# EDGAR Filing Document

**Accession Number:** 0000035315
**File Stem:** 0000035402-26-000419
**Filing Date:** 2026-1
**Character Count:** 189938
**Document Hash:** dcee2fd01b4b72a32dfd0831ab9db41d
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000035402-26-000419.hdr.sgml**: 20260123

**ACCESSION NUMBER**: 0000035402-26-000419

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20251130

**FILED AS OF DATE**: 20260123

**DATE AS OF CHANGE**: 20260123

**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:** 26555352

**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 Conservative Income Bond Fund (Series ID: S000031520)

| Class ID   | Class Name                                              | Ticker Symbol   |
|:---|:---|:---|
| C000098000 | Fidelity Conservative Income Bond Fund                  | FCNVX           |
| C000243069 | Fidelity Advisor Conservative Income Bond Fund: Class Z | FCNYX           |
| C000243070 | Fidelity Advisor Conservative Income Bond Fund: Class A | FCNQX           |
| C000243071 | Fidelity Advisor Conservative Income Bond Fund: Class I | FCNWX           |

## Nport-Ex

**Quarterly Holdings Report**

**for**

**Fidelity® Conservative Income Bond Fund**

**November 30, 2025**

FCV-NPRT1-0126

1.924095.114 ---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Asset-Backed Securities - 17.4%** | &nbsp;&nbsp;**Asset-Backed Securities - 17.4%** | &nbsp;&nbsp;**Asset-Backed Securities - 17.4%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| UNITED STATES - 17.4%  |  |  |
| Affirm Asset Securitization Trust Series 2025-X1 Class A, 5.08% 4/15/2030 (b) | 3204552 | 3210499 |
| Affirm Asset Securitization Trust Series 2025-X2 Class A, 4.45% 10/15/2030 (b) | 18055000 | 18072318 |
| Ally Auto Receivables Trust Series 2025-1 Class A2, 4.03% 7/17/2028  | 22315000 | 22322152 |
| American Express Credit Account Master Trust Series 2023-1 Class A, 4.87% 5/15/2028  | 15100000 | 15158775 |
| Autonation Finance Trust Series 2025-1A Class A2, 4.72% 4/10/2028 (b) | 19898059 | 19941019 |
| BMW Vehicle Lease Trust Series 2025-1 Class A2A, 4.43% 9/27/2027  | 19708058 | 19754651 |
| BofA Auto Trust Series 2025-1A Class A2A, 4.52% 11/22/2027 (b) | 4961897 | 4970551 |
| Capital One Prime Auto Receivables Trust Series 2024-1 Class A2A, 4.61% 10/15/2027  | 6239786 | 6247919 |
| Capital One Prime Auto Receivables Trust Series 2025-1 Class A2A, 3.88% 1/16/2029  | 23290000 | 23317962 |
| CarMax Auto Owner Trust Series 2024-2 Class A2B, U.S. 30-Day Avg. SOFR Index + 0.73%, 4.722% 5/17/2027 (c)(d) | 797634 | 797766 |
| CarMax Auto Owner Trust Series 2024-3 Class A2A, 5.21% 9/15/2027  | 4944742 | 4955829 |
| CarMax Auto Owner Trust Series 2024-4 Class A2A, 4.67% 12/15/2027  | 4652439 | 4659528 |
| CarMax Auto Owner Trust Series 2025-1 Class A2A, 4.63% 3/15/2028  | 8841822 | 8861453 |
| CarMax Auto Owner Trust Series 2025-2 Class A2A, 4.59% 7/17/2028  | 9207246 | 9230231 |
| CarMax Auto Owner Trust Series 2025-3 Class A2A, 4.42% 8/15/2028  | 20130000 | 20188272 |
| Carmax Auto Owner Trust Series 2025-4 Class A2A, 3.95% 3/15/2029  | 18190000 | 18199199 |
| CarMax Select Receivables Trust Series 2024-A Class A2A, 5.78% 9/15/2027  | 202405 | 202861 |
| Carvana Auto Receivables Trust 2025-P2 Series 2025-P2 Class A2, 4.56% 8/10/2028  | 14472146 | 14498946 |
| Carvana Auto Receivables Trust Series 2024-P4 Class A2, 4.62% 2/10/2028  | 2382496 | 2384166 |
| Carvana Auto Receivables Trust Series 2025-P1 Class A2, 4.5% 6/12/2028  | 2655268 | 2657631 |
| Carvana Auto Receivables Trust Series 2025-P3 Class A2, 4.07% 2/12/2029  | 17195000 | 17186390 |
| Chase Auto Owner Trust Series 2024-1A Class A3, 5.13% 5/25/2029 (b) | 13157214 | 13275300 |
| Chase Auto Owner Trust Series 2024-3A Class A2, 5.53% 9/27/2027 (b) | 726859 | 727788 |
| Chase Auto Owner Trust Series 2024-4A Class A2, 5.25% 9/27/2027 (b) | 2693111 | 2697249 |
| Dell Equip Fin Trust Series 2025-1 Class A2, 4.68% 7/22/2027 (b) | 2455000 | 2462145 |
| Dext Abs LLC Series 2025-1 Class A2, 4.59% 8/16/2027 (b) | 4009371 | 4017514 |
| DLLAA LLC Series 2025-1A Class A2, 4.7% 10/20/2027 (b) | 5233702 | 5249562 |
| Dllad LLC Series 2025-1A Class A2, 4.46% 11/20/2028 (b) | 12180000 | 12241899 |
| DLLAD Series 2024-1A Class A2, 5.5% 8/20/2027 (b) | 2604545 | 2616611 |
| DLLMT LLC Series 2024-1A Class A3, 4.84% 8/21/2028 (b) | 23800000 | 24010521 |
| DRIVE Series 2025-1 Class A2, 4.87% 8/15/2028  | 6875765 | 6891133 |
| Enterprise Fleet Financing 2025-2 LLC Series 2025-2 Class A2, 4.51% 2/22/2028 (b) | 20871000 | 20956625 |
| Enterprise Fleet Financing LLC Series 2025-1 Class A2, 4.65% 10/20/2027 (b) | 13182874 | 13227481 |
| Enterprise Fleet Financing LLC Series 2025-3 Class A2, 4.5% 4/20/2028 (b) | 22640000 | 22743936 |
| Enterprise Fleet Financing Series 2024-2 Class A2, 5.74% 12/20/2026 (b) | 1106111 | 1110708 |
| Exeter Automobile Receivables Trust Series 2025-3A Class A2, 4.83% 1/18/2028  | 11482828 | 11497132 |
| Exeter Automobile Receivables Trust Series 2025-4A Class A2, 4.53% 3/15/2028  | 15805000 | 15819051 |
| Exeter Select Automobile Receivables Trust Series 2025-1 Class A2, 4.83% 10/16/2028  | 512490 | 513865 |
| Exeter Select Automobile Receivables Trust Series 2025-2 Class A2, 4.54% 6/15/2029  | 10180000 | 10212708 |
| Ford Credit Auto Lease Trust Series 2025-A Class A2A, 4.57% 8/15/2027  | 10467823 | 10490702 |
| Ford Credit Auto Owner Trust Series 2021-1 Class A, 1.37% 10/17/2033 (b) | 21088000 | 20868438 |
| Ford Credit Auto Owner Trust Series 2024-D Class A2A, 4.59% 10/15/2027  | 6163007 | 6175236 |
| Ford Credit Auto Owner Trust Series 2025-A Class A2A, 4.47% 12/15/2027  | 17900873 | 17941174 |
| Ford Series 2025-B Class A2A, 4.37% 3/15/2028  | 8760000 | 8782018 |
| FORDO Series 2024-B Class A2A, 5.4% 4/15/2027  | 2624765 | 2629285 |
| GM Financial Automobile Leasing Trust Series 2024-2 Class A3, 5.39% 7/20/2027  | 12883039 | 12941066 |
| GM Financial Automobile Leasing Trust Series 2025-1 Class A2A, 4.54% 5/20/2027 (c) | 27311475 | 27371465 |
| GM Financial Consumer Automobile Receivables Trust Series 2024-4 Class A2A, 4.53% 10/18/2027  | 5363832 | 5369352 |
| GM Financial Consumer Automobile Receivables Trust Series 2025-2 Class A2A, 4.4% 2/16/2028  | 16827461 | 16857468 |
| Gm Financial Leasing Trst Series 2025-3 Class A2A, 4.19% 10/20/2027  | 19652000 | 19691312 |
| GMF Floorplan Owner Revolving Trust Series 2023-1 Class A1, 5.34% 6/15/2028 (b) | 22870000 | 23016375 |
| GMF Floorplan Owner Revolving Trust Series 2024-1A Class A1, 5.13% 3/15/2029 (b) | 23000000 | 23319544 |
| GMF Floorplan Owner Revolving Trust Series 2024-3A Class A1, 4.68% 11/15/2028 (b) | 15700000 | 15806196 |
| GMF Floorplan Owner Revolving Trust Series 2025-1A Class A2, U.S. 30-Day Avg. SOFR Index + 0.6%, 4.742% 3/15/2029 (b)(c)(d) | 13010000 | 13034693 |
| Gmf Leasing LLC Series 2025-2 Class A2A, 4.55% 7/20/2027  | 18276367 | 18325744 |
| Halst Series 2025-A Class A2A, 4.6% 6/15/2027 (b) | 7404421 | 7420926 |
| Halst Series 2025-A Class A3, 4.83% 1/18/2028 (b) | 20302000 | 20502212 |
| Harot Series 2025-2 Class A2A, 4.3% 1/18/2028  | 17984000 | 18011174 |
| Honda Auto Receivables Owner Trust Series 2023-2 Class A3, 4.93% 11/15/2027  | 1752310 | 1759898 |
| Honda Auto Receivables Owner Trust Series 2025-1 Class A2, 4.53% 8/23/2027  | 15198042 | 15226690 |
| Honda Auto Receivables Series 2024-2 Class A2, 5.48% 11/18/2026  | 461469 | 461834 |
| HPEFS Equipment Trust Series 2024-2A Class A2, 5.5% 10/20/2031 (b) | 373156 | 373412 |
| Hyundai Auto Lease Securitization Trust Series 2023-C Class A3, 5.8% 12/15/2026 (b) | 5495651 | 5503012 |
| Hyundai Auto Lease Securitization Trust Series 2024-B Class A2A, 5.51% 10/15/2026 (b) | 103117 | 103181 |
| Hyundai Auto Lease Securitization Trust Series 2025-B Class A2A, 4.58% 9/15/2027 (b) | 16139580 | 16185318 |
| Hyundai Auto Lease Securitization Trust Series 2025-C Class A2A, 4.37% 1/18/2028 (b) | 10930000 | 10968152 |
| Hyundai Auto Receivables Trust Series 2024-A Class A2A, 5.29% 4/15/2027  | 813029 | 813509 |
| Hyundai Auto Receivables Trust Series 2024-C Class A2A, 4.53% 9/15/2027  | 6446107 | 6455784 |
| Hyundai Auto Receivables Trust Series 2025-B Class A2A, 4.45% 8/15/2028  | 11870000 | 11899495 |
| John Deere Owner Trust Series 2024-A Class A2A, 5.19% 2/16/2027  | 1341584 | 1342167 |
| John Deere Owner Trust Series 2024-C Class A2B, U.S. 30-Day Avg. SOFR Index + 0.43%, 4.572% 8/16/2027 (c)(d) | 5938686 | 5940745 |
| Kubota Credit Owner Trust 2025-2 Series 2025-2A Class A2, 4.48% 4/17/2028 (b) | 9175000 | 9217496 |
| Kubota Credit Owner Trust Series 2025-1A Class A2, 4.61% 12/15/2027 (b) | 17442244 | 17500295 |
| M&T Equipment Notes Series 2025-1A Class A2, 4.7% 12/16/2027 (b) | 8705000 | 8757247 |
| Marlette Funding Trust 2025-1 Series 2025-1A Class A, 4.75% 7/16/2035 (b) | 1045393 | 1047099 |
| MBART Series 2025-1 Class A2A, 4.5% 2/15/2028  | 5916527 | 5926051 |
| Mercedes-Benz Auto Lease Trust Series 2024-A Class A2A, 5.44% 2/16/2027  | 3763610 | 3769906 |
| Mercedes-Benz Auto Lease Trust Series 2025-A Class A2A, 4.57% 4/17/2028  | 13710000 | 13783194 |
| Mercedes-Benz Auto Receivables Trust Series 2022-1 Class A3, 5.21% 8/16/2027  | 3767698 | 3779689 |
| Nissan Master Owner Tr Receivable Series 2024-A Class A, U.S. 30-Day Avg. SOFR Index + 0.67%, 4.812% 2/15/2028 (b)(c)(d) | 25000000 | 25004383 |
