# EDGAR Filing Document

**Accession Number:** 0000035315
**File Stem:** 0000035402-25-001407
**Filing Date:** 2025-10
**Character Count:** 188528
**Document Hash:** 2d997e7057d26b0b3673a1c5114aa91f
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000035402-25-001407.hdr.sgml**: 20251028

**ACCESSION NUMBER**: 0000035402-25-001407

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250831

**FILED AS OF DATE**: 20251028

**DATE AS OF CHANGE**: 20251028

**PERIOD START**: 20250831

**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:** 251424453

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

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

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

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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02210

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

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

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

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

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

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

- **a. Date of fiscal year-end:** 2025-08-31

- **b. Date as of which information is reported:** 2025-08-31

**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:** $7148345734.27

**Total Liabilities:** $76365366.58

**Net Assets:** $7071980367.69

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 120944.97676626 | **1-Year:** 416099.40398657 | **5-Year:** 188201.42837200 | **10-Year:** 576.84926970 | **30-Year:** 0.00000000

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

- **3-Month:** 5927.73144819 | **1-Year:** 3854.88994095 | **5-Year:** 2463.52327542 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000221555 | 0.44%                | 0.34%                | 0.54%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $1566082.16              | $6519969.43                                |
| Month 2  | $431034.95               | $-5958038.80                               |
| Month 3  | $1152561.50              | $9739738.35                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| 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        |  12255000 | PA      | $12286712.26  | 0.17%             | 2027-12-20      | Fixed         | 0.05%                 | 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        |   8337000 | PA      | $8144734.11   | 0.12%             | 2027-07-09      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| BX COML MTG TR 2024-XL4                                            | BX COML MTG TR 2024-XL4 A TSFR1M+144.203 02/15/2039 144A                                         | CUSIP: 05611VAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5634469 | PA      | $5643272.52   | 0.08%             | 2039-02-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                       | UBS GROUP AG 1.494%/VAR 08/10/2027 144A                                                          | CUSIP: 902613AH1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |  23000000 | PA      | $22385763.61  | 0.32%             | 2027-08-10      | Variable      | 0.01%                 | 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        |   4193036 | PA      | $4197581.32   | 0.06%             | 2028-05-22      | Fixed         | 0.05%                 | 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        |  17739646 | PA      | $17771920.15  | 0.25%             | 2028-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| THE CAMPBELL'S COMPANY                                             | THE CAMPBELL'S COMPANY 5.3% 03/20/2026                                                           | CUSIP: 134429BL2<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |   3502000 | PA      | $3517307.35   | 0.05%             | 2026-03-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PORSCHE FINANCIAL AUTO SECURITIZATION TRUST                        | PORSCHE FINANCIAL AUTO SECURITIZATION TRUST 4.45% 01/24/2028 144A                                | CUSIP: 73328EAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   9405136 | PA      | $9409708.37   | 0.13%             | 2028-01-24      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HONDA AUTO RECEIVABLES 2024-2 OWNER TR                             | HONDA AUTO RECEIVABLES 2024-2 OWNER TR 5.48% 11/18/2026                                          | CUSIP: 437930AB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4832459 | PA      | $4840345.33   | 0.07%             | 2026-11-18      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                               | ROYAL BANK OF CANADA 5.069%/VAR 07/23/2027                                                       | CUSIP: 78016HZX1<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |  30425000 | PA      | $30626473.13  | 0.43%             | 2027-07-23      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS and ELECTRIC CO                                        | PACIFIC GAS and ELECTRIC CO FRN SOFRINDX+95 09/04/2025                                           | CUSIP: 694308KS5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |  29900000 | PA      | $29900928.10  | 0.42%             | 2025-09-04      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| AFFIRM ASSET SECURITIZATION TR 2025-X1                             | AFFIRM ASSET SECURITIZATION TR 2025-X1 A 5.24% 04/15/2030 144A                                   | CUSIP: 00834MAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5535611 | PA      | $5542512.34   | 0.08%             | 2030-04-15      | Fixed         | 0.05%                 | 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        |  28000000 | PA      | $27519586.92  | 0.39%             | 2027-04-22      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FINANCE NORTH AMERICA LLC                            | MERCEDES-BENZ FINANCE NORTH AMERICA LLC 4.9% 01/09/2026 144A                                     | CUSIP: 58769JAP2<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |  12000000 | PA      | $12012437.16  | 0.17%             | 2026-01-09      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA HOUSTON BRANCH                                 | BANK OF NOVA SCOTIA HOUSTON BR YCD SOFR+35 10/10/2025                                            | CUSIP: 06418NDJ8<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | US        |  23000000 | PA      | $23005968.50  | 0.33%             | 2025-10-10      | Variable      | 0.05%                 | 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        |  24200000 | PA      | $23990369.68  | 0.34%             | 2027-06-17      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                       | BARCLAYS PLC 7.325%/VAR 11/02/2026                                                               | CUSIP: 06738ECC7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |  20926000 | PA      | $21016240.65  | 0.30%             | 2026-11-02      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| ARES LII CLO LTD                                                   | ARES LII CLO LTD A1RR TSFR3M+88 04/22/2031 144A                                                  | CUSIP: 04009AAW0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   9144325 | PA      | $9132894.65   | 0.13%             | 2031-04-22      | Variable      | 0.05%                 | 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        |   1725900 | PA      | $1727453.46   | 0.02%             | 2034-07-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BMW VEH OWNER TR 2022-A                                            | BMW VEH OWNER TR 2022-A A3 3.21% 08/25/2026                                                      | CUSIP: 05602RAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     55972 | PA      | $55917.69     | 0.00%             | 2026-08-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FLATIRON CLO 28 LTD / FLATIRON CLO 28 LLC                          | FLATIRON CLO 28 LTD / FLATIRON CLO 28 LLC A1 TSFR3M+132 07/15/2036 144A                          | CUSIP: 33884EAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  21514000 | PA      | $21514000.00  | 0.30%             | 2036-07-15      | Variable      | 0.06%                 | 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        |   7650000 | PA      | $7669893.83   | 0.11%             | 2027-10-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO LEASE SECURITIZATION TRUST 2024-A                     | HYUNDAI AUTO LEASE SECURITIZATION TRUST 2024-A 5.15% 06/15/2026 144A                             | CUSIP: 448988AB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    364671 | PA      | $364802.62    | 0.01%             | 2026-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HARTWICK PARK CLO LTD                                              | HARTWICK PARK CLO LTD AR TSFR3M+116 01/20/2037 144A                                              | CUSIP: 417403AN2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |  15576000 | PA      | $15576124.61  | 0.22%             | 2037-01-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BX TR 2021-ACNT                                                    | BX TR 2021-ACNT TSFR1M+96.448 11/15/2026 144A                                                    | CUSIP: 05609QAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4077312 | PA      | $4076037.40   | 0.06%             | 2038-11-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FORDO 2022-B A2B                                                   | FORDO 2022-B A3 3.74% 09/15/2026                                                                 | CUSIP: 34534LAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     78625 | PA      | $78596.63     | 0.00%             | 2026-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                           | RTX CORP 5.75% 11/08/2026                                                                        | CUSIP: 75513ECT6<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |  10707000 | PA      | $10884681.49  | 0.15%             | 2026-11-08      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CHASE AUTO OWNER TRUST 24-3                                        | CHASE AUTO OWNER TRUST 5.53% 09/27/2027 144A                                                     | CUSIP: 16144LAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2938219 | PA      | $2945323.19   | 0.04%             | 2027-09-27      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                              | ATHENE GLOBAL FUNDING 4.86% 08/27/2026 144A                                                      | CUSIP: 04685A4A6<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |  26208000 | PA      | $26340768.68  | 0.37%             | 2026-08-27      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK OF IRELAND GROUP PLC                                          | BANK IRELAND GROUP PLC T1Y+NA 09/16/2026 144A                                                    | CUSIP: 06279JAC3<br>LEI: 635400C8EK6DRI12LJ39 | Long             | DBT              | CORP              | IE        |  23195000 | PA      | $23194062.92  | 0.33%             | 2026-09-16      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BX TRUST                                                           | BX TRUST 0.8% 06/15/2023 144A                                                                    | CUSIP: 05608WAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  15899640 | PA      | $15894671.51  | 0.22%             | 2038-06-15      | Variable      | 0.05%                 | No            |                  3 | 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        |   1617127 | PA      | $1618761.87   | 0.02%             | 2035-07-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TAOT 2023-A                                                        | TAOT 2023-A A3 4.63% 09/15/2027                                                                  | CUSIP: 891940AC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7613755 | PA      | $7625932.76   | 0.11%             | 2027-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VOYA CLO 2019-2 LLC                                                | VOYA CLO 2019-2 LLC AR TSFR3M+120 07/20/2032 144A                                                | CUSIP: 92917RAL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  15282558 | PA      | $15296679.41  | 0.22%             | 2032-07-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                       | UBS GROUP AG 1.364%/VAR 01/30/2027 144A                                                          | CUSIP: 902613AC2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |  25000000 | PA      | $24688012.75  | 0.35%             | 2027-01-30      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE LOAN FUNDING 2024-3 LTD                              | PALMER SQUARE LOAN FUNDING 2024-3 LTD A1 TSFR3M+108 08/08/2032 144A                              | CUSIP: 69690EAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   8473753 | PA      | $8478854.64   | 0.12%             | 2032-08-08      | Variable      | 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        |  21530000 | PA      | $21642630.97  | 0.31%             | 2027-06-23      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO RECEIVABLES TRUST 2023-C                              | HYUNDAI AUTO RECEIVABLES TRUST 2023-C 5.8% 01/15/2027                                            | CUSIP: 44918CAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    248896 | PA      | $249039.37    | 0.00%             | 2027-01-15      | Fixed         | 0.06%                 | 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        |  22100000 | PA      | $22160662.73  | 0.31%             | 2028-07-06      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| TESLA ELEC VEH TR 2023-1                                           | TESLA ELEC VEH TR 2023-1 5.54% 12/21/2026 144A                                                   | CUSIP: 881943AB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2745880 | PA      | $2748998.19   | 0.04%             | 2026-12-21      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PNC BANK NA PITTSBURGH PA                                          | PNC BANK NA PITTSBURGH PA FRN SOFR+73 07/21/2028                                                 | CUSIP: 69353RGA0<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |  16414000 | PA      | $16438323.91  | 0.23%             | 2028-07-21      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                      | GOLDMAN SACHS GROUP INC (THE) 1.093%/VAR 12/09/2026                                              | CUSIP: 38141GXM1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  25000000 | PA      | $24772742.00  | 0.35%             | 2026-12-09      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                                | STATE ST BK and TR CO BOSTON CD SOFR+32 11/17/2025                                               | CUSIP: 8574P1PM2<br>LEI: 571474TGEMMWANRLN572 | Long             | DBT              | CORP              | US        |  19800000 | PA      | $19806773.58  | 