH FRN SOFR+32 06/01/2023 144A                                    | CUSIP: 902674YG9<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | DBT              | CORP              | GB        |  16000000 | PA      | $15962940.96  | 0.33%             | 2023-06-01      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| MIZUHO BANK LTD NY BRANCH                                         | MIZUHO BANK LTD NY BRANCH YCD SOFR+28 02/10/2023                                 | CUSIP: 60710RTX3<br>LEI: RB0PEZSDGCO3JS6CEU02 | Long             | DBT              | CORP              | US        |  13800000 | PA      | $13799525.28  | 0.29%             | 2023-02-10      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN AUTO LEASE TRUST 2020-A                                | VOLKSWAGEN AUTO LEASE TRUST 2020-A 0.39% 01/22/2024                              | CUSIP: 92868VAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4444156 | PA      | $4411942.29   | 0.09%             | 2024-01-22      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| 7 ELEVEN INC                                                      | 7 ELEVEN INC 0.8% 02/10/2024 144A                                                | CUSIP: 817826AB6<br>LEI: 549300K23JPL0SS3LB18 | Long             | DBT              | CORP              | US        |   7898000 | PA      | $7493065.20   | 0.16%             | 2024-02-10      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC NY BRANCH                                       | BARCLAYS BANK PLC NY BRANCH YCD SOFR+ 06/08/2023                                 | CUSIP: 06742TS31<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | DBT              | CORP              | US        |  18800000 | PA      | $18792412.32  | 0.39%             | 2023-06-08      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| CFMT 2021-EBO1 LLC                                                | CFMT 2021-EBO1 LLC 1.1581% 11/25/2050 144A                                       | CUSIP: 12530AAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2019691 | PA      | $1893695.84   | 0.04%             | 2050-11-25      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCKS FINANCE NORTH AMERICA LLC                          | DAIMLER TRUCKS FINANCE NORTH AMERICA LLC 1.125% 12/14/2023 144A                  | CUSIP: 233853AB6<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |  12000000 | PA      | $11505108.48  | 0.24%             | 2023-12-14      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GM FINL AUTOMOBILE LEASING TR 2021-3                              | GM FINL AUTOMOBILE LEASING TR 2021-3 0.24% 12/20/2023                            | CUSIP: 36262XAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3683943 | PA      | $3663419.69   | 0.08%             | 2023-12-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SREIT TR 2021-MFP                                                 | SREIT TR 2021-MFP 1ML+73.08 11/15/2038 144A                                      | CUSIP: 78472UAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4580000 | PA      | $4376257.33   | 0.09%             | 2038-11-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP                                                  | NTT FINANCE CORP 0.583% 03/01/2024 144A                                          | CUSIP: 62954WAB1<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |   3719000 | PA      | $3520222.24   | 0.07%             | 2024-03-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                          | LLOYDS BANKING GROUP PLC 3.9% 03/12/2024                                         | CUSIP: 53944YAH6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   2000000 | PA      | $1962281.74   | 0.04%             | 2024-03-12      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                               | DOMINION ENERGY INC FRN 3ML+53 09/15/2023                                        | CUSIP: 25746UDH9<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   5803000 | PA      | $5791196.93   | 0.12%             | 2023-09-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE LN FDG 2022-1 LTD / PALMER SQUARE LN FDG 2022-1 LLC | PALMER SQUARE LN FDG 2022-1 LTD 22-1A A1 3M CME+105 04/15/2030 144A              | CUSIP: 69701CAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  10314831 | PA      | $10066542.46  | 0.21%             | 2030-04-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MERCEDES BENZ RETAIL SA                                           | MERCEDES BENZ RETAIL SA 5.5% 11/27/2024 144A                                     | CUSIP: 58769JAA5<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10069186.90  | 0.21%             | 2024-11-27      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BMW VEH LEASE TR 2022-1                                           | BMW VEH LEASE TR 2022-1 0.67% 05/28/2024                                         | CUSIP: 05601XAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5493925 | PA      | $5442782.60   | 0.11%             | 2024-05-28      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FORDO 2022-B A2B                                                  | FORDO 2022-B A2B SOFR30A+184 02/15/2025                                          | CUSIP: 34534LAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   9851000 | PA      | $9850965.52   | 0.20%             | 2025-02-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| PPL ELEC UTILS CORP                                               | PPL ELEC UTILS CORP FRN SOFR+33 06/24/2024                                       | CUSIP: 69351UAY9<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |  11827000 | PA      | $11660732.37  | 0.24%             | 2024-06-24      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| THE TORONTO DOMINION BANK                                         | TORONTO DOMINION BANK FRN SOFR+91 03/08/2024                                     | CUSIP: 89114TZS4<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |  15914000 | PA      | $15873896.72  | 0.33%             | 2024-03-08      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| TOYOTA AUTO LN EXTD NT TR 2019-1                                  | TOYOTA AUTO LN EXTD NT TR 2019-1 2.56% 11/25/2031 144A                           | CUSIP: 89231XAA9<br>LEI: 549300R73PIC25YY4X12 | Long             | ABS-CBDO         | CORP              | US        |   6200000 | PA      | $5934500.50   | 0.12%             | 2031-11-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                     | SOUTHERN CALIFORNIA EDISON CO FRN SFRIX+64 04/03/2023                            | CUSIP: 842400HA4<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |  12000000 | PA      | $11974852.68  | 0.25%             | 2023-04-03      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE AG NY BRNCH                                         | CREDIT SUISSE AG NY BRNCH FRN SFRIX+126 02/21/2025                               | CUSIP: 22550UAF8<br>LEI: ANGGYXNX0JLX3X63JN86 | Long             | DBT              | CORP              | US        |  14000000 | PA      | $12939542.42  | 0.27%             | 2025-02-21      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| DELL EQUIP FIN TR 2022-2                                          | DELL EQUIP FIN TR 2022-2 4.03% 07/22/2027 144A                                   | CUSIP: 24702CAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  16759000 | PA      | $16581689.78  | 0.34%             | 2027-07-22      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                                          | MICROCHIP TECHNOLOGY INC 0.972% 02/15/2024                                       | CUSIP: 595017BB9<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4730855.90   | 0.10%             | 2024-02-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                     | CITIGROUP INC 4.044/VAR 06/01/2024                                               | CUSIP: 172967LZ2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |  17000000 | PA      | $16863025.90  | 0.35%             | 2024-06-01      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| THE TORONTO DOMINION BANK                                         | TORONTO DOMINION BANK 2.65% 06/12/2024                                           | CUSIP: 89114QCA4<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   5000000 | PA      | $4835466.60   | 0.10%             | 2024-06-12      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMER FIN LLC                                     | VOLKSWAGEN GROUP AMER FIN LLC 3.125% 05/12/2023 144A                             | CUSIP: 928668BD3<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $14861009.70  | 0.31%             | 2023-05-12      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                | WELLS FARGO and CO NEW 3.75% 01/24/2024                                          | CUSIP: 95000U2C6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4930885.10   | 0.10%             | 2024-01-24      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AIMCO CLO SER 2018-B / AIMCO CLO SER 2018-B LLC                   | AIMCO CLO SER 2018-BA AR 3ML+110 01/15/2032 144A                                 | CUSIP: 00900PAL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  10292000 | PA      | $10089401.98  | 0.21%             | 2032-01-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                              | ROYAL BANK OF CANADA FRN SFRIX+30 01/19/2024                                     | CUSIP: 78015K7M0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   5000000 | PA      | $4957854.55   | 0.10%             | 2024-01-19      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI BKG CORP NY BRANCH                                | SUMITOMO MITSUI BKG CORP NY BR YCD SOFR+70 07/11/2023                            | CUSIP: 86565FQF2<br>LEI: 5U0XI89JRFVHWIBS4F54 | Long             | DBT              | CORP              | US        |  17700000 | PA      | $17706311.82  | 0.37%             | 2023-07-11      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SYMPHONY CLO XXIII LTD                                            | SYMPHONY CLO XXIII LTD 3ML+102 01/15/2034 144A                                   | CUSIP: 87167NDC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  10983000 | PA      | $10754828.18  | 0.22%             | 2034-01-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMER FIN LLC                                     | VOLKSWAGEN GROUP AMER FIN LLC 4.25% 11/13/2023 144A                              | CUSIP: 928668AR3<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   9000000 | PA      | $8899501.23   | 0.18%             | 2023-11-13      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY RES CORP                                       | CENTERPOINT ENERGY RES CORP FRN 3ML+50 03/02/2023                                | CUSIP: 15189WAN0<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |   4681000 | PA      | $4677237.22   | 0.10%             | 2023-03-02      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| NORTHWESTERN MUTUAL GLOBAL FUNDING                                | NORTHWESTERN MUTUAL GLOBAL FUNDING FRN SOFR+33 03/25/2024 144A                   | CUSIP: 66815L2C2<br>LEI: 635400LZXFVELZDVP257 | Long             | DBT              | CORP              | US        |   9564000 | PA      | $9483400.63   | 0.20%             | 2024-03-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPRL BK COMM NY BRH                                     | CANADIAN IMPRL BK COMM NY BRH YCD SOFR+ 08/22/2023                               | CUSIP: 13606KKS4<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $15019699.50  | 0.31%             | 2023-08-22      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GENERAL MTRS FINL