| Porsche Financial Auto Securitization Trust Series 2024-1A Class A2A, 4.45% 1/24/2028 (b) | 2764074 | 2765151 |
| Porsche Innovative Lease Owner Trust Series 2025-1A Class A2A, 4.6% 12/20/2027 (b) | 10071226 | 10097732 |
| Santander Drive Auto Receivables Trust Series 2025-2 Class A2, 4.71% 6/15/2028  | 12140028 | 12163294 |
| SBNA Auto Lease Trust Series 2024-B Class A3, 5.56% 11/22/2027 (b) | 4461945 | 4486427 |
| SBNA Auto Lease Trust Series 2024-C Class A3, 4.56% 2/22/2028 (b) | 10646057 | 10668718 |
| SCLP Series 2025-4 Class A, 4.24% 8/25/2035 (b) | 22088256 | 22085025 |
| SFAST Series 2025-1A Class A2, 4.65% 5/22/2028 (b) | 7705783 | 7715775 |
| SFS Auto Receivables Securitization Trust Series 2024-3A Class A2, 4.71% 5/22/2028 (b) | 1897164 | 1898992 |
| SFS Auto Receivables Securitization Trust Series 2025-2A Class A2, 4.52% 11/20/2028 (b) | 11789870 | 11806706 |
| Sfs Auto Receivables Securitization Trust Series 2025-3A Class A2, 4.11% 3/20/2029 (b) | 20090000 | 20100714 |
| Sfuel Series 2025-BA Class A2, 4.31% 5/22/2028 (b) | 22760000 | 22827681 |
| Sofi Consumer Loan Program Series 2025-3 Class A, 4.47% 8/15/2034 (b) | 4496603 | 4506121 |
| Tesla Auto Lease Trust Series 2024-B Class A2A, 4.79% 1/20/2027 (b) | 1866453 | 1867866 |
| Tesla Lease Electric Vehicle Securitization LLC Series 2025-A Class A2, 4.14% 6/20/2028 (b) | 17175000 | 17201910 |
| Toyota Auto Loan Extended Note Trust Series 2021-1A Class A, 1.07% 2/27/2034 (b) | 2350000 | 2332809 |
| Toyota Auto Receivables 2022-C Owner Tr Series 2022-C Class A3, 3.76% 4/15/2027  | 964454 | 963932 |
| Toyota Auto Receivables Owner Trust Series 2023-A Class A3, 4.63% 9/15/2027  | 4523854 | 4532771 |
| Toyota Auto Receivables Owner Trust Series 2024-B Class A2B, U.S. 30-Day Avg. SOFR Index + 0.35%, 4.492% 3/15/2027 (c)(d) | 792165 | 792220 |
| Toyota Auto Receivables Owner Trust Series 2025-B Class A2A, 4.46% 3/15/2028  | 23708744 | 23753359 |
| Toyota Lease Owner Trust Series 2025-A Class A2A, 4.58% 7/20/2027 (b) | 7905996 | 7928108 |
| USAA Auto Owner Trust Series 2025-A Class A2, 3.98% 3/15/2028 (b) | 23300000 | 23303132 |
| USB Auto Owner Trust 2025-1 Series 2025-1A Class A2, 4.51% 6/15/2028 (b) | 17114828 | 17153298 |
| Verizon Master Trust Series 2025-3 Class A1B, U.S. 30-Day Avg. SOFR Index + 0.55%, 4.692% 3/20/2030 (c)(d) | 22325000 | 22373193 |
| Volkswagen Auto Lease Trust Series 2023-A Class A3, 5.81% 10/20/2026  | 2211765 | 2214996 |
| Volkswagen Auto Lease Trust Series 2025-B Class A2A, 3.97% 4/20/2028  | 19765000 | 19766010 |
| Volkswagen Auto Loan Enhanced Trust Series 2024-1 Class A2A, 4.65% 11/22/2027  | 8933757 | 8954531 |
| Volvo Financial Equipment LLC Series 2024-1A Class A2, 4.56% 5/17/2027 (b) | 5209459 | 5217327 |
| Wheels Fleet Lease Funding 1 LLC Series 2025-1A Class A2, CME Term SOFR 1 month Index + 0%, 4.9868% 1/18/2040 (b)(c)(d) | 19625000 | 19638763 |
| Woart Series 2025-B Class A2A, 4.38% 8/15/2028  | 22483194 | 22516311 |
| Woart Series 2025-C Class A2A, 4.19% 10/16/2028  | 22700000 | 22742896 |
| World Omni Auto Receivables Trust Series 2024-B Class A2A, 5.48% 9/15/2027  | 123710 | 123785 |
| World Omni Auto Receivables Trust Series 2025-A Class A2A, 4.49% 4/17/2028  | 9188434 | 9201563 |
| World Omni Automobile Lease Securitization Trust Series 2024-A Class A2B, 4.572% 2/16/2027 (c) | 642147 | 642241 |
| World Omni Select Auto Trust Series 2024-A Class A2A, 5.37% 2/15/2028  | 1716032 | 1717761 |
| World Omni Select Auto Trust Series 2025-A Class A2A, 4.14% 5/15/2030  | 17195000 | 17202717 |
| TOTAL UNITED STATES |  | 1244726118 |
| <br> **TOTAL ASSET-BACKED SECURITIES**<br> (Cost $1,242,227,859) |  | <br> **1244726118** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Bank Notes - 0.3%** | &nbsp;&nbsp;**Bank Notes - 0.3%** | &nbsp;&nbsp;**Bank Notes - 0.3%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| UNITED STATES - 0.3%  |  |  |
| Financials - 0.3% |  |  |
| Banks - 0.3% |  |  |
| PNC Bank NA 4.775% 1/15/2027 (c) | 9246000 | 9250992 |
| Truist Bank 4.671% 5/20/2027 (c) | 10496000 | 10518927 |
| <br> **TOTAL BANK NOTES**<br> (Cost $19,755,692) |  | <br> **19769919** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Non-Convertible Corporate Bonds - 39.8%** | &nbsp;&nbsp;**Non-Convertible Corporate Bonds - 39.8%** | &nbsp;&nbsp;**Non-Convertible Corporate Bonds - 39.8%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| AUSTRALIA - 0.7%  |  |  |
| Financials - 0.4% |  |  |
| Banks - 0.4% |  |  |
| Commonwealth Bank of Australia U.S. SOFR Index + 0.46%, 4.47% 11/27/2026 (b)(c)(d) | 25000000 | 25052737 |
| Materials - 0.3% |  |  |
| Metals & Mining - 0.3% |  |  |
| Glencore Funding LLC 1.625% 4/27/2026 (b) | 3500000 | 3463651 |
| Glencore Funding LLC U.S. SOFR Averages Index + 0.75%, 4.8645% 10/1/2026 (b)(c)(d) | 20998000 | 21018967 |
|  |  | 24482618 |
| TOTAL AUSTRALIA |  | 49535355 |
| CANADA - 4.7%  |  |  |
| Energy - 0.3% |  |  |
| Oil, Gas & Consumable Fuels - 0.3% |  |  |
| Canadian Natural Resources Ltd 3.85% 6/1/2027  | 9000000 | 8962035 |
| Enbridge Inc 4.25% 12/1/2026  | 12300000 | 12320290 |
|  |  | 21282325 |
| Financials - 4.4% |  |  |
| Banks - 4.4% |  |  |
| Bank of Montreal 0.949% 1/22/2027 (c) | 13000000 | 12937516 |
| Bank of Montreal 4.567% 9/10/2027 (c) | 23970000 | 24054754 |
| Bank of Montreal 4.8743% 9/22/2028 (c) | 23500000 | 23502796 |
| Bank of Montreal U.S. SOFR Averages Index + 0.88%, 5.0457% 9/10/2027 (c)(d) | 18700000 | 18754654 |
| Bank of Nova Scotia/The 2.7% 8/3/2026  | 21520000 | 21336510 |
| Bank of Nova Scotia/The U.S. SOFR Index + 0.76%, 4.915% 9/15/2028 (c)(d) | 23300000 | 23316113 |
| Canadian Imperial Bank of Commerce U.S. SOFR Index + 0.8%, 4.9798% 9/8/2028 (c)(d) | 30575000 | 30611739 |
| Federation des Caisses Desjardins du Quebec U.S. SOFR Index + 0.63%, 4.6817% 1/27/2027 (b)(c)(d) | 20700000 | 20748111 |
| National Bank of Canada 4.95% 2/1/2028 (c) | 23312000 | 23547348 |
| Royal Bank of Canada 5.069% 7/23/2027 (c) | 25000000 | 25160259 |
| Royal Bank of Canada U.S. SOFR Averages Index + 0.72%, 4.801% 10/18/2027 (c)(d) | 19000000 | 19050312 |
| Royal Bank of Canada U.S. SOFR Averages Index + 0.82%, 4.9396% 3/27/2028 (c)(d) | 20700000 | 20776261 |
| Royal Bank of Canada U.S. SOFR Index + 0.7%, 4.6944% 11/3/2028 (c)(d) | 23290000 | 23312067 |
| Toronto Dominion Bank U.S. SOFR Index + 0.62%, 4.7584% 12/17/2026 (c)(d) | 25000000 | 25082699 |
|  |  | 312191139 |
| TOTAL CANADA |  | 333473464 |
| FINLAND - 0.3%  |  |  |
| Financials - 0.3% |  |  |
| Banks - 0.3% |  |  |
| Nordea Bank Abp U.S. SOFR Index + 0.7%, 4.8376% 3/17/2028 (b)(c)(d) | 20345000 | 20425159 |
| FRANCE - 0.7%  |  |  |
| Financials - 0.7% |  |  |
| Banks - 0.7% |  |  |
| BNP Paribas SA 2.591% 1/20/2028 (b)(c) | 8083000 | 7935298 |
| Credit Agricole SA 1.247% 1/26/2027 (b)(c) | 14360000 | 14289309 |
| Credit Agricole SA 5.589% 7/5/2026 (b) | 27900000 | 28158710 |
| TOTAL FRANCE |  | 50383317 |
| GERMANY - 2.5%  |  |  |
| Consumer Discretionary - 1.5% |  |  |
| Automobiles - 1.5% |  |  |
| BMW US Capital LLC U.S. SOFR Averages Index + 0.8%, 4.7562% 8/13/2026 (b)(c)(d) | 18400000 | 18453354 |
| Mercedes-Benz Finance North America LLC U.S. SOFR Index + 0.63%, 4.6899% 7/31/2026 (b)(c)(d) | 18600000 | 18628223 |
| Mercedes-Benz Finance North America LLC U.S. SOFR Index + 0.78%, 4.8945% 4/1/2027 (b)(c)(d) | 28250000 | 28353313 |
| Volkswagen Group of America Finance LLC U.S. SOFR Index + 0.83%, 4.9543% 3/20/2026 (b)(c)(d) | 27150000 | 27185045 |
| Volkswagen Group of America Finance LLC U.S. SOFR Index + 1.06%, 5.0162% 8/14/2026 (b)(c)(d) | 17849000 | 17902314 |
|  |  | 110522249 |
| Financials - 1.0% |  |  |
| Capital Markets - 1.0% |  |  |
| Deutsche Bank AG/New York NY 2.311% 11/16/2027 (c) | 23600000 | 23166509 |
| Deutsche Bank AG/New York NY 2.552% 1/7/2028 (c) | 24000000 | 23547770 |
| Deutsche Bank AG/New York NY 7.146% 7/13/2027 (c) | 21000000 | 21360879 |
|  |  | 68075158 |
| TOTAL GERMANY |  | 178597407 |
| IRELAND - 0.5%  |  |  |
| Financials - 0.5% |  |  |
| Banks - 0.3% |  |  |
| Bank of Ireland Group PLC 2.029% 9/30/2027 (b)(c) | 18727000 | 18397360 |
| Consumer Finance - 0.2% |  |  |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust 2.45% 10/29/2026  | 15185000 | 14956453 |
| TOTAL IRELAND |  | 33353813 |
| ITALY - 0.2%  |  |  |
| Utilities - 0.2% |  |  |
| Electric Utilities - 0.2% |  |  |
| Enel Finance International NV 1.625% 7/12/2026 (b)(e) | 18000000 | 17722935 |
| JAPAN - 0.8%  |  |  |
| Communication Services - 0.0% |  |  |
| Diversified Telecommunication Services - 0.0% |  |  |
| NTT Finance Corp 4.567% 7/16/2027 (b) | 1033000 | 1040789 |
| Financials - 0.8% |  |  |
| Banks - 0.8% |  |  |
| Mizuho Financial Group Inc 1.234% 5/22/2027 (c) | 13100000 | 12920392 |
| Sumitomo Mitsui Financial Group Inc 1.402% 9/17/2026  | 26000000 | 25468085 |
| Sumitomo Mitsui Financial Group Inc 2.632% 7/14/2026  | 17700000 | 17545842 |
|  |  | 55934319 |
| TOTAL JAPAN |  | 56975108 |
| NETHERLANDS - 1.4%  |  |  |
| Financials - 1.0% |  |  |
| Banks - 1.0% |  |  |
| ABN AMRO Bank NV U.S. SOFR Averages Index + 1.78%, 5.9126% 9/18/2027 (b)(c)(d) | 19000000 | 19178629 |
| Cooperatieve Rabobank UA/NY 4.333% 8/28/2026  | 15000000 | 15051133 |
| ING Groep NV 1.726% 4/1/2027 (c) | 21617000 | 21440238 |