0.28%             | 2025-11-17      | Variable      | 0.05%                 | 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        |  21004000 | PA      | $20691382.98  | 0.29%             | 2027-04-01      | Variable      | 0.02%                 | 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        |  19645000 | PA      | $19692364.10  | 0.28%             | 2028-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ALA TRUST 2025-OANA                                                | ALA TRUST 2025-OANA A 6.04263% 06/15/2030 144A                                                   | CUSIP: 009920AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  17695000 | PA      | $17772415.63  | 0.25%             | 2040-06-15      | Variable      | 0.06%                 | 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        |  19700000 | PA      | $19758243.05  | 0.28%             | 2040-01-18      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ESSEX PORTFOLIO LP                                                 | ESSEX PORTFOLIO LP 3.375% 04/15/2026                                                             | CUSIP: 29717PAQ0<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |   8817000 | PA      | $8756870.97   | 0.12%             | 2026-04-15      | Fixed         | 0.03%                 | 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        |   4202000 | PA      | $4218772.58   | 0.06%             | 2027-05-14      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                                | BOFA CP SOFR+40 10/17/25                                                                         | CUSIP: 06054CHC2<br>LEI: 549300HN4UKV1E2R3U73 | Long             | DBT              | CORP              | US        |  23000000 | PA      | $23008162.70  | 0.33%             | 2025-10-17      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| JACKSON NATL LIFE GLOBAL FDG                                       | JACKSON NATL LIFE GLOBAL FDG 4.9% 01/13/2027 144A                                                | CUSIP: 46849LVC2<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |  18565000 | PA      | $18698518.55  | 0.26%             | 2027-01-13      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BX 2021-LBA                                                        | BX 2021-LBA TSFR1M+91.45 02/15/2036 144A                                                         | CUSIP: 05609BCD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    591000 | PA      | $590815.31    | 0.01%             | 2036-02-15      | Floating      | 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        |  20800000 | PA      | $20840784.64  | 0.29%             | 2027-12-15      | Fixed         | 0.04%                 | 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        |  22330000 | PA      | $21982542.52  | 0.31%             | 2027-03-09      | Variable      | 0.01%                 | 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        |  30000000 | PA      | $30068525.40  | 0.43%             | 2027-10-18      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| TESLA AUTO LEASE TRUST 2024-B                                      | TESLA AUTO LEASE TRUST 2024-B 4.79% 01/20/2027 144A                                              | CUSIP: 881934AB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4980080 | PA      | $4983854.41   | 0.07%             | 2027-01-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                              | JPMORGAN CHASE and CO 1.04%/VAR 02/04/2027                                                       | CUSIP: 46647PBW5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  23950000 | PA      | $23613533.64  | 0.33%             | 2027-02-04      | Variable      | 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        |   3195000 | PA      | $3186813.71   | 0.05%             | 2026-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                        | BNP PARIBAS 1.323%/VAR 01/13/2027 144A                                                           | CUSIP: 09659W2N3<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |  10214000 | PA      | $10094719.68  | 0.14%             | 2027-01-13      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COML MTG TR 2017                                       | WFCM 2017-C42 ASB 3.488% 12/15/2050                                                              | CUSIP: 95001GAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    631840 | PA      | $627476.12    | 0.01%             | 2050-12-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                               | ENEL FINANCE INTL NV STEP 07/12/2026 144A                                                        | CUSIP: 29278GAM0<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |  11493000 | PA      | $11222210.32  | 0.16%             | 2026-07-12      | 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        |  20000000 | PA      | $19772568.00  | 0.28%             | 2026-04-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CHASE AUTO OWNER TRUST 2024-1                                      | CHASE AUTO OWNER TRUST 2024-1 5.48% 04/26/2027 144A                                              | CUSIP: 16144BAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    640765 | PA      | $641168.61    | 0.01%             | 2027-04-26      | 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        |   7970000 | PA      | $8007363.84   | 0.11%             | 2026-12-23      | Fixed         | 0.05%                 | 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        |   8826000 | PA      | $8680026.17   | 0.12%             | 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        |  23000000 | PA      | $22673389.88  | 0.32%             | 2027-03-11      | Variable      | 0.02%                 | 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        |   3535000 | PA      | $3544050.66   | 0.05%             | 2028-04-10      | 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        |  29800000 | PA      | $29843267.51  | 0.42%             | 2026-04-10      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FING 2023-1 LLC                                   | ENTERPRISE FLEET FING 2023-1 LLC 5.51% 01/22/2029 144A                                           | CUSIP: 29375CAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2373309 | PA      | $2379605.88   | 0.03%             | 2029-01-22      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCKS RETAIL TRUST 2024-1                                 | DAIMLER TRUCKS RETAIL TRUST 2024-1 5.6% 04/15/2026                                               | CUSIP: 233874AB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    947411 | PA      | $947839.61    | 0.01%             | 2026-04-15      | Fixed         | 0.06%                 | 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        |  24545000 | PA      | $24601060.29  | 0.35%             | 2027-10-18      | Variable      | 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        |   9977894 | PA      | $9986983.38   | 0.14%             | 2027-10-18      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING 2024-2                                  | ENTERPRISE FLEET FINANCING 2024-2 5.74% 12/20/2026 144A                                          | CUSIP: 29375RAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2050356 | PA      | $2060532.53   | 0.03%             | 2026-12-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COML MTG TR 2017-C38                                   | WELLS FARGO COML MTG TR 2017-C38 3.261% 07/15/2050                                               | CUSIP: 95001MAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    485323 | PA      | $482139.39    | 0.01%             | 2050-07-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| THE TORONTO DOMINION BANK                                          | TD VCP SOFR+35 10/3/25                                                                           | CUSIP: 89120F3S1<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |  20000000 | PA      | $20004994.00  | 0.28%             | 2025-10-03      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| TCO COML MTG TR 2024-DPM                                           | TAUBMAN CENTERS COMMERCIAL MORTGAGE TRUST 24-DPM A TSFR1M+139.27 12/15/2039 144A                 | CUSIP: 87231EAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6601000 | PA      | $6601000.00   | 0.09%             | 2039-12-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| VMWARE INC                                                         | VMWARE INC 1.4% 08/15/2026                                                                       | CUSIP: 928563AJ4<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |  28865000 | PA      | $28065404.57  | 0.40%             | 2026-08-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| OCWEN LN INVT TR 2023-HB1                                          | OCWEN LN INVT TR 2023-HB1 A 3% 06/25/2036 144A                                                   | CUSIP: 67578KAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    197520 | PA      | $195934.37    | 0.00%             | 2036-06-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                                   | ABN AMRO BANK NV 1.542%/VAR 06/16/2027 144A                                                      | CUSIP: 00084DAU4<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |   8611000 | PA      | $8419709.22   | 0.12%             | 2027-06-16      | Variable      | 0.02%                 | 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        |  15849000 | PA      | $15986729.55  | 0.23%             | 2028-01-24      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CHASE AUTO OWNER TRUST 2024-2                                      | CHASE AUTO OWNER TRUST 2024-2 5.52% 06/25/2029 144A                                              | CUSIP: 16144CAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  15000000 | PA      | $15208612.50  | 0.22%             | 2029-06-25      | Fixed         | 0.06%                 | 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        |  14571000 | PA      | $14576458.30  | 0.21%             | 2028-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                  | HSBC HOLDINGS PLC 4.292%/VAR 09/12/2026                                                          | CUSIP: 404280BX6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   8000000 | PA      | $7999509.44   | 0.11%             | 2026-09-12      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| US BANK NA CINCINNATI OHIO                                         | US BANK NA CINCINNATI OHIO FRN SOFR+91 05/15/2028                                                | CUSIP: 90331HPT4<br>LEI: 6BYL5QZYBDK8S7L73M02 | Long             | DBT              | CORP              | US        |  32800000 | PA      | $32990297.40  | 0.47%             | 2028-05-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                           | CONSTELLATION BRANDS INC 4.4% 11/15/2025                                                         | CUSIP: 21036PBB3<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |  20582000 | PA      | $20563396.34  | 0.29%             | 2025-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                       | BARCLAYS PLC 6.496%/VAR 09/13/2027                                                               | CUSIP: 06738ECJ2<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   2000000 | PA      | $2041523.60   | 0.03%             | 2027-09-13      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMER FIN LLC                                      | VOLKSWAGEN GROUP AMER FIN LLC 5.8% 09/12/2025 144A                                               | CUSIP: 928668BU5<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |  27000000 | PA      | $27008410.77  | 0.38%             | 2025-09-12      | Fixed         | 0.06%                 | 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        |   7800369 | PA      | $7819878.89   | 0.11%             | 2027-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                      | GOLDMAN SACHS GROUP INC (THE) 1.542%/VAR 09/10/2027                                              | CUSIP: 38141GYG3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  20000000 | PA      | $19431008.20  | 0.27%             | 2027-09-10      | Variable      | 0.02%                 | 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        |   3686902 | PA      | $3582930.93   | 0.05%             | 2038-06-25      | Variable      | 0.03%                 | 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        |  19648000 | PA      | $19672526.60  | 0.28%             | 2028-01-18      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DRIVE 2025-1 A2                                                    | DRIVE 2025-1 A2 5.05% 08/15/2028                                                                 | CUSIP: 262102AB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  11615000 | PA      | $11640681.93  | 0.16%             | 2028-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI TRUST BANK LTC NY                                  | SUMITOMO MITSUI TR BANK LTD NY YCD SOFR+31 11/04/2025                                            | CUSIP: 86564P6V8<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | US        |  24000000 | PA      | $24007934.40  | 0.34%             | 2025-11-04      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| DELL INTERNATIONAL LLC / EMC CORP                                  | DELL INTL/EMC CORP 4.9% 10/01/2026                                                               | CUSIP: 24703TAE6<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |   8420000 | PA      | $8454915.05   | 0.12%             | 2026-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SBNA AUTO LEASE TRUST 2024-B                                       | SBNA AUTO LEASE TRUST 2024-B 5.67% 11/20/2026 144A                                               | CUSIP: 78437VAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1522663 | PA      | $1523848.12   | 0.02%             | 2026-11-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| KUBOTA CREDIT OWNER TRUST 2024-2                                   | KUBOTA CREDIT OWNER TRUST 2024-2 5.45% 04/15/2027 144A                                           | CUSIP: 50117DAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4378012 | PA      | $4398545.78   | 0.06%             | 2027-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                              | JPMORGAN CHASE and CO 1.045%/VAR 11/19/2026                                                      | CUSIP: 46647PBT2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  20000000 | PA      | $19853425.60  | 0.28%             | 2026-11-19      | Variable      | 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        |  20200000 | PA      | $19707411.89  | 0.28%             | 2027-07-20      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| OHA CREDIT FUNDING 22 LTD                                          | OHA CREDIT FUNDING 22 LTD A1 TSFR3M+ 07/20/2038 