# EDGAR Filing Document

**Accession Number:** 0000035315
**File Stem:** 0000035402-25-001429
**Filing Date:** 2025-10
**Character Count:** 143226
**Document Hash:** 48693090b15354daa6d2de0811b2541b
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000035402-25-001429.hdr.sgml**: 20251028

**ACCESSION NUMBER**: 0000035402-25-001429

**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:** 251424479

**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 Sustainable Low Duration Bond Fund (Series ID: S000075894)

| Class ID   | Class Name                                                   | Ticker Symbol   |
|:---|:---|:---|
| C000235229 | Fidelity Advisor Sustainable Low Duration Bond Fund: Class A | FAMZX           |
| C000235230 | Fidelity Advisor Sustainable Low Duration Bond Fund: Class M | FAPBX           |
| C000235231 | Fidelity Advisor Sustainable Low Duration Bond Fund: Class C | FANDX           |
| C000235232 | Fidelity Advisor Sustainable Low Duration Bond Fund: Class I | FAPDX           |
| C000235233 | Fidelity Advisor Sustainable Low Duration Bond Fund: Class Z | FAPEX           |
| C000235234 | Fidelity Sustainable Low Duration Bond Fund                  | FAPGX           |

## 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 Sustainable Low Duration Bond Fund

- **b. EDGAR series identifier (if any):** S000075894

- **c. LEI of Series:** 5493002M7O0QPB958A79

**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:** $47158822.35

**Total Liabilities:** $125751.08

**Net Assets:** $47033071.27

**Cash Not Reported:** $19596.92

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 870.15647357 | **1-Year:** 2085.50007515 | **5-Year:** 807.40223026 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

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

- **3-Month:** 3.59037600 | **1-Year:** 1.71918600 | **5-Year:** 1.32739200 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000235231 | 0.43%                | 0.15%                | 0.44%                |
| Class ID C000235230 | 0.41%                | 0.32%                | 0.52%                |
| Class ID C000235229 | 0.40%                | 0.31%                | 0.51%                |
| Class ID C000235232 | 0.42%                | 0.33%                | 0.53%                |
| Class ID C000235234 | 0.42%                | 0.33%                | 0.53%                |
| Class ID C000235233 | 0.42%                | 0.34%                | 0.53%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $527.40                  | $44104.08                                  |
| Month 2  | $2408.43                 | $-37238.48                                 |
| Month 3  | $547.91                  | $67180.06                                  |