| ING Groep NV 6.083% 9/11/2027 (c) | 14800000 | 15011039 |
|  |  | 70681039 |
| Information Technology - 0.4% |  |  |
| Semiconductors & Semiconductor Equipment - 0.4% |  |  |
| NXP BV / NXP Funding LLC / NXP USA Inc 3.875% 6/18/2026  | 13300000 | 13279593 |
| NXP BV / NXP Funding LLC 5.35% 3/1/2026  | 15389000 | 15396190 |
|  |  | 28675783 |
| TOTAL NETHERLANDS |  | 99356822 |
| SWEDEN - 0.3%  |  |  |
| Financials - 0.3% |  |  |
| Banks - 0.3% |  |  |
| Swedbank AB 6.136% 9/12/2026 (b) | 21000000 | 21338107 |
| SWITZERLAND - 0.7%  |  |  |
| Financials - 0.7% |  |  |
| Capital Markets - 0.7% |  |  |
| UBS Group AG 1.364% 1/30/2027 (b)(c) | 14695000 | 14623485 |
| UBS Group AG 1.494% 8/10/2027 (b)(c) | 22000000 | 21589476 |
| UBS Group AG 4.703% 8/5/2027 (b)(c) | 12300000 | 12338994 |
| TOTAL SWITZERLAND |  | 48551955 |
| UNITED KINGDOM - 2.5%  |  |  |
| Financials - 2.2% |  |  |
| Banks - 2.2% |  |  |
| Barclays PLC 4.337% 1/10/2028  | 19500000 | 19537147 |
| Barclays PLC 4.375% 1/12/2026  | 18500000 | 18500597 |
| Barclays PLC 5.829% 5/9/2027 (c) | 18000000 | 18122546 |
| HSBC Holdings PLC 5.887% 8/14/2027 (c) | 18500000 | 18716524 |
| Lloyds Banking Group PLC 1.627% 5/11/2027 (c) | 23000000 | 22737470 |
| Lloyds Banking Group PLC U.S. SOFR Averages Index + 1.56%, 5.5595% 8/7/2027 (c)(d) | 8500000 | 8563149 |
| NatWest Group PLC 1.642% 6/14/2027 (c) | 18600000 | 18346861 |
| NatWest Group PLC 5.583% 3/1/2028 (c) | 6400000 | 6512043 |
| NatWest Group PLC 5.847% 3/2/2027 (c) | 27000000 | 27102439 |
|  |  | 158138776 |
| Health Care - 0.3% |  |  |
| Pharmaceuticals - 0.3% |  |  |
| GlaxoSmithKline Capital PLC U.S. SOFR Index + 0.5%, 4.6586% 3/12/2027 (c)(d) | 22946000 | 23028009 |
| TOTAL UNITED KINGDOM |  | 181166785 |
| UNITED STATES - 24.5%  |  |  |
| Communication Services - 0.1% |  |  |
| Wireless Telecommunication Services - 0.1% |  |  |
| T-Mobile USA Inc 1.5% 2/15/2026  | 6500000 | 6464057 |
| T-Mobile USA Inc 2.625% 4/15/2026  | 10000000 | 9948371 |
|  |  | 16412428 |
| Consumer Discretionary - 2.3% |  |  |
| Automobiles - 1.9% |  |  |
| American Honda Finance Corp 4.95% 1/9/2026  | 14550000 | 14558624 |
| American Honda Finance Corp U.S. SOFR Index + 0.55%, 4.5031% 5/11/2026 (c)(d) | 4900000 | 4905147 |
| American Honda Finance Corp U.S. SOFR Index + 0.65%, 4.6028% 5/20/2026 (c)(d) | 22500000 | 22531779 |
| American Honda Finance Corp U.S. SOFR Index + 0.65%, 4.6202% 11/19/2027 (c)(d) | 31400000 | 31388194 |
| General Motors Financial Co Inc 5.25% 3/1/2026  | 18400000 | 18408261 |
| General Motors Financial Co Inc 5.4% 4/6/2026  | 12200000 | 12251101 |
| Hyundai Capital America 5.45% 6/24/2026 (b) | 10930000 | 11002421 |
| Hyundai Capital America U.S. SOFR Index + 1.12%, 5.2436% 6/23/2027 (b)(c)(d) | 18850000 | 18947263 |
|  |  | 133992790 |
| Specialty Retail - 0.4% |  |  |
| Home Depot Inc/The U.S. SOFR Index + 0.33%, 4.4697% 12/24/2025 (c)(d) | 14248000 | 14250085 |
| Ross Stores Inc 0.875% 4/15/2026  | 19065000 | 18824253 |
|  |  | 33074338 |
| TOTAL CONSUMER DISCRETIONARY |  | 167067128 |
| Consumer Staples - 1.0% |  |  |
| Beverages - 0.3% |  |  |
| Keurig Dr Pepper Inc U.S. SOFR Index + 0.58%, 4.5339% 11/15/2026 (c)(d) | 23963000 | 23956796 |
| Consumer Staples Distribution & Retail - 0.5% |  |  |
| Mars Inc 4.45% 3/1/2027 (b) | 8647000 | 8705605 |
| Walmart Inc U.S. SOFR Averages Index + 0.43%, 4.4755% 4/28/2027 (c)(d) | 19569000 | 19634142 |
|  |  | 28339747 |
| Tobacco - 0.2% |  |  |
| Altria Group Inc 4.4% 2/14/2026  | 16566000 | 16563480 |
| TOTAL CONSUMER STAPLES |  | 68860023 |
| Energy - 0.6% |  |  |
| Oil, Gas & Consumable Fuels - 0.6% |  |  |
| Chevron USA Inc U.S. SOFR Averages Index + 0.36%, 4.3452% 2/26/2027 (c)(d) | 19369000 | 19405401 |
| Transcontinental Gas Pipe Line Co LLC 7.85% 2/1/2026  | 17000000 | 17006210 |
| Williams Cos Inc/The 5.4% 3/2/2026  | 5201000 | 5219118 |
|  |  | 41630729 |
| Financials - 16.9% |  |  |
| Banks - 9.1% |  |  |
| Bank of America Corp 1.658% 3/11/2027 (c) | 16500000 | 16381383 |
| Bank of America Corp 3.559% 4/23/2027 (c) | 21500000 | 21450492 |
| Bank of America Corp 3.705% 4/24/2028 (c) | 21850000 | 21737290 |
| Citibank NA U.S. SOFR Index + 0.708%, 4.6814% 8/6/2026 (c)(d) | 18650000 | 18699914 |
| Citibank NA U.S. SOFR Index + 0.712%, 4.6603% 11/19/2027 (c)(d) | 18600000 | 18638163 |
| Citibank NA U.S. SOFR Index + 0.781%, 4.831% 5/29/2027 (c)(d) | 15830000 | 15907931 |
| Citigroup Inc 1.122% 1/28/2027 (c) | 9300000 | 9253501 |
| Citigroup Inc 1.462% 6/9/2027 (c) | 9300000 | 9167495 |
| Citigroup Inc U.S. SOFR Index + 1.1143%, 5.1182% 5/7/2028 (c)(d) | 18300000 | 18408384 |
| Fifth Third Bancorp 1.707% 11/1/2027 (c) | 15000000 | 14654786 |
| Huntington National Bank/The U.S. SOFR Index + 0.72%, 4.8173% 4/12/2028 (c)(d) | 16536000 | 16526500 |
| JPMorgan Chase & Co 1.04% 2/4/2027 (c) | 20500000 | 20392650 |
| JPMorgan Chase & Co 1.47% 9/22/2027 (c) | 18900000 | 18505919 |
| JPMorgan Chase & Co 1.578% 4/22/2027 (c) | 21000000 | 20788323 |
| JPMorgan Chase & Co 2.947% 2/24/2028 (c) | 19250000 | 18989061 |
| JPMorgan Chase & Co 3.96% 1/29/2027 (c) | 16500000 | 16489486 |
| Morgan Stanley Bank NA 4.447% 10/15/2027 (c) | 9264000 | 9294394 |
| Morgan Stanley Bank NA U.S. SOFR Index + 0.685%, 4.7812% 10/15/2027 (c)(d) | 25000000 | 25050141 |
| Morgan Stanley Bank NA U.S. SOFR Index + 1.165%, 5.1814% 10/30/2026 (c)(d) | 16100000 | 16243676 |
| Morgan Stanley Private Bank NA U.S. SOFR Index + 0.77%, 4.8686% 7/6/2028 (c)(d) | 22410000 | 22454098 |
| Morgan Stanley Private Bank NA U.S. SOFR Index + 0.78%, 4.7485% 11/17/2028 (c)(d) | 23700000 | 23719529 |
| PNC Financial Services Group Inc/The 4.758% 1/26/2027 (c) | 20000000 | 20009970 |
| PNC Financial Services Group Inc/The 5.102% 7/23/2027 (c) | 23305000 | 23433605 |
| PNC Financial Services Group Inc/The 6.615% 10/20/2027 (c) | 11600000 | 11843788 |
| Truist Bank U.S. SOFR Index + 0.77%, 4.8267% 7/24/2028 (c)(d) | 24700000 | 24708332 |
| Truist Financial Corp 1.267% 3/2/2027 (c) | 10609000 | 10527438 |
| Truist Financial Corp 6.047% 6/8/2027 (c) | 21000000 | 21190793 |
| US Bancorp 6.787% 10/26/2027 (c) | 16500000 | 16886726 |
| US Bank NA/Cincinnati OH 4.507% 10/22/2027 (c) | 9302000 | 9337642 |
| US Bank NA/Cincinnati OH U.S. SOFR Index + 0.91%, 4.8639% 5/15/2028 (c)(d) | 29000000 | 29114531 |
| Wells Fargo & Co 3.196% 6/17/2027 (c) | 20500000 | 20398605 |
| Wells Fargo & Co 3.526% 3/24/2028 (c) | 22810000 | 22644499 |
| Wells Fargo & Co 4.9% 1/24/2028 (c) | 22600000 | 22793406 |
| Wells Fargo & Co 5.707% 4/22/2028 (c) | 20300000 | 20732146 |
| Wells Fargo & Co U.S. SOFR Index + 0.78%, 4.8367% 1/24/2028 (c)(d) | 20000000 | 20041074 |
|  |  | 646415671 |
| Capital Markets - 5.1% |  |  |
| Athene Global Funding 1.608% 6/29/2026 (b) | 13950000 | 13742944 |
| Athene Global Funding 4.86% 8/27/2026 (b) | 23600000 | 23701683 |
| Athene Global Funding 5.684% 2/23/2026 (b) | 6800000 | 6820919 |
| Athene Global Funding U.S. SOFR Averages Index + 0.83%, 4.9368% 1/7/2027 (b)(c)(d) | 26000000 | 26064741 |
| Bank of New York Mellon Corp/The 4.947% 4/26/2027 (c) | 25000000 | 25094522 |
| Bank of New York Mellon Corp/The U.S. SOFR Averages Index + 0.68%, 4.8565% 6/9/2028 (c)(d) | 21940000 | 21979915 |
| Bank of New York Mellon U.S. SOFR Averages Index + 0.71%, 4.791% 4/20/2027 (c)(d) | 28400000 | 28439045 |
| Equitable America Global Funding U.S. SOFR Index + 0.71%, 4.865% 9/15/2027 (b)(c)(d) | 20166000 | 20188183 |
| Goldman Sachs Group Inc/The 1.093% 12/9/2026 (c) | 26150000 | 26130323 |
| Goldman Sachs Group Inc/The 1.431% 3/9/2027 (c) | 25349000 | 25157421 |
| Goldman Sachs Group Inc/The 1.542% 9/10/2027 (c) | 16500000 | 16170557 |
| Goldman Sachs Group Inc/The 1.948% 10/21/2027 (c) | 26000000 | 25489009 |
| Goldman Sachs Group Inc/The U.S. SOFR Index + 1.29%, 5.352% 4/23/2028 (c)(d) | 15298000 | 15423628 |
| Morgan Stanley 1.512% 7/20/2027 (c) | 23800000 | 23404808 |
| Morgan Stanley 1.593% 5/4/2027 (c) | 24450000 | 24182917 |
| Sammons Financial Group Global Funding U.S. SOFR Index + 0.85%, 5.0467% 9/2/2027 (b)(c)(d) | 23000000 | 23090620 |
| State Street Bank & Trust Co U.S. SOFR Index + 0.46%, 4.4126% 11/25/2026 (c)(d) | 11840000 | 11874058 |
| State Street Corp U.S. SOFR Index + 0.95%, 5.0067% 4/24/2028 (c)(d) | 9555000 | 9614241 |
|  |  | 366569534 |
| Consumer Finance - 0.9% |  |  |
| American Express Co 5.389% 7/28/2027 (c) | 3925000 | 3959803 |
| American Express Co 5.645% 4/23/2027 (c) | 21550000 | 21683362 |
| Toyota Motor Credit Corp U.S. SOFR Averages Index + 0.45%, 4.5483% 4/10/2026 (c)(d) | 18800000 | 18817155 |
| Toyota Motor Credit Corp U.S. SOFR Index + 0.77%, 4.7203% 8/7/2026 (c)(d) | 18298000 | 18362970 |
|  |  | 62823290 |
| Financial Services - 0.6% |  |  |
| Corebridge Global Funding 5.35% 6/24/2026 (b) | 16320000 | 16437969 |
| Corebridge Global Funding U.S. SOFR Index + 1.3%, 5.4207% 9/25/2026 (b)(c)(d) | 25798000 | 25969259 |
|  |  | 42407228 |
| Insurance - 1.2% |  |  |
| Brown & Brown Inc 4.6% 12/23/2026  | 6977000 | 7009188 |
| Equitable Financial Life Global Funding 4.6% 4/1/2027 (b) | 12705000 | 12779215 |
| Jackson National Life Global Funding 4.9% 1/13/2027 (b) | 15420000 | 15539788 |
| Jackson National Life Global Funding U.S. SOFR Index + 0.89%, 5.0665% 6/9/2027 (b)(c)(d) | 17000000 | 17088720 |
| Protective Life Global Funding 5.209% 4/14/2026 (b) | 13800000 | 13851939 |
