# EDGAR Filing Document

**Accession Number:** 0000035315
**File Stem:** 0000035402-26-002576
**Filing Date:** 2026-4
**Character Count:** 155773
**Document Hash:** 779f731447979aa9e45a5220f7919a03
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000035402-26-002576.hdr.sgml**: 20260424

**ACCESSION NUMBER**: 0000035402-26-002576

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260228

**FILED AS OF DATE**: 20260424

**DATE AS OF CHANGE**: 20260424

**PERIOD START**: 20260831

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** FIDELITY SALEM STREET TRUST
- **CENTRAL INDEX KEY:** 0000035315

**ORGANIZATION NAME:**
- **EIN:** 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:** 26895371

**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 Flex Conservative Income Bond Fund (Series ID: S000062001)

| Class ID   | Class Name                                  | Ticker Symbol   |
|:---|:---|:---|
| C000200823 | Fidelity Flex Conservative Income Bond Fund | FJTDX           |

## 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 Flex Conservative Income Bond Fund

- **b. EDGAR series identifier (if any):** S000062001

- **c. LEI of Series:** 549300FBTXVRBTFRQ531

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

- **a. Date of fiscal year-end:** 2026-08-31

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $701222431.62

**Total Liabilities:** $4329047.24

**Net Assets:** $696893384.38

**Cash Not Reported:** $3089056.34

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 13314.64938172 | **1-Year:** 20815.65053912 | **5-Year:** 9023.28391601 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

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

- **3-Month:** 2064.51215000 | **1-Year:** 2099.13320000 | **5-Year:** 1040.91110000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000200823 | 0.35%                | 0.34%                | 0.31%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $29961.60                | $79429.99                                  |
| Month 2  | $87780.60                | $3692.83                                   |
| Month 3  | $101592.51               | $-138367.90                                |