144A                                             | CUSIP: 67121HAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  16813000 | PA      | $16859841.02  | 0.24%             | 2038-07-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| VMWARE INC                                                         | VMWARE INC 4.65% 05/15/2027                                                                      | CUSIP: 928563AE5<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |  17359000 | PA      | $17469691.75  | 0.25%             | 2027-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES LTD                                          | TRANSCANADA PIPELINES LTD 4.875% 01/15/2026                                                      | CUSIP: 89352HAT6<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |  28000000 | PA      | $27999882.68  | 0.40%             | 2026-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAPITAL LLC                                         | CNH INDUSTRIAL CAPITAL LLC 1.875% 01/15/2026                                                     | CUSIP: 12592BAL8<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |  13905000 | PA      | $13754526.49  | 0.19%             | 2026-01-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| OPORTUN FUNDING TRUST 2024-3                                       | OPORTUN FUNDING TRUST 2024-3 5.26% 08/15/2029 144A                                               | CUSIP: 68377NAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1175081 | PA      | $1175805.78   | 0.02%             | 2029-08-15      | Fixed         | 0.05%                 | 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        |   7545000 | PA      | $7418258.79   | 0.10%             | 2026-11-12      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MATTEL INC                                                         | MATTEL INC 5.875% 12/15/2027 144A                                                                | CUSIP: 577081BD3<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |  21570000 | PA      | $21627462.48  | 0.31%             | 2027-12-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MIZUHO BANK LTD NY BRANCH                                          | MIZUHO BANK LTD NY BRANCH YCD SOFR+40 05/08/2026                                                 | CUSIP: 60710TR60<br>LEI: RB0PEZSDGCO3JS6CEU02 | Long             | DBT              | CORP              | US        |  25000000 | PA      | $25018140.00  | 0.35%             | 2026-05-08      | 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        |  21313000 | PA      | $21374424.07  | 0.30%             | 2027-04-28      | Variable      | 0.05%                 | 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        |  11855000 | PA      | $11890212.91  | 0.17%             | 2028-11-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2018-B2 MTG TR                                           | BENCHMARK 2018-B2 MTG TR 3.7802% 02/15/2051                                                      | CUSIP: 08161CAF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1842095 | PA      | $1827808.54   | 0.03%             | 2051-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ARES XXXIV CLO LTD                                                 | ARES XXXIV CLO LTD AR3 TSFR3M+132 04/17/2033 144A                                                | CUSIP: 04015GAX7<br>LEI: 549300VDFIIXSFET0S73 | Long             | ABS-CBDO         | CORP              | KY        |  25476995 | PA      | $25476995.09  | 0.36%             | 2033-04-17      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO LEASE SECURITIZATION TRUST 2023-C                     | HYUNDAI AUTO LEASE SECURITIZATION TRUST 2023-C 5.8% 12/15/2026 144A                              | CUSIP: 44935VAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  15953937 | PA      | $15997020.46  | 0.23%             | 2026-12-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORP                                        | AMERICAN HONDA FINANCE CORP FRN SOFR+55 05/11/2026                                               | CUSIP: 02665WFR7<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |  22000000 | PA      | $22039365.04  | 0.31%             | 2026-05-11      | 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        |   8829621 | PA      | $8845067.18   | 0.13%             | 2027-12-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                     | MORGAN STANLEY 1.593%/VAR 05/04/2027                                                             | CUSIP: 61772BAB9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |  31920000 | PA      | $31325294.97  | 0.44%             | 2027-05-04      | 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        |  26750000 | PA      | $26278411.68  | 0.37%             | 2026-04-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG NEW YORK BNCH                                     | DEUTSCHE BANK AG NEW YORK BNCH 2.129%/VAR 11/24/2026                                             | CUSIP: 251526CE7<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | US        |  25200000 | PA      | $25056847.87  | 0.35%             | 2026-11-24      | Variable      | 0.02%                 | 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        |  23000000 | PA      | $23186182.01  | 0.33%             | 2027-04-23      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| DRYDEN 68 CLO LTD                                                  | DRYDEN 68 CLO LTD ARR TSFR3M+110 07/15/2035 144A                                                 | CUSIP: 26252QAS1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  17693000 | PA      | $17705968.97  | 0.25%             | 2035-07-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ONCOR ELEC DELIVERY CO LLC                                         | ONCOR ELEC DELIVERY CO LLC 4.5% 03/20/2027 144A                                                  | CUSIP: 68233JCY8<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |  12370000 | PA      | $12455126.51  | 0.18%             | 2027-03-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF CANADA                                            | NATIONAL BANK OF CANADA VCP SOFR+25 12/17/2025                                                   | CUSIP: 63307NNF0<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |  20000000 | PA      | $20004394.00  | 0.28%             | 2025-12-17      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI BKG CORP NY BRANCH                                 | SUMITOMO MITSUI BKG CORP NY BR YCD SOFR+35 11/18/2025                                            | CUSIP: 86565GGH7<br>LEI: 549300MS3WYYVQ4HXM15 | Long             | DBT              | CORP              | US        |  19800000 | PA      | $19809660.42  | 0.28%             | 2025-11-18      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| NISSAN MASTER OWNER TR RECEIVABLE                                  | NISSAN MASTER OWNER TR RECEIVABLES SOFR30A+190 02/15/2028 144A                                   | CUSIP: 65479VAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  24000000 | PA      | $24019125.60  | 0.34%             | 2028-02-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                          | BOEING CO 3.1% 05/01/2026                                                                        | CUSIP: 097023CH6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |  20400000 | PA      | $20218126.66  | 0.29%             | 2026-05-01      | Fixed         | 0.03%                 | 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        |  29200000 | PA      | $29222793.52  | 0.41%             | 2027-09-20      | 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        |  15420000 | PA      | $15457379.62  | 0.22%             | 2028-11-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GLENCORE FDG LLC                                                   | GLENCORE FDG LLC FRN SOFRINDX+75 10/01/2026 144A                                                 | CUSIP: 378272BX5<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |  20934000 | PA      | $20983107.40  | 0.30%             | 2026-10-01      | Variable      | 0.05%                 | 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        |  28296000 | PA      | $27896195.63  | 0.39%             | 2026-03-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE LN FDG 2025-2 LTD / PALMER SQUARE LN FDG 2025-2 LLC  | PALMER SQUARE LN FDG LTD 2025-2A A1 TSFR3M+94 07/15/2033 144A                                    | CUSIP: 69704AAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  14130000 | PA      | $14133193.38  | 0.20%             | 2033-07-15      | 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        |  10072086 | PA      | $10151221.39  | 0.14%             | 2030-03-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FORD CR AUTO OWNER TR 2020-REV2                                    | FORD CR AUTO OWNER TR 2020-REV2 1.49% 04/15/2033 144A                                            | CUSIP: 34532JAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10000000 | PA      | $9957059.00   | 0.14%             | 2033-04-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                     | MORGAN STANLEY 0.985%/VAR 12/10/2026                                                             | CUSIP: 6174468V4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |  16914000 | PA      | $16748816.86  | 0.24%             | 2026-12-10      | Variable      | 0.01%                 | 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        |  14790000 | PA      | $14632304.29  | 0.21%             | 2028-03-24      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| CHEVRON PHIL CHEM LLC /CHEV LP                                     | CHEVRON PHIL CHEM LLC /CHEV LP 3.4% 12/01/2026 144A                                              | CUSIP: 166754AP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  16234000 | PA      | $16084856.46  | 0.23%             | 2026-12-01      | Fixed         | 0.03%                 | 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        |  23000000 | PA      | $23131687.42  | 0.33%             | 2027-07-23      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                                               | WEC ENERGY GROUP INC 5% 09/27/2025                                                               | CUSIP: 92939UAH9<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $6000171.00   | 0.08%             | 2025-09-27      | 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        |  17540000 | PA      | $17567793.88  | 0.25%             | 2028-01-18      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO LEASE SECURITIZATION TRUST 2024-B                     | HYUNDAI AUTO LEASE SECURITIZATION TRUST 2024-B 5.51% 10/15/2026 144A                             | CUSIP: 44934FAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5655876 | PA      | $5663159.33   | 0.08%             | 2026-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                      | CITIGROUP INC 5.61%/VAR 09/29/2026                                                               | CUSIP: 172967NX5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |  22000000 | PA      | $22015700.52  | 0.31%             | 2026-09-29      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BOFA AUTO TR 2024-1                                                | BOFA AUTO TR 2024-1 5.57% 12/15/2026 144A                                                        | CUSIP: 09709AAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1473359 | PA      | $1474686.80   | 0.02%             | 2026-12-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FINANCIAL GROUP INC                                 | MITSUBISHI UFJ FIN GRP INC 1.64%/VAR 10/13/2027                                                  | CUSIP: 606822BZ6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |  19894000 | PA      | $19324007.06  | 0.27%             | 2027-10-13      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| CHASE AUTO OWNER TRUST                                             | CHASE AUTO OWNER TRUST 5.25% 09/27/2027 144A                                                     | CUSIP: 16144YAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6430225 | PA      | $6442916.87   | 0.09%             | 2027-09-27      | Fixed         | 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        |  18450000 | PA      | $18488792.97  | 0.26%             | 2028-02-22      | Fixed         | 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        |   8858823 | PA      | $8905432.11   | 0.13%             | 2027-04-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                    | CVS HEALTH CORP 5% 02/20/2026                                                                    | CUSIP: 126650DS6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |  17156000 | PA      | $17196036.27  | 0.24%             | 2026-02-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                | AMERICAN TOWER CORP 1.3% 09/15/2025                                                              | CUSIP: 03027XBB5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |  23000000 | PA      | $22969410.92  | 0.32%             | 2025-09-15      | Fixed         | 0.01%                 | 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        |  21940000 | PA      | $21964456.52  | 0.31%             | 2028-02-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE LOAN FUNDING 2024-2 LTD                              | PALMER SQUARE LOAN FUNDING 2024-2 LTD A1N TSFR3M+100 01/15/2033 144A                             | CUSIP: 69703RAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2899786 | PA      | $2903265.48   | 0.04%             | 2033-01-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SVENSKA HANDELSBANKEN NY                                           | SVENSKA HANDELSBANKEN NY YCD SOFR+40 04/15/2026                                                  | CUSIP: 86959TNB8<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | US        |  34000000 | PA      | $34033510.40  | 0.48%             | 2026-04-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| UPSTART SECURITIZATION TRUST 2023-3                                | UPSTART SECURITIZATION TRUST 2023-3 A 6.9% 10/20/2033 144A                                       | CUSIP: 91684MAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1878873 | PA      | $1889634.21   | 0.03%             | 2033-10-20      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| US BANCORP DEL                                                     | US BANCORP DEL 6.787%/VAR 10/26/2027                                                             | CUSIP: 91159HJP6<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |  17119000 | PA      | $17594075.36  | 0.25%             | 2027-10-26      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| TOYOTA AUTO RECEIVABLES 2024-B OWNER TR                            | TOYOTA AUTO RECEIVABLES 2024-B OWNER TR 5.41% 03/15/2027                                         | CUSIP: 89237NAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5072598 | PA      | $5078757.86   | 0.07%             | 