# EDGAR Filing Document

**Accession Number:** 0000035315
**File Stem:** 0000035402-26-002548
**Filing Date:** 2026-4
**Character Count:** 146114
**Document Hash:** 54100bc98dbc7b1afa5f1da35f2a1bda
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000035402-26-002548.hdr.sgml**: 20260424

**ACCESSION NUMBER**: 0000035402-26-002548

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260228

**FILED AS OF DATE**: 20260424

**DATE AS OF CHANGE**: 20260424

**PERIOD START**: 20260831

**FILER**: 

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

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0430

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-02105
- **FILM NUMBER:** 26895333

**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           |

## 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:** 2026-02-28

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $7224397577.35

**Total Liabilities:** $45665591.07

**Net Assets:** $7178731986.28

**Cash Not Reported:** $45281138.25

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 136372.39801304 | **1-Year:** 210974.78177564 | **5-Year:** 91805.59724137 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

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

- **3-Month:** 20667.16845000 | **1-Year:** 19520.97650000 | **5-Year:** 10047.03400000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000098000 | 0.34%                | 0.33%                | 0.30%                |
| Class ID C000243069 | 0.34%                | 0.33%                | 0.30%                |
| Class ID C000243070 | 0.32%                | 0.31%                | 0.28%                |
| Class ID C000243071 | 0.34%                | 0.33%                | 0.30%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $451565.57               | $536904.12                                 |
| Month 2  | $1094569.95              | $-307460.84                                |
| Month 3  | $488510.67               | $-1237530.87                               |