### Schedule of Portfolio Investments

| Name                                                          | Title                                                                                  | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Fidelity Revere Street Trust                                  | Fidelity Cash Central Fund                                                             | CUSIP: 31635A105<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        |  57695574 | NS      | $57707112.81  | 8.28%             |  |  |  | No            |                  1 | On Loan: No      |
| TRINITY ACQ PLC                                               | TRINITY ACQ PLC 4.4% 03/15/2026                                                        | CUSIP: 89641UAC5<br>LEI: 549300FJZWZN6MJNGB63 | Long             | DBT              | CORP              | GB        |   1600000 | PA      | $1599955.94   | 0.23%             | 2026-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                   | ORACLE CORP 2.65% 07/15/2026                                                           | CUSIP: 68389XBM6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1650000 | PA      | $1640119.68   | 0.24%             | 2026-07-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINANCIAL GROUP INC                           | SUMITOMO MITSUI FINL GRP INC 2.632% 07/14/2026                                         | CUSIP: 86562MAF7<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   1400000 | PA      | $1393705.47   | 0.20%             | 2026-07-14      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AM PIPELN/PAA FIN C                                | PLAINS ALL AM PIPELN/PAA FIN C 4.5% 12/15/2026                                         | CUSIP: 72650RBL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1805531.67   | 0.26%             | 2026-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                  | ENBRIDGE INC 4.25% 12/01/2026                                                          | CUSIP: 29250NAL9<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    900000 | PA      | $901122.79    | 0.13%             | 2026-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                  | BARCLAYS PLC 4.337% 01/10/2028                                                         | CUSIP: 06738EAU9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1500000 | PA      | $1504124.82   | 0.22%             | 2028-01-10      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATURAL RESOURCES LTD                                | CANADIAN NATL RESOURCES LTD 3.85% 06/01/2027                                           | CUSIP: 136385AX9<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    700000 | PA      | $699908.06    | 0.10%             | 2027-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TRANE TECHNOLOGIES FINANCING LTD                              | TRANE TECHNOLOGIES FINANCING LTD 3.5% 03/21/2026                                       | CUSIP: 456873AE8<br>LEI: 549300A5OEF3CJI2CO89 | Long             | DBT              | CORP              | IE        |   1440000 | PA      | $1439238.99   | 0.21%             | 2026-03-21      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                   | BANK OF AMERICA CORPORATION 3.559%/VAR 04/23/2027                                      | CUSIP: 06051GHT9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1598838.99   | 0.23%             | 2027-04-23      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                            | WELLS FARGO and CO NEW 3.196%/VAR 06/17/2027                                           | CUSIP: 95000U2F9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2200000 | PA      | $2194567.03   | 0.31%             | 2027-06-17      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| THE BANK OF NOVA SCOTIA                                       | BANK OF NOVA SCOTIA 2.7% 08/03/2026                                                    | CUSIP: 064159QE9<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   1600000 | PA      | $1592016.58   | 0.23%             | 2026-08-03      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                           | AMERICAN TOWER CORP 2.75% 01/15/2027                                                   | CUSIP: 03027XAX8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1979294.34   | 0.28%             | 2027-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECHNOLOGIES INC                                     | L3HARRIS TECHNOLOGIES INC 3.85% 12/15/2026                                             | CUSIP: 502431AL3<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |   1253000 | PA      | $1252122.27   | 0.18%             | 2026-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HEWLETT PACKARD ENTERPRISE CO                                 | HEWLETT PACKARD ENTERPRISE CO 1.75% 04/01/2026                                         | CUSIP: 42824CBK4<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1596947.31   | 0.23%             | 2026-04-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| COPT DEFENSE PROPERTIES LP                                    | COPT DEFENSE PROPERTIES LP 2.25% 03/15/2026                                            | CUSIP: 22003BAL0<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |   1550000 | PA      | $1548856.08   | 0.22%             | 2026-03-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ROSS STORES INC                                               | ROSS STORES INC 0.875% 04/15/2026                                                      | CUSIP: 778296AF0<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1394792.66   | 0.20%             | 2026-04-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP INC                                    | MIZUHO FINL GROUP INC 1.234%/VAR 05/22/2027                                            | CUSIP: 60687YBP3<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    960000 | PA      | $954301.99    | 0.14%             | 2027-05-22      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP                                              | NTT FINANCE CORP 1.162% 04/03/2026 144A                                                | CUSIP: 62954WAC9<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |   1390000 | PA      | $1386812.04   | 0.20%             | 2026-04-03      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                         | TRUIST FINANCIAL CORP 1.267%/VAR 03/02/2027                                            | CUSIP: 89788MAD4<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1000000.00   | 0.14%             | 2027-03-02      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                 | GOLDMAN SACHS GROUP INC (THE) 1.431%/VAR 03/09/2027                                    | CUSIP: 38141GYA6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1805000 | PA      | $1803897.79   | 0.26%             | 2027-03-09      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                      | LLOYDS BANKING GROUP PLC 1.627%/VAR 05/11/2027                                         | CUSIP: 53944YAP8<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   1600000 | PA      | $1592361.87   | 0.23%             | 2027-05-11      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                   | BANK OF AMERICA CORPORATION 1.658%/VAR 03/11/2027                                      | CUSIP: 06051GJQ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2140000 | PA      | $2138795.54   | 0.31%             | 2027-03-11      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                  | ING GROEP NV 1.726%/VAR 04/01/2027                                                     | CUSIP: 456837AV5<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   1300000 | PA      | $1297537.09   | 0.19%             | 2027-04-01      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                           | DOMINION ENERGY INC 1.45% 04/15/2026                                                   | CUSIP: 25746UDJ5<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1495439.48   | 0.21%             | 2026-04-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST 2021-1 A                         | FORD CREDIT AUTO OWNER TRUST 2021-1 A 1.37% 10/17/2033 144A                            | CUSIP: 345340AA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1600000 | PA      | $1594570.72   | 0.23%             | 2033-10-17      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                         | JPMORGAN CHASE and CO 1.578%/VAR 04/22/2027                                            | CUSIP: 46647PCB0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1594444.27   | 0.23%             | 2027-04-22      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                   | BANK OF AMERICA CORPORATION 1.734%/VAR 07/22/2027                                      | CUSIP: 06051GJS9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2300000 | PA      | $2279352.92   | 0.33%             | 2027-07-22      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                | MORGAN STANLEY 1.593%/VAR 05/04/2027                                                   | CUSIP: 61772BAB9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2610000 | PA      | $2599004.57   | 0.37%             | 2027-05-04      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| GLENCORE FDG LLC                                              | GLENCORE FDG LLC 1.625% 04/27/2026 144A                                                | CUSIP: 378272BD9<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    300000 | PA      | $298844.16    | 0.04%             | 2026-04-27      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                     | UST NOTES 0.75% 05/31/2026                                                             | CUSIP: 91282CCF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4963593.75   | 0.71%             | 2026-05-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                 | CITIGROUP INC 1.462%/VAR 06/09/2027                                                    | CUSIP: 172967NA5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1950000 | PA      | $1936246.79   | 0.28%             | 2027-06-09      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                 | GOLDMAN SACHS GROUP INC (THE) 1.542%/VAR 09/10/2027                                    | CUSIP: 38141GYG3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1184227.36   | 0.17%             | 2027-09-10      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                             | NATWEST GROUP PLC 1.642%/VAR 06/14/2027                                                | CUSIP: 639057AC2<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   2200000 | PA      | $2185173.50   | 0.31%             | 2027-06-14      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| DELL INTERNATIONAL LLC / EMC CORP                             | DELL INTL/EMC CORP 6.02% 06/15/2026                                                    | CUSIP: 24703TAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    362000 | PA      | $362251.16    | 0.05%             | 2026-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DELL INTERNATIONAL LLC / EMC CORP                             | DELL INTL/EMC CORP 4.9% 10/01/2026                                                     | CUSIP: 24703TAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1640000 | PA      | $1645718.27   | 0.24%             | 2026-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                         | ATHENE GLOBAL FUNDING 1.608% 06/29/2026 144A                                           | CUSIP: 04685A2Z3<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   2250000 | PA      | $2231482.61   | 0.32%             | 2026-06-29      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                          | ENEL FINANCE INTL NV STEP 07/12/2026 144A                                              | CUSIP: 29278GAM0<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |   1300000 | PA      | $1288014.77   | 0.18%             | 2026-07-12      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                | MORGAN STANLEY 1.512%/VAR 07/20/2027                                                   | CUSIP: 61747YEC5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1733758.58   | 0.25%             | 2027-07-20      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| VMWARE LLC                                                    | VMWARE LLC 1.4% 08/15/2026                                                             | CUSIP: 928563AJ4<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1679896.04   | 0.24%             | 2026-08-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                  | UBS GROUP AG 1.494%/VAR 08/10/2027 144A                                                | CUSIP: 902613AH1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1600000 | PA      | $1582087.84   | 0.23%             | 2027-08-10      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINANCIAL GROUP INC                           | SUMITOMO MITSUI FINL GRP INC 1.402% 09/17/2026                                         | CUSIP: 86562MCH1<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   1000000 | PA      | $987049.81    | 0.14%             | 2026-09-17      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                         | JPMORGAN CHASE and CO 1.47%/VAR 09/22/2027                                             | CUSIP: 46647PCP9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1478889.90   | 0.21%             | 2027-09-22      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| BANK OF IRELAND GROUP PLC                                     | BANK IRELAND GROUP PLC 2.029%/VAR 09/30/2027 144A                                      | CUSIP: 06279JAB5<br>LEI: 635400C8EK6DRI12LJ39 | Long             | DBT              | CORP              | IE        |   1300000 | PA      | $1284550.67   | 0.18%             | 2027-09-30      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                 | GOLDMAN SACHS GROUP INC (THE) 1.948%/VAR 10/21/2027                                    | CUSIP: 38141GYM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1578463.04   | 0.23%             | 2027-10-21      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST     | AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST 2.45% 10/29/2026             | CUSIP: 00774MAV7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   1000000 | PA      | $990322.22    | 0.14%             | 2026-10-29      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                           | FIFTH THIRD BANCORP 1.707%/VAR 11/01/2027                                              | CUSIP: 316773DD9<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1970264.10   | 0.28%             | 2027-11-01      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| EQUITABLE FINANCIAL LIFE GLOBAL FUNDING                       | EQUITABLE FINANCIAL LIFE GLOBAL FUNDING 1.7% 11/12/2026 144A                           | CUSIP: 29449WAL1<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1377925.84   | 0.20%             | 2026-11-12      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG NEW YORK BNCH                                | DEUTSCHE BANK AG NEW YORK BNCH 2.311%/VAR 11/16/2027                                   | CUSIP: 251526CP2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1580565.62   | 0.23%             | 2027-11-16      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                             | HSBC HOLDINGS PLC 2.251%/VAR 11/22/2027                                                | CUSIP: 404280CX5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   2000000 | PA      | $1976892.62   | 0.28%             | 2027-11-22      