CO INC                                          | GENERAL MTRS FINL CO INC 1.7% 08/18/2023                                         | CUSIP: 37045XCZ7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9734845.10   | 0.20%             | 2023-08-18      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                              | ROYAL BANK OF CANADA 3.97% 07/26/2024                                            | CUSIP: 78016EZH3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |  15733000 | PA      | $15480287.43  | 0.32%             | 2024-07-26      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                  | ALTRIA GROUP INC 3.8% 02/14/2024                                                 | CUSIP: 02209SBB8<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1965860.40   | 0.04%             | 2024-02-14      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENERGY PARTNERS LP                                  | KINDER MORGAN ENERGY PTNRS LP 4.15% 02/01/2024                                   | CUSIP: 494550BS4<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1973700.52   | 0.04%             | 2024-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MERCEDES BENZ RETAIL SA                                           | DAIMLER FIN NORTH AMER LLC FRN 3ML+84 05/04/2023 144A                            | CUSIP: 233851DM3<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |  11390000 | PA      | $11398080.18  | 0.24%             | 2023-05-04      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| THE BANK OF NOVA SCOTIA                                           | BANK OF NOVA SCOTIA FRN SFRIX+44.5 04/15/2024                                    | CUSIP: 0641593W4<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |  15000000 | PA      | $14863800.00  | 0.31%             | 2024-04-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| DNB BANK ASA                                                      | DNB BANK ASA FRN SFRIX+83 03/28/2025 144A                                        | CUSIP: 25601B2C8<br>LEI: 549300GKFG0RYRRQ1414 | Long             | DBT              | CORP              | NO        |  13000000 | PA      | $12948585.00  | 0.27%             | 2025-03-28      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| CIGNA CORP                                                        | CIGNA CORP 0.613% 03/15/2024                                                     | CUSIP: 125523CN8<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |  14758000 | PA      | $13964763.70  | 0.29%             | 2024-03-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                             | JPMORGAN CHASE and CO 3.559%/VAR 04/23/24                                        | CUSIP: 46647PAP1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9930291.90   | 0.21%             | 2024-04-23      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| TOYOTA AUTO RECEIVABLES 2021-D OWNER TRUST                        | TOYOTA AUTO RECEIVABLES 2021-D A3 OWNER TRUST 0.71% 04/15/2026                   | CUSIP: 89238JAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3220000 | PA      | $3022289.75   | 0.06%             | 2026-04-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA GAS CO                                        | SOUTHERN CALIFORNIA GAS CO FRN 3ML+35 09/14/2023                                 | CUSIP: 842434CV2<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |   2073000 | PA      | $2067859.79   | 0.04%             | 2023-09-14      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| SWEDBANK AB                                                       | SWEDBANK AB FRN SFRIX+91 04/04/2025 144A                                         | CUSIP: 87020PAR8<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |  11081000 | PA      | $10989692.56  | 0.23%             | 2025-04-04      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI AUTO RECEIVABLES TR 2022-D                             | WORLD OMNI AUTO RECEIVABLES TR 2022-D 5.69% 03/16/2026                           | CUSIP: 98163VAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   9765000 | PA      | $9764294.97   | 0.20%             | 2026-03-16      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                             | TRUIST FINANCIAL CORP 3.75% 12/06/2023                                           | CUSIP: 05531FBF9<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1979780.64   | 0.04%             | 2023-12-06      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FINANCIAL GROUP INC                                | MITSUBISHI UFJ FIN GRP INC 3.455% 03/02/2023                                     | CUSIP: 606822AT1<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   5000000 | PA      | $4981715.95   | 0.10%             | 2023-03-02      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GENERAL MTRS FINL CO INC                                          | GENERAL MTRS FINL CO INC 3.25% 01/05/2023                                        | CUSIP: 37045XCF1<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2994805.98   | 0.06%             | 2023-01-05      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| THE TORONTO DOMINION BANK                                         | TORONTO DOMINION BANK 2.35% 03/08/2024                                           | CUSIP: 89114TZR6<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   2000000 | PA      | $1935509.00   | 0.04%             | 2024-03-08      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP                                                  | NTT FINANCE CORP 0.373% 03/03/2023 144A                                          | CUSIP: 62954WAA3<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |  15000000 | PA      | $14825700.00  | 0.31%             | 2023-03-03      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                    | MORGAN