# EDGAR Filing Document

**Accession Number:** 0000035315
**File Stem:** 0000035402-26-002629
**Filing Date:** 2026-4
**Character Count:** 154982
**Document Hash:** 9406dd78977b386b14cbf49930e76391
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000035402-26-002629.hdr.sgml**: 20260424

**ACCESSION NUMBER**: 0000035402-26-002629

**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:** 26895502

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

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

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

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

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

## Series and Classes Contracts Data

### Fidelity SAI Sustainable Low Duration Bond Fund (Series ID: S000075890)

| Class ID   | Class Name                                      | Ticker Symbol   |
|:---|:---|:---|
| C000235215 | Fidelity SAI Sustainable Low Duration Bond Fund | FAPFX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02210

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

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

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

- **b. EDGAR series identifier (if any):** S000075890

- **c. LEI of Series:** 549300Z72UBMWIMS8S29

**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:** $56053150.10

**Total Liabilities:** $583493.02

**Net Assets:** $55469657.08

**Cash Not Reported:** $229630.27

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 1224.90274071 | **1-Year:** 2690.12849439 | **5-Year:** 1082.02186907 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

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

- **3-Month:** 4.77050832 | **1-Year:** 5.51000439 | **5-Year:** 2.67053309 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000235215 | 0.35%                | 0.36%                | 0.24%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $6301.71                 | $8706.36                                   |
| Month 2  | $6010.92                 | $-4122.12                                  |
| Month 3  | $3647.03                 | $-7776.80                                  |