### 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        |    100000 | PA      | $100258.77    | 0.21%             | 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        |    200000 | PA      | $195387.65    | 0.42%             | 2027-07-09      | Variable      | 0.02%                 | 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        |     16139 | PA      | $16156.98     | 0.03%             | 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        |     94064 | PA      | $94235.30     | 0.20%             | 2028-06-15      | 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        |     41959 | PA      | $41979.51     | 0.09%             | 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        |     17512 | PA      | $17540.36     | 0.04%             | 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        |    110000 | PA      | $110728.42    | 0.24%             | 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        |    120000 | PA      | $120003.72    | 0.26%             | 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        |     72361 | PA      | $72451.14     | 0.15%             | 2030-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FORD CR FLOORPLN MAST OWN TR A                            | FORD CR FLOORPLN MAST OWN TR A 5.29% 04/15/2029 144A                       | CUSIP: 34528QJA3<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-CBDO         | CORP              | US        |    170000 | PA      | $173099.17    | 0.37%             | 2029-04-15      | 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        |     90000 | PA      | $88455.82     | 0.19%             | 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        |    150000 | PA      | $150155.46    | 0.32%             | 2026-01-09      | Fixed         | 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        |    118000 | PA      | $116977.84    | 0.25%             | 2027-06-17      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                   | HYUNDAI CAP AMER 1.8% 10/15/2025 144A                                      | CUSIP: 44891ABN6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     53000 | PA      | $52803.39     | 0.11%             | 2025-10-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                              | BARCLAYS PLC 7.325%/VAR 11/02/2026                                         | CUSIP: 06738ECC7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $200862.47    | 0.43%             | 2026-11-02      | Variable      | 0.07%                 | 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        |     91077 | PA      | $91158.49     | 0.19%             | 2034-07-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DLLAA 2025-1 LLC                                          | DLLAA 2025-1 LLC 4.7% 10/20/2027 144A                                      | CUSIP: 233249AB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     30000 | PA      | $30078.02     | 0.06%             | 2027-10-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CHASE AUTO OWNER TRUST 24-3                               | CHASE AUTO OWNER TRUST 5.53% 09/27/2027 144A                               | CUSIP: 16144LAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     14738 | PA      | $14773.90     | 0.03%             | 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        |    108000 | PA      | $108547.12    | 0.23%             | 2026-08-27      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST BILLS                                                 | UST BILLS 0% 11/06/2025                                                    | CUSIP: 912797QP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3000000 | PA      | $2977850.16   | 6.33%             | 2025-11-06      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL AUTOMOBILE LEASING TRUST 2024-2              | GM FINANCIAL AUTOMOBILE LEASING TRUST 2024-2 5.43% 09/21/2026              | CUSIP: 36269WAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     20406 | PA      | $20441.69     | 0.04%             | 2026-09-21      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TOYOTA AUTO LN EXTD NT TR 2021-1                          | TOYOTA AUTO LN EXTD NT TR 2021-1 1.07% 02/27/2034 144A                     | CUSIP: 89237MAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    100000 | PA      | $98458.66     | 0.21%             | 2034-02-27      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| HONDA AUTO RECEIVABLES OWNER TRUS                         | HONDA AUTO RECEIVABLES OWNER TRUS 4.53% 08/23/2027                         | CUSIP: 43814VAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    130000 | PA      | $130210.73    | 0.28%             | 2027-08-23      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MARLETTE FUNDING TRUST 2025-1                             | MARLETTE FUNDING TRUST 2025-1A A 4.75% 07/16/2035 144A                     | CUSIP: 570920AA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     90595 | PA      | $90686.93     | 0.19%             | 2035-07-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                       | DOMINION ENERGY INC 3.9% 10/01/2025                                        | CUSIP: 25746UCE7<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     80000 | PA      | $79945.69     | 0.17%             | 2025-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GRP INC                            | PNC FINANCIAL SERVICES GRP INC 6.615%/VAR 10/20/2027                       | CUSIP: 693475BT1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    103000 | PA      | $105577.82    | 0.22%             | 2027-10-20      | Variable      | 0.07%                 | 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        |    110000 | PA      | $110575.45    | 0.24%             | 2027-06-23      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| UST BILLS                                                 | UST BILLS 0% 11/28/2025                                                    | CUSIP: 912797NL7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1611200 | PA      | $1595438.16   | 3.39%             | 2025-11-28      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY PRIVATE BANK NA                            | MORGAN STANLEY PRIVATE BANK NA FRN SOFR+77 07/06/2028                      | CUSIP: 61776NVF7<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250686.23    | 0.53%             | 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        |     12279 | PA      | $12292.89     | 0.03%             | 2026-12-21      | Fixed         | 0.06%                 | 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        |    114000 | PA      | $112963.70    | 0.24%             | 2026-12-09      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| SWEDBANK AB                                               | SWEDBANK AB 6.136% 09/12/2026 144A                                         | CUSIP: 87020PAX5<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |    200000 | PA      | $203725.03    | 0.43%             | 2026-09-12      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                              | ING GROEP NV 1.726%/VAR 04/01/2027                                         | CUSIP: 456837AV5<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $197023.26    | 0.42%             | 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        |    125000 | PA      | $125301.38    | 0.27%             | 2028-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                            | MORGAN STANLEY 3.125% 07/27/2026                                           | CUSIP: 61761J3R8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    108000 | PA      | $107011.74    | 0.23%             | 2026-07-27      | Fixed         | 0.03%                 | 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        |     95000 | PA      | $95415.63     | 0.20%             | 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        |    105000 | PA      | $105310.43    | 0.22%             | 2040-01-18      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                        | WELLS FARGO and CO NEW 3% 04/22/2026                                       | CUSIP: 949746RW3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    114000 | PA      | $113108.38    | 0.24%             | 2026-04-22      | 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        |     24000 | PA      | $24095.80     | 0.05%             | 2027-05-14      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JACKSON NATL LIFE GLOBAL FDG                              | JACKSON NATL LIFE GLOBAL FDG 4.9% 01/13/2027 144A                          | CUSIP: 46849LVC2<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151078.79    | 0.32%             | 2027-01-13      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST 2025-A                       | FORD CREDIT AUTO OWNER TRUST 2025-A 4.47% 12/15/2027                       | CUSIP: 34535KAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    140000 | PA      | $140274.51    | 0.30%             | 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        |    170000 | PA      | $167354.78    | 0.36%             | 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        |     90000 | PA      | $90205.58     | 0.19%             | 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        |     19042 | PA      | $19056.89     | 0.04%             | 2027-01-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GENERAL MTRS FINL CO INC                                  | GENERAL MTRS FINL CO INC 1.25% 01/08/2026                                  | CUSIP: 37045XDD5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59308.54     | 0.13%             | 2026-01-08      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LTD                               | AVOLON HOLDINGS FUNDING LTD 4.25% 04/15/2026 144A                          | CUSIP: 05401AAL5<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    120000 | PA      | $119692.53    | 0.25%             | 2026-04-15      | Fixed         | 0.04%                 | 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        |      2779 | PA      | $2780.71      | 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        |     43000 | PA      | $43201.59     | 0.09%             | 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        |     55000 | PA      | $54090.35     | 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        |    133000 | PA      | $131111.34    | 0.28%             | 2027-03-11      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| HALST 2025-A                                              | HALST 2025-A 4.6% 06/15/2027 144A                                          | CUSIP: 44935WAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     91599 | PA      | $91788.48     | 0.20%             | 2027-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AUTONATION FINANCE TRUST 2025-1                           | AUTONATION FINANCE TRUST 2025-1 4.72% 04/10/2028 144A                      | CUSIP: 05330QAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    100000 | PA      | $100256.03    | 0.21%             | 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        |     90000 | PA      | $90130.67     | 0.19%             | 2026-04-10      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CELANESE US HLDGS LLC                                     | CELANESE US HLDGS LLC 1.4% 08/05/2026                                      | CUSIP: 15089QAK0<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     60000 | PA      | $57703.53     | 0.12%             | 2026-08-05      | Fixed         | 0.01%                 | 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        |    135000 | PA      | $135308.34    | 0.29%             | 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        |     38362 | PA      | $38397.41     | 0.08%             | 2027-10-18      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SFAST 2025-1A                                             | SFAST 2025-1A 4.65% 05/22/2028 144A                                        | CUSIP: 81885BAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     55112 | PA      | $55190.40     | 0.12%             | 2028-05-22      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                                          | FIRSTENERGY CORP 1.6% 01/15/2026                                           | CUSIP: 337932AN7<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |    109000 | PA      | $107708.87    | 0.23%             | 2026-01-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| VMWARE INC                                                | VMWARE INC 1.4% 08/15/2026                                                 | CUSIP: 928563AJ4<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    165000 | PA      | $160429.30    | 0.34%             | 2026-08-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UST BILLS                                                 | UST BILLS 0% 10/02/2025                                                    | CUSIP: 912797MS3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2757000 | PA      | $2747304.10   | 5.84%             | 2025-10-02      | Fixed         | 0.00%                 | 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        |    110000 | PA      | $110955.91    | 0.24%             | 2028-01-24      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                            | CITIBANK NA 5.438% 04/30/2026                                              | CUSIP: 17325FBF4<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |    250000 | PA      | $251740.24    | 0.54%             | 2026-04-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DLLMT 2024-1 LLC                                          | DLLMT 2024-1 LLC 4.84% 08/21/2028 144A                                     | CUSIP: 23347AAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    145000 | PA      | $146414.49    | 0.31%             | 2028-08-21      | Fixed         | 0.05%                 | 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        |     95000 | PA      | $95035.59     | 0.20%             | 2028-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| THE TORONTO DOMINION BANK                                 | TORONTO DOMINION BANK 5.532% 07/17/2026                                    | CUSIP: 89115A2S0<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    113000 | PA      | $114244.00    | 0.24%             | 2026-07-17      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                       | AMERICAN EXPRESS CO 5.389%/VAR 07/28/2027                                  | CUSIP: 025816DG1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     85000 | PA      | $85815.29     | 0.18%             | 2027-07-28      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GRP INC                            | PNC FINANCIAL SERVICES GRP INC 4.758%/VAR 01/26/2027                       | CUSIP: 693475BL8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100086.77    | 0.21%             | 2027-01-26      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                       | AMERICAN TOWER CORP 3.375% 10/15/2026                                      | CUSIP: 03027XAK6<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     85000 | PA      | $84173.54     | 0.18%             | 2026-10-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                     | ATHENE GLOBAL FUNDING 5.339% 01/15/2027 144A                               | CUSIP: 04685A3R0<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    135000 | PA      | $136765.52    | 0.29%             | 2027-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                              | BARCLAYS PLC 6.496%/VAR 09/13/2027                                         | CUSIP: 06738ECJ2<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $204152.36    | 0.43%             | 2027-09-13      | Variable      | 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        |     34392 | PA      | $34478.34     | 0.07%             | 2027-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| OCWEN LOAN INVESTMENT TRUST                               | OCWEN LOAN INVESTMENT TRUST HB1 A VAR 06/25/2038 144A                      | CUSIP: 68278EAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     75215 | PA      | $73094.36     | 0.16%             | 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        |    109000 | PA      | $109136.06    | 0.23%             | 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        |     65000 | PA      | $65143.72     | 0.14%             | 2028-08-15      | Fixed         | 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        |     90000 | PA      | $90373.20     | 0.19%             | 2026-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GRP INC                                | CITIZENS FINANCIAL GRP INC 2.85% 07/27/2026                                | CUSIP: 174610AR6<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    104000 | PA      | $102591.79    | 0.22%             | 2026-07-27      | Fixed         | 0.03%                 | 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        |      5462 | PA      | $5466.21      | 0.01%             | 2026-11-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI AUTO RECEIVABLES TR 2024-A                     | WORLD OMNI AUTO RECEIVABLES TR 2024-A 4.86% 03/15/2029                     | CUSIP: 98164RAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    140000 | PA      | $140724.11    | 0.30%             | 2029-03-15      | 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        |    120000 | PA      | $119120.55    | 0.25%             | 2026-11-19      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                               | BANK OF AMERICA CORPORATION 1.197%/VAR 10/24/2026                          | CUSIP: 06051GJK6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     80000 | PA      | $79625.68     | 0.17%             | 2026-10-24      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| MATTEL INC                                                | MATTEL INC 5.875% 12/15/2027 144A                                          | CUSIP: 577081BD3<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |     90000 | PA      | $90239.76     | 0.19%             | 2027-12-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                         | HSBC HOLDINGS PLC 7.336%/VAR 11/03/2026                                    | CUSIP: 404280DQ9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $200906.82    | 0.43%             | 2026-11-03      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                               | WALMART INC FRN SOFRINDX+43 04/28/2027                                     | CUSIP: 931142FM0<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    118000 | PA      | $118340.08    | 0.25%             | 2027-04-28      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                               | PHILLIPS 66 1.3% 02/15/2026                                                | CUSIP: 718546AZ7<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59102.88     | 0.13%             | 2026-02-15      | Fixed         | 0.01%                 | 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        |     75000 | PA      | $75222.77     | 0.16%             | 2028-11-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                           | CVS HEALTH CORP 2.875% 06/01/2026                                          | CUSIP: 126650CU2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    147000 | PA      | $145262.04    | 0.31%             | 2026-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                            | MORGAN STANLEY 6.138%/VAR 10/16/2026                                       | CUSIP: 61747YEX9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    129000 | PA      | $129234.19    | 0.27%             | 2026-10-16      | 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        |     63266 | PA      | $63436.47     | 0.13%             | 2026-12-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                  | TOYOTA MOTOR CREDIT CORP FRN SOFR+71 05/14/2027                            | CUSIP: 89236TNH4<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    130000 | PA      | $130506.89    | 0.28%             | 2027-05-14      | 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        |     33783 | PA      | $33842.00     | 