2027-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                                | STATE ST BK and TR CO BOSTON FRN SOFR+46 11/25/2026                                              | CUSIP: 857449AD4<br>LEI: 571474TGEMMWANRLN572 | Long             | DBT              | CORP              | US        |  14768000 | PA      | $14787578.68  | 0.21%             | 2026-11-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ONEMAIN DIRECT AUTO RECEIVABLES TR 2021-1                          | ONEMAIN DIRECT AUTO RECEIVABLES TR 2021-1 0.87% 07/14/2028 144A                                  | CUSIP: 682687AA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1064165 | PA      | $1059881.46   | 0.01%             | 2028-07-14      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CHASE AUTO OWNER TRUST 2024-1                                      | CHASE AUTO OWNER TRUST 2024-1 5.13% 05/25/2029 144A                                              | CUSIP: 16144BAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  14263559 | PA      | $14393815.25  | 0.20%             | 2029-05-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TRANSCONTINENTAL GAS PIPE LINE CO LLC                              | TRANSCONTINENTAL GAS LINE LLC 7.85% 02/01/2026                                                   | CUSIP: 893574AH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  22582000 | PA      | $22723339.61  | 0.32%             | 2026-02-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| HPEFS EQUIP TR 2024-2                                              | HPEFS EQUIP TR 2024-2 5.5% 10/20/2031 144A                                                       | CUSIP: 40444MAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4142070 | PA      | $4148525.25   | 0.06%             | 2031-10-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| JUNIPER VALLEY PARK CLO LLC                                        | JUNIPER VALLEY PARK CLO LLC AR TSFR3M+125 07/20/2036 144A                                        | CUSIP: 48206KAQ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |  20000000 | PA      | $20020740.00  | 0.28%             | 2036-07-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CHESAPEAKE FUNDING II LLC                                          | CHESAPEAKE FUNDING II LLC 6.16% 10/15/2035 144A                                                  | CUSIP: 165183CZ5<br>LEI: 5493000HT7H4OFOD6Z12 | Long             | ABS-CBDO         | CORP              | US        |    957397 | PA      | $970117.92    | 0.01%             | 2035-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AFFIRM ASSET SECURITIZATION TRUST 2024-X2                          | AFFIRM ASSET SECURITIZATION TRUST 2024-X2 5.22% 12/17/2029 144A                                  | CUSIP: 00833QAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6454361 | PA      | $6459556.86   | 0.09%             | 2029-12-17      | 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        |  20575000 | PA      | $20636585.09  | 0.29%             | 2028-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FINANCE NORTH AMERICA LLC                            | MERCEDES-BENZ FINANCE NORTH AMERICA LLC FRN SOFR+78 04/01/2027 144A                              | CUSIP: 58769JBD8<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |  14000000 | PA      | $14049437.64  | 0.20%             | 2027-04-01      | Variable      | 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        |   9585000 | PA      | $9634924.43   | 0.14%             | 2027-12-16      | 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        |  15426833 | PA      | $15407555.63  | 0.22%             | 2030-03-15      | Variable      | 0.06%                 | 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        |  14920000 | PA      | $14579665.85  | 0.21%             | 2027-07-22      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| BLP COML MTG 2024-INDS                                             | BLP COML MTG 2024-IND2 A TSFR1M+139.208 03/15/2041 144A                                          | CUSIP: 05625AAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2472644 | PA      | $2477280.34   | 0.04%             | 2041-03-15      | Variable      | 0.06%                 | 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        |  14600000 | PA      | $14536985.38  | 0.21%             | 2026-06-18      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FORD CR AUTO OWNER TR 2020-REV2                                    | FORD CR AUTO OWNER TR 2020-REV2 A 1.06% 04/15/2033 144A                                          | CUSIP: 34532JAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  24000000 | PA      | $23901849.60  | 0.34%             | 2033-04-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                        | EXELON CORP 3.4% 04/15/2026                                                                      | CUSIP: 30161NAU5<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |   8680000 | PA      | $8628643.22   | 0.12%             | 2026-04-15      | Fixed         | 0.03%                 | 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        |   7105000 | PA      | $7115172.94   | 0.10%             | 2027-11-22      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST BILLS                                                          | UST BILLS 0% 01/29/2026                                                                          | CUSIP: 912797RK5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  42306700 | PA      | $41622416.20  | 0.59%             | 2026-01-29      | 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        |   1008000 | PA      | $1014393.42   | 0.01%             | 2027-07-16      | 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        |  19105000 | PA      | $19118020.06  | 0.27%             | 2027-10-20      | Fixed         | 0.04%                 | 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        |    448247 | PA      | $449682.44    | 0.01%             | 2027-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                              | TRUIST FINANCIAL CORP 5.9%/VAR 10/28/2026                                                        | CUSIP: 89788MAJ1<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |  23500000 | PA      | $23544848.58  | 0.33%             | 2026-10-28      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMER FIN LLC                                      | VOLKSWAGEN GROUP AMER FIN LLC FRN SOFR+106 08/14/2026 144A                                       | CUSIP: 928668CJ9<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |  21978000 | PA      | $22032061.48  | 0.31%             | 2026-08-14      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| JPMDB COML MTG SECS TR 2016-C4                                     | JPMDB COML MTG SECS TR 2016-C4 ASB 2.9941% 12/15/2049                                            | CUSIP: 46646RAK9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    268017 | PA      | $265788.25    | 0.00%             | 2049-12-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON NATIONAL BANK                                           | HUNTINGTON NATL BK COLUMBUS OH FRN SOFR+72 04/12/2028                                            | CUSIP: 44644MAL5<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | DBT              | CORP              | US        |  18225000 | PA      | $18214658.22  | 0.26%             | 2028-04-12      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| HEWLETT PACKARD ENTERPRISE CO                                      | HEWLETT PACKARD ENTERPRISE CO 4.45% 09/25/2026                                                   | CUSIP: 42824CBR9<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |  10880000 | PA      | $10895351.46  | 0.15%             | 2026-09-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERATION DES CAISSES DESJARD INS DU QUEBEC                       | FEDERATION DES CAISE DESJARDIN FRN SOFR+63 01/27/2027 144A                                       | CUSIP: 31429KAN3<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |  23000000 | PA      | $23006482.55  | 0.33%             | 2027-01-27      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI SELECT AUTO TR 2024-A                                   | WORLD OMNI SELECT AUTO TR 2024-A 5.37% 02/15/2028                                                | CUSIP: 98164LAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5552945 | PA      | $5563713.84   | 0.08%             | 2028-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BUCKHORN PARK CLO LTD                                              | BUCKHORN PARK CLO LTD ARR TSFR3M+107 07/18/2034 144A                                             | CUSIP: 118382BA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  19000000 | PA      | $18999867.00  | 0.27%             | 2034-07-18      | Variable      | 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        |  25100000 | PA      | $25287804.98  | 0.36%             | 2027-05-29      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BX 2024-CNYN                                                       | BX 2024-CNYN TSFR1M+144.188 04/15/2029 144A                                                      | CUSIP: 05612HAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7188942 | PA      | $7206914.38   | 0.10%             | 2041-04-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| DRYDEN 104 CLO LTD / DRYDEN 104 CLO LLC                            | DRYDEN 104 CLO LTD / DRYDEN 104 CLO LLC A1R TSFR3M+129 08/20/2034 144A                           | CUSIP: 26253BAN4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  11316000 | PA      | $11336097.22  | 0.16%             | 2034-08-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SFS AUTO RECEIVABLES SECURITIZATION TR 2024-2                      | SFS AUTO RECEIVABLES SECURITIZATION TR 2024-2 5.71% 10/20/2027 144A                              | CUSIP: 78397XAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3137397 | PA      | $3142090.36   | 0.04%             | 2027-10-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| REACH ABS TR 2025-2                                                | REACH ABS TR 2025-2 4.93% 08/18/2032 144A                                                        | CUSIP: 75525QAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5137901 | PA      | $5151985.13   | 0.07%             | 2032-08-18      | 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        |  11123948 | PA      | $11135516.77  | 0.16%             | 2027-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DLLAA 2023-1A                                                      | DLLAA 2023-1A 5.93% 07/20/2026 144A                                                              | CUSIP: 23292HAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       324 | PA      | $324.41       | 0.00%             | 2026-07-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MADISON PK FDG XLV LTD / MADISON PK FDG XLV LLC                    | MADISON PK FDG XLV LTD / MADISON PK FDG XLV LLC ARR TSFR3M+108 07/15/2034 144A                   | CUSIP: 55820BAS6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  17591000 | PA      | $17607465.18  | 0.25%             | 2034-07-15      | Variable      | 0.05%                 | 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        |  16945000 | PA      | $17053409.03  | 0.24%             | 2030-03-20      | 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        |   1640000 | PA      | $1644531.48   | 0.02%             | 2060-06-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TCI-SYMPHONY CLO 2017-1 LTD / TCI-SYMPHONY CLO 2017-1 LLC          | TCI-SYMPHONY CLO 2017-1 LTD / TCI-SYMPHONY CLO 2017-1 LLC AR TSFR3M+119.161 07/15/2030 144A      | CUSIP: 87232BAF9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4207293 | PA      | $4209283.44   | 0.06%             | 2030-07-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                      | CITIGROUP INC FRN SOFR+111.43 05/07/2028                                                         | CUSIP: 172967PY1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |  19000000 | PA      | $19127448.58  | 0.27%             | 2028-05-07      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SAMMONS FINANCIAL GROUP GLOBAL FUNDING                             | SAMMONS FINANCIAL GROUP GLOBAL FUNDING FRN SOFR+85 09/02/2027 144A                               | CUSIP: 79587J2D4<br>LEI: 635400IPRNPM6HDHRS48 | Long             | DBT              | CORP              | US        |  20600000 | PA      | $20620406.15  | 0.29%             | 2027-09-02      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                    | PHILIP MORRIS INTL INC 4.875% 02/13/2026                                                         | CUSIP: 718172CY3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5008923.50   | 0.07%             | 2026-02-13      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BK NA SALT LAKE                                     | MORGAN STANLEY BK NA SALT LAKE FRN SOFR+68.5 10/15/2027                                          | CUSIP: 61690U8F0<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |  24500000 | PA      | $24568547.82  | 0.35%             | 2027-10-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO RECEIVABLES TR 2024-A                                 | HYUNDAI AUTO RECEIVABLES TR 2024-A 5.29% 04/15/2027                                              | CUSIP: 448973AB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3489442 | PA      | $3494906.31   | 0.05%             | 2027-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                               | WESTPAC VCP SOFR+40 4/10/26                                                                      | CUSIP: 9612C47E5<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |  34000000 | PA      | $34036696.20  | 0.48%             | 2026-04-10      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                           | COOPERATIEVE RABOBANK UA T1Y+NA 09/24/2026 144A                                                  | CUSIP: 74977RDJ0<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |  19741000 | PA      | $19698614.30  | 0.28%             | 2026-09-24      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| BX COML MTG TR 2024-XL5                                            | BX COML MTG TR 2024-XL5 A TSFR1M+139.165 03/15/2039 144A                                         | CUSIP: 05612GAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  15621272 | PA      | $15640781.31  | 0.22%             | 2041-03-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TR 2024-2                                        | CARMAX AUTO OWNER TR 2024-2 5.65% 05/17/2027                                                     | CUSIP: 14319EAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4924357 | PA      | $4933293.64   | 0.07%             | 2027-05-17      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HONDA AUTO RECEIVABLES 2024-2 OWNER TR                             | HONDA AUTO RECEIVABLES 2024-2 OWNER TR 5.27% 11/20/2028                                          | CUSIP: 