| Trinity Acq PLC 4.4% 3/15/2026  | 22000000 | 21998956 |
|  |  | 88267806 |
| TOTAL FINANCIALS |  | 1206483529 |
| Health Care - 0.9% |  |  |
| Biotechnology - 0.3% |  |  |
| Gilead Sciences Inc 3.65% 3/1/2026  | 20700000 | 20674293 |
| Pharmaceuticals - 0.6% |  |  |
| Bristol-Myers Squibb Co U.S. SOFR Index + 0.49%, 4.4313% 2/20/2026 (c)(d) | 11132000 | 11139974 |
| Merck & Co Inc U.S. SOFR Index + 0.46%, 4.6365% 9/15/2027 (c)(d) | 22526000 | 22651245 |
| Pfizer Inc U.S. SOFR Index + 0.5%, 4.4277% 11/15/2027 (c)(d) | 6400000 | 6415840 |
|  |  | 40207059 |
| TOTAL HEALTH CARE |  | 60881352 |
| Industrials - 0.2% |  |  |
| Machinery - 0.2% |  |  |
| Caterpillar Financial Services Corp U.S. SOFR Index + 0.69%, 4.7793% 10/16/2026 (c)(d) | 18000000 | 18076811 |
| Information Technology - 1.2% |  |  |
| Electronic Equipment, Instruments & Components - 0.5% |  |  |
| Amphenol Corp U.S. SOFR Index + 0.53%, 4.4819% 11/15/2027 (c)(d) | 10353000 | 10369036 |
| Dell International LLC / EMC Corp 4.9% 10/1/2026  | 22090000 | 22208380 |
| Dell International LLC / EMC Corp 6.02% 6/15/2026  | 1220000 | 1227365 |
|  |  | 33804781 |
| Software - 0.6% |  |  |
| Oracle Corp 2.65% 7/15/2026  | 19000000 | 18824987 |
| VMware LLC 1.4% 8/15/2026  | 23700000 | 23282910 |
|  |  | 42107897 |
| Technology Hardware, Storage & Peripherals - 0.1% |  |  |
| Hewlett Packard Enterprise Co 4.45% 9/25/2026  | 9053000 | 9080727 |
| TOTAL INFORMATION TECHNOLOGY |  | 84993405 |
| Real Estate - 0.4% |  |  |
| Office REITs - 0.4% |  |  |
| COPT Defense Properties LP 2.25% 3/15/2026  | 27000000 | 26828838 |
| Utilities - 0.9% |  |  |
| Electric Utilities - 0.6% |  |  |
| DTE Electric Co 4.25% 5/14/2027  | 3954000 | 3981442 |
| Eversource Energy 4.75% 5/15/2026  | 14045000 | 14085228 |
| NextEra Energy Capital Holdings Inc 4.685% 9/1/2027  | 10348000 | 10457524 |
| Oncor Electric Delivery Co LLC 4.5% 3/20/2027 (b) | 12377000 | 12470293 |
|  |  | 40994487 |
| Multi-Utilities - 0.3% |  |  |
| Dominion Energy Inc 1.45% 4/15/2026  | 22000000 | 21778502 |
| TOTAL UTILITIES |  | 62772989 |
| TOTAL UNITED STATES |  | 1754007232 |
| <br> **TOTAL NON-CONVERTIBLE CORPORATE BONDS**<br> (Cost $2,832,468,293) |  | <br> **2844887459** |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Certificates of Deposit - 11.1%** | &nbsp;&nbsp;**Certificates of Deposit - 11.1%** | &nbsp;&nbsp;**Certificates of Deposit - 11.1%** | &nbsp;&nbsp;**Certificates of Deposit - 11.1%** |
|  | Yield (%) (f) | Principal<br> Amount (a)<br>| Value ($)<br>|
| Bank of Nova Scotia/Houston yankee U.S. SOFR Index + 0.33%, 4.38% 7/22/2026 (c)(d) | 4.38 | 27500000 | 27517454 |
| Bank of Nova Scotia/Houston yankee U.S. SOFR Index + 0.33%, 4.38% 8/13/2026 (c)(d) | 4.38 | 27500000 | 27511954 |
| Bank of Nova Scotia/Houston yankee U.S. SOFR Index + 0.35%, 4.4% 12/19/2025 (c)(d) | 4.40 | 27800000 | 27803759 |
| Barclays Bank PLC/NY yankee U.S. SOFR Index + 0.34%, 4.39% 12/31/2025 (c)(d) | 4.39 | 29000000 | 29006006 |
| Barclays Bank PLC/NY yankee U.S. SOFR Index + 0.37%, 4.42% 10/23/2026 (c)(d) | 4.42 | 27000000 | 26990358 |
| Canadian Imperial Bank of Commerce/New York NY yankee U.S. SOFR Index + 0.34%, 4.39% 10/16/2026 (c)(d) | 4.39 | 27000000 | 26999957 |
| Canadian Imperial Bank of Commerce/New York NY yankee U.S. SOFR Index + 0.38%, 4.43% 12/22/2025 (c)(d) | 4.43 | 28000000 | 28005684 |
| Commonwealth Bank of Australia/New York NY yankee U.S. SOFR Index + 0.3%, 4.35% 10/13/2026 (c)(d) | 4.35 | 27000000 | 26998399 |
| Commonwealth Bank of Australia/New York NY yankee U.S. SOFR Index + 0.31%, 4.36% 11/10/2026 (c)(d) | 4.36 | 27000000 | 26998682 |
| Lloyds Bank Corporate Markets PLC/New York NY yankee U.S. SOFR Index + 0.34%, 4.39% 8/21/2026 (c)(d) | 4.39 | 27500000 | 27499868 |
| Lloyds Bank Corporate Markets PLC/New York NY yankee U.S. SOFR Index + 0.34%, 4.39% 9/8/2026 (c)(d) | 4.39 | 27000000 | 26999838 |
| Mitsubishi UFJ Trust & Banking Corp/NY yankee U.S. SOFR Index + 0.35%, 4.4% 9/10/2026 (c)(d) | 4.40 | 27000000 | 26999811 |
| Mitsubishi UFJ Trust & Banking Corp/NY yankee U.S. SOFR Index + 0.35%, 4.4% 9/2/2026 (c)(d) | 4.47 | 27000000 | 26999927 |
| Mitsubishi UFJ Trust & Banking Corp/NY yankee U.S. SOFR Index + 0.36%, 4.41% 7/23/2026 (c)(d) | 4.41 | 27500000 | 27499600 |
| Mitsubishi UFJ Trust & Banking Corp/NY yankee U.S. SOFR Index + 0.38%, 4.43% 1/9/2026 (c)(d) | 4.43 | 13500000 | 13504317 |
| Mizuho Bank Ltd/New York NY yankee U.S. SOFR Index + 0.35%, 4.4% 1/30/2026 (c)(d) | 4.40 | 28000000 | 28010900 |
| Mizuho Bank Ltd/New York NY yankee U.S. SOFR Index + 0.35%, 4.4% 5/4/2026 (c)(d) | 4.40 | 28500000 | 28515142 |
| Mizuho Bank Ltd/New York NY yankee U.S. SOFR Index + 0.4%, 4.45% 5/8/2026 (c)(d) | 4.45 | 24000000 | 24017837 |
| Royal Bank of Canada/New York NY yankee U.S. SOFR Index + 0.31%, 4.36% 10/2/2026 (c)(d) | 4.36 | 27000000 | 26992380 |
| Sumitomo Mitsui Banking Corp/New York yankee U.S. SOFR Index + 0.35%, 4.4% 7/24/2026 (c)(d) | 4.40 | 27500000 | 27499975 |
| Sumitomo Mitsui Banking Corp/New York yankee U.S. SOFR Index + 0.35%, 4.4% 8/31/2026 (c)(d) | 4.40 | 27000000 | 26999992 |
| Sumitomo Mitsui Banking Corp/New York yankee U.S. SOFR Index + 0.37%, 4.42% 10/30/2026 (c)(d) | 4.42 | 27000000 | 26999997 |
| Sumitomo Mitsui Trust NY yankee U.S. SOFR Index + 0.35%, 4.4% 12/3/2025 (c)(d) | 4.40 | 28000000 | 28000969 |
| Svenska Handelsbanken/New York NY U.S. SOFR Index + 0.34%, 4.27% 12/10/2025 (c)(d) | 4.27 | 28000000 | 28001767 |
| Svenska Handelsbanken/New York NY yankee U.S. SOFR Index + 0.3%, 4.35% 10/7/2026 (c)(d) | 4.35 | 27000000 | 26994168 |
| Svenska Handelsbanken/New York NY yankee U.S. SOFR Index + 0.35%, 4.4% 4/8/2026 (c)(d) | 4.40 | 28500000 | 28521076 |
| Svenska Handelsbanken/New York NY yankee U.S. SOFR Index + 0.4%, 4.45% 4/15/2026 (c)(d) | 4.45 | 15000000 | 15014479 |
| Toronto-Dominion Bank/NY yankee U.S. SOFR Index + 0.32%, 4.37% 10/1/2026 (c)(d) | 4.37 | 27000000 | 26996396 |
| UBS AG/Stamford CT yankee U.S. SOFR Index + 0.41%, 4.524% 10/2/2026 (c)(d) | 4.52 | 28500000 | 28518448 |
| Westpac Banking Corp/NY yankee U.S. SOFR Index + 0.3%, 4.35% 10/19/2026 (c)(d) | 4.35 | 27000000 | 26995518 |
| <br> **TOTAL CERTIFICATES OF DEPOSIT**<br> (Cost $795,300,000) |  |  | **795414658** |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Commercial Paper - 6.0%** | &nbsp;&nbsp;**Commercial Paper - 6.0%** | &nbsp;&nbsp;**Commercial Paper - 6.0%** | &nbsp;&nbsp;**Commercial Paper - 6.0%** |
|  | Yield (%) (f) | Principal<br> Amount (a)<br>| Value ($)<br>|
| Bank of Montreal U.S. SOFR Index + 0.45%, 4.59% 4/8/2026 (c)(d) | 4.59 | 28500000 | 28525613 |
| DNB Bank ASA yankee 3.85% 4/16/2026  | 3.93 | 19000000 | 18718823 |
| HSBC USA Inc U.S. SOFR Index + 0.53%, 4.58% 7/7/2026 (c)(d) | 4.58 | 27500000 | 27499563 |
| HSBC USA Inc U.S. SOFR Index + 0.55%, 4.6% 4/30/2026 (c)(d) | 4.60 | 25000000 | 25028662 |
| ING US Funding LLC U.S. SOFR Index + 0.3%, 4.21% 2/6/2026 (c)(d) | 4.21 | 24000000 | 24008174 |
| ING US Funding LLC U.S. SOFR Index + 0.3%, 4.31% 4/2/2026 (c)(d) | 4.31 | 27500000 | 27510112 |
| National Australia Bank Ltd U.S. SOFR Index + 0.27%, 4.32% 8/13/2026 (c)(d) | 4.32 | 27000000 | 27000265 |
| National Bank of Canada U.S. SOFR Index + 0.25%, 4.26% 12/17/2025 (c)(d) | 4.26 | 28000000 | 28002397 |
| National Bank of Canada U.S. SOFR Index + 0.33%, 4.34% 8/14/2026 (c)(d) | 4.34 | 27500000 | 27499953 |
| National Bank of Canada yankee 4.31% 1/16/2026  | 4.50 | 28000000 | 27850743 |
| Nordea Bank Abp U.S. SOFR Index + 0.25%, 4.26% 7/14/2026 (c)(d) | 4.26 | 27000000 | 27000224 |
| Nordea Bank Abp U.S. SOFR Index + 0.26%, 4.27% 8/4/2026 (c)(d) | 4.27 | 27000000 | 26998812 |
| Royal Bank of Canada 3.95% 3/25/2026  | 4.03 | 25000000 | 24683695 |
| Svenska Handelsbanken AB U.S. SOFR Index + 0.3%, 4.31% 10/19/2026 (c)(d) | 4.31 | 27000000 | 26993002 |
| Toronto Dominion Bank U.S. SOFR Index + 0.45%, 4.46% 4/27/2026 (c)(d) | 4.46 | 22000000 | 22025826 |
| Toronto Dominion Bank yankee 3.85% 5/4/2026  | 3.93 | 27000000 | 26543789 |
| Westpac Banking Corp U.S. SOFR Index + 0.4%, 4.45% 4/10/2026 (c)(d) | 4.45 | 15000000 | 15011748 |
| <br> **TOTAL COMMERCIAL PAPER**<br> (Cost $430,807,784) |  |  | **430901401** |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**U.S. Treasury Obligations - 19.2%** | &nbsp;&nbsp;**U.S. Treasury Obligations - 19.2%** | &nbsp;&nbsp;**U.S. Treasury Obligations - 19.2%** | &nbsp;&nbsp;**U.S. Treasury Obligations - 19.2%** |
|  | Yield (%) (f) | Principal<br> Amount (a)<br>| Value ($)<br>|
| US Treasury Bills 0% 1/2/2026  | 3.90 | 356500000 | 355294239 |
| US Treasury Bills 0% 12/11/2025  | 4.24 | 400000000 | 399565000 |
| US Treasury Bills 0% 5/7/2026  | 3.75 | 255000000 | 250930886 |
| US Treasury Notes 3.5% 9/30/2026  | 3.73 to 4.36 | 301000000 | 300572014 |
| US Treasury Notes 4.25% 1/31/2026  | 4.17 to 5.02 | 66500000 | 66532470 |
| <br> **TOTAL U.S. TREASURY OBLIGATIONS**<br> (Cost $1,371,735,380) |  |  | **1372894609** |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Money Market Funds - 5.8%** | &nbsp;&nbsp;**Money Market Funds - 5.8%** | &nbsp;&nbsp;**Money Market Funds - 5.8%** | &nbsp;&nbsp;**Money Market Funds - 5.8%** |
|  | Yield (%) | Shares | Value ($)<br>|
| Fidelity Cash Central Fund (g)<br>(Cost $414,846,825)<br>| 4.02 | 414816736 | **414899699** |