STANLEY 3.7% 10/23/2024                                                   | CUSIP: 61761JVL0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4890126.60   | 0.10%             | 2024-10-23      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                               | AMERICAN EXPRESS CO FRN SFRIX+72 05/03/2024                                      | CUSIP: 025816CU1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |  15230000 | PA      | $15176940.51  | 0.32%             | 2024-05-03      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                            | CONOCOPHILLIPS CO 2.125% 03/08/2024                                              | CUSIP: 20826FAT3<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |   8000000 | PA      | $7741431.76   | 0.16%             | 2024-03-08      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| LIFE FINANCIAL SERVICES TRUST 2022                                | LIFE FINANCIAL SERVICES TRUST 2022 TSFR1M+129.524 05/15/2039 144A                | CUSIP: 53218DAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7914000 | PA      | $7675968.25   | 0.16%             | 2039-05-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN AUTO LN ENHANCED TR 2021-1                             | VOLKSWAGEN AUTO LN ENHANCED TR 2021-1 0.49% 10/21/2024                           | CUSIP: 92868KAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7519264 | PA      | $7432557.96   | 0.15%             | 2024-10-21      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| HPEFS EQUIPMENT TRUST 2021-2                                      | HPEFS EQUIPMENT TRUST 2021-2 0.3% 09/20/2028 144A                                | CUSIP: 40441JAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1521749 | PA      | $1511237.42   | 0.03%             | 2028-09-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                             | ATHENE GLOBAL FUNDING FRN SFRIX+56 08/19/2024 144A                               | CUSIP: 04685A3B5<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1952677.24   | 0.04%             | 2024-08-19      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| WESTERN GAS PARTNERS LP                                           | WESTERN GAS PARTNERS LP FRN 3ML+210 01/13/2023                                   | CUSIP: 958667AD9<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |   2872000 | PA      | $2866256.00   | 0.06%             | 2023-01-13      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                    | MORGAN STANLEY FRN SOFR+62.5 01/24/2025                                          | CUSIP: 61747YEJ0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |  17500000 | PA      | $17220000.00  | 0.36%             | 2025-01-24      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| EATON VANCE CLO 2019-1 LTD                                        | EATON 2019-1A AR 3ML+108 04/15/2031 144A                                         | CUSIP: 27830XAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   9297000 | PA      | $9094706.58   | 0.19%             | 2031-04-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO LEASE TRUST 2022-A                               | FORD CREDIT AUTO LEASE TRUST 2022-A SOFR30A+119 10/15/2024                       | CUSIP: 34528LAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6514019 | PA      | $6506726.90   | 0.14%             | 2024-10-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                             | TRUIST FINANCIAL CORP FRN SOFR+40 06/09/2025                                     | CUSIP: 89788MAF9<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |  16000000 | PA      | $15630720.00  | 0.32%             | 2025-06-09      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI BKG CORP NY BRANCH                                | SUMITOMO MITSUI BKG CORP NY BR YCD SOFR+80 08/01/2023                            | CUSIP: 86565FQW5<br>LEI: 5U0XI89JRFVHWIBS4F54 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $15006688.50  | 0.31%             | 2023-08-01      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MISSISSIPPI POWER CO                                              | MISSISSIPPI PWR CO FRN SOFR+30 06/28/2024                                        | CUSIP: 605417CC6<br>LEI: LNZ0J6YZ5SC6ILIRU850 | Long             | DBT              | CORP              | US        |  13012000 | PA      | $12715246.12  | 0.26%             | 2024-06-28      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                             | ATHENE GLOBAL FUNDING 0.95% 01/08/2024 144A                                      | CUSIP: 04685A2S9<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   7649000 | PA      | $7251863.92   | 0.15%             | 2024-01-08      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENERGY PARTNERS LP                                  | KINDER MORGAN ENERGY PTNRS LP 4.3% 05/01/2024                                    | CUSIP: 28370TAG4<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1973788.26   | 0.04%             | 2024-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SVCS CORP                                        | CATERPILLAR FINL SVCS CORP FRN SOFR+24.5 05/17/2024                              | CUSIP: 14913R2M8<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3974397.96   | 0.08%             | 2024-05-17      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                      | ENBRIDGE INC FRN SFRIX+63 02/16/2024                                             | CUSIP: 29250NBM6<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |  14987000 | PA      | $14840578.51  | 0.31%             | 2024-02-16      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| HPEFS EQUIP TR 2022-1A                                            | HPEFS EQUIP TR 2022-1A 1.02% 05/21/2029 144A                                     | CUSIP: 