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG NEW YORK BNCH                                | DEUTSCHE BANK AG NEW YORK BNCH 2.552%/VAR 01/07/2028                                   | CUSIP: 25160PAH0<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | US        |   2300000 | PA      | $2271172.72   | 0.33%             | 2028-01-07      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                   | BNP PARIBAS 2.591%/VAR 01/20/2028 144A                                                 | CUSIP: 09659W2T0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    550000 | PA      | $543166.99    | 0.08%             | 2028-01-20      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                         | JPMORGAN CHASE and CO 2.947%/VAR 02/24/2028                                            | CUSIP: 46647PCW4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2380000 | PA      | $2355962.14   | 0.34%             | 2028-02-24      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                            | WELLS FARGO and CO NEW 3.526%/VAR 03/24/2028                                           | CUSIP: 95000U2V4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2380000 | PA      | $2367699.28   | 0.34%             | 2028-03-24      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                      | COOPERATIEVE RABOBANK UA 3.649%/VAR 04/06/2028 144A                                    | CUSIP: 74977RDN1<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    680000 | PA      | $677975.39    | 0.10%             | 2028-04-06      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| NXP B V/NXP FDG LLC/NXP USA INC                               | NXP B V/NXP FDG LLC/NXP USA INC 3.875% 06/18/2026                                      | CUSIP: 62954HAZ1<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   2122000 | PA      | $2120360.90   | 0.30%             | 2026-06-18      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NXP B V/NXP FDG LLC/NXP USA INC                               | NXP B V/NXP FDG LLC/NXP USA INC 3.15% 05/01/2027                                       | CUSIP: 62954HAX6<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   1980000 | PA      | $1962575.21   | 0.28%             | 2027-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                 | GOLDMAN SACHS GROUP INC (THE) 4.387%/VAR 06/15/2027                                    | CUSIP: 38141GZT4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1801547.96   | 0.26%             | 2027-06-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TR 2022-3                                   | CARMAX AUTO OWNER TR 2022-3 3.97% 04/15/2027                                           | CUSIP: 14318MAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     13572 | PA      | $13573.80     | 0.00%             | 2027-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                  | UBS GROUP AG 4.703%/VAR 08/05/2027 144A                                                | CUSIP: 902613AS7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1810000 | PA      | $1814758.78   | 0.26%             | 2027-08-05      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| TOYOTA AUTO RECEIVABLES 2022-C OWNER TR                       | TOYOTA AUTO RECEIVABLES 2022-C OWNER TR 3.76% 04/15/2027                               | CUSIP: 89231CAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     26054 | PA      | $26051.81     | 0.00%             | 2027-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                      | COOPERATIEVE RABOBANK UA 4.655%/VAR 08/22/2028 144A                                    | CUSIP: 74977RDR2<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   2000000 | PA      | $2019328.06   | 0.29%             | 2028-08-22      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ AUTO RECEIVABLES TRUST 2022-1                   | MERCEDES-BENZ AUTO RECEIVABLES TRUST 2022-1 5.21% 08/16/2027                           | CUSIP: 58768PAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    140258 | PA      | $140558.12    | 0.02%             | 2027-08-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TAOT 2023-A                                                   | TAOT 2023-A A3 4.63% 09/15/2027                                                        | CUSIP: 891940AC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    207489 | PA      | $207898.16    | 0.03%             | 2027-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COS INC                                              | WILLIAMS COS INC 5.4% 03/02/2026                                                       | CUSIP: 969457CH1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    400000 | PA      | $400000.00    | 0.06%             | 2026-03-02      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                             | NATWEST GROUP PLC 5.847%/VAR 03/02/2027                                                | CUSIP: 639057AJ7<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   2500000 | PA      | $2500000.00   | 0.36%             | 2027-03-02      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GENERAL MTRS FINL CO INC                                      | GENERAL MTRS FINL CO INC 5.4% 04/06/2026                                               | CUSIP: 37045XEF9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1301400.53   | 0.19%             | 2026-04-06      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PROTECTIVE LIFE GLOBAL FUNDING                                | PROTECTIVE LIFE GLOBAL FUNDING 5.209% 04/14/2026 144A                                  | CUSIP: 74368CBS2<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1001428.50   | 0.14%             | 2026-04-14      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK NEW YORK MELLON CORP                                     | BANK NEW YORK MELLON CORP 4.947%/VAR 04/26/2027                                        | CUSIP: 06406RBQ9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1602582.62   | 0.23%             | 2027-04-26      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                  | BARCLAYS PLC 5.829%/VAR 05/09/2027                                                     | CUSIP: 06738ECF0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   2300000 | PA      | $2307408.07   | 0.33%             | 2027-05-09      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                             | EVERSOURCE ENERGY 4.75% 05/15/2026                                                     | CUSIP: 30040WAV0<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1051442.60   | 0.15%             | 2026-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HONDA AUTO RECEIVABLES 2023-2 OWNER TRUST                     | HONDA AUTO RECEIVABLES 2023-2 OWNER TRUST 4.93% 11/15/2027                             | CUSIP: 437927AC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    534922 | PA      | $537073.38    | 0.08%             | 2027-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                         | TRUIST FINANCIAL CORP 6.047%/VAR 06/08/2027                                            | CUSIP: 89788MAN2<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2009992.94   | 0.29%             | 2027-06-08      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GMF FLOORPLAN OWNER REVOLVING TR                              | GMF FLOORPLAN OWNER REVOLVING TR 5.34% 06/15/2028 144A                                 | CUSIP: 361886CR3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    550000 | PA      | $552363.35    | 0.08%             | 2028-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GMF FLOORPLAN OWNER REVOLVING TR                              | GMF FLOORPLAN OWNER REVOLVING TR 2023-1 A2 SOFR30A+115 06/15/2028 144A                 | CUSIP: 361886CS1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2200000 | PA      | $2204703.38   | 0.32%             | 2028-06-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                            | CREDIT AGRICOLE SA 5.589% 07/05/2026 144A                                              | CUSIP: 22534PAE3<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   1500000 | PA      | $1508358.90   | 0.22%             | 2026-07-05      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG NEW YORK BNCH                                | DEUTSCHE BANK AG NEW YORK BNCH 7.146%/VAR 07/13/2027                                   | CUSIP: 25160PAN7<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | US        |   2100000 | PA      | $2123744.32   | 0.30%             | 2027-07-13      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                           | AMERICAN EXPRESS CO 5.389%/VAR 07/28/2027                                              | CUSIP: 025816DG1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1508039.21   | 0.22%             | 2027-07-28      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                      | LLOYDS BANKING GROUP PLC FRN SOFRINDX+156 08/07/2027                                   | CUSIP: 53944YAW3<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $502657.21    | 0.07%             | 2027-08-07      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                             | HSBC HOLDINGS PLC 5.887%/VAR 08/14/2027                                                | CUSIP: 404280DZ9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1500000 | PA      | $1512754.47   | 0.22%             | 2027-08-14      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| SWEDBANK AB                                                   | SWEDBANK AB 6.136% 09/12/2026 144A                                                     | CUSIP: 87020PAX5<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |   1500000 | PA      | $1517809.31   | 0.22%             | 2026-09-12      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                  | ING GROEP NV 6.083%/VAR 09/11/2027                                                     | CUSIP: 456837BF9<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   2260000 | PA      | $2284467.12   | 0.33%             | 2027-09-11      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                              | ABN AMRO BANK NV 6.339%/VAR 09/18/2027 144A                                            | CUSIP: 00084DBA7<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |   2300000 | PA      | $2328758.74   | 0.33%             | 2027-09-18      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                              | ABN AMRO BANK NV FRN SOFRINDX+178 09/18/2027 144A                                      | CUSIP: 00084DBB5<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |   1100000 | PA      | $1108465.72   | 0.16%             | 2027-09-18      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                   | BANK OF AMERICA CORPORATION 5.933%/VAR 09/15/2027                                      | CUSIP: 06051GLV9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1310000 | PA      | $1324075.88   | 0.19%             | 2027-09-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                  | UBS GROUP AG 6.327%/VAR 12/22/2027 144A                                                | CUSIP: 225401BC1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1330000 | PA      | $1354650.15   | 0.19%             | 2027-12-22      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE GLOBAL FUNDING                                     | COREBRIDGE GBL FUNDING FRN SOFR+130 09/25/2026 144A                                    | CUSIP: 00138CAW8<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |   1870000 | PA      | $1879217.27   | 0.27%             | 2026-09-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                         | JPMORGAN CHASE and CO 6.07%/VAR 10/22/2027                                             | CUSIP: 46647PDW3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1216433.88   | 0.17%             | 2027-10-22      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GRP INC                                | PNC FINANCIAL SERVICES GRP INC 6.615%/VAR 10/20/2027                                   | CUSIP: 693475BT1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   2050000 | PA      | $2083948.82   | 0.30%             | 2027-10-20      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| US BANCORP DEL                                                | US BANCORP DEL 6.787%/VAR 10/26/2027                                                   | CUSIP: 91159HJP6<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   2100000 | PA      | $2139344.57   | 0.31%             | 2027-10-26      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BK NA SALT LAKE                                | MORGAN STANLEY BK NA SALT LAKE FRN SOFR+116.5 10/30/2026                               | CUSIP: 61690U7X2<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |    900000 | PA      | $905162.04    | 0.13%             | 2026-10-30      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| OREILLY AUTOMOTIVE INC                                        | OREILLY AUTOMOTIVE INC 5.75% 11/20/2026                                                | CUSIP: 67103HAM9<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |   2131000 | PA      | $2156050.78   | 0.31%             | 2026-11-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI AUTO RECEIVABLES TR 2024-A                         | WORLD OMNI AUTO RECEIVABLES TR 2024-A 4.86% 03/15/2029                                 | CUSIP: 98164RAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1236855 | PA      | $1245411.59   | 0.18%             | 2029-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                             | NATWEST GROUP PLC 5.583%/VAR 03/01/2028                                                | CUSIP: 639057AL2<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   1810000 | PA      | $1838739.69   | 0.26%             | 2028-03-01      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GMF FLOORPLAN OWNER REVOLVING TR                              | GMF FLOORPLAN OWNER REVOLVING TR 5.13% 03/15/2029 144A                                 | CUSIP: 361886DA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2340000 | PA      | $2371988.27   | 0.34%             | 2029-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMER FIN LLC                                 | VOLKSWAGEN GROUP AMER FIN LLC FRN SOFR+83 03/20/2026 144A                              | CUSIP: 928668CD2<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1600535.12   | 0.23%             | 2026-03-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI AUTOMOBILE LEASE SECURITIZATION TR 2024-A          | WORLD OMNI AUTOMOBILE LEASE SECURITIZATION TR 2024-A 5.26% 10/15/2027                  | CUSIP: 981946AD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2118797 | PA      | $2129002.70   | 0.31%             | 2027-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                            | WELLS FARGO and CO NEW 5.707%/VAR 04/22/2028                                           | CUSIP: 95000U3L5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    700000 | PA      | $712815.92    | 0.10%             | 2028-04-22      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING 2024-2                             | ENTERPRISE FLEET FINANCING 2024-2 5.61% 04/20/2028 144A                                | CUSIP: 29375RAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2340000 | PA      | $2374752.74   | 0.34%             | 2028-04-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING 2024-2                             | ENTERPRISE FLEET FINANCING 2024-2 5.74% 12/20/2026 144A                                | CUSIP: 29375RAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     36364 | PA      | $36454.73     | 0.01%             | 