### 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        |   1243746 | NS      | $1243994.58   | 2.24%             |  |  |  | No            |                  1 | On Loan: No      |
| HCA INC                                                       | HCA INC 5.25% 06/15/2026                                                               | CUSIP: 404119BT5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60039.64     | 0.11%             | 2026-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                            | WELLS FARGO and CO NEW 3% 04/22/2026                                                   | CUSIP: 949746RW3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     89000 | PA      | $88884.97     | 0.16%             | 2026-04-22      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                                  | AUTOZONE INC 3.125% 04/21/2026                                                         | CUSIP: 053332AT9<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    145000 | PA      | $144772.35    | 0.26%             | 2026-04-21      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JACKSON NATL LIFE GLOBAL FDG                                  | JACKSON NATL LIFE GLOBAL FDG 3.05% 04/29/2026 144A                                     | CUSIP: 46849LSQ5<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |     90000 | PA      | $89835.09     | 0.16%             | 2026-04-29      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                           | AMERICAN TOWER CORP 3.375% 10/15/2026                                                  | CUSIP: 03027XAK6<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    140000 | PA      | $139435.39    | 0.25%             | 2026-10-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                               | CVS HEALTH CORP 2.875% 06/01/2026                                                      | CUSIP: 126650CU2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    163000 | PA      | $162589.20    | 0.29%             | 2026-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| REINSURANCE GROUP OF AMERICA INC                              | REINSURANCE GRP OF AMERICA INC 3.95% 09/15/2026                                        | CUSIP: 759351AM1<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99954.67     | 0.18%             | 2026-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MOLSON COORS BEVERAGE CO                                      | MOLSON COORS BEVERAGE CO 3% 07/15/2026                                                 | CUSIP: 60871RAG5<br>LEI: 54930073LBBH6ZCBE225 | Long             | DBT              | CORP              | US        |    160000 | PA      | $159326.63    | 0.29%             | 2026-07-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                   | ORACLE CORP 2.65% 07/15/2026                                                           | CUSIP: 68389XBM6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    105000 | PA      | $104371.25    | 0.19%             | 2026-07-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WESTERN GAS PARTNERS LP                                       | WESTERN GAS PARTNERS LP 4.65% 07/01/2026                                               | CUSIP: 958254AF1<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    148000 | PA      | $148039.74    | 0.27%             | 2026-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                           | DOMINION ENERGY INC 2.85% 08/15/2026                                                   | CUSIP: 25746UCK3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99502.17     | 0.18%             | 2026-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP NEW                                          | DUKE ENERGY CORP NEW 2.65% 09/01/2026                                                  | CUSIP: 26441CAS4<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     91000 | PA      | $90401.34     | 0.16%             | 2026-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FIN CORP                                            | BUNGE LTD FIN CORP 3.25% 08/15/2026                                                    | CUSIP: 120568AX8<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |    108000 | PA      | $107630.28    | 0.19%             | 2026-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                          | KRAFT HEINZ FOODS CO 3% 06/01/2026                                                     | CUSIP: 50077LAD8<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    139000 | PA      | $138662.13    | 0.25%             | 2026-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                                 | DTE ENERGY CO 2.85% 10/01/2026                                                         | CUSIP: 233331AY3<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    140000 | PA      | $139105.81    | 0.25%             | 2026-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                            | REALTY INCOME CORP 3% 01/15/2027                                                       | CUSIP: 756109AS3<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148955.86    | 0.27%             | 2027-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SPECTRA ENERGY PARTNERS LP                                    | SPECTRA ENERGY PARTNERS LP 3.375% 10/15/2026                                           | CUSIP: 84756NAH2<br>LEI: 2HKVXE7U4NF5B6UGSU72 | Long             | DBT              | CORP              | US        |    145000 | PA      | $144431.84    | 0.26%             | 2026-10-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                      | CSX CORP 2.6% 11/01/2026                                                               | CUSIP: 126408HE6<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    140000 | PA      | $138850.57    | 0.25%             | 2026-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                 | CITIGROUP INC 3.2% 10/21/2026                                                          | CUSIP: 172967KY6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    115000 | PA      | $114528.16    | 0.21%             | 2026-10-21      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                            | WELLS FARGO and CO NEW 3% 10/23/2026                                                   | CUSIP: 949746SH5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    148000 | PA      | $147117.68    | 0.27%             | 2026-10-23      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ENEL AMERICAS SA                                              | ENEL AMERICAS SA 4% 10/25/2026                                                         | CUSIP: 29274FAF1<br>LEI: 549300LKH11TFCJLZK20 | Long             | DBT              | CORP              | CL        |    144000 | PA      | $143767.20    | 0.26%             | 2026-10-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                 | GOLDMAN SACHS GROUP INC (THE) 3.5% 11/16/2026                                          | CUSIP: 38145GAH3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    140000 | PA      | $139714.56    | 0.25%             | 2026-11-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                        | ROPER TECHNOLOGIES INC 3.8% 12/15/2026                                                 | CUSIP: 776743AD8<br>LEI: 549300LJXD867XMVE759 | Long             | DBT              | CORP              | US        |    145000 | PA      | $144805.73    | 0.26%             | 2026-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                 | CITIGROUP INC 3.887%/VAR 01/10/2028                                                    | CUSIP: 172967LD1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99861.22     | 0.18%             | 2028-01-10      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| EMERA US FINANCE LP                                           | EMERA US FINANCE LP 3.55% 06/15/2026                                                   | CUSIP: 29103DAJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     80000 | PA      | $79837.90     | 0.14%             | 2026-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                   | BANK OF AMERICA CORPORATION 3.824%/VAR 01/20/2028                                      | CUSIP: 06051GGF0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199747.29    | 0.36%             | 2028-01-20      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                         | JPMORGAN CHASE and CO 3.782%/VAR 02/01/2028                                            | CUSIP: 46625HRY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    175000 | PA      | $174622.42    | 0.31%             | 2028-02-01      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                             | HSBC HOLDINGS PLC 4.041%/VAR 03/13/2028                                                | CUSIP: 404280BK4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $200101.31    | 0.36%             | 2028-03-13      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                         | JPMORGAN CHASE and CO 3.54%/VAR 05/01/2028                                             | CUSIP: 46647PAF3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    170000 | PA      | $169061.70    | 0.30%             | 2028-05-01      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| LOWES COS INC                                                 | LOWES COS INC 3.1% 05/03/2027                                                          | CUSIP: 548661DP9<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198160.24    | 0.36%             | 2027-05-03      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                            | WELLS FARGO and CO NEW 3.584%/VAR 05/22/2028                                           | CUSIP: 95000U2A0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     90000 | PA      | $89524.19     | 0.16%             | 2028-05-22      | 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        |    100000 | PA      | $99986.87     | 0.18%             | 2027-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                           | AMERICAN TOWER CORP 3.55% 07/15/2027                                                   | CUSIP: 03027XAP5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     90000 | PA      | $89545.98     | 0.16%             | 2027-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                  | ENBRIDGE INC 3.7% 07/15/2027                                                           | CUSIP: 29250NAR6<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    120000 | PA      | $119741.32    | 0.22%             | 2027-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| OREILLY AUTOMOTIVE INC                                        | OREILLY AUTOMOTIVE INC 3.6% 09/01/2027                                                 | CUSIP: 67103HAF4<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |    170000 | PA      | $169174.57    | 0.30%             | 2027-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                       | HCA INC 5.375% 09/01/2026                                                              | CUSIP: 404121AH8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70078.68     | 0.13%             | 2026-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LTD                                   | AVOLON HOLDINGS FUNDING LTD 4.375% 05/01/2026 144A                                     | CUSIP: 05401AAG6<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    