437930AC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  17000000 | PA      | $17193264.50  | 0.24%             | 2028-11-20      | Fixed         | 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        |  31250000 | PA      | $31533279.69  | 0.45%             | 2027-05-09      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                           | MARS INC 4.45% 03/01/2027 144A                                                                   | CUSIP: 571676AW5<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   9469000 | PA      | $9526107.82   | 0.13%             | 2027-03-01      | Fixed         | 0.04%                 | 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        |   7764000 | PA      | $7599444.58   | 0.11%             | 2027-06-14      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| TRUIST BANK                                                        | TRUIST BANK FRN SOFR+77 07/24/2028                                                               | CUSIP: 89788JAG4<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |  22000000 | PA      | $22004180.00  | 0.31%             | 2028-07-24      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO LEASE TRUST 2025-A                                | FORD CREDIT AUTO LEASE TRUST 2025-A 4.57% 08/15/2027                                             | CUSIP: 345282AB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  15639297 | PA      | $15667705.76  | 0.22%             | 2027-08-15      | Fixed         | 0.05%                 | 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        |  22900000 | PA      | $22394817.30  | 0.32%             | 2027-05-22      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                     | HOME DEPOT INC FRN SOFR+33 12/24/2025                                                            | CUSIP: 437076CY6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |  17610000 | PA      | $17620529.72  | 0.25%             | 2025-12-24      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FLATIRON CLO 28 LTD / FLATIRON CLO 28 LLC                          | FLATIRON CLO 28 LTD / FLATIRON CLO 28 LLC A1R TSFR3M+108 07/15/2036 144A                         | CUSIP: 33884EAQ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  29514000 | PA      | $29514000.00  | 0.42%             | 2036-07-15      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL AUTOMOBILE LEASING TR 2024-3                          | GM FINANCIAL AUTOMOBILE LEASING TR 2024-3 4.21% 10/20/2027                                       | CUSIP: 38012QAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  16900000 | PA      | $16911632.27  | 0.24%             | 2027-10-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UBS COMMERCIAL MORTGAGE TRUST 2017-C4                              | UBS COMMERCIAL MORTGAGE TRUST 2017-C4 3.366% 10/15/2050                                          | CUSIP: 90276RBC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1426880 | PA      | $1414057.37   | 0.02%             | 2050-10-15      | Fixed         | 0.03%                 | 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        |  20270000 | PA      | $20334853.87  | 0.29%             | 2027-12-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GLENCORE FDG LLC                                                   | GLENCORE FDG LLC 1.625% 04/27/2026 144A                                                          | CUSIP: 378272BD9<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |  24782000 | PA      | $24308406.07  | 0.34%             | 2026-04-27      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                                                    | CHEVRON USA INC FRN SOFRINDX+36 02/26/2027                                                       | CUSIP: 166756BA3<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |  21318000 | PA      | $21340667.64  | 0.30%             | 2027-02-26      | Variable      | 0.05%                 | 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        |  22802000 | PA      | $22877565.83  | 0.32%             | 2028-02-22      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TR 2025-P1                                | CARVANA AUTO RECEIVABLES TR 2025-P1 4.5% 06/12/2028                                              | CUSIP: 14689MAB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4191658 | PA      | $4193741.74   | 0.06%             | 2028-06-12      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WHEELS FLEET LEASE FUNDING 1 LLC                                   | WHEELS FLEET LEASE FUNDING 1 LLC 0% 02/18/2039 144A                                              | CUSIP: 96328GBN6<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-CBDO         | CORP              | US        |  12358230 | PA      | $12395108.23  | 0.18%             | 2039-02-18      | Variable      | 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        |  30939000 | PA      | $31158697.84  | 0.44%             | 2027-03-02      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BMW VECHICLE LEASE TR 2023-2                                       | BMW VECHICLE LEASE TR 2023-2 5.99% 09/25/2026                                                    | CUSIP: 055979AC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1837340 | PA      | $1841781.19   | 0.03%             | 2026-09-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BX COML MTG TR 2024-GPA3                                           | BX COML MTG TR 2024-GPA3 A TSFR1M+149.25 12/15/2029 144A                                         | CUSIP: 123910AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1937533 | PA      | $1942978.20   | 0.03%             | 2039-12-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| EXETER SELECT AUTOMOBILE RECEIVABLES TR 2025-1                     | EXETER SELECT AUTOMOBILE RECEIVABLES TR 2025-1 4.83% 10/16/2028                                  | CUSIP: 30185AAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    690271 | PA      | $692310.74    | 0.01%             | 2028-10-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| EQUITABLE FINANCIAL LIFE GLOBAL FUNDING                            | EQUITABLE FINANCIAL LIFE GLOBAL FUNDING 4.6% 04/01/2027 144A                                     | CUSIP: 29449WAU1<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |  12548000 | PA      | $12620589.68  | 0.18%             | 2027-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK 2017-BNKS                                                     | BANK 2017-BNKS 3.179% 06/15/2060                                                                 | CUSIP: 06541WAU6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1051376 | PA      | $1041453.28   | 0.01%             | 2060-06-15      | Fixed         | 0.03%                 | 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        |   4085000 | PA      | $4101329.79   | 0.06%             | 2027-08-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CHESAPEAKE FUNDING II LLC                                          | CHESAPEAKE FUNDING II LLC 5.65% 05/15/2035 144A                                                  | CUSIP: 165183CU6<br>LEI: 5493000HT7H4OFOD6Z12 | Long             | ABS-CBDO         | CORP              | US        |   4394845 | PA      | $4421843.03   | 0.06%             | 2035-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DELL EQUIPMENT FINANCE TRUST 24-1                                  | DELL EQUIPMENT FINANCE TRUST 24-1 5.58% 03/22/2030 144A                                          | CUSIP: 24702GAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3743824 | PA      | $3748874.99   | 0.05%             | 2030-03-22      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NEUBERGER BERMAN LN ADVISERS NBLA CLO 50 LTD / NEUBERGER BERMAN LN | NEUBERGER BERMAN LN ADVISERS NBLA CLO 50 LTD / NEUBERGER BERMAN LN AR TSFR3M+125 07/23/2036 144A | CUSIP: 64134VAQ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |  25000000 | PA      | $25037075.00  | 0.35%             | 2036-07-23      | Variable      | 0.06%                 | 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        |  11781564 | PA      | $11799316.21  | 0.17%             | 2030-08-22      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FLATIRON CLO 23 LLC                                                | FLATIRON CLO 23-1A AR LLC TSFR3M+124 04/17/2036 144A                                             | CUSIP: 33883DAQ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  21508000 | PA      | $21529271.41  | 0.30%             | 2036-04-17      | Variable      | 0.06%                 | 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        |  19600000 | PA      | $19707504.04  | 0.28%             | 2028-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL QUE                                               | BANK OF MONTREAL QUE 4.567%/VAR 09/10/2027                                                       | CUSIP: 06368L8K5<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |  28606000 | PA      | $28675675.35  | 0.41%             | 2027-09-10      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ELP COMMERCIAL MORTGAGE TRUST 2021-ELP                             | ELP COMMERCIAL MORTGAGE TRUST 2021-ELP TSFR1M+81.548 1 11/15/2036 144A                           | CUSIP: 26863LAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6540502 | PA      | $6536414.68   | 0.09%             | 2038-11-15      | Variable      | 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        |   5422000 | PA      | $5461927.61   | 0.08%             | 2026-12-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINANCIAL GROUP INC                                | SUMITOMO MITSUI FINL GRP INC 1.402% 09/17/2026                                                   | CUSIP: 86562MCH1<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |  28290000 | PA      | $27491101.72  | 0.39%             | 2026-09-17      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST 2016-C32                     | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2016-C32 A3FL TSFR1M+153.448 01/15/2059                    | CUSIP: 94989YBG7<br>LEI: 549300VOKB4Z9J8DIM89 | Long             | ABS-MBS          | CORP              | US        |   4806589 | PA      | $4812149.18   | 0.07%             | 2059-01-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                            | HCA INC 5.875% 02/15/2026                                                                        | CUSIP: 404119BS7<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |  30900000 | PA      | $30925475.81  | 0.44%             | 2026-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE OWNER TRUST 2024                                        | JOHN DEERE OWNER TRUST 2024 5.19% 02/16/2027                                                     | CUSIP: 47800RAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7021697 | PA      | $7028095.53   | 0.10%             | 2027-02-16      | 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        |  28815000 | PA      | $28869408.48  | 0.41%             | 2028-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GM FINL CONSUMER AUTOMOBILE RECEIVABLES TR 2022-2                  | GM FINL CONSUMER AUTOMOBILE RECEIVABLES TR 2022-2 3.1% 02/16/2027                                | CUSIP: 362585AC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2467466 | PA      | $2462657.61   | 0.03%             | 2027-02-16      | Fixed         | 0.03%                 | 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        |  25000000 | PA      | $25071437.75  | 0.35%             | 2028-06-09      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                      | GOLDMAN SACHS GROUP INC (THE) FRN SOFR+129 04/23/2028                                            | CUSIP: 38141GC85<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  14935000 | PA      | $15077424.19  | 0.21%             | 2028-04-23      | Variable      | 0.06%                 | 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        |  24000000 | PA      | $24204128.88  | 0.34%             | 2027-01-07      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                  | EVERSOURCE ENERGY 4.75% 05/15/2026                                                               | CUSIP: 30040WAV0<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |  16000000 | PA      | $16036964.80  | 0.23%             | 2026-05-15      | Fixed         | 0.05%                 | 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        |  23000000 | PA      | $22885460.00  | 0.32%             | 2027-04-23      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                                    | DANSKE BANK AS (UNGTD) 4.298%/VAR 04/01/2028 144A                                                | CUSIP: 23636ABC4<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |  12302000 | PA      | $12304896.75  | 0.17%             | 2028-04-01      | Variable      | 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        |  16100000 | PA      | $16155427.47  | 0.23%             | 2027-10-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BX 2021-BXMF                                                       | BX 2021-BXMF TSFR1M+75.041 10/15/2026 144A                                                       | CUSIP: 05609RAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3653893 | PA      | $3651609.69   | 0.05%             | 2026-10-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST 2025-P2                             | CARVANA AUTO RECEIVABLES TRUST 2025-P2 4.56% 08/10/2028                                          | CUSIP: 14688YAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  18785000 | PA      | $18819139.86  | 0.27%             | 2028-08-10      | Fixed         | 0.05%                 | 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        |  23400000 | PA      | $23506609.46  | 0.33%             | 2027-03-18      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GMF FLOORPLAN OWNER REVOLVING TR                                   | GMF FLOORPLAN OWNER REVOLVING TR 24-1A A2 6.41861% 03/15/2029 144A                               | CUSIP: 361886DB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  16000000 | PA      | $16011931.20  | 0.23%             | 2029-03-15      | Variable      | 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        |   2675000 | PA      | $2685193.89   | 0.04%             | 2027-07-22      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TOYOTA AUTO RECEIVABLES 2023-D OWNER TR                            | TOYOTA AUTO RECEIVABLES 2023-D OWNER TR 5.8% 11/16/2026                                          | CUSIP: 89239FAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    481451 | PA      | $481759.13    | 0.01%             | 2026-11-16      | Fixed         | 0.06%                 | 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        |   1710000 | PA      | $1721610.39   | 0.02%             | 2031-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                              | TRUIST FINANCIAL CORP 6.047%/VAR 06/08/2027                                                      | CUSIP: 