### 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        | 597015503 | NS      | $597134905.63 | 8.32%             |  |  |  | No            |                  1 | On Loan: No      |
| TRINITY ACQ PLC                                               | TRINITY ACQ PLC 4.4% 03/15/2026                                                        | CUSIP: 89641UAC5<br>LEI: 549300FJZWZN6MJNGB63 | Long             | DBT              | CORP              | GB        |  22000000 | PA      | $21999394.12  | 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      | $18886226.67  | 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      | $17620419.21  | 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      | $12315344.74  | 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      | $19553622.66  | 0.27%             | 2028-01-10      | Fixed         | 0.04%                 | 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      | $21780203.02  | 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      | $8998817.94   | 0.13%             | 2027-06-01      | 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      | $21484398.96  | 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      | $20449374.64  | 0.28%             | 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      | $21412622.95  | 0.30%             | 2026-08-03      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                           | AMERICAN TOWER CORP 2.75% 01/15/2027                                                   | CUSIP: 03027XAX8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |  18700000 | PA      | $18506402.08  | 0.26%             | 2027-01-15      | Fixed         | 0.03%                 | 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      | $26980073.73  | 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      | $18994087.16  | 0.26%             | 2026-04-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP INC                                    | MIZUHO FINL GROUP INC 1.234%/VAR 05/22/2027                                            | CUSIP: 60687YBP3<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |  13100000 | PA      | $13022245.87  | 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      | $10609000.00  | 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      | $25333520.89  | 0.35%             | 2027-03-09      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                      | LLOYDS BANKING GROUP PLC 1.627%/VAR 05/11/2027                                         | CUSIP: 53944YAP8<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |  23000000 | PA      | $22890201.91  | 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      | $16490713.31  | 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      | $9981759.90   | 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      | $21576045.51  | 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      | $21933112.30  | 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      | $21016442.09  | 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      | $20927081.07  | 0.29%             | 2027-04-22      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                   | BANK OF AMERICA CORPORATION 1.734%/VAR 07/22/2027                                      | CUSIP: 06051GJS9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  19000000 | PA      | $18829437.19  | 0.26%             | 2027-07-22      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                | MORGAN STANLEY 1.593%/VAR 05/04/2027                                                   | CUSIP: 61772BAB9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |  24450000 | PA      | $24346996.80  | 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      | $3486515.17   | 0.05%             | 2026-04-27      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                     | UST NOTES 0.75% 05/31/2026                                                             | CUSIP: 91282CCF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  70000000 | PA      | $69490312.50  | 0.97%             | 2026-05-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                 | CITIGROUP INC 1.462%/VAR 06/09/2027                                                    | CUSIP: 172967NA5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   9300000 | PA      | $9234407.75   | 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      | $16283126.15  | 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        |  24652000 | PA      | $24485862.28  | 0.34%             | 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      | $1220846.46   | 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      | $22167022.31  | 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      | $13835192.20  | 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      | $17834050.62  | 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      | $23579116.72  | 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      | $23419727.12  | 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      | $21753707.80  | 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      | $25663295.06  | 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      | $18634012.74  | 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      | $18504446.46  | 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      | $25650024.40  | 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      | $15038042.91  | 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      | $14776980.75  | 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      | $23313342.84  | 0.32%             | 2027-11-16      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                             | HSBC HOLDINGS PLC 2.251%/VAR 11/22/2027                                                | CUSIP: 404280CX5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |  19245000 | PA      | $19022649.24  | 0.26%             | 2027-11-22      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG NEW YORK BNCH                                | DEUTSCHE BANK AG NEW YORK BNCH 2.552%/VAR 01/07/2028                                   | CUSIP: 25160PAH0<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | US        |  24000000 | PA      | $23699193.60  | 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      | $7982579.64   | 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      | $19055576.16  | 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      | $22692109.48  | 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      | $13289726.68  | 0.19%             | 2026-06-18      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                  | UBS GROUP AG 4.703%/VAR 08/05/2027 144A                                                | CUSIP: 902613AS7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |  12300000 | PA      | $12332338.67  | 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        |    382177 | PA      | $382142.25    | 0.01%             | 2027-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                      | COOPERATIEVE RABOBANK UA 4.655%/VAR 08/22/2028 144A                                    | CUSIP: 74977RDR2<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |  21000000 | PA      | $21202944.63  | 0.30%             | 2028-08-22      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ AUTO RECEIVABLES TRUST 2022-1                   | MERCEDES-BENZ AUTO RECEIVABLES TRUST 2022-1 5.21% 08/16/2027                           | CUSIP: 58768PAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2019712 | PA      | $2024037.00   | 0.03%             | 2027-08-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TAOT 2023-A                                                   | TAOT 2023-A A3 4.63% 09/15/2027                                                        | CUSIP: 891940AC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3038275 | PA      | $3044260.02   | 0.04%             | 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      | $5201000.00   | 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      | $27000000.00  | 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      | $12213143.43  | 