40441RAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10702407 | PA      | $10497903.92  | 0.22%             | 2029-05-21      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                                                | BMW US CAPITAL LLC FRN SFRIX+53 04/01/2024 144A                                  | CUSIP: 05565EBN4<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |  23993000 | PA      | $23836204.31  | 0.49%             | 2024-04-01      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| CNH EQUIP TR 2021-C                                               | CNH EQUIP TR 2021-C 0.33% 01/15/2025                                             | CUSIP: 12598LAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5076446 | PA      | $4986941.18   | 0.10%             | 2025-01-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COMPANY                                                  | SOUTHERN COMPANY FRN SOFR+37 05/10/2023                                          | CUSIP: 842587DK0<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |   8433000 | PA      | $8406000.32   | 0.17%             | 2023-05-10      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                              | ROYAL BANK OF CANADA 2.55% 07/16/2024                                            | CUSIP: 78013XZU5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   5000000 | PA      | $4810842.90   | 0.10%             | 2024-07-16      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| Fidelity Revere Street Trust                                      | Fidelity Securities Lending Cash Central Fund                                    | CUSIP: 31635A303<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        |  95363632 | NS      | $95373168.75  | 1.98%             |  |  |  | No            |                  1 | On Loan: No      |
| SOCIETE GENERALE                                                  | SOCIETE GENERALE FRANCE FRN SOFR+105 01/21/2026 144A                             | CUSIP: 83368RBF8<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |  18000000 | PA      | $17251200.00  | 0.36%             | 2026-01-21      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC NY BRANCH                                       | BARCLAYS BANK PLC NY BRANCH YCD SOFR+81 08/11/2023                               | CUSIP: 06742TW85<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $15000208.50  | 0.31%             | 2023-08-11      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| TAMPA ELECTRIC CO                                                 | TAMPA ELECTRIC CO 3.875% 07/12/2024                                              | CUSIP: 875127BK7<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |   9610000 | PA      | $9387731.08   | 0.19%             | 2024-07-12      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CASCADE FUNDING MORTGAGE TRUST                                    | CASCADE FUNDING MORTGAGE TRUST 0.8983% 06/25/2036 144A                           | CUSIP: 12527LAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1904665 | PA      | $1793934.48   | 0.04%             | 2036-06-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TR 2022-2                                       | CARMAX AUTO OWNER TR 2022-2 SOFR30A+74 05/15/2025                                | CUSIP: 14317HAH4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6394967 | PA      | $6383521.50   | 0.13%             | 2025-05-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAP HLDGS INC                                      | NEXTERA ENERGY CAP HLDGS INC FRN SFRIX+40 11/03/2023                             | CUSIP: 65339KBX7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |  17000000 | PA      | $16854781.75  | 0.35%             | 2023-11-03      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2021                                 | BX COMMERCIAL MORTGAGE TRUST 22-LP2 A TSFR1M+96.27 02/15/2039 144A               | CUSIP: 05610HAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8744338 | PA      | $8388490.24   | 0.17%             | 2039-02-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GSK CONSUMER HEALTHCARE CAPITAL US LLC                            | GSK CONSUMER HEALTHCARE CAPITAL US LLC FRN SOFR+89 03/24/2024                    | CUSIP: 36264FAJ0<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |   9497000 | PA      | $9454388.77   | 0.20%             | 2024-03-24      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| TOYOTA AUTO RECEIVABLES 2022-B OWNER TR                           | TOYOTA AUTO RECEIVABLES 2022-B OWNER TR SOFR30A+0 01/15/2025                     | CUSIP: 89238FAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4498069 | PA      | $4488255.88   | 0.09%             | 2025-01-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2021                     | AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2021 0.26% 11/18/2024                   | CUSIP: 03066RAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    682275 | PA      | $680712.00    | 0.01%             | 2024-11-18      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE LOAN FUNDING LTD 2021                               | PALMER SQUARE LOAN FUNDING LTD CLO 2021-2A A1 3ML+80 05/20/2029 144A             | CUSIP: 69702DAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   6824468 | PA      | $6728441.12   | 0.14%             | 2029-05-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                   | PHILIP MORRIS INTL INC 3.6% 11/15/2023                                           | CUSIP: 718172BE8<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1972718.32   | 0.04%             | 2023-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FING 2022-3 LLC                                  | ENTERPRISE FLEET FING 2022-3 LLC 4.38% 07/20/2029 144A                           | CUSIP: 29374FAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1749000 | PA      | $1702501.61   | 0.04%             | 2029-07-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS LLC                                      | DISCOVERY COMMUNICATIONS LLC 3.8% 03/13/2024                                     | CUSIP: 25470DAM1<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1955092.60   | 0.04%             | 2024-03-13      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GENERAL MTRS FINL CO INC                                          | GENERAL MTRS FINL CO INC 4.15% 06/19/2023                                        | CUSIP: 37045XCL8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   9338000 | PA      | $9275454.36   | 0.19%             | 2023-06-19      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                                                | BMW US CAPITAL LLC 3.8% 04/06/2023 144A                                          | CUSIP: 05565EBM6<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |   4500000 | PA      | $4484259.05   | 0.09%             | 2023-04-06      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                 | EVERSOURCE ENERGY FRN SFRIX+25 08/15/2023                                        | CUSIP: 30040WAM0<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9957947.00   | 0.21%             | 2023-08-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                          | TOYOTA MOTOR CREDIT CORP FRN SFRIX+65 12/29/2023                                 | CUSIP: 89236TKB0<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |  17000000 | PA      | $16973553.95  | 0.35%             | 2023-12-29      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| NATWEST MARKETS PLC                                               | NATWEST MARKETS PLC 2.375% 05/21/2023 144A                                       | CUSIP: 63906YAA6<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |   5000000 | PA      | $4916083.85   | 0.10%             | 2023-05-21      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMER FIN LLC                                     | VOLKSWAGEN GROUP AMER FIN LLC FRN SOFR+95 06/07/2024 144A                        | CUSIP: 928668BQ4<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |  13000000 | PA      | $12927460.00  | 0.27%             | 2024-06-07      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                       | BANK OF AMERICA CORPORATION 0.81%/VAR 10/24/2024                                 | CUSIP: 06051GJH3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9552382.60   | 0.20%             | 2024-10-24      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| MERIT 2021                                                        | MERIT 2021-STOR A 1ML+75 07/15/2038 144A                                         | CUSIP: 55293BAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2275000 | PA      | $2175183.24   | 0.05%             | 2038-07-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| AIMCO CLO 12 LTD                                                  | AIMCO CLO 12 LTD TSFR3M+117 01/17/2032 144A                                      | CUSIP: 00140LAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  12657000 | PA      | $12420301.44  | 0.26%             | 2032-01-17      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL QUE                                              | BANK OF MONTREAL QUE FRN SFRIX+27 04/14/2023                                     | CUSIP: 06368EJS2<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |  12000000 | PA      | $11985156.72  | 0.25%             | 2023-04-14      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| MARLETTE FUNDING TRUST 2022-2                                     | MARLETTE FUNDING TRUST 2022-2 4.25% 08/15/2032 144A                              | CUSIP: 57107LAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7698987 | PA      | $7583845.59   | 0.16%             | 2032-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MAGALLANES INC                                                    | MAGALLANES INC FRN SFRIX+178 03/15/2024 144A                                     | CUSIP: 55903VAA1<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |  10341000 | PA      | $10306094.68  | 0.21%             | 2024-03-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| KEYBANK NATL ASSN                                                 | KEYBANK NATL ASSN FRN SOFR+32 06/14/2024                                         | CUSIP: 49327M3D4<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |  21050000 | PA      | $20824879.93  | 0.43%             | 2024-06-14      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FORD CR AUTO OWNER TR 2022D                                       | FORD CR AUTO OWNER TR 2022D 5.37% 08/15/2025                                     | CUSIP: 345295AB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  21450000 | PA      | $21452258.69  | 0.45%             | 2025-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GM FINL CONSUMER AUTOMOBILE RECEIVABLES TR 2022-3                 | GM FINL CONSUMER AUTOMOBILE RECEIVABLES TR 2022-3 3.5% 09/16/2025                | CUSIP: 36265WAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  17000000 | PA      | $16783105.50  | 0.35%             | 2025-09-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FINANCIAL GROUP INC                                | MITSUBISHI UFJ FIN GRP INC FRN SOFR+138.5 09/12/2025                             | CUSIP: 606822CP7<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |  12955000 | PA      | $12901353.60  | 0.27%             | 2025-09-12      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FLORIDA PWR and LT CO                                             | FLORIDA PWR and LT CO FRN SFRIX+25 05/10/2023                                    | CUSIP: 341081GD3<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |   8596000 | PA      | $8572699.08   | 0.18%             | 2023-05-10      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                     | GOLDMAN SACHS GROUP INC (THE) 3.625% 02/20/2024                                  | CUSIP: 38141GXE9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9830734.10   | 0.20%             | 2024-02-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON NATIONAL BANK                                          | HUNTINGTON NATL BK COLUMBUS OH FRN SFRIX+119 05/16/2025                          | CUSIP: 44644MAE1<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | DBT              | CORP              | US        |  18000000 | PA      | $17930759.76  | 0.37%             | 2025-05-16      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| THE BANK OF NOVA SCOTIA                                           | BANK OF NOVA SCOTIA FRN SOFR+38 07/31/2024                                       | CUSIP: 0641596F8<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |  17300000 | PA      | $17092316.44  | 0.35%             | 2024-07-31      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| HPEFS EQUIP TR 2022-3                                             | HPEFS EQUIP TR 2022-3 5.26% 08/20/2029 144A                                      | CUSIP: 403951AB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7000000 | PA      | $6971237.70   | 0.14%             | 2029-08-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| THE BANK OF NOVA SCOTIA                                           | BANK OF NOVA SCOTIA FRN SOFR+0 09/15/2023                                        | CUSIP: 0641598L3<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |  17000000 | PA      | $16908056.69  | 0.35%             | 2023-09-15      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                       | BANK OF AMERICA CORPORATION FRN SOFR+69 04/22/2025                               | CUSIP: 06051GJU4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  15950000 | PA      | $15681755.61  | 0.33%             | 2025-04-22      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| TRUIST BANK                                                       | TRUIST BANK FRN SOFR+73 03/09/2023                                               | CUSIP: 89788JAC3<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |  14724000 | PA      | $14725786.76  | 0.31%             | 2023-03-09      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| ALLY AUTO RECEIVABLES TRUST 2022-2                                | ALLY AUTO RECEIVABLES TRUST 2022-2 4.62% 10/15/2025                              | CUSIP: 02008MAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | XX        |  13000000 | PA      | $12916945.60  | 0.27%             | 2025-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANK CORPORATE MARKETS PLC NEW YORK BRANCH                 | LLOYDS BANK CORPORATE MARKETS PLC NEW YORK BRH YCD SOFR+28 02/13/2023            | CUSIP: 53947BG20<br>LEI: 213800MBWEIJDM5CU638 | Long             | DBT              | CORP              | US        |  13800000 | PA      | $13793453.28  | 0.29%             | 2023-02-13      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| MET TOWER GLOBAL FUNDING                                          | MET TOWER GLOBAL FUNDING FRN SOFR+55 01/17/2023 144A                             | CUSIP: 58989VAA2<br>LEI: 635400OFJCY9IOGBGY57 | Long             | DBT              | CORP              | US        |  26099000 | PA      | $26106471.62  | 0.54%             | 2023-01-17      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| MYLAN INC                                                         | MYLAN INC 3.125% 01/15/2023 144A                                                 | CUSIP: 628530AV9<br>LEI: 30ZMPDNA1RHIBH89C294 | Long             | DBT              | CORP              | US        |   5500000 | PA      | $5481410.72   | 0.11%             | 2023-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                       | BNP PARIBAS 3.5% 03/01/2023 144A                                                 | CUSIP: 09659W2E3<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |  10500000 | PA      | $10447536.75  | 0.22%             | 2023-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PROTECTIVE LIFE GLOBAL FUNDING                                    | PROTECTIVE LIFE GLOBAL FUNDING FRN SOFR+98 03/28/2025 144A                       | CUSIP: 74368CBM5<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |  13000000 | PA      | $12872263.30  | 0.27%             | 2025-03-28      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| GA GLOBAL FUNDING TRUST                                           | GA GLOBAL FUNDING TRUST 1.25% 12/08/2023 144A                                    | CUSIP: 36143L2F1<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |   9000000 | PA      | $8607463.56   | 0.18%             | 2023-12-08      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ TRUST and BANKING CORP NY BRANCH                   | MITSUBISHI UFJ TR and BK NY BRH YCD SOFR+48 01/17/2023                           | CUSIP: 60683B6T5<br>LEI: JBONEPAGQXF4QP29B387 | Long             | DBT              | CORP              | US        |  18800000 | PA      | $18804632.32  | 0.39%             | 2023-01-17      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINANCIAL GROUP INC                               | SUMITOMO MITSUI FINL GRP INC 0.508% 01/12/2024                                   | CUSIP: 86562MCC2<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    852000 | PA      | $809117.60    | 0.02%             | 2024-01-12      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SPECTRA ENERGY PARTNERS LP                                        | SPECTRA ENERGY PARTNERS LP 4.75% 03/15/2024                                      | CUSIP: 84756NAD1<br>LEI: 2HKVXE7U4NF5B6UGSU72 