---

---

| | |
|:---|:---|
| <br> **TOTAL INVESTMENT IN SECURITIES - 99.6%**<br> (Cost $7,107,141,833)<br>| <br>**7123493863** |
| **NET OTHER ASSETS (LIABILITIES) - 0.4%**  | **27992844** |
| **NET ASSETS - 100.0%** | **7151486707** |

---

**Legend**

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

(b) Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration, normally to qualified institutional buyers. At the end of the period, the value of these securities amounted to $1,248,007,488 or 17.5% of net assets.

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

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

(e) Security initially issued at one coupon which converts to a higher coupon at a specified date. The rate shown is the rate at period end.

(f) Yield represents either the annualized yield at the date of purchase, or the stated coupon rate, or, for floating and adjustable rate securities, the rate at period end.

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

**Affiliated Central Funds**

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

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Affiliate  | Value,<br> beginning<br> of period ($) | Purchases ($) | Sales<br> Proceeds ($) | Dividend<br> Income ($) | Realized<br> Gain (loss) ($) | Change in<br> Unrealized<br> appreciation<br> (depreciation) ($) | Value,<br> end<br> of period ($) | <br>Shares,<br> end<br> of period  | % ownership,<br> end<br> of period |
| Fidelity Cash Central Fund | 1064475193 | 754250819 | 1403830507 | 8803061 | 4194 | - | 414899699 | 414816736 | 0.7% |
| Total | 1064475193 | 754250819 | 1403830507 | 8803061 | 4194 | - | 414899699 |  |  |

---

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

**Investment Valuation**

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

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

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

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

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

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

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

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

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

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

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02210

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

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

- **a. Name of Series:** Fidelity Conservative Income Bond Fund

- **b. EDGAR series identifier (if any):** S000031520

- **c. LEI of Series:** 549300RJSC0IGB6T7O73

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

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

- **b. Date as of which information is reported:** 2025-11-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $7160285911.49

**Total Liabilities:** $26977138.79

**Net Assets:** $7133308772.70

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 122989.61473570 | **1-Year:** 246143.03932367 | **5-Year:** 98075.72035259 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

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

- **3-Month:** 23223.41754000 | **1-Year:** 33115.73790000 | **5-Year:** 14084.79779000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000098000 | 0.35%                | 0.34%                | 0.34%                |
| Class ID C000243069 | 0.36%                | 0.34%                | 0.44%                |
| Class ID C000243070 | 0.34%                | 0.32%                | 0.42%                |
| Class ID C000243071 | 0.35%                | 0.34%                | 0.44%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $781967.99               | $2001977.50                                |
| Month 2  | $37435.64                | $-1682403.76                               |
| Month 3  | $667740.74               | $173815.98                                 |