140000 | PA      | $140008.68    | 0.25%             | 2026-05-01      | 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        |    130000 | PA      | $129905.67    | 0.23%             | 2027-04-23      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                            | WELLS FARGO and CO NEW 3.196%/VAR 06/17/2027                                           | CUSIP: 95000U2F9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    210000 | PA      | $209481.40    | 0.38%             | 2027-06-17      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GRP INC                                    | CITIZENS FINANCIAL GRP INC 2.85% 07/27/2026                                            | CUSIP: 174610AR6<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    110000 | PA      | $109428.18    | 0.20%             | 2026-07-27      | Fixed         | 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        |    120000 | PA      | $119401.24    | 0.22%             | 2026-08-03      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                               | CVS HEALTH CORP 3% 08/15/2026                                                          | CUSIP: 126650DF4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     91000 | PA      | $90594.38     | 0.16%             | 2026-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CAPTIAL ONE MULTI-ASSET EXECUT                                | CAPITAL ONE MULTI-ASST EXEC TR 2.06% 08/15/2028                                        | CUSIP: 14041NFV8<br>LEI: R42WS16M9R97TJJKGU15 | Long             | ABS-CBDO         | CORP              | US        |    150000 | PA      | $148806.72    | 0.27%             | 2028-08-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                         | ATHENE GLOBAL FUNDING 2.95% 11/12/2026 144A                                            | CUSIP: 04685A2K6<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    140000 | PA      | $138884.76    | 0.25%             | 2026-11-12      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                              | LPL HOLDINGS INC 4.625% 11/15/2027 144A                                                | CUSIP: 50212YAC8<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    140000 | PA      | $139914.14    | 0.25%             | 2027-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP / VICI NOTE CO INC                         | VICI PROPERTIES LP / VICI NOTE CO INC 4.25% 12/01/2026 144A                            | CUSIP: 92564RAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $149768.23    | 0.27%             | 2026-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MATTEL INC                                                    | MATTEL INC 5.875% 12/15/2027 144A                                                      | CUSIP: 577081BD3<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |    130000 | PA      | $130029.62    | 0.23%             | 2027-12-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECHNOLOGIES INC                                     | L3HARRIS TECHNOLOGIES INC 3.85% 12/15/2026                                             | CUSIP: 502431AL3<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199859.90    | 0.36%             | 2026-12-15      | Fixed         | 0.04%                 | 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        |    190000 | PA      | $189859.78    | 0.34%             | 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        |    120000 | PA      | $119553.66    | 0.22%             | 2026-04-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LTD                                   | AVOLON HOLDINGS FUNDING LTD 4.25% 04/15/2026 144A                                      | CUSIP: 05401AAL5<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    115000 | PA      | $114984.64    | 0.21%             | 2026-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                              | CROWN CASTLE INC 1.05% 07/15/2026                                                      | CUSIP: 22822VAV3<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     90000 | PA      | $89017.50     | 0.16%             | 2026-07-15      | 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        |    200000 | PA      | $198812.91    | 0.36%             | 2027-05-22      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| WESTERN UNION CO/THE                                          | WESTERN UN CO 1.35% 03/15/2026                                                         | CUSIP: 959802AZ2<br>LEI: 28ID94QU1140NC23S047 | Long             | DBT              | CORP              | US        |    114000 | PA      | $113869.16    | 0.21%             | 2026-03-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                         | TRUIST FINANCIAL CORP 1.267%/VAR 03/02/2027                                            | CUSIP: 89788MAD4<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     94000 | PA      | $94000.00     | 0.17%             | 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        |    170000 | PA      | $169896.19    | 0.31%             | 2027-03-09      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP (THE)                                             | CIGNA GROUP (THE) 1.25% 03/15/2026                                                     | CUSIP: 125523CP3<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    120000 | PA      | $119863.88    | 0.22%             | 2026-03-15      | Fixed         | 0.01%                 | 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        |    140000 | PA      | $139921.20    | 0.25%             | 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        |    130000 | PA      | $129762.88    | 0.23%             | 2026-04-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AT and T INC                                                  | AT and T INC 1.7% 03/25/2026                                                           | CUSIP: 00206RML3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149778.94    | 0.27%             | 2026-03-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                   | ORACLE CORP 1.65% 03/25/2026                                                           | CUSIP: 68389XCC7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    141000 | PA      | $140753.27    | 0.25%             | 2026-03-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                  | ING GROEP NV 1.726%/VAR 04/01/2027                                                     | CUSIP: 456837AV5<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $199621.09    | 0.36%             | 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        |    120000 | PA      | $119635.16    | 0.22%             | 2026-04-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                           | AMERICAN TOWER CORP 1.6% 04/15/2026                                                    | CUSIP: 03027XBL3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    120000 | PA      | $119654.81    | 0.22%             | 2026-04-15      | Fixed         | 0.02%                 | 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        |    140000 | PA      | $139524.94    | 0.25%             | 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        |    120000 | PA      | $119583.32    | 0.22%             | 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        |    160000 | PA      | $158563.68    | 0.29%             | 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        |    170000 | PA      | $169283.82    | 0.31%             | 2027-05-04      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                      | EQT CORP 3.125% 05/15/2026 144A                                                        | CUSIP: 26884LAM1<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     83000 | PA      | $82753.25     | 0.15%             | 2026-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DNB BANK ASA                                                  | DNB BANK ASA 1.535%/VAR 05/25/2027 144A                                                | CUSIP: 23329PAG5<br>LEI: 549300GKFG0RYRRQ1414 | Long             | DBT              | CORP              | NO        |    200000 | PA      | $198841.56    | 0.36%             | 2027-05-25      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                 | CITIGROUP INC 1.462%/VAR 06/09/2027                                                    | CUSIP: 172967NA5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    140000 | PA      | $139012.59    | 0.25%             | 2027-06-09      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| GENERAL MTRS FINL CO INC                                      | GENERAL MTRS FINL CO INC 1.5% 06/10/2026                                               | CUSIP: 37045XDK9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148979.63    | 0.27%             | 2026-06-10      | Fixed         | 0.01%                 | 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        |    200000 | PA      | $198652.14    | 0.36%             | 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        |     32000 | PA      | $32022.20     | 0.06%             | 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        |    150000 | PA      | $150523.01    | 0.27%             | 2026-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK OP LLC                                             | HEALTHPEAK OP LLC 1.35% 02/01/2027                                                     | CUSIP: 42250PAC7<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              | CORP              | US        |    150000 | PA      | $146572.33    | 0.26%             | 2027-02-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP INC                                    | MIZUHO FINL GROUP INC 1.554%/VAR 07/09/2027                                            | CUSIP: 60687YBS7<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $198353.34    | 0.36%             | 2027-07-09      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| EQUITABLE FINANCIAL LIFE GLOBAL FUNDING                       | EQUITABLE FINANCIAL LIFE GLOBAL FUNDING 1.3% 07/12/2026 144A                           | CUSIP: 29449W7M3<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |    140000 | PA      | $138632.05    | 0.25%             | 2026-07-12      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FINANCIAL GROUP INC                            | MITSUBISHI UFJ FIN GRP INC 1.538%/VAR 07/20/2027                                       | CUSIP: 606822BY9<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $198156.98    | 0.36%             | 2027-07-20      | 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        |    170000 | PA      | $168422.26    | 0.30%             | 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        |    150000 | PA      | $148226.12    | 0.27%             | 2026-08-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CELANESE US HLDGS LLC                                         | CELANESE US HLDGS LLC 1.4% 08/05/2026                                                  | CUSIP: 15089QAK0<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     90000 | PA      | $88666.08     | 0.16%             | 2026-08-05      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| THE TORONTO DOMINION BANK                                     | TORONTO DOMINION BANK 1.25% 09/10/2026                                                 | CUSIP: 89114TZG0<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    