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1988982.78   | 0.04%             | 2024-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UPSTART SECURITIZATION TRUST 2021-4                               | UPSTART SECURITIZATION TRUST 2021-4 0.84% 09/20/2031 144A                        | CUSIP: 91682NAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4210404 | PA      | $4063135.02   | 0.08%             | 2031-09-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCKS FINANCE NORTH AMERICA LLC                          | DAIMLER TRUCKS FINANCE NORTH AMERICA LLC FRN SOFR+50 06/14/2023 144A             | CUSIP: 233853AA8<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $14960610.15  | 0.31%             | 2023-06-14      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                        | VERIZON COMMUNICATIONS INC FRN SFRIX+50 03/22/2024                               | CUSIP: 92343VGD0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   6019000 | PA      | $5979503.02   | 0.12%             | 2024-03-22      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| SVENSKA HANDELSBANKEN NY                                          | SVENSKA HANDELSBANKEN NY YCD SOFR+73 08/03/23                                    | CUSIP: 86959RD98<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | US        |   8750000 | PA      | $8754159.75   | 0.18%             | 2023-08-03      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                             | ATHENE GLOBAL FUNDING FRN SFRIX+70 05/24/2024 144A                               | CUSIP: 04685A2X8<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |  16500000 | PA      | $16182526.47  | 0.34%             | 2024-05-24      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG NEW YORK BNCH                                    | DEUTSCHE BANK AG NEW YORK BNCH 0.962% 11/08/2023                                 | CUSIP: 251526CM9<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | US        |  11967000 | PA      | $11457721.94  | 0.24%             | 2023-11-08      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC                                                | ANALOG DEVICES INC FRN SOFR+0 10/01/2024                                         | CUSIP: 032654AT2<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |   5416000 | PA      | $5342006.88   | 0.11%             | 2024-10-01      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                             | JPMORGAN CHASE and CO FRN SOFR+132 04/26/2026                                    | CUSIP: 46647PDB9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  14956000 | PA      | $14814964.92  | 0.31%             | 2026-04-26      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COS INC                                                  | WILLIAMS COS INC 4.3% 03/04/2024                                                 | CUSIP: 96950FAM6<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1976439.30   | 0.04%             | 2024-03-04      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TR 2020-4                                       | CARMAX AUTO OWNER TR 2020-4 0.5% 08/15/2025                                      | CUSIP: 14316HAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5776893 | PA      | $5590606.25   | 0.12%             | 2025-08-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP NEW                                              | DUKE ENERGY CORP NEW 3.75% 04/15/2024                                            | CUSIP: 26441CAN5<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1969148.30   | 0.04%             | 2024-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VOYA CLO 2017-1 LTD                                               | VOYA CLO 2017-1 LTD 3ML+95 04/17/2030 144A                                       | CUSIP: 92916MAF8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  10191983 | PA      | $10018994.91  | 0.21%             | 2030-04-17      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ARES LII CLO LTD                                                  | ARES LII CLO LTD 3ML+105 04/22/2031 144A                                         | CUSIP: 04009AAL4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   8970000 | PA      | $8781450.60   | 0.18%             | 2031-04-22      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FINANCIAL GROUP INC                                | MITSUBISHI UFJ FIN GRP INC FRN 3ML+86 07/26/2023                                 | CUSIP: 606822AZ7<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |  15300000 | PA      | $15328800.57  | 0.32%             | 2023-07-26      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                              | KEURIG DR PEPPER INC 0.75% 03/15/2024                                            | CUSIP: 49271VAL4<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |  11500000 | PA      | $10886012.01  | 0.23%             | 2024-03-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                                                | BMW US CAPITAL LLC FRN SFRIX+84 04/01/2025 144A                                  | CUSIP: 05565EBY0<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |  13000000 | PA      | $12924117.96  | 0.27%             | 2025-04-01      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| UBS AG LONDN BRANCH                                               | UBS AG LON BRANCH FRN SOFR+47 01/13/2025 144A                                    | CUSIP: 902674YT1<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | DBT              | CORP              | GB        |  20000000 | PA      | $19784800.00  | 0.41%             | 2025-01-13      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2022-12-30

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

**Signature:** Laura M. Del Prato

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

**Title:** President and Treasurer