### 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        | 424928874 | NS      | $425013859.60 | 5.96%             |  |  |  | No            |                  1 | On Loan: No      |
| GILEAD SCIENCES INC                                       | GILEAD SCIENCES INC 3.65% 03/01/2026                                         | CUSIP: 375558BF9<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |  20700000 | PA      | $20674293.71  | 0.29%             | 2026-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                              | BARCLAYS PLC 4.375% 01/12/2026                                               | CUSIP: 06738EAN5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |  18500000 | PA      | $18500597.18  | 0.26%             | 2026-01-12      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GENERAL MTRS FINL CO INC                                  | GENERAL MTRS FINL CO INC 5.25% 03/01/2026                                    | CUSIP: 37045XBG0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |  18400000 | PA      | $18408260.50  | 0.26%             | 2026-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TRINITY ACQ PLC                                           | TRINITY ACQ PLC 4.4% 03/15/2026                                              | CUSIP: 89641UAC5<br>LEI: 549300FJZWZN6MJNGB63 | Long             | DBT              | CORP              | GB        |  22000000 | PA      | $21998956.32  | 0.31%             | 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        |  19000000 | PA      | $18824987.20  | 0.26%             | 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        |  17700000 | PA      | $17545842.20  | 0.25%             | 2026-07-14      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                              | ENBRIDGE INC 4.25% 12/01/2026                                                | CUSIP: 29250NAL9<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |  12300000 | PA      | $12320290.45  | 0.17%             | 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        |  19500000 | PA      | $19537146.92  | 0.27%             | 2028-01-10      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TRANSCONTINENTAL GAS PIPE LINE CO LLC                     | TRANSCONTINENTAL GAS LINE LLC 7.85% 02/01/2026                               | CUSIP: 893574AH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  17000000 | PA      | $17006210.44  | 0.24%             | 2026-02-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                               | BANK OF AMERICA CORPORATION 3.705%/VAR 04/24/2028                            | CUSIP: 06051GGL7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  21850000 | PA      | $21737289.62  | 0.30%             | 2028-04-24      | Variable      | 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        |   9000000 | PA      | $8962034.94   | 0.13%             | 2027-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                     | JPMORGAN CHASE and CO 3.96%/VAR 01/29/2027                                   | CUSIP: 46647PBA3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  16500000 | PA      | $16489486.04  | 0.23%             | 2027-01-29      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                          | ALTRIA GROUP INC 4.4% 02/14/2026                                             | CUSIP: 02209SBC6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |  16566000 | PA      | $16563480.15  | 0.23%             | 2026-02-14      | 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        |  21500000 | PA      | $21450492.17  | 0.30%             | 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        |  20500000 | PA      | $20398604.95  | 0.29%             | 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        |  21520000 | PA      | $21336509.50  | 0.30%             | 2026-08-03      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                              | UBS GROUP AG 1.364%/VAR 01/30/2027 144A                                      | CUSIP: 902613AC2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |  14695000 | PA      | $14623484.87  | 0.21%             | 2027-01-30      | Variable      | 0.01%                 | 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        |  27000000 | PA      | $26828838.09  | 0.38%             | 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        |  19065000 | PA      | $18824253.09  | 0.26%             | 2026-04-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                             | GOLDMAN SACHS GROUP INC (THE) 1.093%/VAR 12/09/2026                          | CUSIP: 38141GXM1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  26150000 | PA      | $26130323.43  | 0.37%             | 2026-12-09      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                        | CREDIT AGRICOLE SA 1.247%/VAR 01/26/2027 144A                                | CUSIP: 22535WAH0<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |  14360000 | PA      | $14289309.45  | 0.20%             | 2027-01-26      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL QUE                                      | BANK OF MONTREAL QUE 0.949%/VAR 01/22/2027                                   | CUSIP: 06368EDC3<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |  13000000 | PA      | $12937515.63  | 0.18%             | 2027-01-22      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                             | CITIGROUP INC 1.122%/VAR 01/28/2027                                          | CUSIP: 17327CAM5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   9300000 | PA      | $9253501.40   | 0.13%             | 2027-01-28      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                     | JPMORGAN CHASE and CO 1.04%/VAR 02/04/2027                                   | CUSIP: 46647PBW5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  20500000 | PA      | $20392649.91  | 0.29%             | 2027-02-04      | Variable      | 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        |  13100000 | PA      | $12920392.06  | 0.18%             | 2027-05-22      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                     | TRUIST FINANCIAL CORP 1.267%/VAR 03/02/2027                                  | CUSIP: 89788MAD4<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |  10609000 | PA      | $10527438.75  | 0.15%             | 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        |  25349000 | PA      | $25157420.62  | 0.35%             | 2027-03-09      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| TOYOTA AUTO LN EXTD NT TR 2021-1                          | TOYOTA AUTO LN EXTD NT TR 2021-1 1.07% 02/27/2034 144A                       | CUSIP: 89237MAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2350000 | PA      | $2332808.81   | 0.03%             | 2034-02-27      | Fixed         | 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        |  23000000 | PA      | $22737469.72  | 0.32%             | 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        |  16500000 | PA      | $16381383.32  | 0.23%             | 2027-03-11      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                          | T-MOBILE USA INC 2.625% 04/15/2026                                           | CUSIP: 87264ABU8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9948370.70   | 0.14%             | 2026-04-15      | Fixed         | 0.03%                 | 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        |  21617000 | PA      | $21440237.79  | 0.30%             | 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        |  22000000 | PA      | $21778501.58  | 0.31%             | 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        |  21088000 | PA      | $20868438.07  | 0.29%             | 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        |  21000000 | PA      | $20788322.94  | 0.29%             | 2027-04-22      | 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        |  24450000 | PA      | $24182917.00  | 0.34%             | 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        |   3500000 | PA      | $3463651.42   | 0.05%             | 2026-04-27      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                          | T-MOBILE USA INC 1.5% 02/15/2026                                             | CUSIP: 87264ABZ7<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   6500000 | PA      | $6464056.82   | 0.09%             | 2026-02-15      | 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        |   9300000 | PA      | $9167494.90   | 0.13%             | 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        |  16500000 | PA      | $16170556.88  | 0.23%             | 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        |  18600000 | PA      | $18346861.44  | 0.26%             | 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        |   1220000 | PA      | $1227364.82   | 0.02%             | 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        |  22090000 | PA      | $22208380.09  | 0.31%             | 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        |  13950000 | PA      | $13742943.64  | 0.19%             | 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        |  18000000 | PA      | $17722934.64  | 0.25%             | 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        |  23800000 | PA      | $23404808.38  | 0.33%             | 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        |  23700000 | PA      | $23282909.39  | 0.33%             | 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        |  22000000 | PA      | $21589476.48  | 0.30%             | 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        |  26000000 | PA      | $25468084.46  | 0.36%             | 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        |  18900000 | PA      | $18505919.31  | 0.26%             | 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        |  18727000 | PA      | $18397359.67  | 0.26%             | 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        |  26000000 | PA      | $25489009.26  | 0.36%             | 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        |  15185000 | PA      | $14956453.75  | 0.21%             | 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        |  15000000 | PA      | $14654786.25  | 0.21%             | 2027-11-01      | Variable      | 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        |  23600000 | PA      | $23166508.59  | 0.32%             | 2027-11-16      | 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        |  24000000 | PA      | $23547769.92  | 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        |   8083000 | PA      | $7935298.21   | 0.11%             | 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        |  19250000 | PA      | $18989060.86  | 0.27%             | 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        |  22810000 | PA      | $22644498.62  | 0.32%             | 2028-03-24      | 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        |  13300000 | PA      | $13279593.41  | 0.19%             | 2026-06-18      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG LLC                                        | NXP BV/NXP FDG LLC 5.35% 03/01/2026                                          | CUSIP: 62947QBB3<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |  15389000 | PA      | $15396190.36  | 0.22%             | 2026-03-01      | Fixed         | 0.05%                 | 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        |  12300000 | PA      | $12338993.71  | 0.17%             | 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        |    964454 | PA      | $963932.20    | 0.01%             | 2027-04-15      | Fixed         | 0.04%                 | 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        |   3767698 | PA      | $3779688.54   | 0.05%             | 2027-08-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GRP INC                            | PNC FINANCIAL SERVICES GRP INC 4.758%/VAR 01/26/2027                         | CUSIP: 693475BL8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |  20000000 | PA      | $20009970.00  | 0.28%             | 2027-01-26      | Variable      | 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        |   4523854 | PA      | $4532771.42   | 0.06%             | 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        |   5201000 | PA      | $5219118.10   | 0.07%             | 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        |  27000000 | PA      | $27102438.54  | 0.38%             | 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        |  12200000 | PA      | $12251101.16  | 0.17%             | 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        |  13800000 | PA      | $13851938.51  | 0.19%             | 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        |  25000000 | PA      | $25094522.00  | 0.35%             | 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        |  18000000 | PA      | $18122545.98  | 0.25%             | 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        |  14045000 | PA      | $14085228.39  | 0.20%             | 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        |   1752310 | PA      | $1759898.05   | 0.02%             | 2027-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CR ACC MST TR                            | AMERICAN EXPRESS CR ACC MST TR 4.87% 05/15/2028                              | CUSIP: 02582JJZ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  15100000 | PA      | $15158775.24  | 0.21%             | 2028-05-15      | 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        |  21000000 | PA      | $21190792.56  | 0.30%             | 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        |  22870000 | PA      | $23016374.86  | 0.32%             | 2028-06-15      | Fixed         | 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        |  27900000 | PA      | $28158709.17  | 0.39%             | 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        |  21000000 | PA      | $21360879.96  | 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        |   3925000 | PA      | $3959803.56   | 0.06%             | 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        |   8500000 | PA      | $8563149.31   | 0.12%             | 2027-08-07      | Variable      | 0.06%                 | 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        |  18500000 | PA      | $18716524.19  | 0.26%             | 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        |  21000000 | PA      | $21338106.51  | 0.30%             | 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        |  14800000 | PA      | $15011038.68  | 0.21%             | 2027-09-11      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN AUTO LEASE TRUST 2023-A                        | VOLKSWAGEN AUTO LEASE TRUST 2023-A 5.81% 10/20/2026                          | CUSIP: 92867UAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2211765 | PA      | $2214995.74   | 0.03%             | 2026-10-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO LEASE SECURITIZATION TRUST 2023-C            | HYUNDAI AUTO LEASE SECURITIZATION TRUST 2023-C 5.8% 12/15/2026 144A          | CUSIP: 44935VAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5495651 | PA      | $5503012.00   | 0.08%             | 2026-12-15      | Fixed         | 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        |  19000000 | PA      | $19178629.26  | 0.27%             | 2027-09-18      | 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        |  25798000 | PA      | $25969258.22  | 0.36%             | 2026-09-25      | Variable      | 0.05%                 | 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        |  11600000 | PA      | $11843788.50  | 0.17%             | 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        |  16500000 | PA      | $16886725.85  | 0.24%             | 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        |  16100000 | PA      | $16243675.60  | 0.23%             | 2026-10-30      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORP                               | AMERICAN HONDA FINANCE CORP 4.95% 01/09/2026                                 | CUSIP: 02665WEY3<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |  14550000 | PA      | $14558623.93  | 0.20%             | 2026-01-09      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                 | UST NOTES 4.25% 01/31/2026                                                   | CUSIP: 91282CJV4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  66500000 | PA      | $66532470.62  | 0.93%             | 2026-01-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                   | BRISTOL-MYERS SQUIBB CO FRN SOFR+49 02/20/2026                               | CUSIP: 110122EM6<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |  11132000 | PA      | $11139974.19  | 0.16%             | 2026-02-20      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                     | ATHENE GLOBAL FUNDING 5.684% 02/23/2026 144A                                 | CUSIP: 04685A3S8<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   6800000 | PA      | $6820920.20   | 0.10%             | 2026-02-23      | Fixed         | 0.06%                 | 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        |   6400000 | PA      | $6512043.14   | 0.09%             | 2028-03-01      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE OWNER TRUST 2024                               | JOHN DEERE OWNER TRUST 2024 5.19% 02/16/2027                                 | CUSIP: 47800RAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1341584 | PA      | $1342166.70   | 0.02%             | 2027-02-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO RECEIVABLES TR 2024-A                        | HYUNDAI AUTO RECEIVABLES TR 2024-A 5.29% 04/15/2027                          | CUSIP: 448973AB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    813029 | PA      | $813509.36    | 0.01%             | 2027-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NISSAN MASTER OWNER TR RECEIVABLE                         | NISSAN MASTER OWNER TR RECEIVABLES SOFR30A+190 02/15/2028 144A               | CUSIP: 65479VAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  25000000 | PA      | $25004382.50  | 0.35%             | 2028-02-15      | Variable      | 0.05%                 | 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        |  23000000 | PA      | $23319543.60  | 0.33%             | 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        |  27150000 | PA      | $27185044.95  | 0.38%             | 2026-03-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CHASE AUTO OWNER TRUST 2024-1                             | CHASE AUTO OWNER TRUST 2024-1 5.13% 05/25/2029 144A                          | CUSIP: 16144BAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  13157214 | PA      | $13275300.18  | 0.19%             | 2029-05-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI AUTOMOBILE LEASE SECURITIZATION TR 2024-A      | WORLD OMNI AUTOMOBILE LEASE SECURITIZATION TR 2024-A A2B 5.57% 02/16/2027    | CUSIP: 981946AC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    642147 | PA      | $642241.46    | 0.01%             | 2027-02-16      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TR 2024-2                               | CARMAX AUTO OWNER TR 2024-2 SOFR30A+73 