140000 | PA      | $138098.98    | 0.25%             | 2026-09-10      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP LLC                                    | AVIATION CAPITAL GROUP LLC 1.95% 09/20/2026 144A                                       | CUSIP: 05369AAL5<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    108000 | PA      | $106681.82    | 0.19%             | 2026-09-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL HOLDINGS NETHERLANDS BV                | MONDELEZ INTL HLDGS NETH B V 1.25% 09/24/2026 144A                                     | CUSIP: 60920LAR5<br>LEI: 549300CW356R8I7N8D33 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $196831.04    | 0.35%             | 2026-09-24      | Fixed         | 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        |    200000 | PA      | $197623.18    | 0.36%             | 2027-09-30      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                                        | MARVELL TECHNOLOGY INC 1.65% 04/15/2026                                                | CUSIP: 573874AC8<br>LEI: 254900WVU0BM7ZCJ9E93 | Long             | DBT              | CORP              | US        |    130000 | PA      | $129622.55    | 0.23%             | 2026-04-15      | Fixed         | 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        |    160000 | PA      | $157846.30    | 0.28%             | 2027-10-21      | Variable      | 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        |    140000 | PA      | $137918.49    | 0.25%             | 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        |    200000 | PA      | $197570.70    | 0.36%             | 2027-11-16      | Variable      | 0.02%                 | 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        |    200000 | PA      | $197515.27    | 0.36%             | 2028-01-20      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| US BANCORP DEL                                                | US BANCORP DEL 2.215%/VAR 01/27/2028                                                   | CUSIP: 91159HJC5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    130000 | PA      | $128062.06    | 0.23%             | 2028-01-27      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                   | BANK OF AMERICA CORPORATION 2.551%/VAR 02/04/2028                                      | CUSIP: 06051GKJ7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    175000 | PA      | $172727.93    | 0.31%             | 2028-02-04      | 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        |    130000 | PA      | $128687.01    | 0.23%             | 2028-02-24      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| THE BANK OF NOVA SCOTIA                                       | BANK OF NOVA SCOTIA 2.951% 03/11/2027                                                  | CUSIP: 06418BAE8<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $99249.56     | 0.18%             | 2027-03-11      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                      | LLOYDS BANKING GROUP PLC 3.75%/VAR 03/18/2028                                          | CUSIP: 53944YAS2<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    210000 | PA      | $209506.13    | 0.38%             | 2028-03-18      | Variable      | 0.04%                 | 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        |    180000 | PA      | $179069.69    | 0.32%             | 2028-03-24      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                           | AMERICAN TOWER CORP 3.65% 03/15/2027                                                   | CUSIP: 03027XBV1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    190000 | PA      | $189348.02    | 0.34%             | 2027-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                | MORGAN STANLEY 4.21%/VAR 04/20/2028                                                    | CUSIP: 61747YER2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     90000 | PA      | $90172.41     | 0.16%             | 2028-04-20      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                         | JPMORGAN CHASE and CO 4.323%/VAR 04/26/2028                                            | CUSIP: 46647PDA1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    110000 | PA      | $110374.97    | 0.20%             | 2028-04-26      | 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        |    160000 | PA      | $159876.41    | 0.29%             | 2026-06-18      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NXP B V/NXP FDG LLC/NXP USA INC                               | NXP B V/NXP FDG LLC/NXP USA INC 3.15% 05/01/2027                                       | CUSIP: 62954HAX6<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    200000 | PA      | $198239.92    | 0.36%             | 2027-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                         | TRUIST FINANCIAL CORP 4.123%/VAR 06/06/2028                                            | CUSIP: 89788MAG7<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    130000 | PA      | $130289.36    | 0.23%             | 2028-06-06      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                 | GOLDMAN SACHS GROUP INC (THE) 4.387%/VAR 06/15/2027                                    | CUSIP: 38141GZT4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150129.00    | 0.27%             | 2027-06-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                          | ENEL FINANCE INTL NV 4.625% 06/15/2027 144A                                            | CUSIP: 29278GAW8<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $201587.00    | 0.36%             | 2027-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| US BANCORP DEL                                                | US BANCORP DEL 4.548%/VAR 07/22/2028                                                   | CUSIP: 91159HJF8<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    175000 | PA      | $176499.83    | 0.32%             | 2028-07-22      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                             | HSBC HOLDINGS PLC 5.21%/VAR 08/11/2028                                                 | CUSIP: 404280DG1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $203147.15    | 0.37%             | 2028-08-11      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                        | STANDARD CHARTERED PLC 7.767%/VAR 11/16/2028 144A                                      | CUSIP: 853254CN8<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $211922.00    | 0.38%             | 2028-11-16      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                                          | WEC ENERGY GROUP INC 4.75% 01/15/2028                                                  | CUSIP: 92939UAL0<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152283.02    | 0.27%             | 2028-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MERCEDES-AUTO RECEIVABLES TR 2023-1                           | MERCEDES-BENZ AUTO RECEIVABLES TR 2023-1 4.51% 11/15/2027                              | CUSIP: 58770AAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     14387 | PA      | $14412.73     | 0.03%             | 2027-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DLLAD 2023-1A                                                 | DLLAD 2023-1A 4.79% 01/20/2028 144A                                                    | CUSIP: 233258AC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    111967 | PA      | $112393.57    | 0.20%             | 2028-01-20      | 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        |    100000 | PA      | $100000.00    | 0.18%             | 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        |    200000 | PA      | $200000.00    | 0.36%             | 2027-03-02      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST 2023-A                           | FORD CREDIT AUTO OWNER TRUST 2023-A 4.65% 02/15/2028                                   | CUSIP: 344928AD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     52557 | PA      | $52677.72     | 0.09%             | 2028-02-15      | 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        |     60000 | PA      | $60096.85     | 0.11%             | 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        |    200000 | PA      | $200644.18    | 0.36%             | 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        |    130000 | PA      | $130178.61    | 0.23%             | 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        |     41148 | PA      | $41313.32     | 0.07%             | 2027-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                         | TRUIST FINANCIAL CORP 6.047%/VAR 06/08/2027                                            | CUSIP: 89788MAN2<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    180000 | PA      | $180899.36    | 0.33%             | 2027-06-08      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| SFS AUTO RECEIVABLES SECURITIZATION TRUST 2023-1              | SFS AUTO RECEIVABLES SECURITIZATION TRUST 2023-1 5.47% 10/20/2028 144A                 | CUSIP: 78398AAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     42766 | PA      | $43015.23     | 0.08%             | 2028-10-20      | Fixed         | 0.05%                 | 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        |    170000 | PA      | $170730.49    | 0.31%             | 2028-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                       | HYUNDAI CAP AMER 5.65% 06/26/2026 144A                                                 | CUSIP: 44891ACG0<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    180000 | PA      | $180904.44    | 0.33%             | 2026-06-26      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GMF FLOORPLAN OWNER REVOLVING TR                              | GMF FLOORPLAN OWNER REVOLVING TR 2023-1 A2 SOFR30A+115 06/15/2028 144A                 | CUSIP: 361886CS1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    126000 | PA      | $126269.38    | 0.23%             | 2028-06-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE GLOBAL FUNDING                                     | COREBRIDGE GBL FUNDING 5.75% 07/02/2026 144A                                           | CUSIP: 00138CAU2<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |     80000 | PA      | $80466.55     | 0.15%             | 2026-07-02      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| THE TORONTO DOMINION BANK                                     | TORONTO DOMINION BANK 5.532% 07/17/2026                                                | CUSIP: 89115A2S0<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    130000 | PA      | $130769.17    | 0.24%             | 2026-07-17      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                            | CANADIAN IMPERIAL BK OF COMM 5.615% 07/17/2026                                         | CUSIP: 13607LSL8<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    146000 | PA      | $146967.60    | 0.26%             | 2026-07-17      | Fixed         | 0.06%                 | 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        |    140000 | PA      | $140750.33    | 0.25%             | 2027-07-28      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                      | LLOYDS BANKING GROUP PLC 5.985%/VAR 08/07/2027                                         | CUSIP: 539439AY5<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $201697.04    | 0.36%             | 2027-08-07      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FINANCE NORTH AMERICA LLC                       | MERCEDES-BENZ FINANCE NORTH AMERICA LLC 5.2% 08/03/2026 144A                           | CUSIP: 58769JAK3<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150818.10    | 0.27%             | 2026-08-03      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI AUTO RECEIVABLES TRUST 2023-C                      | WORLD OMNI AUTO RECEIVABLES TRUST 2023-C 5.15% 11/15/2028                              | CUSIP: 98164FAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     69581 | PA      | $69959.86     | 0.13%             | 2028-11-15      | Fixed         | 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        |    200000 | PA      | $201700.60    | 0.36%             | 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        |    200000 | PA      | $202374.57    | 0.36%             | 2026-09-12      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                                          | WEC ENERGY GROUP INC 5.6% 09/12/2026                                                   | CUSIP: 92939UAM8<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |     80000 | PA      | $80582.13     | 0.15%             | 2026-09-12      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                   | BANK OF AMERICA CORPORATION 5.933%/VAR 09/15/2027                                      | CUSIP: 06051GLV9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    168000 | PA      | $169805.15    | 0.31%             | 2027-09-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                         | JPMORGAN CHASE and CO 6.07%/VAR 10/22/2027                                             | CUSIP: 46647PDW3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    142000 | PA      | $143944.68    | 0.26%             | 2027-10-22      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| WHEELS FLEET LEASE FUNDING 1 LLC                              | WHEELS FLEET LEASE FUNDING 1 LLC 6.46% 08/18/2038 144A                                 | CUSIP: 96328GBG1<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-CBDO         | CORP              | US        |     48856 | PA      | $49392.20     | 0.09%             | 2038-08-18      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GRP INC                                | PNC FINANCIAL SERVICES GRP INC 6.615%/VAR 10/20/2027                                   | CUSIP: 693475BT1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    170000 | PA      | $172815.27    | 0.31%             | 2027-10-20      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FING 2023-3 LLC                              | ENTERPRISE FLEET FING 2023-3 LLC 6.4% 03/20/2030 144A                                  | CUSIP: 29374LAB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     52808 | PA      | $53423.55     | 0.10%             | 2030-03-20      | Fixed         | 0.06%                 | 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        |    163000 | PA      | $166053.89    | 0.30%             | 2027-10-26      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                                    | CAPITAL ONE FIN CORP 7.149%/VAR 10/29/2027                                             | CUSIP: 14040HDB8<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152975.60    | 0.28%             | 2027-10-29      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                  | ENBRIDGE INC 5.9% 11/15/2026                                                           | CUSIP: 29250NBW4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     91000 | PA      | $92103.96     | 0.17%             | 2026-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN AUTO LOAN ENHANCED TRUST 2023-2                    | VOLKSWAGEN AUTO LOAN ENHANCED TRUST 2023-2 5.48% 12/20/2028                            | CUSIP: 92867YAD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     97429 | PA      | $98579.98     | 0.18%             | 2028-12-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| OREILLY AUTOMOTIVE INC                                        | OREILLY AUTOMOTIVE INC 5.75% 11/20/2026                                                | CUSIP: 67103HAM9<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |    175000 | PA      | $177057.20    | 0.32%             | 2026-11-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| THE BANK OF NOVA SCOTIA                                       | BANK OF NOVA SCOTIA 5.35% 12/07/2026                                                   | CUSIP: 06418JAA9<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    146000 | PA      | $147705.77    | 0.27%             | 2026-12-07      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                      | LLOYDS BANKING GROUP PLC 5.462%/VAR 01/05/2028                                         | CUSIP: 53944YAZ6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $202464.74    | 0.37%             | 2028-01-05      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                              | SOCIETE GENERALE FRANCE 5.519%/VAR 01/19/2028 144A                                     | CUSIP: 83368RBV3<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $202478.87    | 0.37%             | 2028-01-19      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                         | ATHENE GLOBAL FUNDING 5.339% 01/15/2027 144A                                           | CUSIP: 04685A3R0<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    130000 | PA      | $131347.10    | 0.24%             | 2027-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DLLST 2024-1 LLC                                              | DLLST 2024-1 LLC 5.05% 08/20/2027 144A                                                 | CUSIP: 23346HAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     77314 | PA      | $77624.68     | 0.14%             | 2027-08-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                         | JPMORGAN CHASE and CO 5.04%/VAR 01/23/2028                                             | CUSIP: 46647PEA0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151339.81    | 0.27%             | 2028-01-23      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING LLC 2024-1                         | ENTERPRISE FLEET FINANCING LLC 2024-1 5.23% 03/20/2030 144A                            | CUSIP: 29375PAB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    104282 | PA      | $105049.48    | 0.19%             | 2030-03-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI AUTO RECEIVABLES TR 2024-A                         | WORLD OMNI AUTO RECEIVABLES TR 2024-A 4.86% 03/15/2029                                 | CUSIP: 98164RAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    106752 | PA      | $107490.88    | 0.19%             | 2029-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                             | NATWEST GROUP PLC 5.583%/VAR 03/01/2028                                                | CUSIP: 639057AL2<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $203175.66    | 0.37%             | 2028-03-01      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                        | GOLDMAN SACHS BANK USA 5.283%/VAR 03/18/2027                                           | CUSIP: 38151LAF7<br>LEI: KD3XUN7C6T14HNAYLU02 | Long             | DBT              | CORP              | US        |     71000 | PA      | $71040.24     | 0.13%             | 2027-03-18      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| WHEELS FLEET LEASE FUNDING 1 LLC                              | WHEELS FLEET LEASE FUNDING 1 LLC 24-1A A1 5.49% 02/18/2039 144A                        | CUSIP: 96328GBM8<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-CBDO         | CORP              | US        |     55515 | PA      | $56134.61     | 0.10%             | 2039-02-18      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI AUTOMOBILE LEASE SECURITIZATION TR 2024-A          | WORLD OMNI AUTOMOBILE LEASE SECURITIZATION TR 2024-A 5.26% 10/15/2027                  | CUSIP: 981946AD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    179283 | PA      | $180146.38    | 0.32%             | 2027-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                            | WELLS FARGO and CO NEW 5.707%/VAR 04/22/2028                                           | CUSIP: 95000U3L5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    120000 | PA      | $122197.01    | 0.22%             | 2028-04-22      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                | MORGAN STANLEY FRN SOFR+102 04/13/2028                                                 | CUSIP: 61747YFN0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100493.58    | 0.18%             | 2028-04-13      | Variable      | 0.05%                 | 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        |    200000 | PA      | $200442.39    | 0.36%             | 2027-04-23      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FORD CR FLOORPLN MAST OWN TR A                                | FORD CR FLOORPLN MAST OWN TR A 5.29% 04/15/2029 144A                                   | CUSIP: 34528QJA3<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-CBDO         | CORP              | US        |    180000 | PA      | $182889.72    | 0.33%             | 2029-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DLLAD 2024-1 LLC                                              | DLLAD 2024-1 LLC 5.5% 08/20/2027 144A                                                  | CUSIP: 23346MAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      6747 | PA      | $6770.92      | 0.01%             | 2027-08-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                         | ATHENE GLOBAL FUNDING 5.62% 05/08/2026 144A                                            | CUSIP: 04685A3V1<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100255.15    | 0.18%             | 2026-05-08      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ AUTO LEASE TRUST 2024-A                         | MERCEDES-BENZ AUTO LEASE TRUST 2024-A 5.32% 01/18/2028                                 | CUSIP: 58770JAD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    190000 | PA      | $191450.56    | 0.35%             | 2028-01-18      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ AUTO LEASE TRUST 2024-A                         | MERCEDES-BENZ AUTO LEASE TRUST 2024-A 5.44% 02/16/2027                                 | CUSIP: 58770JAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       974 | PA      | $974.93       | 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        |      1046 | PA      | $1046.83      | 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        |       358 | PA      | $358.65       | 0.00%             | 2027-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                          | ROYAL BANK OF CANADA 5.069%/VAR 07/23/2027                                             | CUSIP: 78016HZX1<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $100439.48    | 0.18%             | 2027-07-23      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING 2024-3 LLC                         | ENTERPRISE FLEET FINANCING 2024-3 LLC 5.31% 04/20/2027 144A                            | CUSIP: 29375QAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     16401 | PA      | $16450.65     | 0.03%             | 2027-04-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK NEW YORK MELLON CORP                                     | BANK NEW YORK MELLON CORP FRN SOFRINDX+83 07/21/2028                                   | CUSIP: 06406RBY2<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150776.97    | 0.27%             | 2028-07-21      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GRP INC                                | PNC FINANCIAL SERVICES GRP INC 5.102%/VAR 07/23/2027                                   | CUSIP: 693475BY0<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200856.96    | 0.36%             | 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        |      7619 | PA      | $7627.75      | 0.01%             | 2027-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST 2024-3                                | CARMAX AUTO OWNER TRUST 2024-3 4.89% 07/16/2029                                        | CUSIP: 14319GAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    200000 | PA      | $202207.28    | 0.36%             | 2029-07-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DLLMT 2024-1 LLC                                              | DLLMT 2024-1 LLC 4.84% 08/21/2028 144A                                                 | CUSIP: 23347AAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    175000 | PA      | $176394.07    | 0.32%             | 2028-08-21      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WHEELS FLEET LEASE FUNDING 1 LLC                              | WHEELS FLEET LEASE FUNDING 1 LLC 4.87% 06/21/2039 144A                                 | CUSIP: 96328GBT3<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-CBDO         | CORP              | US        |    197551 | PA      | $199595.63    | 0.36%             | 2039-06-21      | Fixed         | 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        |    150000 | PA      | $150478.45    | 0.27%             | 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        |    250000 | PA      | $250542.77    | 0.45%             | 2026-08-28      | Fixed         | 0.04%                 | 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        |    151000 | PA      | $151527.55    | 0.27%             | 2027-09-10      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| THE BANK OF NOVA SCOTIA                                       | BANK OF NOVA SCOTIA 4.404%/VAR 09/08/2028                                              | CUSIP: 06418GAL1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    170000 | PA      | $171106.34    | 0.31%             | 2028-09-08      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                            | CANADIAN IMPERIAL BK OF COMM 4.508%/VAR 09/11/2027                                     | CUSIP: 13607PHT4<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $150448.79    | 0.27%             | 2027-09-11      | 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        |     74360 | PA      | $74501.51     | 0.13%             | 2028-02-22      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VOLVO FINANCIAL EQUIPMENT LLC SERIES 2024-1                   | VOLVO FINANCIAL EQUIPMENT LLC SERIES 2024-1 4.29% 10/16/2028 144A                      | CUSIP: 92887QAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    165000 | PA      | $165841.05    | 0.30%             | 2028-10-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TOYOTA LEASE OWNER TRUST 2024-B                               | TOYOTA LEASE OWNER TRUST 2024-B A3 4.21% 09/20/2027 144A                               | CUSIP: 891943AD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    173948 | PA      | $174167.89    | 0.31%             | 2027-09-20      | Fixed         | 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        |     45000 | PA      | $45132.59     | 0.08%             | 2026-09-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ AUTO LEASE TR 2024-B                            | MERCEDES-BENZ AUTO LEASE TR 2024-B 4.89% 02/15/2028                                    | CUSIP: 58769GAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    133006 | PA      | $133264.56    | 0.24%             | 2028-02-15      | 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        |   3237200 | PA      | $3234323.20   | 5.83%             | 2026-09-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING 2024-4 LLC                         | ENTERPRISE FLEET FINANCING 2024-4 LLC 4.69% 07/20/2027 144A                            | CUSIP: 29374MAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     46385 | PA      | $46535.40     | 0.08%             | 2027-07-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DELL EQUIP FIN TR 2024-2                                      | DELL EQUIP FIN TR 2024-2 4.69% 08/22/2030 144A                                         | CUSIP: 24704EAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     34753 | PA      | $34805.10     | 0.06%             | 2030-08-22      | Fixed         | 0.05%                 | 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        |     18353 | PA      | $18374.59     | 0.03%             | 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        |     12452 | PA      | $12461.70     | 0.02%             | 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        |      2425 | PA      | $2426.22      | 0.00%             | 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        |     90000 | PA      | $90025.12     | 0.16%             | 2026-04-10      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                          | ROYAL BANK OF CANADA 4.51%/VAR 10/18/2027                                              | CUSIP: 78017FZQ9<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    140000 | PA      | $140655.53    | 0.25%             | 2027-10-18      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                          | ROYAL BANK OF CANADA FRN SOFRINDX+72 10/18/2027                                        | CUSIP: 78017FZR7<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $100278.38    | 0.18%             | 2027-10-18      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                          | ROYAL BANK OF CANADA FRN SOFRINDX+86 10/18/2028                                        | CUSIP: 78017FZU0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $150502.11    | 0.27%             | 2028-10-18      | 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        |     13679 | PA      | $13697.16     | 0.02%             | 2027-12-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE PRIME AUTO RECEIVABLES TR 2024-1                  | CAPITAL ONE PRIME AUTO RECEIVABLES TR 2024-1 4.61% 10/15/2027                          | CUSIP: 14043NAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     26863 | PA      | $26886.51     | 0.05%             | 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        |     53675 | PA      | $53802.29     | 0.10%             | 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        |     20792 | PA      | $20826.84     | 0.04%             | 2027-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                      | VISTRA OPERATIONS CO LLC 5.05% 12/30/2026 144A                                         | CUSIP: 92840VAT9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     24000 | PA      | $24260.51     | 0.04%             | 2026-12-30      | 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        |    140000 | PA      | $140827.92    | 0.25%             | 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        |    105000 | PA      | $105180.74    | 0.19%             | 2026-11-27      | 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        |      2968 | PA      | $2969.19      | 0.01%             | 2028-02-10      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| THE TORONTO DOMINION BANK                                     | TORONTO DOMINION BANK 4.568% 12/17/2026                                                | CUSIP: 89115A3A8<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $201124.30    | 0.36%             | 2026-12-17      | 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        |    145000 | PA      | $145342.20    | 0.26%             | 2026-12-17      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                         | ATHENE GLOBAL FUNDING 4.95% 01/07/2027 144A                                            | CUSIP: 04685A4E8<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    108000 | PA      | $108773.24    | 0.20%             | 2027-01-07      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JACKSON NATL LIFE GLOBAL FDG                                  | JACKSON NATL LIFE GLOBAL FDG 4.9% 01/13/2027 144A                                      | CUSIP: 46849LVC2<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151092.69    | 0.27%             | 2027-01-13      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                            | CANADIAN IMPERIAL BK OF COMM 4.862%/VAR 01/13/2028                                     | CUSIP: 13607PVP6<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $151049.16    | 0.27%             | 2028-01-13      | Variable      | 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        |     34598 | PA      | $34663.51     | 0.06%             | 2028-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DLLAA 2025-1 LLC                                              | DLLAA 2025-1 LLC 4.7% 10/20/2027 144A                                                  | CUSIP: 233249AB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     21062 | PA      | $21133.29     | 0.04%             | 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        |    180000 | PA      | $181528.02    | 0.33%             | 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        |     61945 | PA      | $62094.70     | 0.11%             | 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        |     19720 | PA      | $19748.80     | 0.04%             | 2028-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TR                           | SANTANDER DRIVE AUTO RECEIVABLES TR 4.74% 01/16/2029                                   | CUSIP: 80288DAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     18506 | PA      | $18553.38     | 0.03%             | 2029-01-16      | Fixed         | 0.05%                 | 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        |    180000 | PA      | $181419.79    | 0.33%             | 2028-01-24      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI AUTO RECEIVABLES TRUST 2025-A                      | WORLD OMNI AUTO RECEIVABLES TRUST 2025-A 4.49% 04/17/2028                              | CUSIP: 98164YAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     34529 | PA      | $34569.47     | 0.06%             | 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        |     44190 | PA      | $44268.87     | 0.08%             | 2027-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                     | UST NOTES 4.125% 01/31/2027                                                            | CUSIP: 91282CMH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2250000 | PA      | $2261619.14   | 4.08%             | 2027-01-31      | Fixed         | 0.04%                 | 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        |     61903 | PA      | $62145.56     | 0.11%             | 2027-10-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| POST ROAD EQUIPMENT FINANCE 2025-1 LLC                        | POST ROAD EQUIPMENT FINANCE 2025-1 LLC 4.9% 05/15/2031 