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      | $13819713.30  | 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      | $25040353.50  | 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      | $18057976.20  | 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      | $14064296.43  | 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        |   1256656 | PA      | $1261709.32   | 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      | $15131593.73  | 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      | $21104925.87  | 0.29%             | 2027-06-08      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GMF FLOORPLAN OWNER REVOLVING TR                              | GMF FLOORPLAN OWNER REVOLVING TR 5.34% 06/15/2028 144A                                 | CUSIP: 361886CR3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  22870000 | PA      | $22968272.39  | 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      | $28055475.54  | 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      | $21237443.22  | 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      | $3946035.92   | 0.05%             | 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      | $8545172.49   | 0.12%             | 2027-08-07      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                             | HSBC HOLDINGS PLC 5.887%/VAR 08/14/2027                                                | CUSIP: 404280DZ9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |  18500000 | PA      | $18657305.13  | 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      | $21249330.27  | 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      | $14960227.17  | 0.21%             | 2027-09-11      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                              | ABN AMRO BANK NV 6.339%/VAR 09/18/2027 144A                                            | CUSIP: 00084DBA7<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |   7100000 | PA      | $7188776.98   | 0.10%             | 2027-09-18      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                              | ABN AMRO BANK NV FRN SOFRINDX+178 09/18/2027 144A                                      | CUSIP: 00084DBB5<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |  19000000 | PA      | $19146226.09  | 0.27%             | 2027-09-18      | Variable      | 0.05%                 | 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      | $25925158.86  | 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        |  18301000 | PA      | $18604071.88  | 0.26%             | 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      | $16809135.92  | 0.23%             | 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      | $16192343.16  | 0.23%             | 2026-10-30      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                             | NATWEST GROUP PLC 5.583%/VAR 03/01/2028                                                | CUSIP: 639057AL2<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   6400000 | PA      | $6501620.99   | 0.09%             | 2028-03-01      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GMF FLOORPLAN OWNER REVOLVING TR                              | GMF FLOORPLAN OWNER REVOLVING TR 5.13% 03/15/2029 144A                                 | CUSIP: 361886DA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  23000000 | PA      | $23314414.60  | 0.32%             | 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      | $27159080.32  | 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        |  10918808 | PA      | $11021821.74  | 0.15%             | 2029-05-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                            | WELLS FARGO and CO NEW 5.707%/VAR 04/22/2028                                           | CUSIP: 95000U3L5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |  20300000 | PA      | $20671661.54  | 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        |    550381 | PA      | $551747.30    | 0.01%             | 2026-12-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                           | AMERICAN EXPRESS CO 5.645%/VAR 04/23/2027                                              | CUSIP: 025816DT3<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |  21550000 | PA      | $21597667.95  | 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        |   1670489 | PA      | $1676480.47   | 0.02%             | 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        |   8539981 | PA      | $8572902.42   | 0.12%             | 2027-07-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SBNA AUTO LEASE TRUST 2024-B                                  | SBNA AUTO LEASE TRUST 2024-B 5.56% 11/22/2027 144A                                     | CUSIP: 78437VAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3411370 | PA      | $3426583.95   | 0.05%             | 2027-11-22      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ AUTO LEASE TRUST 2024-A                         | MERCEDES-BENZ AUTO LEASE TRUST 2024-A 5.44% 02/16/2027                                 | CUSIP: 58770JAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    234544 | PA      | $234723.45    | 0.00%             | 2027-02-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FORDO 2024-B                                                  | FORDO 2024-B 5.4% 04/15/2027                                                           | CUSIP: 34531QAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    254669 | PA      | $254878.21    | 0.00%             | 2027-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CARMAX SELECT RECEIVABLES TRUST 2024-A                        | CARMAX SELECT RECEIVABLES TRUST 2024-A 5.78% 09/15/2027                                | CUSIP: 14319FAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     66129 | PA      | $66203.69     | 0.00%             | 2027-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                       | HYUNDAI CAP AMER 5.45% 06/24/2026 144A                                                 | CUSIP: 44891ADA2<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |  10930000 | PA      | $10974772.12  | 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      | $16390745.89  | 0.23%             | 2026-06-24      | 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      | $25109869.75  | 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      | $23404857.26  | 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        |   1857393 | PA      | $1859475.97   | 0.03%             | 2027-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FINANCE NORTH AMERICA LLC                       | MERCEDES-BENZ FINANCE NORTH AMERICA LLC FRN SOFR+63 07/31/2026 144A                    | CUSIP: 58769JAV9<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |  18600000 | PA      | $18632702.33  | 0.26%             | 2026-07-31      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                                | CITIBANK NA FRN SOFR+70.8 08/06/2026                                                   | CUSIP: 17325FBH0<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |  18650000 | PA      | $18676781.40  | 0.26%             | 2026-08-06      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| DLLMT 2024-1 LLC                                              | DLLMT 2024-1 LLC 4.84% 08/21/2028 144A                                                 | CUSIP: 23347AAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  23800000 | PA      | $23989593.18  | 0.33%             | 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      | $18347221.62  | 0.26%             | 2026-08-07      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                                            | BMW US CAPITAL LLC FRN SOFRINDX+80 08/13/2026 144A                                     | CUSIP: 05565ECN3<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |  18400000 | PA      | $18450600.00  | 0.26%             | 2026-08-13      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMER FIN LLC                                 | VOLKSWAGEN GROUP AMER FIN LLC FRN SOFR+106 08/14/2026 144A                             | CUSIP: 928668CJ9<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |  17849000 | PA      | $17908080.19  | 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      | $18057414.24  | 0.25%             | 2026-10-16      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| RABOBANK NEDERLAND NEW YORK BRH                               | RABOBANK NEDERLAND NY BRH 4.333% 08/28/2026                                            | CUSIP: 21688ABF8<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $15032566.35  | 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      | $23685504.22  | 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      | $24053743.51  | 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      | $18751528.04  | 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        |   8449523 | PA      | $8465606.26   | 0.12%             | 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        |   3073561 | PA      | $3076326.42   | 0.04%             | 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        |   3366880 | PA      | $3368098.78   | 0.05%             | 2027-08-16      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| HEWLETT PACKARD ENTERPRISE CO                                 | HEWLETT PACKARD ENTERPRISE CO 4.45% 09/25/2026                                         | CUSIP: 42824CBR9<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |   9053000 | PA      | $9079673.49   | 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      | $300732510.33 | 4.19%             | 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        |   3782918 | PA      | $3787430.16   | 0.05%             | 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        |   2561277 | PA      | $2563204.34   | 0.04%             | 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        |    502007 | PA      | $502292.35    | 0.01%             | 2028-05-22      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                      | TOYOTA MOTOR CREDIT CORP FRN SOFRINDX+45 04/10/2026                                    | CUSIP: 89236TMR3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |  18800000 | PA      | $18805247.46  | 0.26%             | 2026-04-10      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                          | ROYAL BANK OF CANADA FRN SOFRINDX+72 10/18/2027                                        | CUSIP: 78017FZR7<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |  19000000 | PA      | $19052891.63  | 0.27%             | 2027-10-18      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORP                                   | AMERICAN HONDA FINANCE CORP FRN SOFR+55 05/11/2026                                     | CUSIP: 02665WFR7<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   4900000 | PA      | $4903606.99   | 0.07%             | 2026-05-11      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BK NA SALT LAKE                                | MORGAN STANLEY BK NA SALT LAKE 4.447%/VAR 10/15/2027                                   | CUSIP: 61690U8G8<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |   9264000 | PA      | $9297230.06   | 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      | $25050500.00  | 0.35%             | 2027-10-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| US BANK NA CINCINNATI OHIO                                    | US BANK NA CINCINNATI OHIO 4.507%/VAR 10/22/2027                                       | CUSIP: 90331HPP2<br>LEI: 6BYL5QZYBDK8S7L73M02 | Long             | DBT              | CORP              | US        |   9302000 | PA      | $9340625.25   | 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        |   2579663 | PA      | $2583055.47   | 0.04%             | 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      | $18646713.71  | 0.26%             | 2027-11-19      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE PRIME AUTO RECEIVABLES TR 2024-1                  | CAPITAL ONE PRIME AUTO RECEIVABLES TR 2024-1 4.61% 10/15/2027                          | CUSIP: 14043NAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3004772 | PA      | $3007448.03   | 0.04%             | 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        |   6003925 | PA      | $6018170.83   | 0.08%             | 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        |   3890078 | PA      | $3896511.57   | 0.05%             | 2027-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GMF FLOORPLAN OWNER REVOLVING TR                              | GMF FLOORPLAN OWNER REVOLVING TR 4.68% 11/15/2028 144A                                 | CUSIP: 361886DK7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  15700000 | PA      | $15792845.09  | 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      | $25043033.25  | 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      | $11859824.78  | 0.17%             | 2026-11-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST 2024-P4                        | CARVANA AUTO RECEIVABLES TRUST 2024-P4 4.62% 02/10/2028                                | CUSIP: 14076LAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    537626 | PA      | $537754.42    | 0.01%             | 2028-02-10      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| THE TORONTO DOMINION BANK                                     | TORONTO DOMINION BANK FRN SOFR+62 12/17/2026                                           | CUSIP: 89115A3B6<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |  25000000 | PA      | $25059000.00  | 0.35%             | 2026-12-17      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                         | ATHENE GLOBAL FUNDING FRN SOFRINDX+83 01/07/2027 144A                                  | CUSIP: 04685A4F5<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |  26000000 | PA      | $26036065.38  | 0.36%             | 2027-01-07      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| JACKSON NATL LIFE GLOBAL FDG                                  | JACKSON NATL LIFE GLOBAL FDG 4.9% 01/13/2027 144A                                      | CUSIP: 46849LVC2<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |  15420000 | PA      | $15532328.22  | 0.22%             | 2027-01-13      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST 2025-1                                | CARMAX AUTO OWNER TR 2025-1 4.63% 03/15/2028                                           | CUSIP: 14319WAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5970269 | PA      | $5981624.08   | 0.08%             | 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        |   3875442 | PA      | $3888525.19   | 0.05%             | 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      | $20474343.68  | 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        |   5943615 | PA      | $5957985.82   | 0.08%             | 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        |   3631763 | PA      | $3637072.03   | 0.05%             | 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      | $22778262.47  | 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      | $20051600.00  | 0.28%             | 2028-01-24      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI AUTO RECEIVABLES TRUST 2025-A                      | WORLD OMNI AUTO RECEIVABLES TRUST 2025-A 4.49% 04/17/2028                              | CUSIP: 98164YAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5857731 | PA      | $5864606.35   | 0.08%             | 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        |   7545389 | PA      | $7558910.84   | 0.11%             | 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      | $20760030.00  | 0.29%             | 2027-01-27      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF CANADA                                       | NATIONAL BANK OF CANADA 4.95%/VAR 02/01/2028                                           | CUSIP: 63307A3D5<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |  23312000 | PA      | $23518193.24  | 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        |  10628017 | PA      | $10669615.45  | 0.15%             | 2027-10-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HONDA AUTO RECEIVABLES OWNER TRUS                             | HONDA AUTO RECEIVABLES OWNER TRUS 4.53% 