2026-12-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                           | AMERICAN EXPRESS CO 5.645%/VAR 04/23/2027                                              | CUSIP: 025816DT3<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1002211.97   | 0.14%             | 2027-04-23      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FORD CR FLOORPLN MAST OWN TR A                                | FORD CR FLOORPLN MAST OWN TR A 5.29% 04/15/2029 144A                                   | CUSIP: 34528QJA3<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-CBDO         | CORP              | US        |   2330000 | PA      | $2367405.82   | 0.34%             | 2029-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DLLAD 2024-1 LLC                                              | DLLAD 2024-1 LLC 5.5% 08/20/2027 144A                                                  | CUSIP: 23346MAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    110916 | PA      | $111313.96    | 0.02%             | 2027-08-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SFS AUTO RECEIVABLES SECURITIZATION TR 2024-2                 | SFS AUTO RECEIVABLES SECURITIZATION TR 2024-2 5.33% 11/20/2029 144A                    | CUSIP: 78397XAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1806794 | PA      | $1827226.18   | 0.26%             | 2029-11-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SBNA AUTO LEASE TRUST 2024-B                                  | SBNA AUTO LEASE TRUST 2024-B 5.56% 11/22/2027 144A                                     | CUSIP: 78437VAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    335943 | PA      | $337440.93    | 0.05%             | 2027-11-22      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ AUTO LEASE TRUST 2024-A                         | MERCEDES-BENZ AUTO LEASE TRUST 2024-A 5.32% 01/18/2028                                 | CUSIP: 58770JAD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1830000 | PA      | $1843971.14   | 0.26%             | 2028-01-18      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ AUTO LEASE TRUST 2024-A                         | MERCEDES-BENZ AUTO LEASE TRUST 2024-A 5.44% 02/16/2027                                 | CUSIP: 58770JAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     15535 | PA      | $15547.32     | 0.00%             | 2027-02-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FORDO 2024-B                                                  | FORDO 2024-B 5.4% 04/15/2027                                                           | CUSIP: 34531QAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     17178 | PA      | $17191.84     | 0.00%             | 2027-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CARMAX SELECT RECEIVABLES TRUST 2024-A                        | CARMAX SELECT RECEIVABLES TRUST 2024-A 5.78% 09/15/2027                                | CUSIP: 14319FAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4442 | PA      | $4447.05      | 0.00%             | 2027-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                       | HYUNDAI CAP AMER 5.45% 06/24/2026 144A                                                 | CUSIP: 44891ADA2<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    737000 | PA      | $740018.94    | 0.11%             | 2026-06-24      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE GLOBAL FUNDING                                     | COREBRIDGE GBL FUNDING 5.35% 06/24/2026 144A                                           | CUSIP: 00138CAY4<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |   1360000 | PA      | $1365895.49   | 0.20%             | 2026-06-24      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF CANADA                                       | NATIONAL BANK OF CANADA 5.6%/VAR 07/02/2027                                            | CUSIP: 63307A3A1<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |   1600000 | PA      | $1608493.87   | 0.23%             | 2027-07-02      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                          | ROYAL BANK OF CANADA 5.069%/VAR 07/23/2027                                             | CUSIP: 78016HZX1<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   1700000 | PA      | $1707471.14   | 0.25%             | 2027-07-23      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK NEW YORK MELLON CORP                                     | BANK NEW YORK MELLON CORP FRN SOFRINDX+83 07/21/2028                                   | CUSIP: 06406RBY2<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   2048000 | PA      | $2058608.17   | 0.30%             | 2028-07-21      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GRP INC                                | PNC FINANCIAL SERVICES GRP INC 5.102%/VAR 07/23/2027                                   | CUSIP: 693475BY0<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1506427.20   | 0.22%             | 2027-07-23      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST 2024-3                                | CARMAX AUTO OWNER TRUST 2024-3 5.21% 09/15/2027                                        | CUSIP: 14319GAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    129421 | PA      | $129565.82    | 0.02%             | 2027-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FINANCE NORTH AMERICA LLC                       | MERCEDES-BENZ FINANCE NORTH AMERICA LLC FRN SOFR+63 07/31/2026 144A                    | CUSIP: 58769JAV9<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    900000 | PA      | $901582.37    | 0.13%             | 2026-07-31      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                                | CITIBANK NA FRN SOFR+70.8 08/06/2026                                                   | CUSIP: 17325FBH0<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1301866.80   | 0.19%             | 2026-08-06      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| DLLMT 2024-1 LLC                                              | DLLMT 2024-1 LLC 4.84% 08/21/2028 144A                                                 | CUSIP: 23347AAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2030000 | PA      | $2046171.18   | 0.29%             | 2028-08-21      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                      | TOYOTA MOTOR CREDIT CORP FRN SOFR+77 08/07/2026                                        | CUSIP: 89236TML6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   1309000 | PA      | $1312521.21   | 0.19%             | 2026-08-07      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                                            | BMW US CAPITAL LLC FRN SOFRINDX+80 08/13/2026 144A                                     | CUSIP: 05565ECN3<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1303575.00   | 0.19%             | 2026-08-13      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMER FIN LLC                                 | VOLKSWAGEN GROUP AMER FIN LLC FRN SOFR+106 08/14/2026 144A                             | CUSIP: 928668CJ9<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   1279000 | PA      | $1283233.49   | 0.18%             | 2026-08-14      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SVCS CORP                                    | CATERPILLAR FINL SVCS CORP FRN SOFR+69 10/16/2026                                      | CUSIP: 14913UAP5<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1304146.58   | 0.19%             | 2026-10-16      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| RABOBANK NEDERLAND NEW YORK BRH                               | RABOBANK NEDERLAND NY BRH 4.333% 08/28/2026                                            | CUSIP: 21688ABF8<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1102388.20   | 0.16%             | 2026-08-28      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                         | ATHENE GLOBAL FUNDING 4.86% 08/27/2026 144A                                            | CUSIP: 04685A4A6<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   2300000 | PA      | $2308333.04   | 0.33%             | 2026-08-27      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL QUE                                          | BANK OF MONTREAL QUE 4.567%/VAR 09/10/2027                                             | CUSIP: 06368L8K5<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   1776000 | PA      | $1782204.78   | 0.26%             | 2027-09-10      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL QUE                                          | BANK OF MONTREAL QUE FRN SOFRINDX+88 09/10/2027                                        | CUSIP: 06368L8M1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   1380000 | PA      | $1383802.60   | 0.20%             | 2027-09-10      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SBNA AUTO LEASE TRUST 2024-C                                  | SBNA AUTO LEASE TRUST 2024-C 4.56% 02/22/2028 144A                                     | CUSIP: 78398DAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    594880 | PA      | $596012.06    | 0.09%             | 2028-02-22      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VOLVO FINANCIAL EQUIPMENT LLC SERIES 2024-1                   | VOLVO FINANCIAL EQUIPMENT LLC SERIES 2024-1A A2 4.56% 05/17/2027 144A                  | CUSIP: 92887QAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    221756 | PA      | $221955.28    | 0.03%             | 2027-05-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TOYOTA LEASE OWNER TRUST 2024-B                               | TOYOTA LEASE OWNER TRUST 2024-B A3 4.21% 09/20/2027 144A                               | CUSIP: 891943AD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2050759 | PA      | $2053347.81   | 0.29%             | 2027-09-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE OWNER TR 2024-C                                    | JOHN DEERE OWNER TR 2024-C A2B SOFR30A+43 08/16/2027                                   | CUSIP: 477911AC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    243039 | PA      | $243127.35    | 0.03%             | 2027-08-16      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| HEWLETT PACKARD ENTERPRISE CO                                 | HEWLETT PACKARD ENTERPRISE CO 4.45% 09/25/2026                                         | CUSIP: 42824CBR9<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    654000 | PA      | $655926.93    | 0.09%             | 2026-09-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                     | UST NOTES 3.5% 09/30/2026                                                              | CUSIP: 91282CLP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  31300000 | PA      | $31272184.63  | 4.49%             | 2026-09-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO RECEIVABLES TRUST 2024-C                         | HYUNDAI AUTO RECEIVABLES TRUST 2024-C 4.53% 09/15/2027                                 | CUSIP: 448976AB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    278397 | PA      | $278728.63    | 0.04%             | 2027-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GM FINL CONSUMER AUTOMOBILE RECEIVABLES TR 2024-4             | GM FINL CONSUMER AUTOMOBILE RECEIVABLES TR 2024-4 4.53% 10/18/2027                     | CUSIP: 38014AAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    188644 | PA      | $188785.48    | 0.03%             | 2027-10-18      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SFS AUTO RECEIVABLES SECURITIZATION TRUST 2024-3              | SFS AUTO RECEIVABLES SECURITIZATION TRUST 2024-3 4.71% 05/22/2028 144A                 | CUSIP: 78436XAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     36962 | PA      | $36983.38     | 0.01%             | 2028-05-22      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                      | TOYOTA MOTOR CREDIT CORP FRN SOFRINDX+45 04/10/2026                                    | CUSIP: 89236TMR3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1400390.77   | 0.20%             | 2026-04-10      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                          | ROYAL BANK OF CANADA FRN SOFRINDX+72 10/18/2027                                        | CUSIP: 78017FZR7<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   1400000 | PA      | $1403897.28   | 0.20%             | 2027-10-18      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORP                                   | AMERICAN HONDA FINANCE CORP FRN SOFR+55 05/11/2026                                     | CUSIP: 02665WFR7<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1401030.57   | 0.20%             | 2026-05-11      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BK NA SALT LAKE                                | MORGAN STANLEY BK NA SALT LAKE 4.447%/VAR 10/15/2027                                   | CUSIP: 61690U8G8<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |    700000 | PA      | $702510.91    | 0.10%             | 2027-10-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BK NA SALT LAKE                                | MORGAN STANLEY BK NA SALT LAKE FRN SOFR+68.5 10/15/2027                                | CUSIP: 61690U8F0<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1402828.00   | 0.20%             | 2027-10-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| US BANK NA CINCINNATI OHIO                                    | US BANK NA CINCINNATI OHIO 4.507%/VAR 10/22/2027                                       | CUSIP: 90331HPP2<br>LEI: 6BYL5QZYBDK8S7L73M02 | Long             | DBT              | CORP              | US        |    698000 | PA      | $700898.35    | 0.10%             | 2027-10-22      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST 2024-4                                | CARMAX AUTO OWNER TRUST 2024-4 4.67% 12/15/2027                                        | CUSIP: 14290DAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    192648 | PA      | $192901.62    | 0.03%             | 2027-12-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                                | CITIBANK NA FRN SOFR+71.2 11/19/2027                                                   | CUSIP: 17325FBM9<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1403516.09   | 0.20%             | 2027-11-19      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE PRIME AUTO RECEIVABLES TR 2024-1                  | CAPITAL ONE PRIME AUTO RECEIVABLES TR 2024-1 4.61% 10/15/2027                          | CUSIP: 14043NAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    226413 | PA      | $226614.85    | 0.03%             | 2027-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN AUTO LOAN ENHANCED TRUST 2024-1                    | VOLKSWAGEN AUTO LOAN ENHANCED TRUST 2024-1 4.65% 11/22/2027                            | CUSIP: 92868RAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    452403 | PA      | $453476.47    | 0.07%             | 2027-11-22      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST 2024-D                           | FORD CREDIT AUTO OWNER TRUST 2024-D 4.59% 10/15/2027                                   | CUSIP: 34535VAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    294875 | PA      | $295362.39    | 0.04%             | 2027-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GMF FLOORPLAN OWNER REVOLVING TR                              | GMF FLOORPLAN OWNER REVOLVING TR 4.68% 11/15/2028 144A                                 | CUSIP: 361886DK7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1200000 | PA      | $1207096.44   | 0.17%             | 2028-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUSTRALIA                                   | COMMONWEALTH BANK AUSTRALIA FRN SOFR+46 11/27/2026 144A                                | CUSIP: 2027A0KV0<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |   2000000 | PA      | $2003442.66   | 0.29%             | 2026-11-27      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                           | STATE ST BK and TR CO BOSTON FRN SOFR+46 11/25/2026                                    | CUSIP: 857449AD4<br>LEI: 571474TGEMMWANRLN572 | Long             | DBT              | CORP              | US        |    831000 | PA      | $832391.42    | 0.12%             | 2026-11-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST 2024-P4                        | CARVANA AUTO RECEIVABLES TRUST 2024-P4 4.62% 02/10/2028                                | CUSIP: 14076LAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     40899 | PA      | $40908.92     | 0.01%             | 2028-02-10      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| THE TORONTO DOMINION BANK                                     | TORONTO DOMINION BANK FRN SOFR+62 12/17/2026                                           | CUSIP: 89115A3B6<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   1900000 | PA      | $1904484.00   | 0.27%             | 2026-12-17      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                         | ATHENE GLOBAL FUNDING FRN SOFRINDX+83 01/07/2027 144A                                  | CUSIP: 04685A4F5<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2002774.26   | 0.29%             | 2027-01-07      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| JACKSON NATL LIFE GLOBAL FDG                                  | JACKSON NATL LIFE GLOBAL FDG 4.9% 01/13/2027 144A                                      | CUSIP: 46849LVC2<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |   1164000 | PA      | $1172479.25   | 0.17%             | 2027-01-13      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST 2025-1                                | CARMAX AUTO OWNER TR 2025-1 4.63% 03/15/2028                                           | CUSIP: 14319WAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    447608 | PA      | $448459.32    | 0.06%             | 2028-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DLLAA 2025-1 LLC                                              | DLLAA 2025-1 LLC 4.7% 10/20/2027 144A                                                  | CUSIP: 233249AB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    288853 | PA      | $289827.96    | 0.04%             | 2027-10-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HALST 2025-A                                                  | HALST 2025-A 4.6% 06/15/2027 144A                                                      | CUSIP: 44935WAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    446003 | PA      | $447081.78    | 0.06%             | 2027-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MBART 2025-1                                                  | MERCEDES-BENZ AUTO RECEIVABLES TR 2025-1 4.5% 02/15/2028                               | CUSIP: 58773DAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    271150 | PA      | $271546.09    | 0.04%             | 2028-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                            | WELLS FARGO and CO NEW 4.9%/VAR 01/24/2028                                             | CUSIP: 95000U3R2<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1814197.90   | 0.26%             | 2028-01-24      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                            | WELLS FARGO and CO NEW FRN SOFR+78 01/24/2028                                          | CUSIP: 95000U3S0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1503870.00   | 0.22%             | 2028-01-24      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI AUTO RECEIVABLES TRUST 2025-A                      | WORLD OMNI AUTO RECEIVABLES TRUST 2025-A 4.49% 04/17/2028                              | CUSIP: 98164YAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    436689 | PA      | $437201.93    | 0.06%             | 2028-04-17      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                   | BANK OF AMERICA CORPORATION FRN SOFR+83 01/24/2029                                     | CUSIP: 06051GMN6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1907482.20   | 0.27%             | 2029-01-24      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO LEASE TRUST 2025-A                           | FORD CREDIT AUTO LEASE TRUST 2025-A 4.57% 08/15/2027                                   | CUSIP: 345282AB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    563418 | PA      | $564428.19    | 0.08%             | 2027-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERATION DES CAISSES DESJARD INS DU QUEBEC                  | FEDERATION DES CAISE DESJARDIN FRN SOFR+63 01/27/2027 144A                             | CUSIP: 31429KAN3<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |   1500000 | PA      | $1504350.00   | 0.22%             | 2027-01-27      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF CANADA                                       | NATIONAL BANK OF CANADA 4.95%/VAR 02/01/2028                                           | CUSIP: 63307A3D5<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |   1466000 | PA      | $1478966.68   | 0.21%             | 2028-02-01      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING 2025-1 LLC                         | ENTERPRISE FLEET FINANCING 2025-1 LLC 4.65% 10/20/2027 144A                            | CUSIP: 29390HAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    789267 | PA      | $792355.86    | 0.11%             | 2027-10-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HONDA AUTO RECEIVABLES OWNER TRUS                             | HONDA AUTO RECEIVABLES OWNER TRUS 4.53% 08/23/2027                                     | CUSIP: 43814VAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    748886 | PA      | $750307.95    | 0.11%             | 2027-08-23      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL AUTOMOBILE LEASING TRUST 2025-1                  | GM FINANCIAL AUTOMOBILE LEASING TRUST 2025-1 VAR 05/20/2027                            | CUSIP: 36271VAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    866894 | PA      | $868452.22    | 0.12%             | 2027-05-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| KUBOTA CREDIT OWNER TRUST 2025-1                              | KUBOTA CREDIT OWNER TRUST 2025-1 4.61% 12/15/2027 144A                                 | CUSIP: 50117FAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1039437 | PA      | $1043463.22   | 0.15%             | 2027-12-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SFAST 2025-1A                                                 | SFAST 2025-1A 4.65% 05/22/2028 144A                                                    | CUSIP: 81885BAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    338889 | PA      | $339264.56    | 0.05%             | 2028-05-22      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TOYOTA LEASE OWNER TRUST 2025-A                               | TOYOTA LEASE OWNER TRUST 2025-A 4.58% 07/20/2027 144A                                  | CUSIP: 89239NAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    367661 | PA      | $368395.97    | 0.05%             | 2027-07-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON NATIONAL BANK                                      | HUNTINGTON NATL BK COLUMBUS OH FRN SOFR+72 04/12/2028                                  | CUSIP: 44644MAL5<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | DBT              | CORP              | US        |   2373000 | PA      | $2375830.99   | 0.34%             | 2028-04-12      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                                               | CHEVRON USA INC FRN SOFRINDX+36 02/26/2027                                             | CUSIP: 166756BA3<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |   1435000 | PA      | $1438172.79   | 0.21%             | 2027-02-26      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                             | HSBC HOLDINGS PLC FRN SOFR+103 03/03/2029                                              | CUSIP: 404280ET2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1300000 | PA      | $1309285.85   | 0.19%             | 2029-03-03      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                      | MARS INC 4.45% 03/01/2027 144A                                                         | CUSIP: 571676AW5<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    643000 | PA      | $648257.70    | 0.09%             | 2027-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GLAXOSMITHKLINE CAP PLC                                       | GLAXOSMITHKLINE CAP PLC FRN SOFR+50 03/12/2027                                         | CUSIP: 377373AN5<br>LEI: 549300U0LV41VX7LEP38 | Long             | DBT              | CORP              | GB        |   1707000 | PA      | $1712206.35   | 0.25%             | 2027-03-12      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TR 2025-P1                           | CARVANA AUTO RECEIVABLES TR 2025-P1 4.5% 06/12/2028                                    | CUSIP: 14689MAB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    101422 | PA      | $101501.39    | 0.01%             | 2028-06-12      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WHEELS FLEET LEASE FUNDING 1 LLC                              | WHEELS FLEET LEASE FUNDING 1 LLC TSFR1M+0 01/18/2040 144A                              | CUSIP: 96328GCF2<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-CBDO         | CORP              | US        |   1381396 | PA      | $1387750.14   | 0.20%             | 2040-01-18      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| DEXT ABS 2025-1 LLC                                           | DEXT ABS 2025-1 LLC 4.59% 08/16/2027 144A                                              | CUSIP: 252154AB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    208258 | PA      | $208729.54    | 0.03%             | 2027-08-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NORDEA BANK ABP                                               | NORDEA BANK ABP FRN SOFR+70 03/17/2028 144A                                            | CUSIP: 65558RAM1<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |   1520000 | PA      | $1527501.22   | 0.22%             | 2028-03-17      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| SBNA AUTO LEASE TRUST 2025-A                                  | SBNA AUTO LEASE TRUST 2025-A 4.83% 04/20/2028 144A                                     | CUSIP: 78437KAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    600000 | PA      | $602877.00    | 0.09%             | 2028-04-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST BILLS                                                     | UST BILLS 0% 03/19/2026                                                                | CUSIP: 912797PV3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15000000 | PA      | $14974282.20  | 2.15%             | 2026-03-19      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST 2025-A                           | FORD CREDIT AUTO OWNER TRUST 2025-A 4.47% 12/15/2027                                   | CUSIP: 34535KAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    936023 | PA      | $938259.73    | 0.13%             | 2027-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST 2025-2                 | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2025-2 4.71% 06/15/2028                         | CUSIP: 80287NAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    506091 | PA      | $506671.51    | 0.07%             | 2028-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GMF FLOORPLAN OWNER REVOLVING TR                              | GMF FLOORPLAN OWNER REVOLVING TR SOFR30A+55 03/15/2029 144A                            | CUSIP: 361886DX9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    975000 | PA      | $977632.50    | 0.14%             | 2029-03-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| ONCOR ELEC DELIVERY CO LLC                                    | ONCOR ELEC DELIVERY CO LLC 4.5% 03/20/2027 144A                                        | CUSIP: 68233JCY8<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    927000 | PA      | $933581.38    | 0.13%             | 2027-03-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GLENCORE FDG LLC                                              | GLENCORE FDG LLC FRN SOFRINDX+75 10/01/2026 144A                                       | CUSIP: 378272BX5<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   1575000 | PA      | $1578190.95   | 0.23%             | 2026-10-01      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                          | ROYAL BANK OF CANADA FRN SOFRINDX+82 03/27/2028                                        | CUSIP: 78017DAG3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   1300000 | PA      | $1304219.19   | 0.19%             | 2028-03-27      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| VERIZON MASTER TRUST                                          | VERIZON MASTER TRUST SOFR30A+55 03/20/2030                                             | CUSIP: 92348KDZ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1675000 | PA      | $1677956.71   | 0.24%             | 2030-03-20      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FINANCE NORTH AMERICA LLC                       | MERCEDES-BENZ FINANCE NORTH AMERICA LLC FRN SOFR+78 04/01/2027 144A                    | CUSIP: 58769JBD8<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1607009.60   | 0.23%             | 2027-04-01      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| EQUITABLE FINANCIAL LIFE GLOBAL FUNDING                       | EQUITABLE FINANCIAL LIFE GLOBAL FUNDING 4.6% 04/01/2027 144A                           | CUSIP: 29449WAU1<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |    947000 | PA      | $953808.12    | 0.14%             | 2027-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MIZUHO BANK LTD NY BRANCH                                     | MIZUHO BANK LTD NY BRANCH YCD SOFR+35 05/04/2026                                       | CUSIP: 60710TK91<br>LEI: RB0PEZSDGCO3JS6CEU02 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1500648.00   | 0.22%             | 2026-05-04      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| UBS AG STAMFORD BRH                                           | UBS AG STAMFORD BRH YCD SOFR+41 10/02/2026                                             | CUSIP: 90275DUK4<br>LEI: 254900R882POXXVAK772 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1501529.25   | 0.22%             | 2026-10-02      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| SVENSKA HANDELSBANKEN NY                                      | SVENSKA HANDELSBANKEN NY YCD SOFR+35 04/08/2026                                        | CUSIP: 86959TMN3<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1500411.90   | 0.22%             | 2026-04-08      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL QUE                                          | BANK OF MONTREAL QUE VCP SOFR+45 04/08/2026                                            | CUSIP: 06373LDY2<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   1500000 | PA      | $1500522.90   | 0.22%             | 2026-04-08      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK OF NEW YORK MELLON                                       | BANK OF NEW YORK MELLON FRN SOFRINDX+71 04/20/2027                                     | CUSIP: 06405LAG6<br>LEI: HPFHU0OQ28E4N0NFVK49 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2001187.46   | 0.29%             | 2027-04-20      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| EXETER SELECT AUTOMOBILE RECEIVABLES TR 2025-1                | EXETER SELECT AUTOMOBILE RECEIVABLES