144A                            | CUSIP: 73747LAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     85642 | PA      | $86397.11     | 0.16%             | 2031-05-15      | 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        |     79881 | PA      | $80032.85     | 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        |     92469 | PA      | $92634.90     | 0.17%             | 2027-05-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL AUTOMOBILE LEASING TRUST 2025-1                  | GM FINANCIAL AUTOMOBILE LEASING TRUST 2025-1 4.66% 02/21/2028                          | CUSIP: 36271VAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    100000 | PA      | $100730.96    | 0.18%             | 2028-02-21      | Fixed         | 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        |     76711 | PA      | $77008.37     | 0.14%             | 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        |     26068 | PA      | $26097.27     | 0.05%             | 2028-05-22      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2025-ROIC                                            | BX Trust 2025-ROIC VAR 03/15/2030 144A                                                 | CUSIP: 05593VAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     87841 | PA      | $87731.60     | 0.16%             | 2030-03-15      | Variable      | 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        |     28438 | PA      | $28494.73     | 0.05%             | 2027-07-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                      | MARS INC 4.45% 03/01/2027 144A                                                         | CUSIP: 571676AW5<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     49000 | PA      | $49400.66     | 0.09%             | 2027-03-01      | Fixed         | 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        |      7513 | PA      | $7518.64      | 0.01%             | 2028-06-12      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WHEELS FLEET LEASE FUNDING 1 LLC                              | WHEELS FLEET LEASE FUNDING 1 LLC TSFR1M+0 01/18/2040 144A                              | CUSIP: 96328GCF2<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-CBDO         | CORP              | US        |     94293 | PA      | $94726.97     | 0.17%             | 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        |     58664 | PA      | $58797.04     | 0.11%             | 2027-08-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SBNA AUTO LEASE TRUST 2025-A                                  | SBNA AUTO LEASE TRUST 2025-A 4.83% 04/20/2028 144A                                     | CUSIP: 78437KAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    200000 | PA      | $200959.00    | 0.36%             | 2028-04-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST 2025-A                           | FORD CREDIT AUTO OWNER TRUST 2025-A 4.47% 12/15/2027                                   | CUSIP: 34535KAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     68642 | PA      | $68805.72     | 0.12%             | 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        |     37113 | PA      | $37155.90     | 0.07%             | 2028-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GMF FLOORPLAN OWNER REVOLVING TR                              | GMF FLOORPLAN OWNER REVOLVING TR SOFR30A+55 03/15/2029 144A                            | CUSIP: 361886DX9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    100000 | PA      | $100270.00    | 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        |     64000 | PA      | $64454.38     | 0.12%             | 2027-03-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VERIZON MASTER TRUST                                          | VERIZON MASTER TRUST 4.51% 03/20/2030                                                  | CUSIP: 92348KDY6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     90000 | PA      | $90711.30     | 0.16%             | 2030-03-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK OF NEW YORK MELLON                                       | BANK OF NEW YORK MELLON FRN SOFRINDX+71 04/20/2027                                     | CUSIP: 06405LAG6<br>LEI: HPFHU0OQ28E4N0NFVK49 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250148.43    | 0.45%             | 2027-04-20      | Variable      | 0.04%                 | 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        |    140000 | PA      | $141060.38    | 0.25%             | 2028-04-23      | Variable      | 0.05%                 | 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        |     89233 | PA      | $89556.14     | 0.16%             | 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        |     46431 | PA      | $46570.38     | 0.08%             | 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        |     86108 | PA      | $86342.62     | 0.16%             | 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        |    115120 | PA      | $115401.00    | 0.21%             | 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        |     62000 | PA      | $62329.23     | 0.11%             | 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        |    127000 | PA      | $127365.62    | 0.23%             | 2027-04-28      | 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        |     92113 | PA      | $92304.44     | 0.17%             | 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        |    131559 | PA      | $132073.57    | 0.24%             | 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        |    156000 | PA      | $156178.53    | 0.28%             | 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        |     18861 | PA      | $18885.35     | 0.03%             | 2030-04-15      | Fixed         | 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        |     74523 | PA      | $74657.84     | 0.13%             | 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        |    100974 | PA      | $101171.59    | 0.18%             | 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        |     18731 | PA      | $18760.51     | 0.03%             | 2027-11-22      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DTE ELEC CO                                                   | DTE ELEC CO 4.25% 05/14/2027                                                           | CUSIP: 23338VAW6<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25171.97     | 0.05%             | 2027-05-14      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST BILLS                                                     | UST BILLS 0% 05/14/2026                                                                | CUSIP: 912797QN0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2500000 | PA      | $2481800.70   | 4.47%             | 2026-05-14      | Fixed         | 0.00%                 | 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        |     62266 | PA      | $62454.50     | 0.11%             | 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        |     84530 | PA      | $84910.66     | 0.15%             | 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        |     53205 | PA      | $53308.20     | 0.10%             | 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        |     52953 | PA      | $53198.46     | 0.10%             | 2027-12-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                      | TOYOTA MOTOR CREDIT CORP FRN SOFR+71 05/14/2027                                        | CUSIP: 89236TNH4<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150724.65    | 0.27%             | 2027-05-14      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| ALA TRUST 2025-OANA                                           | ALA TRUST 2025-OANA A VAR 06/15/2040 144A                                              | CUSIP: 009920AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    105000 | PA      | $105526.79    | 0.19%             | 2040-06-15      | 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        |     97104 | PA      | $97320.18     | 0.18%             | 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        |     38478 | PA      | $38529.88     | 0.07%             | 2028-01-18      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DRIVE 2025-1 A2                                               | DRIVE 2025-1 A2 5.05% 08/15/2028                                                       | CUSIP: 262102AB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     25322 | PA      | $25356.25     | 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        |    250000 | PA      | $251622.50    | 0.45%             | 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        |    103065 | PA      | $103386.76    | 0.19%             | 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        |     70801 | PA      | $71009.16     | 0.13%             | 2028-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BMW VEHICLE LEASE TRUST 2025-1                                | BMW VEHICLE LEASE TRUST 2025-1 4.43% 06/26/2028                                        | CUSIP: 096912AD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    215000 | PA      | $216772.03    | 0.39%             | 2028-06-26      | 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        |    180000 | PA      | $180549.47    | 0.33%             | 2028-06-09      | Variable      | 0.04%                 | 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        |     72722 | PA      | $72848.89     | 0.13%             | 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        |     85270 | PA      | $85446.57     | 0.15%             | 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        |     49000 | PA      | $49239.70     | 0.09%             | 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        |    200000 | PA      | $200957.08    | 0.36%             | 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        |     60772 | PA      | $60914.88     | 0.11%             | 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        |    130000 | PA      | $130933.79    | 0.24%             | 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        |     37710 | PA      | $37765.95     | 0.07%             | 2035-07-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| OCWEN LOAN INVESTMENT TRUST                                   | OCWEN LOAN INVESTMENT TRUST HB1 A VAR 06/25/2038 144A                                  | CUSIP: 68278EAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     46040 | PA      | $45333.53     | 0.08%             | 2038-06-25      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| UST BILLS                                                     | UST BILLS 0% 07/09/2026                                                                | CUSIP: 912797RF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1750000 | PA      | $1727660.15   | 3.11%             | 2026-07-09      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP                                              | NTT FINANCE CORP 4.567% 07/16/2027 144A                                                | CUSIP: 62954WAP0<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $201814.29    | 0.36%             | 2027-07-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GREENSKY HOME IMPROVEMENT ISSUER TRUST 2025-2                 | GREENSKY HOME IMPROVEMENT ISSUER TRUST 2025-2 4.93% 06/25/2060 144A                    | CUSIP: 