08/23/2027                                     | CUSIP: 43814VAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   9935224 | PA      | $9954085.40   | 0.14%             | 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        |  20132176 | PA      | $20168355.26  | 0.28%             | 2027-05-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| KUBOTA CREDIT OWNER TRUST 2025-1                              | KUBOTA CREDIT OWNER TRUST 2025-1 4.61% 12/15/2027 144A                                 | CUSIP: 50117FAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  14057333 | PA      | $14111781.26  | 0.20%             | 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        |   4592632 | PA      | $4597725.68   | 0.06%             | 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        |   4972570 | PA      | $4982504.45   | 0.07%             | 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      | $16555727.45  | 0.23%             | 2028-04-12      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                                               | CHEVRON USA INC FRN SOFRINDX+36 02/26/2027                                             | CUSIP: 166756BA3<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |  19369000 | PA      | $19411824.86  | 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      | $8717704.96   | 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      | $23015985.30  | 0.32%             | 2027-03-12      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TR 2025-P1                           | CARVANA AUTO RECEIVABLES TR 2025-P1 4.5% 06/12/2028                                    | CUSIP: 14689MAB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1359800 | PA      | $1360870.56   | 0.02%             | 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        |  18505045 | PA      | $18590168.20  | 0.26%             | 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        |   2810019 | PA      | $2816378.83   | 0.04%             | 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      | $20445402.78  | 0.28%             | 2028-03-17      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| UST BILLS                                                     | UST BILLS 0% 03/19/2026                                                                | CUSIP: 912797PV3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 200000000 | PA      | $199657096.00 | 2.78%             | 2026-03-19      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST 2025-A                           | FORD CREDIT AUTO OWNER TRUST 2025-A 4.47% 12/15/2027                                   | CUSIP: 34535KAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  13104326 | PA      | $13135636.28  | 0.18%             | 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        |   7016104 | PA      | $7024156.07   | 0.10%             | 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      | $13045127.00  | 0.18%             | 2029-03-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| ONCOR ELEC DELIVERY CO LLC                                    | ONCOR ELEC DELIVERY CO LLC 4.5% 03/20/2027 144A                                        | CUSIP: 68233JCY8<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |  12377000 | PA      | $12464872.49  | 0.17%             | 2027-03-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GLENCORE FDG LLC                                              | GLENCORE FDG LLC FRN SOFRINDX+75 10/01/2026 144A                                       | CUSIP: 378272BX5<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |  20998000 | PA      | $21040541.95  | 0.29%             | 2026-10-01      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                          | ROYAL BANK OF CANADA FRN SOFRINDX+82 03/27/2028                                        | CUSIP: 78017DAG3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |  20700000 | PA      | $20767182.47  | 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      | $22364408.09  | 0.31%             | 2030-03-20      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FINANCE NORTH AMERICA LLC                       | MERCEDES-BENZ FINANCE NORTH AMERICA LLC FRN SOFR+78 04/01/2027 144A                    | CUSIP: 58769JBD8<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |  28250000 | PA      | $28373763.25  | 0.40%             | 2027-04-01      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| EQUITABLE FINANCIAL LIFE GLOBAL FUNDING                       | EQUITABLE FINANCIAL LIFE GLOBAL FUNDING 4.6% 04/01/2027 144A                           | CUSIP: 29449WAU1<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |  12705000 | PA      | $12796338.02  | 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      | $28512312.00  | 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      | $28529055.75  | 0.40%             | 2026-10-02      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| SVENSKA HANDELSBANKEN NY                                      | SVENSKA HANDELSBANKEN NY YCD SOFR+35 04/08/2026                                        | CUSIP: 86959TMN3<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | US        |  28500000 | PA      | $28507826.10  | 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      | $28509935.10  | 0.40%             | 2026-04-08      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK OF NEW YORK MELLON                                       | BANK OF NEW YORK MELLON FRN SOFRINDX+71 04/20/2027                                     | CUSIP: 06405LAG6<br>LEI: HPFHU0OQ28E4N0NFVK49 | Long             | DBT              | CORP              | US        |  28400000 | PA      | $28416861.93  | 0.40%             | 2027-04-20      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| EXETER SELECT AUTOMOBILE RECEIVABLES TR 2025-1                | EXETER SELECT AUTOMOBILE RECEIVABLES TR 2025-1 4.83% 10/16/2028                        | CUSIP: 30185AAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    329779 | PA      | $330613.37    | 0.00%             | 2028-10-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                 | GOLDMAN SACHS GROUP INC (THE) FRN SOFR+129 04/23/2028                                  | CUSIP: 38141GC85<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  15298000 | PA      | $15413869.04  | 0.21%             | 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      | $15005749.50  | 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      | $15004881.00  | 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        |  13960912 | PA      | $14011464.58  | 0.20%             | 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        |   7036099 | PA      | $7057202.98   | 0.10%             | 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        |   2113957 | PA      | $2119711.23   | 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        |  17907859 | PA      | $17951641.57  | 0.25%             | 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      | $9605738.58   | 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      | $19625337.39  | 0.27%             | 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      | $22013167.00  | 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        |  14158644 | PA      | $14188060.97  | 0.20%             | 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        |  20189442 | PA      | $20268436.99  | 0.28%             | 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      | $23990424.22  | 0.33%             | 2026-11-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| AFFIRM ASSET SECURITIZATION TR 2025-X1                        | AFFIRM ASSET SECURITIZATION TR 2025-X1 A 5.24% 04/15/2030 144A                         | CUSIP: 00834MAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1364590 | PA      | $1366355.14   | 0.02%             | 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      | $25013455.00  | 0.35%             | 2026-04-30      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                 | CITIGROUP INC FRN SOFR+111.43 05/07/2028                                               | CUSIP: 172967PY1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |  18300000 | PA      | $18405030.84  | 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        |  11794766 | PA      | $11816039.41  | 0.16%             | 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        |  16455236 | PA      | $16487356.35  | 0.23%             | 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        |   3121037 | PA      | $3125968.98   | 0.04%             | 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      | $3981199.33   | 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      | $24013257.60  | 0.33%             | 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        |   6914622 | PA      | $6935572.41   | 0.10%             | 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        |  12876725 | PA      | $12934724.29  | 0.18%             | 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        |  13178851 | PA      | $13204440.05  | 0.18%             | 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        |   8381019 | PA      | $8419865.17   | 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      | $29150904.40  | 0.41%             | 2028-05-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| TRUIST BANK                                                   | TRUIST BANK 4.671%/VAR 05/20/2027                                                      | CUSIP: 89788JAE9<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |  10496000 | PA      | $10510373.54  | 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        |  14503394 | PA      | $14535741.28  | 0.20%             | 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        |   5822978 | PA      | $5830854.27   | 0.08%             | 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      | $22529368.35  | 0.31%             | 2026-05-20      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| DRIVE 2025-1 A2                                               | DRIVE 2025-1 A2 5.05% 08/15/2028                                                       | CUSIP: 262102AB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3809077 | PA      | $3814304.66   | 0.05%             | 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      | $15932736.70  | 0.22%             | 2027-05-29      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| BMW VEHICLE LEASE TRUST 2025-1                                | BMW VEHICLE LEASE TRUST 2025-1 4.43% 09/27/2027                                        | CUSIP: 096912AB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  15146944 | PA      | $15194160.03  | 0.21%             | 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        |  10505098 | PA      | $10535984.84  | 0.15%             | 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      | $22006974.04  | 0.31%             | 2028-06-09      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| JACKSON NATL LIFE GLOBAL FDG                                  | JACKSON NATL LIFE GLOBAL FDG FRN SOFR+89 06/09/2027 144A                               | CUSIP: 46849CJR3<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |  17000000 | PA      | $17035514.19  | 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        |  10396152 | PA      | $10414222.60  | 0.15%             | 2028-08-10      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| USB AUTO OWNER TRUST 2025-1                                   | USB AUTO OWNER TRUST 2025-1 4.51% 06/15/2028 144A                                      | CUSIP: 90367VAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  12278904 | PA      | $12304306.65  | 0.17%             | 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      | $7011130.09   | 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      | $9218906.05   | 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        |   8642467 | PA      | $8662736.44   | 0.12%             | 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      | $18985399.55  | 0.26%             | 2027-06-23      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MARLETTE FUNDING TRUST 2025-1                                 | MARLETTE FUNDING TRUST 2025-1A A 4.75% 07/16/2035 144A                                 | CUSIP: 570920AA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    690099 | PA      | $691116.70    | 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      | $27505120.50  | 0.38%             | 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      | $27499628.75  | 0.38%             | 2026-07-07      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP                                              | NTT FINANCE CORP 4.567% 07/16/2027 144A                                                | CUSIP: 62954WAP0<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |   1033000 | PA      | $1042370.79   | 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      | $22755593.05  | 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        |  17968092 | PA      | $18005866.79  | 0.25%             | 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        |  10307545 | PA      | $10342145.91  | 0.14%             | 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      | $12241943.83  | 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      | $22462887.60  | 0.31%             | 2028-07-06      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| EXETER SELECT AUTOMOBILE RECEIVABLES TR 2025-2                | EXETER SELECT AUTOMOBILE RECEIVABLES TR 2025-2 4.54% 06/15/2029                        | CUSIP: 30185EAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8479683 | PA      | $8501331.59   | 0.12%             | 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        |   8208506 | PA      | $8227240.37   | 0.11%             | 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      | $24747424.00  | 0.34%             | 2028-07-24      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA HOUSTON BRANCH                            | BANK OF NOVA SCOTIA HOUSTON BR YCD SOFR+33 07/22/2026                                  | CUSIP: 06418NHS4<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | US        |  27500000 | PA      | $27515092.00  | 0.38%             | 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      | $27499672.75  | 0.38%             | 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      | $27499986.25  | 0.38%             | 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      | $10465342.70  | 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        |  19561863 | PA      | $19597334.66  | 0.27%             | 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        |  21819881 | PA      | $21851100.74  | 0.30%             | 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      | $22834083.80  | 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        |   3438907 | PA      | $3448587.51   | 0.05%             | 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      | $27515787.75  | 0.38%             | 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      | $27499964.25  | 0.38%             | 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        |  11185696 | PA      | $11201232.27  | 0.16%             | 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      | $27499928.50  | 0.38%             | 2026-08-21      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                     | UST NOTES 3.625% 08/31/2027                                                            | CUSIP: 91282CNV9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  91000000 | PA      | $91238164.29  | 1.27%             | 2027-08-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SAMMONS FINANCIAL GROUP GLOBAL FUNDING                        | SAMMONS FINANCIAL GROUP GLOBAL FUNDING FRN SOFR+85 09/02/2027 144A                     | CUSIP: 79587J2D4<br>LEI: 635400IPRNPM6HDHRS48 | Long             | DBT              | CORP              | US        |  23000000 | PA      | $23132710.00  | 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      | $26999913.60  | 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      | $26999978.40  | 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      | $22634031.99  | 0.32%             | 