89788MAN2<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |  19300000 | PA      | $19521750.25  | 0.28%             | 2027-06-08      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ING US FUNDING LLC                                                 | ING US FUNDING LLC VCP SOFR+30 02/06/2026                                                        | CUSIP: 44988KLX5<br>LEI: 254900QX5Y2ZDZ6XBT08 | Long             | DBT              | CORP              | US        |  24500000 | PA      | $24509307.55  | 0.35%             | 2026-02-06      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SPRINT CORP                                                        | SPRINT CORP 7.625% 03/01/2026                                                                    | CUSIP: 85207UAK1<br>LEI: 549300ZTTY7CXOLJ6539 | Long             | DBT              | CORP              | US        |  17000000 | PA      | $17084532.50  | 0.24%             | 2026-03-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| OCWEN LN INVT TR 2024-HB1                                          | OCWEN LN INVT TR 2024-HB1 3% 02/25/2037 144A                                                     | CUSIP: 675952AA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    213997 | PA      | $210541.28    | 0.00%             | 2037-02-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HSBC USA INC                                                       | HSBC USA INC VCP SOFR+55 04/30/2026                                                              | CUSIP: 40434WUZ2<br>LEI: 549300LBOHZ4QSIWU288 | Long             | DBT              | CORP              | US        |  24000000 | PA      | $24030199.20  | 0.34%             | 2026-04-30      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR                 | AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 4.45% 10/01/2025                              | CUSIP: 00774MAG0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |  21000000 | PA      | $20995433.55  | 0.30%             | 2025-10-01      | Fixed         | 0.04%                 | 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        |   7360245 | PA      | $7457209.37   | 0.11%             | 2038-08-18      | Fixed         | 0.06%                 | 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        |   5040000 | PA      | $5043183.26   | 0.07%             | 2034-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI AUTOMOBILE LEASE SECURITIZATION TR 2024-A               | WORLD OMNI AUTOMOBILE LEASE SECURITIZATION TR 2024-A 5.32% 02/16/2027                            | CUSIP: 981946AB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5987601 | PA      | $6004369.82   | 0.08%             | 2027-02-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                  | NATWEST GROUP PLC 7.472%/VAR 11/10/2026                                                          | CUSIP: 639057AG3<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   7101000 | PA      | $7138906.35   | 0.10%             | 2026-11-10      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| RR 16 LTD                                                          | RR 16 LTD A1 TSFR3M+137.161 07/15/2036 144A                                                      | CUSIP: 74971CAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   7999000 | PA      | $8016933.76   | 0.11%             | 2036-07-15      | Variable      | 0.06%                 | 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        |  10060000 | PA      | $10155072.73  | 0.14%             | 2027-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                            | HYUNDAI CAP AMER 5.45% 06/24/2026 144A                                                           | CUSIP: 44891ADA2<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |  13511000 | PA      | $13614258.36  | 0.19%             | 2026-06-24      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                                | BOFA CP SOFR+39 11/21/25                                                                         | CUSIP: 06054CHX6<br>LEI: 549300HN4UKV1E2R3U73 | Long             | DBT              | CORP              | US        |  19800000 | PA      | $19809753.48  | 0.28%             | 2025-11-21      | Variable      | 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        |  12980000 | PA      | $13001406.62  | 0.18%             | 2029-03-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL AUTOMOBILE LEASING TRUST 2024-2                       | GM FINANCIAL AUTOMOBILE LEASING TRUST 2024-2 A3 5.39% 07/20/2027                                 | CUSIP: 36269WAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  12500000 | PA      | $12593297.50  | 0.18%             | 2027-07-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DELL INTERNATIONAL LLC / EMC CORP                                  | DELL INTL/EMC CORP 6.02% 06/15/2026                                                              | CUSIP: 24703TAD8<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |  30600000 | PA      | $30867690.33  | 0.44%             | 2026-06-15      | Fixed         | 0.06%                 | 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        |  10470000 | PA      | $10512146.99  | 0.15%             | 2028-04-17      | Fixed         | 0.04%                 | 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        |   9083603 | PA      | $9105480.30   | 0.13%             | 2027-02-16      | Fixed         | 0.05%                 | 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        |  13240000 | PA      | $13279516.10  | 0.19%             | 2028-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COML MTG TR 2024-GRP                                   | WELLS FARGO COML MTG 2024-GRP A TSFR1M+179.132 10/15/2041 144A                                   | CUSIP: 95003YAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7707000 | PA      | $7718942.00   | 0.11%             | 2041-10-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                                                 | BMW US CAPITAL LLC FRN SOFRINDX+80 08/13/2026 144A                                               | CUSIP: 05565ECN3<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |  22600000 | PA      | $22685880.00  | 0.32%             | 2026-08-13      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MAGNETITE XXII LTD / MAGNETITE XXII LLC                            | MAGNETITE XXII LTD / MAGNETITE XXII LLC ARR TSFR3M+125 07/15/2036 144A                           | CUSIP: 55954HAW2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  17992000 | PA      | $18015785.42  | 0.25%             | 2036-07-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GENERAL MTRS FINL CO INC                                           | GENERAL MTRS FINL CO INC 5.25% 03/01/2026                                                        | CUSIP: 37045XBG0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |  23650000 | PA      | $23689979.14  | 0.33%             | 2026-03-01      | 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        |  26204000 | PA      | $26207409.40  | 0.37%             | 2026-11-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                   | T-MOBILE USA INC 1.5% 02/15/2026                                                                 | CUSIP: 87264ABZ7<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |  21335000 | PA      | $21051529.54  | 0.30%             | 2026-02-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                          | UST NOTES 3.5% 09/30/2026                                                                        | CUSIP: 91282CLP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 224596700 | PA      | $223763235.12 | 3.16%             | 2026-09-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST 2024-1                                     | CARMAX AUTO OWNER TRUST 2024-1 5.3% 03/15/2027                                                   | CUSIP: 14318WAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1773545 | PA      | $1774834.82   | 0.03%             | 2027-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DLLST 2024-1 LLC                                                   | DLLST 2024-1 LLC 5.33% 01/20/2026 144A                                                           | CUSIP: 23346HAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    230982 | PA      | $231056.92    | 0.00%             | 2026-01-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| RABOBANK NEDERLAND NEW YORK BRH                                    | RABOBANK NEDERLAND NY BRH 4.333% 08/28/2026                                                      | CUSIP: 21688ABF8<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | US        |  20000000 | PA      | $20052560.20  | 0.28%             | 2026-08-28      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE OWNER TR 2024-C                                         | JOHN DEERE OWNER TR 2024-C A2B SOFR30A+43 08/16/2027                                             | CUSIP: 477911AC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10738186 | PA      | $10742061.08  | 0.15%             | 2027-08-16      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| VALLEY STREAM PK CLO LTD / VY STREAM PK CLO LLC                    | VALLEY STREAM PK CLO LTD / VY STREAM PK CLO LLC ARR TSFR3M+119 01/20/2037 144A                   | CUSIP: 92013AAT6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |  11685000 | PA      | $11672719.07  | 0.17%             | 2037-01-20      | Variable      | 0.06%                 | 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        |   6466183 | PA      | $6482835.61   | 0.09%             | 2027-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON AUTO TR 2024-1                                          | HUNTINGTON AUTO TR 2024-1 5.5% 03/15/2027 144A                                                   | CUSIP: 446144AC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1646245 | PA      | $1647144.70   | 0.02%             | 2027-03-15      | Fixed         | 0.06%                 | 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        |  13770000 | PA      | $14083647.97  | 0.20%             | 2028-04-22      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                           | CSX CORP 2.6% 11/01/2026                                                                         | CUSIP: 126408HE6<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |  14669000 | PA      | $14427421.23  | 0.20%             | 2026-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                                 | CREDIT AGRICOLE SA 1.247%/VAR 01/26/2027 144A                                                    | CUSIP: 22535WAH0<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |  30506000 | PA      | $30105843.65  | 0.43%             | 2027-01-26      | Variable      | 0.01%                 | 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        |  15125000 | PA      | $15194012.35  | 0.21%             | 2028-04-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Fidelity Revere Street Trust                                       | Fidelity Cash Central Fund                                                                       | CUSIP: 31635A105<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        | 230106339 | NS      | $230152359.82 | 3.25%             |  |  |  | No            |                  1 | On Loan: No      |
| SOCIETE GENERALE                                                   | SOCIETE GENERALE FRANCE 1.792%/VAR 06/09/2027 144A                                               | CUSIP: 83368RBC5<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |  21044000 | PA      | $20598384.04  | 0.29%             | 2027-06-09      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| CAPTIAL ONE MULTI-ASSET EXECUT                                     | CAPITAL ONE MULTI-ASST EXEC TR 4.95% 10/15/2027                                                  | CUSIP: 14041NGB1<br>LEI: R42WS16M9R97TJJKGU15 | Long             | ABS-CBDO         | CORP              | US        |  20829000 | PA      | $20844898.78  | 0.29%             | 2027-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                                    | DANSKE BANK AS (UNGTD) 6.259%/VAR 09/22/2026 144A                                                | CUSIP: 23636ABE0<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |  27404000 | PA      | $27429329.52  | 0.39%             | 2026-09-22      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                            | BRISTOL-MYERS SQUIBB CO FRN SOFR+49 02/20/2026                                                   | CUSIP: 110122EM6<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |  10569000 | PA      | $10584719.06  | 0.15%             | 2026-02-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ALLY AUTO RECEIVABLES TRUST 2022-2                                 | ALLY AUTO RECEIVABLES TRUST 2022-2 A3 4.76% 05/17/2027                                           | CUSIP: 02008MAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2652187 | PA      | $2654040.40   | 0.04%             | 2027-05-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE LN FDG 2022-1 LTD / PALMER SQUARE LN FDG 2022-1 LLC  | PALMER SQUARE LN FDG 2022-1 LTD / PALMER SQUARE LN FDG 2022-1 LLC A2 TSFR3M+160 04/15/2030 144A  | CUSIP: 69701CAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  23100000 | PA      | $23107438.20  | 0.33%             | 2030-04-15      | Variable      | 0.06%                 | 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        |  21602843 | PA      | $21659744.51  | 0.31%             | 2027-07-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SREIT TR 2021-MFP                                                  | SREIT TR 2021-MFP TSFR1M+84.528 08 11/15/2038 144A                                               | CUSIP: 78472UAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4497868 | PA      | $4496462.60   | 0.06%             | 2038-11-15      | Variable      | 0.05%                 | 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        |   3933000 | PA      | $3829893.30   | 0.05%             | 2027-09-30      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| BAT INTERNATIONAL FINANCE PLC                                      | BAT INTL FINANCE PLC 1.668% 03/25/2026                                                           | CUSIP: 05530QAN0<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |   6815000 | PA      | $6710031.01   | 0.09%             | 2026-03-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| DELL EQUIPMENT FINANCE TRUST 2023                                  | DELL EQUIPMENT FINANCE TRUST 2023 5.65% 09/22/2028 144A                                          | CUSIP: 24702HAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3136121 | PA      | $3140335.50   | 0.04%             | 2028-09-22      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE LN FDG 2022-1 LTD / PALMER SQUARE LN FDG 2022-1 LLC  | PALMER SQUARE LN FDG 2022-1 LTD / PALMER SQUARE LN FDG 2022-1 LLC A1 TSFR3M+105 04/15/2030 144A  | CUSIP: 69701CAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    