05/17/2027                            | CUSIP: 14319EAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    797634 | PA      | $797766.02    | 0.01%             | 2027-05-17      | Variable      | 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        |  20300000 | PA      | $20732145.99  | 0.29%             | 2028-04-22      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING 2024-2                         | ENTERPRISE FLEET FINANCING 2024-2 5.74% 12/20/2026 144A                      | CUSIP: 29375RAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1106111 | PA      | $1110707.95   | 0.02%             | 2026-12-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TOYOTA AUTO RECEIVABLES 2024-B OWNER TR                   | TOYOTA AUTO RECEIVABLES OWNER TR 2024-B A2B TSFR1M+36 03/15/2027             | CUSIP: 89237NAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    792165 | PA      | $792220.23    | 0.01%             | 2027-03-15      | Variable      | 0.04%                 | 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        |  21550000 | PA      | $21683361.53  | 0.30%             | 2027-04-23      | Variable      | 0.06%                 | 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        |   2604545 | PA      | $2616610.67   | 0.04%             | 2027-08-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL AUTOMOBILE LEASING TRUST 2024-2              | GM FINANCIAL AUTOMOBILE LEASING TRUST 2024-2 A3 5.39% 07/20/2027             | CUSIP: 36269WAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  12883039 | PA      | $12941065.96  | 0.18%             | 2027-07-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HONDA AUTO RECEIVABLES 2024-2 OWNER TR                    | HONDA AUTO RECEIVABLES 2024-2 OWNER TR 5.48% 11/18/2026                      | CUSIP: 437930AB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    461469 | PA      | $461834.29    | 0.01%             | 2026-11-18      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO LEASE SECURITIZATION TRUST 2024-B            | HYUNDAI AUTO LEASE SECURITIZATION TRUST 2024-B 5.51% 10/15/2026 144A         | CUSIP: 44934FAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    103117 | PA      | $103181.10    | 0.00%             | 2026-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI AUTO RECEIVABLES TR 2024-B                     | WORLD OMNI AUTO RECEIVABLES TR 2024-B 5.48% 09/15/2027                       | CUSIP: 98164HAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    123710 | PA      | $123785.12    | 0.00%             | 2027-09-15      | 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        |   4461945 | PA      | $4486427.25   | 0.06%             | 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 5.44% 02/16/2027                       | CUSIP: 58770JAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3763610 | PA      | $3769905.59   | 0.05%             | 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        |   2624765 | PA      | $2629284.83   | 0.04%             | 2027-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CHASE AUTO OWNER TRUST 24-3                               | CHASE AUTO OWNER TRUST 5.53% 09/27/2027 144A                                 | CUSIP: 16144LAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    726859 | PA      | $727787.92    | 0.01%             | 2027-09-27      | Fixed         | 0.06%                 | 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        |    202405 | PA      | $202861.08    | 0.00%             | 2027-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HPEFS EQUIP TR 2024-2                                     | HPEFS EQUIP TR 2024-2 5.5% 10/20/2031 144A                                   | CUSIP: 40444MAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    373156 | PA      | $373411.77    | 0.01%             | 2031-10-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                            | HOME DEPOT INC FRN SOFR+33 12/24/2025                                        | CUSIP: 437076CY6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |  14248000 | PA      | $14250084.77  | 0.20%             | 2025-12-24      | Variable      | 0.04%                 | 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        |  10930000 | PA      | $11002420.98  | 0.15%             | 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        |  16320000 | PA      | $16437969.45  | 0.23%             | 2026-06-24      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI SELECT AUTO TR 2024-A                          | WORLD OMNI SELECT AUTO TR 2024-A 5.37% 02/15/2028                            | CUSIP: 98164LAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1716032 | PA      | $1717761.29   | 0.02%             | 2028-02-15      | Fixed         | 0.05%                 | 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        |  25000000 | PA      | $25160258.75  | 0.35%             | 2027-07-23      | Variable      | 0.05%                 | 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        |  23305000 | PA      | $23433604.91  | 0.33%             | 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        |   4944742 | PA      | $4955828.54   | 0.07%             | 2027-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CHASE AUTO OWNER TRUST                                    | CHASE AUTO OWNER TRUST 5.25% 09/27/2027 144A                                 | CUSIP: 16144YAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2693111 | PA      | $2697248.64   | 0.04%             | 2027-09-27      | 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        |  18600000 | PA      | $18628223.08  | 0.26%             | 2026-07-31      | Variable      | 0.05%                 | 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        |  18650000 | PA      | $18699914.11  | 0.26%             | 2026-08-06      | Variable      | 0.05%                 | 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        |  23800000 | PA      | $24010520.52  | 0.34%             | 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        |  18298000 | PA      | $18362970.16  | 0.26%             | 2026-08-07      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                                        | BMW US CAPITAL LLC FRN SOFRINDX+80 08/13/2026 144A                           | CUSIP: 05565ECN3<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |  18400000 | PA      | $18453354.11  | 0.26%             | 2026-08-13      | Variable      | 0.05%                 | 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        |  17849000 | PA      | $17902314.07  | 0.25%             | 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        |  18000000 | PA      | $18076811.40  | 0.25%             | 2026-10-16      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| RABOBANK NEDERLAND NEW YORK BRH                           | RABOBANK NEDERLAND NY BRH 4.333% 08/28/2026                                  | CUSIP: 21688ABF8<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $15051132.90  | 0.21%             | 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        |  23600000 | PA      | $23701682.96  | 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        |  23970000 | PA      | $24054754.32  | 0.34%             | 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        |  18700000 | PA      | $18754654.12  | 0.26%             | 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        |  10646057 | PA      | $10668718.34  | 0.15%             | 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        |   5209459 | PA      | $5217326.79   | 0.07%             | 2027-05-17      | Fixed         | 0.05%                 | 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        |   5938686 | PA      | $5940745.07   | 0.08%             | 2027-08-16      | Variable      | 0.05%                 | 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        |   9053000 | PA      | $9080727.17   | 0.13%             | 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        | 301000000 | PA      | $300572014.12 | 4.21%             | 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        |   6446107 | PA      | $6455784.15   | 0.09%             | 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        |   5363832 | PA      | $5369351.80   | 0.08%             | 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        |   1897164 | PA      | $1898991.57   | 0.03%             | 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        |  18800000 | PA      | $18817154.25  | 0.26%             | 2026-04-10      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                      | ROYAL BANK OF CANADA FRN SOFRINDX+72 10/18/2027                              | CUSIP: 78017FZR7<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |  19000000 | PA      | $19050312.19  | 0.27%             | 2027-10-18      | Variable      | 0.05%                 | 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        |   4900000 | PA      | $4905148.14   | 0.07%             | 2026-05-11      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| TESLA AUTO LEASE TRUST 2024-B                             | TESLA AUTO LEASE TRUST 2024-B 4.79% 01/20/2027 144A                          | CUSIP: 881934AB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1866453 | PA      | $1867866.03   | 0.03%             | 2027-01-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BK NA SALT LAKE                            | MORGAN STANLEY BK NA SALT LAKE 4.447%/VAR 10/15/2027                         | CUSIP: 61690U8G8<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |   9264000 | PA      | $9294394.54   | 0.13%             | 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        |  25000000 | PA      | $25050140.50  | 0.35%             | 2027-10-15      | Variable      | 0.05%                 | 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        |   9302000 | PA      | $9337642.38   | 0.13%             | 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        |   4652439 | PA      | $4659528.27   | 0.07%             | 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        |  18600000 | PA      | $18638163.48  | 0.26%             | 2027-11-19      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE PRIME AUTO RECEIVABLES TR 2024-1              | CAPITAL ONE PRIME AUTO RECEIVABLES TR 2024-1 4.61% 10/15/2027                | CUSIP: 14043NAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6239786 | PA      | $6247919.45   | 0.09%             | 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        |   8933757 | PA      | $8954531.15   | 0.13%             | 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        |   6163007 | PA      | $6175236.38   | 0.09%             | 2027-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA HOUSTON BRANCH                        | BANK OF NOVA SCOTIA HOUSTON BR YCD SOFR+35 12/19/2025                        | CUSIP: 06418NEL2<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | US        |  27800000 | PA      | $27803758.56  | 0.39%             | 2025-12-19      | Variable      | 0.04%                 | 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        |  15700000 | PA      | $15806196.37  | 0.22%             | 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        |  25000000 | PA      | $25052736.75  | 0.35%             | 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        |  11840000 | PA      | $11874058.00  | 0.17%             | 2026-11-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| PNC BANK NA PITTSBURGH PA                                 | PNC BANK NA PITTSBURGH PA 4.775%/VAR 01/15/2027                              | CUSIP: 69353RFX1<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |   9246000 | PA      | $9250992.01   | 0.13%             | 2027-01-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI TRUST BANK LTC NY                         | SUMITOMO MITSUI TR BANK LTD NY YCD SOFR+35 12/03/2025                        | CUSIP: 86564PX63<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | US        |  28000000 | PA      | $28000968.80  | 0.39%             | 2025-12-03      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| PORSCHE FINANCIAL AUTO SECURITIZATION TRUST               | PORSCHE FINANCIAL AUTO SECURITIZATION TRUST 4.45% 01/24/2028 144A            | CUSIP: 73328EAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2764074 | PA      | $2765151.35   | 0.04%             | 2028-01-24      | Fixed         | 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        |   2382496 | PA      | $2384165.64   | 0.03%             | 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        |  25000000 | PA      | $25082698.75  | 0.35%             | 2026-12-17      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SVENSKA HANDELSBANKEN NY                                  | SVENSKA HANDELSBANKEN NY VCD SOFR+34 12/10/2025                              | CUSIP: 86959TJT4<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | US        |  28000000 | PA      | $28001766.80  | 0.39%             | 2025-12-10      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPRL BK COMM NY BRH                             | CANADIAN IMPRL BK COMM NY BRH YCD SOFR+38 12/22/2025                         | CUSIP: 13606DDL3<br>LEI: 549300H8L46OOZOFHU82 | Long             | DBT              | CORP              | US        |  28000000 | PA      | $28005684.00  | 0.39%             | 2025-12-22      | 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        |  26000000 | PA      | $26064740.52  | 0.37%             | 2027-01-07      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| JACKSON NATL LIFE GLOBAL FDG                              | JACKSON NATL LIFE GLOBAL FDG 4.9% 01/13/2027 144A                            | CUSIP: 46849LVC2<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |  15420000 | PA      | $15539788.11  | 0.22%             | 2027-01-13      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ TRUST and BANKING CORP NY BRANCH           | MITSUBISHI UFJ TR and BK NY BRH YCD SOFR+38 01/09/2026                       | CUSIP: 60683DN70<br>LEI: JBONEPAGQXF4QP29B387 | Long             | DBT              | CORP              | US        |  13500000 | PA      | $13504317.30  | 0.19%             | 2026-01-09      | Variable      | 0.04%                 | 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        |   8841822 | PA      | $8861452.92   | 0.12%             | 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        |   5233702 | PA      | $5249561.72   | 0.07%             | 2027-10-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HALST 2025-A                                              | HALST 2025-A 4.83% 01/18/2028 144A                                           | CUSIP: 44935WAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  20302000 | PA      | $20502212.23  | 0.29%             | 2028-01-18      | 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        |   7404421 | PA      | $7420925.81   | 0.10%             | 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        |   5916527 | PA      | $5926050.97   | 0.08%             | 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        |  22600000 | PA      | $22793405.83  | 0.32%             | 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        |  20000000 | PA      | $20041073.60  | 0.28%             | 2028-01-24      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI AUTO RECEIVABLES TRUST 2025-A                  | WORLD OMNI AUTO RECEIVABLES TRUST 2025-A 4.49% 04/17/2028                    | CUSIP: 98164YAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   9188434 | PA      | $9201562.94   | 0.13%             | 2028-04-17      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO LEASE TRUST 2025-A                       | FORD CREDIT AUTO LEASE TRUST 2025-A 4.57% 08/15/2027                         | CUSIP: 345282AB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10467823 | PA      | $10490701.77  | 0.15%             | 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        |  20700000 | PA      | $20748111.35  | 0.29%             | 2027-01-27      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF CANADA                                   | NATIONAL BANK OF CANADA YCP .0431 01/16/2026                                 | CUSIP: 63307MAG4<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |  28000000 | PA      | $27850743.20  | 0.39%             | 2026-01-16      | Fixed         | 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        |  23312000 | PA      | $23547348.39  | 0.33%             | 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        |  13182874 | PA      | $13227480.98  | 0.19%             | 2027-10-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC NY BRANCH                               | BARCLAYS BANK PLC NY BRANCH YCD SOFR+34 12/31/2025                           | CUSIP: 06745GCH2<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | DBT              | CORP              | US        |  29000000 | PA      | $29006005.90  | 0.41%             | 2025-12-31      | Variable      | 0.04%                 | 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        |  15198042 | PA      | $15226689.96  | 0.21%             | 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        |  27311475 | PA      | $27371464.75  | 0.38%             | 2027-05-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MIZUHO BANK LTD NY BRANCH                                 | MIZUHO BANK LTD NY BRANCH YCD SOFR+35 01/30/2026                             | CUSIP: 60710TZR5<br>LEI: RB0PEZSDGCO3JS6CEU02 | Long             | DBT              | CORP              | US        |  28000000 | PA      | $28010900.40  | 0.39%             | 2026-01-30      | Variable      | 0.04%                 | 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        |  17442244 | PA      | $17500294.81  | 0.25%             | 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        |   7705783 | PA      | $7715774.91   | 0.11%             | 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        |   7905996 | PA      | $7928108.05   | 0.11%             | 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        |  16536000 | PA      | $16526499.90  | 0.23%             | 2028-04-12      | Variable      | 0.05%                 | 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        |  19369000 | PA      | $19405400.16  | 0.27%             | 2027-02-26      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                  | MARS INC 4.45% 03/01/2027 144A                                               | CUSIP: 571676AW5<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   8647000 | PA      | $8705605.30   | 0.12%             | 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        |  22946000 | PA      | $23028009.00  | 0.32%             | 2027-03-12      | Variable      | 0.05%                 | 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        |   2655268 | PA      | $2657631.05   | 0.04%             | 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        |  19625000 | PA      | $19638763.01  | 0.28%             | 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        |   4009371 | PA      | $4017514.41   | 0.06%             | 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        |  20345000 | PA      | $20425159.30  | 0.29%             | 2028-03-17      | Variable      | 0.05%                 | 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        |  