39571VAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     57420 | PA      | $57655.12     | 0.10%             | 2060-06-25      | 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        |    200000 | PA      | $201021.14    | 0.36%             | 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        |    116038 | PA      | $116282.30    | 0.21%             | 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 A3 4.36% 07/17/2028 144A                   | CUSIP: 44935GAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    200000 | PA      | $201411.36    | 0.36%             | 2028-07-17      | 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        |     80000 | PA      | $80406.86     | 0.14%             | 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        |    250000 | PA      | $250590.00    | 0.45%             | 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        |     54143 | PA      | $54281.59     | 0.10%             | 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        |     51537 | PA      | $51655.05     | 0.09%             | 2028-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| RCKT TRUST 2025-1A                                            | RCKT TRUST 2025-1A 4.9% 07/25/2034 144A                                                | CUSIP: 74939RAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     47811 | PA      | $47924.89     | 0.09%             | 2034-07-25      | Fixed         | 0.05%                 | 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        |     67000 | PA      | $67759.76     | 0.12%             | 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        |    127413 | PA      | $127643.95    | 0.23%             | 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        |    142262 | PA      | $142465.33    | 0.26%             | 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        |    150000 | PA      | $150488.25    | 0.27%             | 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        |     62926 | PA      | $63103.15     | 0.11%             | 2034-08-15      | Fixed         | 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        |     74312 | PA      | $74415.02     | 0.13%             | 2028-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                     | UST NOTES 3.625% 08/31/2027                                                            | CUSIP: 91282CNV9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2025000 | PA      | $2030299.81   | 3.66%             | 2027-08-31      | Fixed         | 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        |    152000 | PA      | $152728.97    | 0.28%             | 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        |    160000 | PA      | $160417.44    | 0.29%             | 2028-09-08      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| TOYOTA LEASE OWNER TRUST 2025-B                               | TOYOTA LEASE OWNER TRUST 2025-B 3.91% 05/22/2028 144A                                  | CUSIP: 89240NAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    154372 | PA      | $154559.98    | 0.28%             | 2028-05-22      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO RECEIVABLES TRUST 2025-C                         | HYUNDAI AUTO RECEIVABLES TRUST 2025-C 3.97% 07/17/2028                                 | CUSIP: 44935JAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    160000 | PA      | $160144.32    | 0.29%             | 2028-07-17      | 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        |     87000 | PA      | $87034.77     | 0.16%             | 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        |    160000 | PA      | $160234.76    | 0.29%             | 2028-09-15      | 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        |    120000 | PA      | $120268.68    | 0.22%             | 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        |    192511 | PA      | $192588.64    | 0.35%             | 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        |    175000 | PA      | $175319.24    | 0.32%             | 2028-09-22      | 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        |    108913 | PA      | $109114.12    | 0.20%             | 2028-06-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EXTENDED STAY AMERICA TRUST 2025-ESH                          | EXTENDED STAY AMERICA TRUST 2025-ESH VAR 10/15/2042 144A                               | CUSIP: 30227TAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     94000 | PA      | $94117.50     | 0.17%             | 2042-10-15      | Variable      | 0.05%                 | 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        |    150000 | PA      | $150087.38    | 0.27%             | 2028-03-15      | Fixed         | 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        |    190957 | PA      | $191189.89    | 0.34%             | 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        |    111760 | PA      | $111975.24    | 0.20%             | 2035-08-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ALLY AUTO RECEIVABLES TRUST 2025-1                            | ALLY AUTO RECEIVABLES TRUST 2025-1 A2 4.28% 07/17/2028                                 | CUSIP: 02008KAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    150000 | PA      | $150090.38    | 0.27%             | 2028-07-17      | Fixed         | 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        |    120000 | PA      | $120137.33    | 0.22%             | 2029-03-15      | Fixed         | 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        |    160000 | PA      | $160124.06    | 0.29%             | 2029-01-16      | Fixed         | 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        |    210000 | PA      | $210298.56    | 0.38%             | 2028-11-03      | Variable      | 0.04%                 | 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        |     95396 | PA      | $95505.24     | 0.17%             | 2030-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FIAOT 2025-1A                                                 | FIAOT 2025-1A A2 4.42% 12/15/2028 144A                                                 | CUSIP: 32059WAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    100000 | PA      | $100157.52    | 0.18%             | 2028-12-15      | Fixed         | 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        |    250000 | PA      | $250627.50    | 0.45%             | 2028-11-17      | 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        |     44000 | PA      | $44154.88     | 0.08%             | 2027-11-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| STELLANTIS FINANCIAL UNDERWRITTEN ENHANCED LEASE TRUST 2025-C | STELLANTIS FINANCIAL UNDERWRITTEN ENHANCED LEASE TRUST 2025-C A2 4.35% 06/20/2028 144A | CUSIP: 85855EAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    104000 | PA      | $104248.47    | 0.19%             | 2028-06-20      | Fixed         | 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        |    100000 | PA      | $99989.34     | 0.18%             | 2028-04-17      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                     | UST NOTES 3.375% 12/31/2027                                                            | CUSIP: 91282CPS4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2150000 | PA      | $2148824.21   | 3.87%             | 2027-12-31      | Fixed         | 0.03%                 | 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        |    170000 | PA      | $170247.47    | 0.31%             | 2028-01-10      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| ARI FLEET LEASE TRUST                                         | ARI FLEET LEASE TRUST 4.35% 11/15/2034 144A                                            | CUSIP: 04033DAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    100000 | PA      | $100245.61    | 0.18%             | 2034-11-15      | Fixed         | 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        |    180000 | PA      | $180080.50    | 0.32%             | 2028-12-15      | Fixed         | 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        |    115000 | PA      | $115022.82    | 0.21%             | 2028-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                 | GOLDMAN SACHS GROUP INC (THE) 4.148%/VAR 01/21/2029                                    | CUSIP: 38145GAP5<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    140000 | PA      | $140057.99    | 0.25%             | 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        |     35000 | PA      | $35048.89     | 0.06%             | 2028-07-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EXTENDED STAY AMER TR 2026-ESH2                               | EXTENDED STAY AMER TR 2026-ESH2 A TSFR1M+130 02/15/2043 144A                           | CUSIP: 30227WAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     66000 | PA      | $66020.63     | 0.12%             | 2043-02-15      | Variable      | 0.05%                 | 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        |    141000 | PA      | $140949.24    | 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        |    170000 | PA      | $170187.75    | 0.31%             | 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        |    250000 | PA      | $249915.05    | 0.45%             | 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        |    130000 | PA      | $130172.04    | 0.23%             | 2029-04-13      | 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        |    200000 | PA      | $200596.70    | 0.36%             | 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        |    180000 | PA      | $179886.76    | 0.32%             | 2028-02-22      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PLYM COMMERCIAL MORTGAGE TRUST 2026-IND                       | PLYM COMMERCIAL MORTGAGE TRUST 2026-IND A TSFR1M+125 03/15/2043 144A                   | CUSIP: 69292BAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $100000.00    | 0.18%             | 2043-03-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2026-XL6                         | BX COMMERCIAL MORTGAGE TRUST 2026-XL6 TSFR1M+130 03/15/2043 144A                       | CUSIP: 12433NAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $100062.90    | 0.18%             | 2043-03-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| RKTL 2026-1A                                                  | RKTL 2026-1A 4.31% 02/26/2035 144A                                                     | CUSIP: 74990JAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    100000 | PA      | $100113.80    | 0.18%             | 2035-02-26      | Fixed         | 0.04%                 | 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        |    115000 | PA      | $115016.25    | 0.21%             | 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        |     55000 | PA      | $55007.82     | 0.10%             | 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        |    180000 | PA      | $180125.86    | 0.32%             | 2029-08-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                    | ABBVIE INC 3.775% 03/03/2028                                                           | CUSIP: 00287YED7<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    195000 | PA      | $195258.13    | 0.35%             | 2028-03-03      | Fixed         | 0.04%                 | 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