954492 | PA      | $954484.34    | 0.01%             | 2030-04-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ARI FLEET LEASE TRUST                                              | ARI FLEET LEASE TRUST 5.3% 11/15/2032 144A                                                       | CUSIP: 00218KAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7358415 | PA      | $7399705.35   | 0.10%             | 2032-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                            | HCA INC 5.25% 06/15/2026                                                                         | CUSIP: 404119BT5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |  11731000 | PA      | $11751530.31  | 0.17%             | 2026-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORP                                        | AMERICAN HONDA FINANCE CORP FRN SOFR+65 05/20/2026                                               | CUSIP: 02665WGB1<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |  32000000 | PA      | $32064960.00  | 0.45%             | 2026-05-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| NORDEA BANK ABP                                                    | NORDEA BANK ABP FRN SOFR+70 03/17/2028 144A                                                      | CUSIP: 65558RAM1<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |  20421000 | PA      | $20492276.03  | 0.29%             | 2028-03-17      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FINANCE NORTH AMERICA LLC                            | MERCEDES-BENZ FINANCE NORTH AMERICA LLC FRN SOFR+63 07/31/2026 144A                              | CUSIP: 58769JAV9<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |  22000000 | PA      | $22061233.26  | 0.31%             | 2026-07-31      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ARI FLEET LEASE TRUST 2024-B                                       | ARI FLEET LEASE TRUST 2024-B 5.54% 04/15/2033 144A                                               | CUSIP: 04033HAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1079774 | PA      | $1087818.43   | 0.02%             | 2033-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                           | LLOYDS BANKING GROUP PLC FRN SOFRINDX+156 08/07/2027                                             | CUSIP: 53944YAW3<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |  18000000 | PA      | $18165520.98  | 0.26%             | 2027-08-07      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GS MTG SECS CORP TR 2012-BWTR                                      | GS MTG SECS CORP TR 2012-BWTR 3.313% 11/10/2050                                                  | CUSIP: 36254KAM4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    809587 | PA      | $802074.37    | 0.01%             | 2050-11-10      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| OPEN TR 2023-AIR                                                   | OPEN TR 2023-AIR TSFR1M+308.92 10/15/2028 144A                                                   | CUSIP: 68373BAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    245812 | PA      | $245965.13    | 0.00%             | 2040-11-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPRL BK COMM NY BRH                                      | CANADIAN IMPRL BK COMM NY BRH YCD SOFR+35 09/23/2025                                             | CUSIP: 13606DAF9<br>LEI: 549300H8L46OOZOFHU82 | Long             | DBT              | CORP              | US        |  20000000 | PA      | $20003840.00  | 0.28%             | 2025-09-23      | Variable      | 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        |   6000000 | PA      | $6028030.14   | 0.09%             | 2026-03-02      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI AUTO RECEIVABLES TR 2024-B                              | WORLD OMNI AUTO RECEIVABLES TR 2024-B 5.48% 09/15/2027                                           | CUSIP: 98164HAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3328900 | PA      | $3332529.44   | 0.05%             | 2027-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MARLETTE FUNDING TRUST 2024-1                                      | MARLETTE FUNDING TRUST 2024-1 5.95% 07/17/2034 144A                                              | CUSIP: 57108VAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     64644 | PA      | $64679.65     | 0.00%             | 2034-07-17      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CR ACC MST TR                                     | AMERICAN EXPRESS CR ACC MST TR 5.23% 09/15/2028                                                  | CUSIP: 02582JKD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  12156000 | PA      | $12301658.05  | 0.17%             | 2028-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SBNA AUTO LEASE TRUST 2024-C                                       | SBNA AUTO LEASE TRUST 2024-C 4.94% 11/20/2026 144A                                               | CUSIP: 78398DAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2051757 | PA      | $2052726.74   | 0.03%             | 2026-11-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ TRUST and BANKING CORP NY BRANCH                    | MITSUBISHI UFJ TR and BK NY BRH YCD SOFR+40 11/12/2025                                           | CUSIP: 60683DK99<br>LEI: JBONEPAGQXF4QP29B387 | Long             | DBT              | CORP              | US        |  23000000 | PA      | $23011879.50  | 0.33%             | 2025-11-12      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BAE SYSTEMS HOLDINGS INC                                           | BAE SYSTEMS HOLDINGS INC 3.85% 12/15/2025 144A                                                   | CUSIP: 05523UAP5<br>LEI: MF62XBVMNYTYMC18DL76 | Long             | DBT              | CORP              | US        |  12550000 | PA      | $12523414.96  | 0.18%             | 2025-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR                 | AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 2.45% 10/29/2026                              | CUSIP: 00774MAV7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |  13279000 | PA      | $13007043.56  | 0.18%             | 2026-10-29      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                           | TOYOTA MOTOR CREDIT CORP FRN SOFR+77 08/07/2026                                                  | CUSIP: 89236TML6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |  22559000 | PA      | $22659131.28  | 0.32%             | 2026-08-07      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| TOYOTA AUTO RECEIVABLES 2022-C OWNER TR                            | TOYOTA AUTO RECEIVABLES 2022-C OWNER TR 3.76% 04/15/2027                                         | CUSIP: 89231CAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2002943 | PA      | $1999323.46   | 0.03%             | 2027-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF CANADA                                            | NATIONAL BANK OF CANADA 4.95%/VAR 02/01/2028                                                     | CUSIP: 63307A3D5<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |  26561000 | PA      | $26809485.86  | 0.38%             | 2028-02-01      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| LIFE FINANCIAL SERVICES TRUST 2022                                 | LIFE FINANCIAL SERVICES TRUST 2022 TSFR1M+129.524 05/15/2039 144A                                | CUSIP: 53218DAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7914000 | PA      | $7696365.00   | 0.11%             | 2039-05-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                           | EQT CORP 3.125% 05/15/2026 144A                                                                  | CUSIP: 26884LAM1<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   5044000 | PA      | $4984990.29   | 0.07%             | 2026-05-15      | Fixed         | 0.03%                 | 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        |   2549112 | PA      | $2587128.27   | 0.04%             | 2030-03-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DLLAD 2024-1 LLC                                                   | DLLAD 2024-1 LLC 5.5% 08/20/2027 144A                                                            | CUSIP: 23346MAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4565108 | PA      | $4588348.69   | 0.06%             | 2027-08-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE LN FDG 2022-2 LTD / PALMER SQUARE FDG 2022-2 LLC     | PALMER SQUARE LN FDG 2022-2 LTD / PALMER SQUARE FDG 2022-2 LLC A1 TSFR3M+127 10/15/2030 144A     | CUSIP: 69701NAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1658056 | PA      | $1659018.06   | 0.02%             | 2030-10-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG LLC                                                 | NXP BV/NXP FDG LLC 5.35% 03/01/2026                                                              | CUSIP: 62947QBB3<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |  15000000 | PA      | $15030106.95  | 0.21%             | 2026-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MIZUHO BANK LTD NY BRANCH                                          | MIZUHO BANK LTD NY BRANCH YCD SOFR+35 11/17/2025                                                 | CUSIP: 60710TWC1<br>LEI: RB0PEZSDGCO3JS6CEU02 | Long             | DBT              | CORP              | US        |  19800000 | PA      | $19808373.42  | 0.28%             | 2025-11-17      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| US BANCORP DEL                                                     | US BANCORP DEL 5.727%/VAR 10/21/2026                                                             | CUSIP: 91159HJH4<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |  23300000 | PA      | $23335267.35  | 0.33%             | 2026-10-21      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| UBS COML MTG TR 2017-C7                                            | UBS COML MTG TR 2017-C7 3.586% 12/15/2050                                                        | CUSIP: 90276WAQ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3425639 | PA      | $3396746.25   | 0.05%             | 2050-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                          | UST NOTES 4.125% 01/31/2027                                                                      | CUSIP: 91282CMH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 680000000 | PA      | $683373439.20 | 9.66%             | 2027-01-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CITIZENS AUTO RECEIVABLES TRUST 2024-2                             | CITIZENS AUTO RECEIVABLES TRUST 2024-2 5.54% 11/16/2026 144A                                     | CUSIP: 17331XAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2026087 | PA      | $2027837.11   | 0.03%             | 2026-11-16      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                     | MORGAN STANLEY 1.512%/VAR 07/20/2027                                                             | CUSIP: 61747YEC5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |  24220000 | PA      | $23620901.83  | 0.33%             | 2027-07-20      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC NY BRANCH                                        | BARCLAYS BANK PLC NY BRANCH YCD SOFR+34 12/31/2025                                               | CUSIP: 06745GCH2<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | DBT              | CORP              | US        |  19000000 | PA      | $19010197.30  | 0.27%             | 2025-12-31      | Variable      | 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        |  31000000 | PA      | $31147003.24  | 0.44%             | 2026-12-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MMAF EQUIPMENT FINANCE LLC 2023-A                                  | MMAF EQUIPMENT FINANCE LLC 2023-A 5.79% 11/13/2026 144A                                          | CUSIP: 55317WAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1984220 | PA      | $1988714.05   | 0.03%             | 2026-11-13      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL FLAVORS and FRAGRANCES INC                           | INTERNATIONAL FLAVS and FRAG INC 1.23% 10/01/2025 144A                                           | CUSIP: 459506AN1<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |  10274000 | PA      | $10243558.96  | 0.14%             | 2025-10-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BX COML MTG TR 2024-MDHS                                           | BX COML MTG TR 2024-MDHS 6.8415% 05/15/2041 144A                                                 | CUSIP: 12433BAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7782089 | PA      | $7801544.02   | 0.11%             | 2041-05-15      | Floating      | 0.06%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LTD                                        | AVOLON HOLDINGS FUNDING LTD 2.125% 02/21/2026 144A                                               | CUSIP: 05401AAM3<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |  20000000 | PA      | $19761335.20  | 0.28%             | 2026-02-21      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2021-VINO                             | BX COMMERCIAL MORTGAGE TRUST 22-LP2 A TSFR1M+96.27 02/15/2039 144A                               | CUSIP: 05610HAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4810913 | PA      | $4810912.80   | 0.07%             | 2039-02-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                            | MPLX LP 1.75% 03/01/2026                                                                         | CUSIP: 55336VBR0<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |  11365000 | PA      | $11212048.69  | 0.16%             | 2026-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL QUE                                               | BANK OF MONTREAL QUE 0.949%/VAR 01/22/2027                                                       | CUSIP: 06368EDC3<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |  20600000 | PA      | $20313509.21  | 0.29%             | 2027-01-22      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                                   | ABN AMRO BANK NV FRN SOFRINDX+178 09/18/2027 144A                                                | CUSIP: 00084DBB5<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |  17900000 | PA      | $18099941.39  | 0.26%             | 2027-09-18      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2024-1          | GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2024-1 5.12% 02/16/2027                       | CUSIP: 36268GAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    797172 | PA      | $797449.59    | 0.01%             | 2027-02-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GLAXOSMITHKLINE CAP PLC                                            | GLAXOSMITHKLINE CAP PLC FRN SOFR+50 03/12/2027                                                   | CUSIP: 377373AN5<br>LEI: 549300U0LV41VX7LEP38 | Long             | DBT              | CORP              | GB        |  25080000 | PA      | $25165057.06  | 0.36%             | 2027-03-12      