17900873 | PA      | $17941173.71  | 0.25%             | 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        |  12140028 | PA      | $12163294.28  | 0.17%             | 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        |  13010000 | PA      | $13034692.98  | 0.18%             | 2029-03-15      | Variable      | 0.05%                 | 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        |  12377000 | PA      | $12470292.63  | 0.17%             | 2027-03-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF CANADA                                   | NATIONAL BANK OF CANADA VCP SOFR+25 12/17/2025                               | CUSIP: 63307NNF0<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |  28000000 | PA      | $28002396.80  | 0.39%             | 2025-12-17      | Variable      | 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        |  20998000 | PA      | $21018966.50  | 0.29%             | 2026-10-01      | Variable      | 0.05%                 | 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        |  20700000 | PA      | $20776261.08  | 0.29%             | 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        |  22325000 | PA      | $22373192.98  | 0.31%             | 2030-03-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FINANCE NORTH AMERICA LLC                   | MERCEDES-BENZ FINANCE NORTH AMERICA LLC FRN SOFR+78 04/01/2027 144A          | CUSIP: 58769JBD8<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |  28250000 | PA      | $28353312.79  | 0.40%             | 2027-04-01      | Variable      | 0.05%                 | 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        |  12705000 | PA      | $12779215.24  | 0.18%             | 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        |  28500000 | PA      | $28515142.05  | 0.40%             | 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        |  28500000 | PA      | $28518448.05  | 0.40%             | 2026-10-02      | Variable      | 0.05%                 | 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        |  28500000 | PA      | $28521075.75  | 0.40%             | 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        |  28500000 | PA      | $28525612.95  | 0.40%             | 2026-04-08      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK OF NEW YORK MELLON                                   | BANK OF NEW YORK MELLON FRN SOFRINDX+71 04/20/2027                           | CUSIP: 06405LAG6<br>LEI: HPFHU0OQ28E4N0NFVK49 | Long             | DBT              | CORP              | US        |  28400000 | PA      | $28439044.60  | 0.40%             | 2027-04-20      | Variable      | 0.05%                 | 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        |    512490 | PA      | $513864.96    | 0.01%             | 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        |  15298000 | PA      | $15423627.94  | 0.22%             | 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        |  15000000 | PA      | $15014479.50  | 0.21%             | 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        |  15000000 | PA      | $15011748.00  | 0.21%             | 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        |  16139580 | PA      | $16185318.33  | 0.23%             | 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        |   9207246 | PA      | $9230230.54   | 0.13%             | 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        |   2455000 | PA      | $2462144.79   | 0.03%             | 2027-07-22      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TOYOTA AUTO RECEIVABLES 2025-B OWNER TR                   | TOYOTA AUTO RECEIVABLES 2025-B OWNER TR 4.46% 03/15/2028                     | CUSIP: 89231HAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  23708744 | PA      | $23753359.46  | 0.33%             | 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        |   9555000 | PA      | $9614241.00   | 0.13%             | 2028-04-24      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                               | WALMART INC FRN SOFRINDX+43 04/28/2027                                       | CUSIP: 931142FM0<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |  19569000 | PA      | $19634140.90  | 0.28%             | 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        |  22000000 | PA      | $22025825.80  | 0.31%             | 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        |  17984000 | PA      | $18011173.82  | 0.25%             | 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        |  20871000 | PA      | $20956625.36  | 0.29%             | 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        |  23963000 | PA      | $23956796.46  | 0.34%             | 2026-11-15      | Variable      | 0.05%                 | 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        |   3204552 | PA      | $3210499.20   | 0.05%             | 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        |  25000000 | PA      | $25028662.50  | 0.35%             | 2026-04-30      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                             | CITIGROUP INC FRN SOFR+111.43 05/07/2028                                     | CUSIP: 172967PY1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |  18300000 | PA      | $18408383.95  | 0.26%             | 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        |  16827461 | PA      | $16857467.80  | 0.24%             | 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        |  22483194 | PA      | $22516311.24  | 0.32%             | 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        |   4961897 | PA      | $4970551.40   | 0.07%             | 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        |   3954000 | PA      | $3981442.06   | 0.06%             | 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        |  24000000 | PA      | $24017836.80  | 0.34%             | 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        |  10071226 | PA      | $10097731.85  | 0.14%             | 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        |  13710000 | PA      | $13783193.58  | 0.19%             | 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        |  19898059 | PA      | $19941019.27  | 0.28%             | 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        |   8705000 | PA      | $8757246.54   | 0.12%             | 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        |  29000000 | PA      | $29114530.28  | 0.41%             | 2028-05-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ING US FUNDING LLC                                        | ING US FUNDING LLC VCP SOFR+30 02/06/2026                                    | CUSIP: 44988KLX5<br>LEI: 254900QX5Y2ZDZ6XBT08 | Long             | DBT              | CORP              | US        |  24000000 | PA      | $24008174.40  | 0.34%             | 2026-02-06      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| TRUIST BANK                                               | TRUIST BANK 4.671%/VAR 05/20/2027                                            | CUSIP: 89788JAE9<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |  10496000 | PA      | $10518926.62  | 0.15%             | 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        |  18276367 | PA      | $18325744.36  | 0.26%             | 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        |  11482828 | PA      | $11497131.98  | 0.16%             | 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        |  22500000 | PA      | $22531778.78  | 0.32%             | 2026-05-20      | Variable      | 0.05%                 | 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        |   6875765 | PA      | $6891133.23   | 0.10%             | 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        |  15830000 | PA      | $15907930.77  | 0.22%             | 2027-05-29      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BMW VEHICLE LEASE TRUST 2025-1                            | BMW VEHICLE LEASE TRUST 2025-1 4.43% 09/27/2027                              | CUSIP: 096912AB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  19708058 | PA      | $19754651.44  | 0.28%             | 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        |  11870000 | PA      | $11899494.58  | 0.17%             | 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        |  21940000 | PA      | $21979915.44  | 0.31%             | 2028-06-09      | Variable      | 0.05%                 | 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        |  17000000 | PA      | $17088719.77  | 0.24%             | 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        |  14472146 | PA      | $14498945.69  | 0.20%             | 2028-08-10      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST BILLS                                                 | UST BILLS 0% 12/11/2025                                                      | CUSIP: 912797QY6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 400000000 | PA      | $399565000.00 | 5.60%             | 2025-12-11      | Fixed         | 0.00%                 | 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        |  17114828 | PA      | $17153298.27  | 0.24%             | 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        |   6977000 | PA      | $7009188.18   | 0.10%             | 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        |   9175000 | PA      | $9217495.85   | 0.13%             | 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        |  11789870 | PA      | $11806706.14  | 0.17%             | 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        |  18850000 | PA      | $18947263.36  | 0.27%             | 2027-06-23      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| UST BILLS                                                 | UST BILLS 0% 01/02/2026                                                      | CUSIP: 912797RA7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 356500000 | PA      | $355294238.57 | 4.98%             | 2026-01-02      | Fixed         | 0.00%                 | 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        |   1045393 | PA      | $1047099.29   | 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        |  27500000 | PA      | $27510111.75  | 0.39%             | 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        |  27500000 | PA      | $27499562.75  | 0.39%             | 2026-07-07      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP                                          | NTT FINANCE CORP 4.567% 07/16/2027 144A                                      | CUSIP: 62954WAP0<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |   1033000 | PA      | $1040788.80   | 0.01%             | 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        |  22640000 | PA      | $22743935.71  | 0.32%             | 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        |  20130000 | PA      | $20188272.32  | 0.28%             | 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        |  10930000 | PA      | $10968152.26  | 0.15%             | 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        |  12180000 | PA      | $12241898.76  | 0.17%             | 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        |  22410000 | PA      | $22454098.40  | 0.31%             | 2028-07-06      | Variable      | 0.05%                 | 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        |  10180000 | PA      | $10212708.34  | 0.14%             | 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        |   8760000 | PA      | $8782018.26   | 0.12%             | 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        |  24700000 | PA      | $24708332.05  | 0.35%             | 2028-07-24      | Variable      | 0.05%                 | 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        |  27500000 | PA      | $27517454.25  | 0.39%             | 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        |  27500000 | PA      | $27499598.50  | 0.39%             | 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        |  27500000 | PA      | $27499975.25  | 0.39%             | 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        |  10348000 | PA      | $10457524.27  | 0.15%             | 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        |  19652000 | PA      | $19691311.86  | 0.28%             | 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        |  22700000 | PA      | $22742896.19  | 0.32%             | 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        |  22760000 | PA      | $22827681.41  | 0.32%             | 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        |   4496603 | PA      | $4506121.11   | 0.06%             | 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        |  27500000 | PA      | $27511954.25  | 0.39%             | 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        |  27500000 | PA      | $27499953.25  | 0.39%             | 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        |  15805000 | PA      | $15819050.65  | 0.22%             | 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        |  27500000 | PA      | $27499868.00  | 0.39%             | 2026-08-21      | Variable      | 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        |  23000000 | PA      | $23090620.00  | 0.32%             | 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        |  27000000 | PA      | $26999927.10  | 0.38%             | 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        |  27000000 | PA      | $26999991.90  | 0.38%             | 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        |  22526000 | PA      | $22651244.56  | 0.32%             | 2027-09-15      | Variable      | 0.05%                 | 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        |  30575000 | PA      | $30611738.92  | 0.43%             | 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        |  19765000 | PA      | $19766009.99  | 0.28%             | 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        |  20166000 | PA      | $20188182.60  | 0.28%             | 2027-09-15      | Variable      | 0.05%                 | 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        |  23300000 | PA      | $23316113.35  | 0.33%             | 2028-09-15      | Variable      | 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 09/08/2026        | CUSIP: 53947B4H0<br>LEI: 213800MBWEIJDM5CU638 | Long             | DBT              | CORP              | US        |  27000000 | PA      | $26999838.00  | 0.38%             | 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        |  27000000 | PA      | $26999811.00  | 0.38%             | 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        |  17195000 | PA      | $17202717.12  | 0.24%             | 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        |  17195000 | PA      | $17186390.46  | 0.24%             | 2029-02-12      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL QUE                                      | BANK OF MONTREAL QUE FRN SOFRINDX+NA 09/22/2028                              | CUSIP: 06368MXW9<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |  23500000 | PA      | $23502795.56  | 0.33%             | 2028-09-22      | Variable      | 0.05%                 | 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        |  27000000 | PA      | $26999956.80  | 0.38%             | 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        |  17175000 | PA      | $17201909.79  | 0.24%             | 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        |  25000000 | PA      | $24683695.00  | 0.35%             | 2026-03-25      | Fixed         | 0.04%                 | 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        |  27000000 | PA      | $26996395.50  | 0.38%             | 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        |  23300000 | PA      | $23303131.52  | 0.33%             | 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        |  27000000 | PA      | $26992380.60  | 0.38%             | 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        |  20090000 | PA      | $20100714.00  | 0.28%             | 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        |  22088256 | PA      | $22085024.51  | 0.31%             | 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        |  22315000 | PA      | $22322151.96  | 0.31%             | 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        |  27000000 | PA      | $26994168.00  | 0.38%             | 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        |  27000000 | PA      | $26998398.90  | 0.38%             | 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        |  18190000 | PA      | $18199198.68  | 0.26%             | 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        |  27000000 | PA      | $27000224.10  | 0.38%             | 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        |  27000000 | PA      | $26543789.10  | 0.37%             | 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        |  19000000 | PA      | $18718822.80  | 0.26%             | 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        |  27000000 | PA      | $26995518.00  | 0.38%             | 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        |  27000000 | PA      | $26990358.30  | 0.38%             | 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        |  27000000 | PA      | $26993001.60  | 0.38%             | 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        |  23290000 | PA      | $23317961.97  | 0.33%             | 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        |  10353000 | PA      | $10369036.18  | 0.15%             | 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        |  23290000 | PA      | $23312066.81  | 0.33%             | 2028-11-03      | Variable      | 0.05%                 | 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        |  27000000 | PA      | $26999997.30  | 0.38%             | 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        | 255000000 | PA      | $250930885.95 | 3.52%             | 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        |  18055000 | PA      | $18072318.36  | 0.25%             | 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        |  27000000 | PA      | $26998682.40  | 0.38%             | 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        |  27000000 | PA      | $26998812.00  | 0.38%             | 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        |  27000000 | PA      | $27000264.60  | 0.38%             | 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        |  23700000 | PA      | $23719528.80  | 0.33%             | 2028-11-17      | Variable      | 0.05%                 | 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        |  31400000 | PA      | $31388193.60  | 0.44%             | 2027-11-19      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                | PFIZER INC FRN SOFR+50 11/15/2027                                            | CUSIP: 717081FC2<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |   6400000 | PA      | $6415840.00   | 0.09%             | 2027-11-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-12-30

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

**Signature:** Laura M. Del Prato

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

**Title:** President and Treasurer