TR 2025-1 4.83% 10/16/2028                        | CUSIP: 30185AAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     23106 | PA      | $23164.00     | 0.00%             | 2028-10-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                 | GOLDMAN SACHS GROUP INC (THE) FRN SOFR+129 04/23/2028                                  | CUSIP: 38141GC85<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1119000 | PA      | $1127475.45   | 0.16%             | 2028-04-23      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SVENSKA HANDELSBANKEN NY                                      | SVENSKA HANDELSBANKEN NY YCD SOFR+40 04/15/2026                                        | CUSIP: 86959TNB8<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1000383.30   | 0.14%             | 2026-04-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                          | WESTPAC VCP SOFR+40 4/10/26                                                            | CUSIP: 9612C47E5<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   1000000 | PA      | $1000325.40   | 0.14%             | 2026-04-10      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO LEASE SECURITIZATION TRUST 2025-B                | HYUNDAI AUTO LEASE SECURITIZATION TRUST 2025-B 4.58% 09/15/2027 144A                   | CUSIP: 44935DAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1022124 | PA      | $1025824.84   | 0.15%             | 2027-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CARMX 2025-2                                                  | CARMX 2025-2 4.59% 07/17/2028                                                          | CUSIP: 14320AAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    514314 | PA      | $515856.46    | 0.07%             | 2028-07-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DELL EQUIP FIN TR 2025-1                                      | DELL EQUIP FIN TR 2025-1 4.68% 07/22/2027 144A                                         | CUSIP: 24703UAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    154995 | PA      | $155416.71    | 0.02%             | 2027-07-22      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DELL EQUIP FIN TR 2025-1                                      | DELL EQUIP FIN TR 2025-1 4.61% 02/24/2031 144A                                         | CUSIP: 24703UAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1222000 | PA      | $1236756.38   | 0.18%             | 2031-02-24      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TOYOTA AUTO RECEIVABLES 2025-B OWNER TR                       | TOYOTA AUTO RECEIVABLES 2025-B OWNER TR 4.46% 03/15/2028                               | CUSIP: 89231HAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1049619 | PA      | $1052185.46   | 0.15%             | 2028-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                             | STATE STREET CORP FRN SOFR+95 04/24/2028                                               | CUSIP: 857477CZ4<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    699000 | PA      | $702711.80    | 0.10%             | 2028-04-24      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                   | WALMART INC FRN SOFRINDX+43 04/28/2027                                                 | CUSIP: 931142FM0<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |   1433000 | PA      | $1437125.48   | 0.21%             | 2027-04-28      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| THE TORONTO DOMINION BANK                                     | TORONTO DOMINION BANK VCP SOFR+45 04/27/2026                                           | CUSIP: 89120FC69<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $1000598.50   | 0.14%             | 2026-04-27      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| HAROT 2025-2 A2A                                              | HAROT 2025-2 A2A 4.3% 01/18/2028                                                       | CUSIP: 437921AB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1039224 | PA      | $1041383.48   | 0.15%             | 2028-01-18      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING 2025-2 LLC                         | ENTERPRISE FLEET FINANCING 2025-2 LLC 4.51% 02/22/2028 144A                            | CUSIP: 29375TAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1481971 | PA      | $1487769.89   | 0.21%             | 2028-02-22      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                          | KEURIG DR PEPPER INC FRN SOFR+58 11/15/2026                                            | CUSIP: 49271VAY6<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |   1760000 | PA      | $1762014.21   | 0.25%             | 2026-11-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| AFFIRM ASSET SECURITIZATION TR 2025-X1                        | AFFIRM ASSET SECURITIZATION TR 2025-X1 A 5.24% 04/15/2030 144A                         | CUSIP: 00834MAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     97134 | PA      | $97259.56     | 0.01%             | 2030-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HSBC USA INC                                                  | HSBC USA INC VCP SOFR+55 04/30/2026                                                    | CUSIP: 40434WUZ2<br>LEI: 549300LBOHZ4QSIWU288 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1000538.20   | 0.14%             | 2026-04-30      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| GMF FLOORPLAN OWNER REVOLVING TR                              | GMF FLOORPLAN OWNER REVOLVING TR SOFR30A+45 11/15/2028 144A                            | CUSIP: 361886DL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1600000 | PA      | $1600798.40   | 0.23%             | 2028-11-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                 | CITIGROUP INC FRN SOFR+111.43 05/07/2028                                               | CUSIP: 172967PY1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1307461.21   | 0.19%             | 2028-05-07      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GM FINL CONSUMER AUTOMOBILE RECEIVABLES TR 2025-2             | GM FINL CONSUMER AUTOMOBILE RECEIVABLES TR 2025-2 4.4% 02/16/2028                      | CUSIP: 362549AB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    839822 | PA      | $841336.46    | 0.12%             | 2028-02-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WOART 2025-B                                                  | WOART 2025-B 4.38% 08/15/2028                                                          | CUSIP: 98164TAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2102433 | PA      | $2106537.10   | 0.30%             | 2028-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BOFA AUTO TRUST 2025-1                                        | BOFA AUTO TRUST 2025-1 4.52% 11/22/2027 144A                                           | CUSIP: 05594BAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    222430 | PA      | $222780.99    | 0.03%             | 2027-11-22      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DTE ELEC CO                                                   | DTE ELEC CO 4.25% 05/14/2027                                                           | CUSIP: 23338VAW6<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    281000 | PA      | $282932.98    | 0.04%             | 2027-05-14      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MIZUHO BANK LTD NY BRANCH                                     | MIZUHO BANK LTD NY BRANCH YCD SOFR+40 05/08/2026                                       | CUSIP: 60710TR60<br>LEI: RB0PEZSDGCO3JS6CEU02 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1000552.40   | 0.14%             | 2026-05-08      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| PORSCHE INNOVATIVE LEASE OWNER TRUST 2025-1                   | PORSCHE INNOVATIVE LEASE OWNER TRUST 2025-1 4.6% 12/20/2027 144A                       | CUSIP: 73329KAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    498127 | PA      | $499636.01    | 0.07%             | 2027-12-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ AUTO LEASE TRUST 2025-A                         | MERCEDES-BENZ AUTO LEASE TRUST 2025-A 4.57% 04/17/2028                                 | CUSIP: 58768YAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    925133 | PA      | $929300.03    | 0.13%             | 2028-04-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AUTONATION FINANCE TRUST 2025-1                               | AUTONATION FINANCE TRUST 2025-1 4.72% 04/10/2028 144A                                  | CUSIP: 05330QAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    984290 | PA      | $986201.62    | 0.14%             | 2028-04-10      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MTLRF 2025-1A                                                 | MTLRF 2025-1A 4.7% 12/16/2027 144A                                                     | CUSIP: 55340QAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    601739 | PA      | $604527.94    | 0.09%             | 2027-12-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| US BANK NA CINCINNATI OHIO                                    | US BANK NA CINCINNATI OHIO FRN SOFR+91 05/15/2028                                      | CUSIP: 90331HPT4<br>LEI: 6BYL5QZYBDK8S7L73M02 | Long             | DBT              | CORP              | US        |   2100000 | PA      | $2110927.56   | 0.30%             | 2028-05-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| TRUIST BANK                                                   | TRUIST BANK 4.671%/VAR 05/20/2027                                                      | CUSIP: 89788JAE9<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1702328.03   | 0.24%             | 2027-05-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GMF LEASING LLC                                               | GMF LEASING LLC 4.55% 07/20/2027                                                       | CUSIP: 362962AB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1056487 | PA      | $1058843.49   | 0.15%             | 2027-07-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST 25-3A                     | EXETER AUTOMOBILE RECEIVABLES TRUST 25-3A A2 4.94% 01/18/2028                          | CUSIP: 30166XAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    423256 | PA      | $423828.62    | 0.06%             | 2028-01-18      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORP                                   | AMERICAN HONDA FINANCE CORP FRN SOFR+65 05/20/2026                                     | CUSIP: 02665WGB1<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1602088.42   | 0.23%             | 2026-05-20      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| DRIVE 2025-1 A2                                               | DRIVE 2025-1 A2 5.05% 08/15/2028                                                       | CUSIP: 262102AB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    276728 | PA      | $277107.60    | 0.04%             | 2028-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                                | CITIBANK NA FRN SOFR+78.1 05/29/2027                                                   | CUSIP: 17325FBQ0<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1006490.00   | 0.14%             | 2027-05-29      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| BMW VEHICLE LEASE TRUST 2025-1                                | BMW VEHICLE LEASE TRUST 2025-1 4.43% 09/27/2027                                        | CUSIP: 096912AB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1107954 | PA      | $1111407.57   | 0.16%             | 2027-09-27      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO RECEIVABLES TRUST 25-B                           | HYUNDAI AUTO RECEIVABLES TRUST 25-B 4.45% 08/15/2028                                   | CUSIP: 44935XAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    769961 | PA      | $772224.67    | 0.11%             | 2028-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK NEW YORK MELLON CORP                                     | BANK NEW YORK MELLON CORP FRN SOFRINDX+68 06/09/2028                                   | CUSIP: 06406RCD7<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1604884.16   | 0.23%             | 2028-06-09      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| JACKSON NATL LIFE GLOBAL FDG                                  | JACKSON NATL LIFE GLOBAL FDG FRN SOFR+89 06/09/2027 144A                               | CUSIP: 46849CJR3<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1503133.61   | 0.22%             | 2027-06-09      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST 2025-P2                        | CARVANA AUTO RECEIVABLES TRUST 2025-P2 4.56% 08/10/2028                                | CUSIP: 14688YAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    762005 | PA      | $763329.58    | 0.11%             | 2028-08-10      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| USB AUTO OWNER TRUST 2025-1                                   | USB AUTO OWNER TRUST 2025-1 4.51% 06/15/2028 144A                                      | CUSIP: 90367VAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    900453 | PA      | $902315.82    | 0.13%             | 2028-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BROWN and BROWN INC                                           | BROWN and BROWN INC 4.6% 12/23/2026                                                    | CUSIP: 115236AH4<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    515000 | PA      | $517519.28    | 0.07%             | 2026-12-23      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| KUBOTA CREDIT OWNER TRUST 2025-2                              | KUBOTA CREDIT OWNER TRUST 2025-2 4.48% 04/17/2028 144A                                 | CUSIP: 50117LAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    680000 | PA      | $683254.07    | 0.10%             | 2028-04-17      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SFS AUTO RECEIVABLES SECURITIZATION TRUST 2025-2              | SFS AUTO RECEIVABLES SECURITIZATION TRUST 2025-2A A2 4.85% 11/20/2028 144A             | CUSIP: 78398HAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    639709 | PA      | $641209.22    | 0.09%             | 2028-11-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                       | HYUNDAI CAP AMER FRN SOFR+112 06/23/2027 144A                                          | CUSIP: 44891ADY0<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   1380000 | PA      | $1389912.54   | 0.20%             | 2027-06-23      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MARLETTE FUNDING TRUST 2025-1                                 | MARLETTE FUNDING TRUST 2025-1A A 4.75% 07/16/2035 144A                                 | CUSIP: 570920AA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     50909 | PA      | $50984.02     | 0.01%             | 2035-07-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ING US FUNDING LLC                                            | ING VCP SOFR+30 4/2/2026                                                               | CUSIP: 44988GGH5<br>LEI: 254900QX5Y2ZDZ6XBT08 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2500465.50   | 0.36%             | 2026-04-02      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| HSBC USA INC                                                  | HSBCUI VCP SOFR+53 7/7/26                                                              | CUSIP: 40434WVA6<br>LEI: 549300LBOHZ4QSIWU288 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2499966.25   | 0.36%             | 2026-07-07      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP                                              | NTT FINANCE CORP 4.567% 07/16/2027 144A                                                | CUSIP: 62954WAP0<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $201814.29    | 0.03%             | 2027-07-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING 2025-3 LLC                         | ENTERPRISE FLEET FINANCING 2025-3 LLC 4.5% 04/20/2028 144A                             | CUSIP: 29375UAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1690000 | PA      | $1698628.63   | 0.24%             | 2028-04-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CARMX 2025-3                                                  | CARMX 2025-3 4.42% 08/15/2028                                                          | CUSIP: 14290FAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1343367 | PA      | $1346191.24   | 0.19%             | 2028-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO LEASE SECURITIZATION TR 2025-C                   | HYUNDAI AUTO LEASE SECURITIZATION TR 2025-C 4.37% 01/18/2028 144A                      | CUSIP: 44935GAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    773302 | PA      | $775897.50    | 0.11%             | 2028-01-18      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DLLAD LLC                                                     | DLLAD LLC 4.46% 11/20/2028 144A                                                        | CUSIP: 23347BAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2365000 | PA      | $2377027.68   | 0.34%             | 2028-11-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY PRIVATE BANK NA                                | MORGAN STANLEY PRIVATE BANK NA FRN SOFR+77 07/06/2028                                  | CUSIP: 61776NVF7<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1704012.00   | 0.24%             | 2028-07-06      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| EXETER SELECT AUTOMOBILE RECEIVABLES TR 2025-2                | EXETER SELECT AUTOMOBILE RECEIVABLES TR 2025-2 4.54% 06/15/2029                        | CUSIP: 30185EAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    637226 | PA      | $638852.52    | 0.09%             | 2029-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FORDL 2025-B                                                  | FORDL 2025-B 4.37% 03/15/2028                                                          | CUSIP: 34533MAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    618449 | PA      | $619860.58    | 0.09%             | 2028-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TRUIST BANK                                                   | TRUIST BANK FRN SOFR+77 07/24/2028                                                     | CUSIP: 89788JAG4<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1703264.00   | 0.24%             | 2028-07-24      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA HOUSTON BRANCH                            | BANK OF NOVA SCOTIA HOUSTON BR YCD SOFR+33 07/22/2026                                  | CUSIP: 06418NHS4<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2501372.00   | 0.36%             | 2026-07-22      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ TRUST and BANKING CORP NY BRANCH               | MITSUBISHI UFJ TR and BK NY BRH YCD SOFR+36 07/23/2026                                 | CUSIP: 60683D6Z7<br>LEI: JBONEPAGQXF4QP29B387 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2499970.25   | 0.36%             | 2026-07-23      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI BKG CORP NY BRANCH                            | SUMITOMO MITSUI BKG CORP NY BR YCD SOFR+35 07/24/2026                                  | CUSIP: 86565GRP7<br>LEI: 549300MS3WYYVQ4HXM15 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2499998.75   | 0.36%             | 2026-07-24      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAP HLDGS INC                                  | NEXTERA ENERGY CAP HLDGS INC 4.685% 09/01/2027                                         | CUSIP: 65339KCL2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    776000 | PA      | $784799.57    | 0.11%             | 2027-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL LEASING TRST                                     | GM FINANCIAL LEASING TRST 4.19% 10/20/2027                                             | CUSIP: 379965AB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1471221 | PA      | $1473888.69   | 0.21%             | 2027-10-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WOART 2025-C                                                  | WOART 2025-C 4.19% 10/16/2028                                                          | CUSIP: 981936AB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1640817 | PA      | $1643164.27   | 0.24%             | 2028-10-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SFUEL 25-BA                                                   | SFUEL 25-BA 4.31% 05/22/2028 144A                                                      | CUSIP: 858933AB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1710000 | PA      | $1715566.05   | 0.25%             | 2028-05-22      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SOFI CONSUMER LOAN PROGRAM 2025-3                             | SOFI CONSUMER LOAN PROGRAM 2025-3 4.47% 08/15/2034 144A                                | CUSIP: 83390JAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    261143 | PA      | $261878.09    | 0.04%             | 2034-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA HOUSTON BRANCH                            | BANK OF NOVA SCOTIA HOUSTON BR YCD SOFR+33 08/13/2026                                  | CUSIP: 06418NJB9<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2501435.25   | 0.36%             | 2026-08-13      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF CANADA                                       | NBC VCP SOFR+33 8/14/26                                                                | CUSIP: 63307NPK7<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |   2500000 | PA      | $2499996.75   | 0.36%             | 2026-08-14      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TR 2025-4                       | EXETER AUTOMOBILE RECEIVABLES TR 2025-4 4.53% 03/15/2028                               | CUSIP: 30167KAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    849278 | PA      | $850457.37    | 0.12%             | 2028-03-15      | 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+34 08/21/2026                  | CUSIP: 53947B4G2<br>LEI: 213800MBWEIJDM5CU638 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2499993.50   | 0.36%             | 2026-08-21      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                     | UST NOTES 3.625% 08/31/2027                                                            | CUSIP: 91282CNV9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13000000 | PA      | $13034023.47  | 1.87%             | 2027-08-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SAMMONS FINANCIAL GROUP GLOBAL FUNDING                        | SAMMONS FINANCIAL GROUP GLOBAL FUNDING FRN SOFR+85 09/02/2027 144A                     | CUSIP: 79587J2D4<br>LEI: 635400IPRNPM6HDHRS48 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1709809.00   | 0.25%             | 2027-09-02      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ TRUST and BANKING CORP NY BRANCH               | MITSUBISHI UFJ TR and BK NY BRH YCD SOFR+35 09/02/2026                                 | CUSIP: 60683FBA1<br>LEI: JBONEPAGQXF4QP29B387 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2999990.40   | 0.43%             | 2026-09-02      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI BKG CORP NY BRANCH                            | SUMITOMO MITSUI BKG CORP NY BR YCD SOFR+35 08/31/2026                                  | CUSIP: 86565GSS0<br>LEI: 549300MS3WYYVQ4HXM15 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2999997.60   | 0.43%             | 2026-08-31      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| MERCK and CO INC                                              | MERCK and CO INC FRN SOFR+46 09/15/2027                                                | CUSIP: 58933YBU8<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   1729000 | PA      | $1737292.08   | 0.25%             | 2027-09-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                            | CANADIAN IMPERIAL BK OF COMM FRN SOFR+80 09/08/2028                                    | CUSIP: 13607QFC1<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   2400000 | PA      | $2406261.60   | 0.35%             | 2028-09-08      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN AUTO LEASE TRUST 2025-B                            | VOLKSWAGEN AUTO LEASE TRUST 2025-B 3.97% 04/20/2028                                    | CUSIP: 92868BAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1525000 | PA      | $1526320.96   | 0.22%             | 2028-04-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EQUITABLE AMERICA GLOBAL FUNDING                              | EQUITABLE AMERICA GLOBAL FUNDING FRN SOFR+71 09/15/2027 144A                           | CUSIP: 29446Q2D4<br>LEI: 98450066CCBIACF06694 | Long             | DBT              | CORP              | US        |   1887000 | PA      | $1887754.18   | 0.27%             | 2027-09-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| THE BANK OF NOVA SCOTIA                                       | BANK OF NOVA SCOTIA FRN SOFR+76 09/15/2028                                             | CUSIP: 06418GAT4<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   1780000 | PA      | $1782611.69   | 0.26%             | 2028-09-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANK CORPORATE MARKETS PLC NEW YORK BRANCH             | LLOYDS BANK CORPORATE MARKETS PLC NEW YORK BRH YCD SOFR+34 09/08/2026                  | CUSIP: 53947B4H0<br>LEI: 213800MBWEIJDM5CU638 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2999982.60   | 0.43%             | 2026-09-08      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ TRUST and BANKING CORP NY BRANCH               | MITSUBISHI UFJ TR and BK NY BRH YCD SOFR+35 09/10/2026                                 | CUSIP: 60683FBQ6<br>LEI: JBONEPAGQXF4QP29B387 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2999980.20   | 0.43%             | 2026-09-10      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI SELECT AUTO TRUST 2025-A                           | WORLD OMNI SELECT AUTO TRUST 2025-A 4.14% 05/15/2030                                   | CUSIP: 98164UAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2370000 | PA      | $2375306.43   | 0.34%             | 2030-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST 2025-P3                        | CARVANA AUTO RECEIVABLES TR 2025-P3 4.07% 02/12/2029                                   | CUSIP: 14688AAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2154288 | PA      | $2155158.62   | 0.31%             | 2029-02-12      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL QUE                                          | BANK OF MONTREAL QUE FRN SOFRINDX+75 09/22/2028                                        | CUSIP: 06368MXW9<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   2400000 | PA      | $2404378.20   | 0.35%             | 2028-09-22      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPRL BK COMM NY BRH                                 | CANADIAN IMPRL BK COMM NY BRH YCD SOFR+34 10/16/2026                                   | CUSIP: 13606DNX6<br>LEI: 549300H8L46OOZOFHU82 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2999996.40   | 0.43%             | 2026-10-16      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| TESLA LEASE ELECTRIC VEHICLE SECURITIZATION 2025-A LLC        | TESLA LEASE ELECTRIC VEHICLE SECURITIZATION 2025-A LLC 4.14% 06/20/2028 144A           | CUSIP: 88162VAB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1229812 | PA      | $1232080.29   | 0.18%             | 2028-06-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                          | ROYAL BANK OF CANADA CP .0395 03/25/2026                                               | CUSIP: 78013WCR9<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   2000000 | PA      | $1994680.00   | 0.29%             | 2026-03-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST BILLS                                                     | UST BILLS 0% 04/02/2026                                                                | CUSIP: 912797SD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  23000000 | PA      | $22928204.81  | 3.29%             | 2026-04-02      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| TORONTO DOMINION BANK - NY                                    | TORONTO DOMINION BANK - NY YCD SOFR+32 10/01/2026                                      | CUSIP: 89115DZG4<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3001632.30   | 0.43%             | 2026-10-01      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| USAA AUTO OWNER TRUST 2025-A                                  | USAA AUTO OWNER TRUST 2025-A 3.98% 03/15/2028 144A                                     | CUSIP: 90327HAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1830000 | PA      | $1831065.98   | 0.26%             | 2028-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ROYAL BK OF CDA NEW YORK BRH                                  | ROYAL BK OF CDA NEW YORK BRH YCD SOFR+31 10/02/2026                                    | CUSIP: 78015JPU5<br>LEI: 549300HXQQQCCUBS2Z23 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3001898.40   | 0.43%             | 2026-10-02      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| SFS AUTO RECEIVABLES SECURITIZATION TRUST 25-3A               | SFS AUTO RECEIVABLES SECURITIZATION TRUST 25-3A 4.11% 03/20/2029 144A                  | CUSIP: 78398KAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1495056 | PA      | $1496876.90   | 0.21%             | 2029-03-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SCLP 2025-4                                                   | SCLP 2025-4 4.24% 08/25/2035 144A                                                      | CUSIP: 83405UAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1378368 | PA      | $1381027.88   | 0.20%             | 2035-08-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ALLY AUTO RECEIVABLES TRUST 2025-1                            | ALLY AUTO RECEIVABLES TRUST 2025-1 A2 4.28% 07/17/2028                                 | CUSIP: 02008KAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1780000 | PA      | $1781072.45   | 0.26%             | 2028-07-17      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SVENSKA HANDELSBANKEN NY                                      | SVENSKA HANDELSBANKEN NY YCD SOFR+30 10/07/2026                                        | CUSIP: 86959TRL2<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3001666.50   | 0.43%             | 2026-10-07      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUST NY BRH                                 | COMMONWEALTH BANK AUST NY BRH YCD SOFR+30 10/13/2026                                   | CUSIP: 20271ER35<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3001635.30   | 0.43%             | 2026-10-13      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST 2025-4                                | CARMAX AUTO OWNER TRUST 2025-4 3.95% 03/15/2029                                        | CUSIP: 14320HAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1460000 | PA      | $1461670.82   | 0.21%             | 2029-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NORDEA BANK ABP                                               | NORDEA BANK ABP VCP SOFR+25 07/14/2026                                                 | CUSIP: 65557RHZ6<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |   3000000 | PA      | $3001560.00   | 