2027-09-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                            | CANADIAN IMPERIAL BK OF COMM FRN SOFR+80 09/08/2028                                    | CUSIP: 13607QFC1<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |  30575000 | PA      | $30654770.18  | 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      | $19782120.44  | 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      | $20174059.75  | 0.28%             | 2027-09-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| THE BANK OF NOVA SCOTIA                                       | BANK OF NOVA SCOTIA FRN SOFR+76 09/15/2028                                             | CUSIP: 06418GAT4<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |  23300000 | PA      | $23334186.69  | 0.33%             | 2028-09-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANK CORPORATE MARKETS PLC NEW YORK BRANCH             | LLOYDS BANK CORPORATE MARKETS PLC NEW YORK BRH YCD SOFR+34 09/08/2026                  | CUSIP: 53947B4H0<br>LEI: 213800MBWEIJDM5CU638 | Long             | DBT              | CORP              | US        |  27000000 | PA      | $26999843.40  | 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      | $26999821.80  | 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      | $17233499.61  | 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        |  15762970 | PA      | $15769341.52  | 0.22%             | 2029-02-12      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL QUE                                          | BANK OF MONTREAL QUE FRN SOFRINDX+75 09/22/2028                                        | CUSIP: 06368MXW9<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |  23500000 | PA      | $23542869.88  | 0.33%             | 2028-09-22      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPRL BK COMM NY BRH                                 | CANADIAN IMPRL BK COMM NY BRH YCD SOFR+34 10/16/2026                                   | CUSIP: 13606DNX6<br>LEI: 549300H8L46OOZOFHU82 | Long             | DBT              | CORP              | US        |  27000000 | PA      | $26999967.60  | 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        |  15588202 | PA      | $15616958.63  | 0.22%             | 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      | $24933500.00  | 0.35%             | 2026-03-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST BILLS                                                     | UST BILLS 0% 04/02/2026                                                                | CUSIP: 912797SD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 127000000 | PA      | $126603565.69 | 1.76%             | 2026-04-02      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| TORONTO DOMINION BANK - NY                                    | TORONTO DOMINION BANK - NY YCD SOFR+32 10/01/2026                                      | CUSIP: 89115DZG4<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | US        |  27000000 | PA      | $27014690.70  | 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      | $23313572.25  | 0.32%             | 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      | $27017085.60  | 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        |  18713815 | PA      | $18736608.65  | 0.26%             | 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        |  17210969 | PA      | $17244185.89  | 0.24%             | 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      | $22328444.79  | 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      | $27014998.50  | 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      | $27014717.70  | 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      | $18210816.64  | 0.25%             | 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      | $27014040.00  | 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      | $26814048.30  | 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      | $18908266.10  | 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      | $27013392.00  | 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      | $26975743.20  | 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      | $27014426.10  | 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      | $23308059.07  | 0.32%             | 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      | $10371680.95  | 0.14%             | 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      | $23323111.39  | 0.32%             | 2028-11-03      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI BKG CORP NY BRANCH                            | SUMITOMO MITSUI BKG CORP NY BR YCD SOFR+37 10/30/2026                                  | CUSIP: 86565GVC1<br>LEI: 549300MS3WYYVQ4HXM15 | Long             | DBT              | CORP              | US        |  27000000 | PA      | $26999981.10  | 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      | $253317000.00 | 3.53%             | 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        |  13779015 | PA      | $13794777.00  | 0.19%             | 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      | $27014852.70  | 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      | $27015063.30  | 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      | $27010875.60  | 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      | $23759487.00  | 0.33%             | 2028-11-17      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORP                                   | AMERICAN HONDA FINANCE CORP FRN SOFR+65 11/19/2027                                     | CUSIP: 02665WGP0<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |  31400000 | PA      | $31442156.38  | 0.44%             | 2027-11-19      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                    | PFIZER INC FRN SOFR+50 11/15/2027                                                      | CUSIP: 717081FC2<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |   6400000 | PA      | $6422528.00   | 0.09%             | 2027-11-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| STELLANTIS FINANCIAL UNDERWRITTEN ENHANCED LEASE TRUST 2025-C | STELLANTIS FINANCIAL UNDERWRITTEN ENHANCED LEASE TRUST 2025-C A2 4.35% 06/20/2028 144A | CUSIP: 85855EAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  13714000 | PA      | $13746764.12  | 0.19%             | 2028-06-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NORDEA BANK ABP NY BRH                                        | NORDEA BANK ABP NY BRH YCD SOFR+35 01/04/2027                                          | CUSIP: 65558WQU5<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | US        |  27000000 | PA      | $27021786.30  | 0.38%             | 2027-01-04      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                      | TOYOTA MOTOR CREDIT CORP FRN SOFR+43 06/09/2027                                        | CUSIP: 89236TPE9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |  25000000 | PA      | $25040750.00  | 0.35%             | 2027-06-09      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL QUE                                          | BANK OF MONTREAL QUE 4.1%/VAR 12/15/2027                                               | CUSIP: 06368MC69<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |  21600000 | PA      | $21618647.71  | 0.30%             | 2027-12-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| DEXT ABS 2025-2 LLC                                           | DEXT ABS 2025-2 LLC 4.28% 04/17/2028 144A                                              | CUSIP: 252153AB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1740000 | PA      | $1739814.52   | 0.02%             | 2028-04-17      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST BILLS                                                     | UST BILLS 0% 06/18/2026                                                                | CUSIP: 912797TD9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 200000000 | PA      | $197858600.00 | 2.76%             | 2026-06-18      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA HOUSTON BRANCH                            | BANK OF NOVA SCOTIA HOUSTON BR YCD SOFR+37 01/19/2027                                  | CUSIP: 