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CFMT 2024-HB13 LLC                                                 | CFMT 2024-HB13 LLC VAR 05/25/2034 144A                                                           | CUSIP: 12530VAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1832689 | PA      | $1802734.41   | 0.03%             | 2034-05-25      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAPITAL LLC                                         | CNH INDUSTRIAL CAPITAL LLC 5.45% 10/14/2025                                                      | CUSIP: 12592BAP9<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |  22742000 | PA      | $22761668.65  | 0.32%             | 2025-10-14      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FING 2022-3 LLC                                   | ENTERPRISE FLEET FING 2022-3 LLC 4.38% 07/20/2029 144A                                           | CUSIP: 29374FAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    214198 | PA      | $214129.70    | 0.00%             | 2029-07-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI TRUST BANK LTC NY                                  | SUMITOMO MITSUI TR BANK LTD NY YCD SOFR+35 11/19/2025                                            | CUSIP: 86564PV32<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | US        |  19800000 | PA      | $19809783.18  | 0.28%             | 2025-11-19      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CSAIL 2017-CX10 COML MTG TR                                        | CSAIL 2017-CX10 COMMERCIAL MORTGAGE TRUST 3.3269% 08/15/2026                                     | CUSIP: 12595JAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    571321 | PA      | $566321.88    | 0.01%             | 2050-11-15      | 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        |  20000000 | PA      | $19721111.60  | 0.28%             | 2026-07-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TRINITY ACQ PLC                                                    | TRINITY ACQ PLC 4.4% 03/15/2026                                                                  | CUSIP: 89641UAC5<br>LEI: 549300FJZWZN6MJNGB63 | Long             | DBT              | CORP              | GB        |   5715000 | PA      | $5707872.54   | 0.08%             | 2026-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TOYOTA LEASE OWNER TRUST 2023-B                                    | TOYOTA LEASE OWNER TRUST 2023-B 5.66% 11/20/2026 144A                                            | CUSIP: 89240HAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3997367 | PA      | $4007897.09   | 0.06%             | 2026-11-20      | Fixed         | 0.06%                 | 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        |  23600000 | PA      | $23646057.76  | 0.33%             | 2028-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FLATIRON RR CLO 22 LLC                                             | FLATIRON RR CLO 22 LLC AR TSFR3M+91 10/15/2034 144A                                              | CUSIP: 33883QAQ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  18300000 | PA      | $18278387.70  | 0.26%             | 2034-10-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MHP COML MTG TR 2021-STOR                                          | MERIT 2021-STOR A TSFR1M+81.448 07/15/2038 144A                                                  | CUSIP: 55293BAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2275000 | PA      | $2275000.00   | 0.03%             | 2038-07-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                              | JPMORGAN CHASE and CO 6.07%/VAR 10/22/2027                                                       | CUSIP: 46647PDW3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  28456000 | PA      | $29015114.30  | 0.41%             | 2027-10-22      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                           | LLOYDS BANKING GROUP PLC 1.627%/VAR 05/11/2027                                                   | CUSIP: 53944YAP8<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |  24446000 | PA      | $23983037.50  | 0.34%             | 2027-05-11      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                  | HSBC HOLDINGS PLC 2.251%/VAR 11/22/2027                                                          | CUSIP: 404280CX5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |  13000000 | PA      | $12677278.77  | 0.18%             | 2027-11-22      | Variable      | 0.02%                 | 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        |   5450439 | PA      | $5453938.94   | 0.08%             | 2028-02-10      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ TRUST and BANKING CORP NY BRANCH                    | MITSUBISHI UFJ TR and BK NY BRH YCD SOFR+36 07/23/2026                                           | CUSIP: 60683D6Z7<br>LEI: JBONEPAGQXF4QP29B387 | Long             | DBT              | CORP              | US        |  20000000 | PA      | $19999250.00  | 0.28%             | 2026-07-23      | Variable      | 0.05%                 | 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        |  20308000 | PA      | $19930029.53  | 0.28%             | 2028-08-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                          | UST NOTES 4.25% 01/31/2026                                                                       | CUSIP: 91282CJV4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 575100000 | PA      | $575333634.38 | 8.14%             | 2026-01-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| COMMERCIAL MORTGAGE CD 2017-CD4 MTG TR                             | CD 2017-CD4 ASB 3.317% 05/10/2050                                                                | CUSIP: 12515DAP9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    738830 | PA      | $733369.86    | 0.01%             | 2050-05-10      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ TRUST and BANKING CORP NY BRANCH                    | MITSUBISHI UFJ TR and BK NY BRH YCD SOFR+38 09/09/2025                                           | CUSIP: 60683DG52<br>LEI: JBONEPAGQXF4QP29B387 | Long             | DBT              | CORP              | US        |  23200000 | PA      | $23201911.68  | 0.33%             | 2025-09-09      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                              | JPMORGAN CHASE and CO 1.47%/VAR 09/22/2027                                                       | CUSIP: 46647PCP9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  17000000 | PA      | $16506966.51  | 0.23%             | 2027-09-22      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BK NA SALT LAKE                                     | MORGAN STANLEY BK NA SALT LAKE 4.447%/VAR 10/15/2027                                             | CUSIP: 61690U8G8<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |  18500000 | PA      | $18514950.96  | 0.26%             | 2027-10-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                       | ING GROEP NV 6.083%/VAR 09/11/2027                                                               | CUSIP: 456837BF9<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |  24835000 | PA      | $25252729.17  | 0.36%             | 2027-09-11      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| VOYA CLO 2022-1 LTD / VOYA CLO 2022-1 LLC                          | VOYA CLO 2022-1 LTD / VOYA CLO 2022-1 LLC A1R TSFR3M+125 04/20/2035 144A                         | CUSIP: 92918UAL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  13911000 | PA      | $13928305.28  | 0.20%             | 2035-04-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CITIZENS AUTO RECEIVABLES TRUST 2024-1                             | CITIZENS AUTO RECEIVABLES TRUST 2024-1 5.43% 10/15/2026 144A                                     | CUSIP: 17331QAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    423918 | PA      | $424115.18    | 0.01%             | 2026-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LOWES COS INC                                                      | LOWES COS INC 2.5% 04/15/2026                                                                    | CUSIP: 548661DM6<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   2897000 | PA      | $2865585.45   | 0.04%             | 2026-04-15      | Fixed         | 0.03%                 | 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        |  26050000 | PA      | $26171170.01  | 0.37%             | 2027-04-26      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| THE TORONTO DOMINION BANK                                          | TORONTO DOMINION BANK VCP SOFR+45 04/27/2026                                                     | CUSIP: 89120FC69<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |  27000000 | PA      | $27032737.50  | 0.38%             | 2026-04-27      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ AUTO RECEIVABLES TRUST 2024-1                        | MERCEDES-BENZ AUTO RECEIVABLES TRUST 2024-1 5.06% 05/17/2027                                     | CUSIP: 587918AB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1032370 | PA      | $1032603.53   | 0.01%             | 2027-05-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SVENSKA HANDELSBANKEN AB                                           | SVENSKA HANDELSBANKEN AB 1.418%/VAR 06/11/2027 144A                                              | CUSIP: 86959LAH6<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |   8330000 | PA      | $8149106.39   | 0.12%             | 2027-06-11      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2024-2          | GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2024-2 5.33% 03/16/2027                       | CUSIP: 379931AB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2387172 | PA      | $2389640.01   | 0.03%             | 2027-03-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DNB BANK ASA                                                       | DNB BANK ASA 5.896%/VAR 10/09/2026 144A                                                          | CUSIP: 23341CAC7<br>LEI: 549300GKFG0RYRRQ1414 | Long             | DBT              | CORP              | NO        |  11900000 | PA      | $11915198.92  | 0.17%             | 2026-10-09      | Variable      | 0.06%                 | 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        |  10395000 | PA      | $10462933.61  | 0.15%             | 2028-04-24      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE LOAN FUNDING 2022-3 LTD                              | PALMER SQUARE LOAN FUNDING 2022-3 LTD A1AR TSFR3M+110 04/15/2031 144A                            | CUSIP: 69690CAL7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3307215 | PA      | $3305098.45   | 0.05%             | 2031-04-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| JACKSON NATL LIFE GLOBAL FDG                                       | JACKSON NATL LIFE GLOBAL FDG FRN SOFR+97 01/14/2028 144A                                         | CUSIP: 46849CJN2<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |  20150000 | PA      | $20207959.46  | 0.29%             | 2028-01-14      | Variable      | 0.05%                 | 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        |  21000000 | PA      | $21039057.90  | 0.30%             | 2028-05-22      | Fixed         | 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        |   9915000 | PA      | $9942206.76   | 0.14%             | 2029-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DBJPM 2017-C6 MTG TR                                               | DBJPM 2017-C6 ASB 3.121% 06/50                                                                   | CUSIP: 23312JAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1312765 | PA      | $1300652.23   | 0.02%             | 2050-06-10      | Fixed         | 0.03%                 | 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        |  12336521 | PA      | $12348526.82  | 0.17%             | 2027-10-15      | Fixed         | 0.05%                 | 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        |  25000000 | PA      | $24395679.75  | 0.34%             | 2028-01-20      | Variable      | 0.03%                 | 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        |  18982000 | PA      | $18570167.48  | 0.26%             | 2026-04-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                              | ATHENE GLOBAL FUNDING 1.608% 06/29/2026 144A                                                     | CUSIP: 04685A2Z3<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   7905000 | PA      | $7732014.89   | 0.11%             | 2026-06-29      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2017-C34        | MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2017-C34 ASB 3.354% 11/15/2052                | CUSIP: 61767EAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2036061 | PA      | $2014299.31   | 0.03%             | 2052-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CFMT 2023-HB12 LLC                                                 | CFMT 2023-HB12 LLC 4.25% 04/25/2033 144A                                                         | CUSIP: 12530QAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     75902 | PA      | $75811.30     | 0.00%             | 2033-04-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VOYA CLO 2017-1 LTD                                                | VOYA CLO 2017-1 LTD A1R TSFR3M+121.161 04/17/2030 144A                                           | CUSIP: 92916MAF8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    580653 | PA      | $580260.63    | 0.01%             | 2030-04-17      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BX COML MTG TR 2023-XL3                                            | BX COML MTG TR 2023-XL3 A TSFR1M+189.123 12/09/2040 144A                                         | CUSIP: 12434GAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2838975 | PA      | $2844298.01   | 0.04%             | 2040-12-09      | Variable      | 0.06%                 | 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        |   4800000 | PA      | $4808128.80   | 0.07%             | 2027-08-16      | Fixed         | 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        |  18750000 | PA      | $18816504.38  | 0.27%             | 2027-09-15      | Fixed         | 0.05%                 | 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        |  22068000 | PA      | $22084107.43  | 0.31%             | 2028-10-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WHEELS FLEET LEASE FUNDING 1 LLC                                   | WHEELS FLEET LEASE FUNDING 1 LLC 24-2A A2 SOFR30A+108 06/21/2039 144A                            | CUSIP: 96328GBU0<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-CBDO         | CORP              | US        |   8258795 | PA      | $8319840.25   | 0.12%             | 2039-06-21      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-09-30

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

**Signature:** Laura M. Del Prato

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

**Title:** President and Treasurer