0.43%             | 2026-07-14      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| THE TORONTO DOMINION BANK                                     | TORONTO DOMINION BANK YCP .0385 05/04/2026                                             | CUSIP: 89119BE44<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   3000000 | PA      | $2979338.70   | 0.43%             | 2026-05-04      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DNB BANK ASA                                                  | DNB BANK ASA YCP .0385 04/16/2026                                                      | CUSIP: 2332K1DG2<br>LEI: 549300GKFG0RYRRQ1414 | Long             | DBT              | CORP              | NO        |   1000000 | PA      | $995171.90    | 0.14%             | 2026-04-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING NY BRANCH                                     | WESTPAC BANKING NY BRANCH YCD SOFR+30 10/19/2026                                       | CUSIP: 96130AD39<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3001488.00   | 0.43%             | 2026-10-19      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC NY BRANCH                                   | BARCLAYS BANK PLC NY BRANCH YCD SOFR+37 10/23/2026                                     | CUSIP: 06745GFK2<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2997304.80   | 0.43%             | 2026-10-23      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| SVENSKA HANDELSBANKEN AB                                      | SVENSKA VCP SOFR+30 10/19/26                                                           | CUSIP: 86960LNK2<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |   3000000 | PA      | $3001602.90   | 0.43%             | 2026-10-19      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE PRIME AUTO RECEIVABLES TRUST 2025-1               | CAPITAL ONE PRIME AUTO RECEIVABLES TRUST 2025-1 A2A 4.39% 01/16/2029                   | CUSIP: 14043YAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1900000 | PA      | $1901473.26   | 0.27%             | 2029-01-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORPORATION NEW                                      | AMPHENOL CORPORATION NEW FRN SOFR+53 11/15/2027                                        | CUSIP: 032095AV3<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |   2236000 | PA      | $2240034.64   | 0.32%             | 2027-11-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                          | ROYAL BANK OF CANADA FRN SOFR+70 11/03/2028                                            | CUSIP: 78017DAP3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   1900000 | PA      | $1902701.23   | 0.27%             | 2028-11-03      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI BKG CORP NY BRANCH                            | SUMITOMO MITSUI BKG CORP NY BR YCD SOFR+37 10/30/2026                                  | CUSIP: 86565GVC1<br>LEI: 549300MS3WYYVQ4HXM15 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2999997.90   | 0.43%             | 2026-10-30      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| UST BILLS                                                     | UST BILLS 0% 05/07/2026                                                                | CUSIP: 912797SP3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  30000000 | PA      | $29802000.00  | 4.28%             | 2026-05-07      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| AFFIRM ASSET SECURITIZATION TRUST 2025-X2                     | SEAFFIRM ASSET SECURITIZATION TRUST 2025-X2 4.66% 10/15/2030 144A                      | CUSIP: 00835DAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1118042 | PA      | $1119321.42   | 0.16%             | 2030-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUST NY BRH                                 | COMMONWEALTH BANK AUST NY BRH YCD SOFR+31 11/10/2026                                   | CUSIP: 20271ES26<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3001650.30   | 0.43%             | 2026-11-10      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| NORDEA BANK ABP                                               | NORDEA BANK ABP VCP SOFR+26 08/04/2026                                                 | CUSIP: 65557RJD3<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |   3000000 | PA      | $3001673.70   | 0.43%             | 2026-08-04      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK LTD                                   | NAB VCP SOFR+27 8/13/26                                                                | CUSIP: 63254G2L8<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |   3000000 | PA      | $3001208.40   | 0.43%             | 2026-08-13      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY PRIVATE BANK NA                                | MORGAN STANLEY PRIVATE BANK NA FRN SOFR+78 11/17/2028                                  | CUSIP: 61776NZT3<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1904769.00   | 0.27%             | 2028-11-17      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORP                                   | AMERICAN HONDA FINANCE CORP FRN SOFR+65 11/19/2027                                     | CUSIP: 02665WGP0<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2503356.40   | 0.36%             | 2027-11-19      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                    | PFIZER INC FRN SOFR+50 11/15/2027                                                      | CUSIP: 717081FC2<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    525000 | PA      | $526848.00    | 0.08%             | 2027-11-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| STELLANTIS FINANCIAL UNDERWRITTEN ENHANCED LEASE TRUST 2025-C | STELLANTIS FINANCIAL UNDERWRITTEN ENHANCED LEASE TRUST 2025-C A2 4.35% 06/20/2028 144A | CUSIP: 85855EAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1239000 | PA      | $1241960.09   | 0.18%             | 2028-06-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NORDEA BANK ABP NY BRH                                        | NORDEA BANK ABP NY BRH YCD SOFR+35 01/04/2027                                          | CUSIP: 65558WQU5<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3002420.70   | 0.43%             | 2027-01-04      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                      | TOYOTA MOTOR CREDIT CORP FRN SOFR+43 06/09/2027                                        | CUSIP: 89236TPE9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   2600000 | PA      | $2604238.00   | 0.37%             | 2027-06-09      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL QUE                                          | BANK OF MONTREAL QUE 4.1%/VAR 12/15/2027                                               | CUSIP: 06368MC69<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   2600000 | PA      | $2602244.63   | 0.37%             | 2027-12-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| DEXT ABS 2025-2 LLC                                           | DEXT ABS 2025-2 LLC 4.28% 04/17/2028 144A                                              | CUSIP: 252153AB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    160000 | PA      | $159982.94    | 0.02%             | 2028-04-17      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST BILLS                                                     | UST BILLS 0% 06/18/2026                                                                | CUSIP: 912797TD9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15000000 | PA      | $14839395.00  | 2.13%             | 2026-06-18      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA HOUSTON BRANCH                            | BANK OF NOVA SCOTIA HOUSTON BR YCD SOFR+37 01/19/2027                                  | CUSIP: 06418NLY6<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2999963.10   | 0.43%             | 2027-01-19      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| MIZUHO SECURITIES USA LLC                                     | MIZUHONG A RP OBFR01+0.7% 6/22/26                                                      | CUSIP: N/A<br>LEI: 7TK5RJIZDFROZCA6XF66       | Long             | RA               | CORP              | US        |   3000000 | PA      | $3000000.00   | 0.43%             |  |  |  | No            |                  2 | On Loan: No      |
| UST BILLS                                                     | UST BILLS 0% 07/02/2026                                                                | CUSIP: 912797TF4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  23000000 | PA      | $22721738.41  | 3.26%             | 2026-07-02      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SVCS CORP                                    | CATERPILLAR FINL SVCS CORP FRN SOFR+40 01/10/2028                                      | CUSIP: 14913UBG4<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |   2700000 | PA      | $2703930.44   | 0.39%             | 2028-01-10      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| RABOBANK NEDERLAND NEW YORK BRH                               | RABOBANK NEDERLAND NY BRH FRN SOFR+41 01/14/2028                                       | CUSIP: 21688ABS0<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | US        |   2700000 | PA      | $2702472.98   | 0.39%             | 2028-01-14      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPRL BK COMM NY BRH                                 | CANADIAN IMPRL BK COMM NY BRH YCD SOFR+35 02/09/2027                                   | CUSIP: 13606DRX2<br>LEI: 549300H8L46OOZOFHU82 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2999995.80   | 0.43%             | 2027-02-09      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF CANADA                                       | NATIONAL BANK OF CANADA FRN SOFR+77 01/20/2029                                         | CUSIP: 63307A3L7<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |   1700000 | PA      | $1701938.00   | 0.24%             | 2029-01-20      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| TOYOTA AUTO RECEIVABLES 2026-A OWNER TRUST                    | TOYOTA AUTO RECEIVABLES 2026-A A2A OWNER TRUST 4.14% 12/15/2028                        | CUSIP: 89240KAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2100000 | PA      | $2100939.12   | 0.30%             | 2028-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ TRUST and BANKING CORP NY BRANCH               | MITSUBISHI UFJ TR and BK NY BRH YCD SOFR+35 01/15/2027                                 | CUSIP: 60683FEK6<br>LEI: JBONEPAGQXF4QP29B387 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2999962.50   | 0.43%             | 2027-01-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TR 2026-1                       | EXETER AUTO RECEIVBLES 2012-2 4.22% 09/15/2028                                         | CUSIP: 30168HAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1405000 | PA      | $1405278.75   | 0.20%             | 2028-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                 | GOLDMAN SACHS GROUP INC (THE) FRN SOFR+71 01/21/2029                                   | CUSIP: 38141GD76<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2200000 | PA      | $2200418.11   | 0.32%             | 2029-01-21      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| DLLMT 2026-1 LLC                                              | DLLMT 2026-1 LLC 4.37% 07/20/2028 144A                                                 | CUSIP: 23347JAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    410000 | PA      | $410572.69    | 0.06%             | 2028-07-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GRP INC                                | PNC FINANCIAL SERVICES GRP INC FRN SOFR+62 01/26/2029                                  | CUSIP: 693475CH6<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   1693000 | PA      | $1692390.52   | 0.24%             | 2029-01-26      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| AUTONATION FINANCE TRUST 2026-1                               | AUTONATION FINANCE TRUST 2026-1 4.18% 01/11/2029 144A                                  | CUSIP: 05330WAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2010000 | PA      | $2012219.84   | 0.29%             | 2029-01-11      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TRUIST BANK                                                   | TRUIST BANK FRN SOFR+66 01/27/2029                                                     | CUSIP: 89788JAK5<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1599456.32   | 0.23%             | 2029-01-27      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| BARINGS EQUIPMENT FINANCE LLC 2026-A                          | BARINGS EQUIPMENT FINANCE LLC 2026-A 4.08% 04/13/2029 144A                             | CUSIP: 06764QAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1550000 | PA      | $1552051.27   | 0.22%             | 2029-04-13      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL AUTOMOBILE LEASING TRUST 2026-1                  | GM FINANCIAL AUTOMOBILE LEASING TRUST 2026-1 4.01% 04/20/2028                          | CUSIP: 36273VAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $2000790.60   | 0.29%             | 2028-04-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                           | AMERICAN EXPRESS CO 4.009%/VAR 02/09/2029                                              | CUSIP: 025816EN5<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2005966.98   | 0.29%             | 2029-02-09      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| TOYOTA LEASE OWNER TR 2026-A                                  | TOYOTA LEASE OWNER TRUST 2026-A 4.09% 02/22/2028 144A                                  | CUSIP: 89240MAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2050000 | PA      | $2048710.35   | 0.29%             | 2028-02-22      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO SECURITIES, LLC                                   | WELLSNGR A RP OBFR01+0.75% 9/10/26                                                     | CUSIP: N/A<br>LEI: VYVVCKR63DVZZN70PB21       | Long             | RA               | CORP              | US        |   3500000 | PA      | $3500000.00   | 0.50%             |  |  |  | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST 2026-1                 | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2026-1 4.18% 03/15/2029                         | CUSIP: 80288FAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1355000 | PA      | $1355191.46   | 0.19%             | 2029-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CARMAX SELECT RECEIVABLES TRUST 2026-A                        | CARMAX SELECT RECEIVABLES TRUST 2026-A A2A 4.37% 12/17/2029                            | CUSIP: 142929AB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    620000 | PA      | $620088.16    | 0.09%             | 2029-12-17      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SFS AUTO RECEIVABLES SECURITIZATION TRUST 2026-1              | SFS AUTO RECEIVABLES SECURITIZATION TRUST 2026-1 4.05% 08/20/2029 144A                 | CUSIP: 81885FAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2100000 | PA      | $2101468.32   | 0.30%             | 2029-08-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                    | ABBVIE INC FRN SOFRINDX+NA 03/03/2028                                                  | CUSIP: 00287YEC9<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   2100000 | PA      | $2104284.00   | 0.30%             | 2028-03-03      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |

### Signature

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

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

**Signature:** Laura M. Del Prato

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

**Title:** President and Treasurer