06418NLY6<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | US        |  27000000 | PA      | $26999667.90  | 0.38%             | 2027-01-19      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| MIZUHO SECURITIES USA LLC                                     | MIZUHONG A RP OBFR01+0.7% 6/22/26                                                      | CUSIP: N/A<br>LEI: 7TK5RJIZDFROZCA6XF66       | Long             | RA               | CORP              | US        |  27000000 | PA      | $27000000.00  | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| UST BILLS                                                     | UST BILLS 0% 07/02/2026                                                                | CUSIP: 912797TF4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 127000000 | PA      | $125463512.09 | 1.75%             | 2026-07-02      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SVCS CORP                                    | CATERPILLAR FINL SVCS CORP FRN SOFR+40 01/10/2028                                      | CUSIP: 14913UBG4<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |  22730000 | PA      | $22763088.52  | 0.32%             | 2028-01-10      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| RABOBANK NEDERLAND NEW YORK BRH                               | RABOBANK NEDERLAND NY BRH FRN SOFR+41 01/14/2028                                       | CUSIP: 21688ABS0<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | US        |  28300000 | PA      | $28325920.54  | 0.39%             | 2028-01-14      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPRL BK COMM NY BRH                                 | CANADIAN IMPRL BK COMM NY BRH YCD SOFR+35 02/09/2027                                   | CUSIP: 13606DRX2<br>LEI: 549300H8L46OOZOFHU82 | Long             | DBT              | CORP              | US        |  27000000 | PA      | $26999962.20  | 0.38%             | 2027-02-09      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF CANADA                                       | NATIONAL BANK OF CANADA FRN SOFR+77 01/20/2029                                         | CUSIP: 63307A3L7<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |  18300000 | PA      | $18320862.00  | 0.26%             | 2029-01-20      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| TOYOTA AUTO RECEIVABLES 2026-A OWNER TRUST                    | TOYOTA AUTO RECEIVABLES 2026-A A2A OWNER TRUST 4.14% 12/15/2028                        | CUSIP: 89240KAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  22300000 | PA      | $22309972.56  | 0.31%             | 2028-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ TRUST and BANKING CORP NY BRANCH               | MITSUBISHI UFJ TR and BK NY BRH YCD SOFR+35 01/15/2027                                 | CUSIP: 60683FEK6<br>LEI: JBONEPAGQXF4QP29B387 | Long             | DBT              | CORP              | US        |  27000000 | PA      | $26999662.50  | 0.38%             | 2027-01-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TR 2026-1                       | EXETER AUTO RECEIVBLES 2012-2 4.22% 09/15/2028                                         | CUSIP: 30168HAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  14845000 | PA      | $14847945.25  | 0.21%             | 2028-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                 | GOLDMAN SACHS GROUP INC (THE) FRN SOFR+71 01/21/2029                                   | CUSIP: 38141GD76<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  21800000 | PA      | $21804143.09  | 0.30%             | 2029-01-21      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| DLLMT 2026-1 LLC                                              | DLLMT 2026-1 LLC 4.37% 07/20/2028 144A                                                 | CUSIP: 23347JAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4360000 | PA      | $4366090.05   | 0.06%             | 2028-07-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GRP INC                                | PNC FINANCIAL SERVICES GRP INC FRN SOFR+62 01/26/2029                                  | CUSIP: 693475CH6<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |  17889000 | PA      | $17882559.96  | 0.25%             | 2029-01-26      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| AUTONATION FINANCE TRUST 2026-1                               | AUTONATION FINANCE TRUST 2026-1 4.18% 01/11/2029 144A                                  | CUSIP: 05330WAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  21290000 | PA      | $21313512.68  | 0.30%             | 2029-01-11      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TRUIST BANK                                                   | TRUIST BANK FRN SOFR+66 01/27/2029                                                     | CUSIP: 89788JAK5<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |  14600000 | PA      | $14595038.92  | 0.20%             | 2029-01-27      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| BARINGS EQUIPMENT FINANCE LLC 2026-A                          | BARINGS EQUIPMENT FINANCE LLC 2026-A 4.08% 04/13/2029 144A                             | CUSIP: 06764QAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  16335000 | PA      | $16356617.74  | 0.23%             | 2029-04-13      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL AUTOMOBILE LEASING TRUST 2026-1                  | GM FINANCIAL AUTOMOBILE LEASING TRUST 2026-1 4.01% 04/20/2028                          | CUSIP: 36273VAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  21000000 | PA      | $21008301.30  | 0.29%             | 2028-04-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                           | AMERICAN EXPRESS CO 4.009%/VAR 02/09/2029                                              | CUSIP: 025816EN5<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |  21550000 | PA      | $21614294.21  | 0.30%             | 2029-02-09      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| TOYOTA LEASE OWNER TR 2026-A                                  | TOYOTA LEASE OWNER TRUST 2026-A 4.09% 02/22/2028 144A                                  | CUSIP: 89240MAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  21420000 | PA      | $21406524.68  | 0.30%             | 2028-02-22      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO SECURITIES, LLC                                   | WELLSNGR A RP OBFR01+0.75% 9/10/26                                                     | CUSIP: N/A<br>LEI: VYVVCKR63DVZZN70PB21       | Long             | RA               | CORP              | US        |  33500000 | PA      | $33500000.00  | 0.47%             |  |  |  | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST 2026-1                 | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2026-1 4.18% 03/15/2029                         | CUSIP: 80288FAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  14095000 | PA      | $14096991.62  | 0.20%             | 2029-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CARMAX SELECT RECEIVABLES TRUST 2026-A                        | CARMAX SELECT RECEIVABLES TRUST 2026-A A2A 4.37% 12/17/2029                            | CUSIP: 142929AB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6455000 | PA      | $6455917.90   | 0.09%             | 2029-12-17      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SFS AUTO RECEIVABLES SECURITIZATION TRUST 2026-1              | SFS AUTO RECEIVABLES SECURITIZATION TRUST 2026-1 4.05% 08/20/2029 144A                 | CUSIP: 81885FAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  21500000 | PA      | $21515032.80  | 0.30%             | 2029-08-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                    | ABBVIE INC FRN SOFRINDX+NA 03/03/2028                                                  | CUSIP: 00287YEC9<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |  21900000 | PA      | $21944676.00  | 0.31%             | 2028-03-03      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |

### Signature

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

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

**Signature:** Laura M. Del Prato

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

**Title:** President and Treasurer