0.07%             | 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        |    140000 | PA      | $137391.64    | 0.29%             | 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        |    130000 | PA      | $127708.17    | 0.27%             | 2026-04-15      | Fixed         | 0.01%                 | 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        |    135000 | PA      | $136092.81    | 0.29%             | 2027-04-23      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CARMX 2025-2                                              | CARMX 2025-2 4.59% 07/17/2028                                              | CUSIP: 14320AAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     60000 | PA      | $60225.55     | 0.13%             | 2028-07-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                        | CANADIAN IMPERIAL BK OF COMM 4.508%/VAR 09/11/2027                         | CUSIP: 13607PHT4<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    140000 | PA      | $140300.80    | 0.30%             | 2027-09-11      | 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        |     65000 | PA      | $65447.31     | 0.14%             | 2027-03-20      | 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        |     80000 | PA      | $80193.93     | 0.17%             | 2028-11-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS and ELECTRIC CO                               | PACIFIC GAS and ELECTRIC CO 2.95% 03/01/2026                               | CUSIP: 694308HP5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49508.59     | 0.11%             | 2026-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP LLC                                | AVIATION CAPITAL GROUP LLC 1.95% 09/20/2026 144A                           | CUSIP: 05369AAL5<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    110000 | PA      | $107159.87    | 0.23%             | 2026-09-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| COPT DEFENSE PROPERTIES LP                                | COPT DEFENSE PROPERTIES LP 2.25% 03/15/2026                                | CUSIP: 22003BAL0<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |    140000 | PA      | $138021.89    | 0.29%             | 2026-03-15      | Fixed         | 0.02%                 | 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        |    143097 | PA      | $144221.42    | 0.31%             | 2030-03-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                            | MORGAN STANLEY 0.985%/VAR 12/10/2026                                       | CUSIP: 6174468V4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    109000 | PA      | $107935.50    | 0.23%             | 2026-12-10      | Variable      | 0.01%                 | 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        |    140000 | PA      | $140801.58    | 0.30%             | 2027-07-23      | Variable      | 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        |     95000 | PA      | $95150.54     | 0.20%             | 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        |     31104 | PA      | $31143.66     | 0.07%             | 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        |     90000 | PA      | $90064.23     | 0.19%             | 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        |      5300 | PA      | $5305.08      | 0.01%             | 2026-12-15      | Fixed         | 0.06%                 | 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        |     28181 | PA      | $28236.99     | 0.06%             | 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        |    100000 | PA      | $100210.26    | 0.21%             | 2028-02-22      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUSTRALIA                               | COMMONWEALTH BANK AUSTRALIA FRN SOFR+46 11/27/2026 144A                    | CUSIP: 2027A0KV0<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |     91000 | PA      | $91183.20     | 0.19%             | 2026-11-27      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING 2024-3 LLC                     | ENTERPRISE FLEET FINANCING 2024-3 LLC 5.31% 04/20/2027 144A                | CUSIP: 29375QAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     33681 | PA      | $33858.44     | 0.07%             | 2027-04-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WESTERN GAS PARTNERS LP                                   | WESTERN GAS PARTNERS LP 4.65% 07/01/2026                                   | CUSIP: 958254AF1<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    124000 | PA      | $123876.03    | 0.26%             | 2026-07-01      | 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        |    106000 | PA      | $106247.37    | 0.23%             | 2026-02-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GM FINL CONSUMER AUTOMOBILE RECEIVABLES TR 2025-2         | GM FINL CONSUMER AUTOMOBILE RECEIVABLES TR 2025-2 4.4% 02/16/2028          | CUSIP: 362549AB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    125000 | PA      | $125139.34    | 0.27%             | 2028-02-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                          | CROWN CASTLE INC 1.05% 07/15/2026                                          | CUSIP: 22822VAV3<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    152000 | PA      | $147703.36    | 0.31%             | 2026-07-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                                    | MARVELL TECHNOLOGY INC 1.65% 04/15/2026                                    | CUSIP: 573874AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $88432.01     | 0.19%             | 2026-04-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| AT and T INC                                              | AT and T INC 1.7% 03/25/2026                                               | CUSIP: 00206RML3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    154000 | PA      | $151748.84    | 0.32%             | 2026-03-25      | Fixed         | 0.02%                 | 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        |    124000 | PA      | $127441.17    | 0.27%             | 2027-10-26      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                              | ENBRIDGE INC 5.9% 11/15/2026                                               | CUSIP: 29250NBW4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     85000 | PA      | $86487.03     | 0.18%             | 2026-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                        | WELLS FARGO and CO NEW 3% 10/23/2026                                       | CUSIP: 949746SH5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    120000 | PA      | $118428.12    | 0.25%             | 2026-10-23      | Fixed         | 0.03%                 | 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        |     60000 | PA      | $60375.54     | 0.13%             | 2026-02-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN AUTO LOAN ENHANCED TRUST 2023-2                | VOLKSWAGEN AUTO LOAN ENHANCED TRUST 2023-2 5.48% 12/20/2028                | CUSIP: 92867YAD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    110000 | PA      | $111557.39    | 0.24%             | 2028-12-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS INC                                 | ROGERS COMMUNICATIONS INC 3.625% 12/15/2025                                | CUSIP: 775109BE0<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |     60000 | PA      | $59823.68     | 0.13%             | 2025-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                       | AMERICAN TOWER CORP 4.4% 02/15/2026                                        | CUSIP: 03027XAJ9<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     64000 | PA      | $64013.53     | 0.14%             | 2026-02-15      | Fixed         | 0.04%                 | 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        |    110000 | PA      | $110329.25    | 0.23%             | 2028-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MTLRF 2025-1A                                             | MTLRF 2025-1A 4.7% 12/16/2027 144A                                         | CUSIP: 55340QAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     50000 | PA      | $50260.43     | 0.11%             | 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        |     70724 | PA      | $70635.78     | 0.15%             | 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        |    110000 | PA      | $107490.83    | 0.23%             | 2027-07-22      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                             | CITIGROUP INC 3.2% 10/21/2026                                              | CUSIP: 172967KY6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69211.01     | 0.15%             | 2026-10-21      | Fixed         | 0.03%                 | 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        |    150000 | PA      | $149352.59    | 0.32%             | 2026-06-18      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GMF FLOORPLAN OWNER REVOLVING TR                          | GMF FLOORPLAN OWNER REVOLVING TR 2023-1 A2 SOFR30A+115 06/15/2028 144A     | CUSIP: 361886CS1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    107000 | PA      | $107597.57    | 0.23%             | 2028-06-15      | Variable      | 0.05%                 | 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        |     40000 | PA      | $40057.27     | 0.09%             | 2027-11-22      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP                                          | NTT FINANCE CORP 4.567% 07/16/2027 144A                                    | CUSIP: 62954WAP0<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $201268.54    | 0.43%             | 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        |    119000 | PA      | $119081.10    | 0.25%             | 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        |      1964 | PA      | $1970.57      | 0.00%             | 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        |    149000 | PA      | $149284.36    | 0.32%             | 2026-10-28      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| THE TORONTO DOMINION BANK                                 | TORONTO DOMINION BANK 1.25% 09/10/2026                                     | CUSIP: 89114TZG0<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    128000 | PA      | $124361.12    | 0.26%             | 2026-09-10      | Fixed         | 0.01%                 | 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        |    103000 | PA      | $103145.33    | 0.22%             | 2026-09-25      | Fixed         | 0.04%                 | 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        |     20936 | PA      | $20976.60     | 0.04%             | 2028-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC                                        | CONAGRA BRANDS INC 4.6% 11/01/2025                                         | CUSIP: 205887CB6<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49975.40     | 0.11%             | 2025-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE GLOBAL FUNDING                                 | COREBRIDGE GBL FUNDING 5.75% 07/02/2026 144A                               | CUSIP: 00138CAU2<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |     90000 | PA      | $91116.37     | 0.19%             | 2026-07-02      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                            | CITIBANK NA FRN SOFR+78.1 05/29/2027                                       | CUSIP: 17325FBQ0<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |    250000 | PA      | $251870.57    | 0.54%             | 2027-05-29      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FORDL 2025-B                                              | FORDL 2025-B 4.37% 03/15/2028                                              | CUSIP: 34533MAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     55000 | PA      | $55112.89     | 0.12%             | 2028-03-15      | Fixed         | 0.04%                 | 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        |     11309 | PA      | $11325.51     | 0.02%             | 2027-10-20      | Fixed         | 0.06%                 | 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        |     43295 | PA      | $43339.74     | 0.09%             | 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        |         1 | PA      | $1.19         | 0.00%             | 2026-07-20      | Fixed         | 0.06%                 | 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        |     95000 | PA      | $95607.78     | 0.20%             | 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        |    100000 | PA      | $100276.31    | 0.21%             | 2060-06-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LOWES COS INC                                             | LOWES COS INC 3.375% 09/15/2025                                            | CUSIP: 548661DH7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69969.82     | 0.15%             | 2025-09-15      | Fixed         | 0.03%                 | 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        |     15066 | PA      | $15090.08     | 0.03%             | 2027-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL AUTOMOBILE LEASING TRUST 2025-1              | GM FINANCIAL AUTOMOBILE LEASING TRUST 2025-1 4.66% 02/21/2028              | CUSIP: 36271VAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    100000 | PA      | $100761.08    | 0.21%             | 2028-02-21      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CITIBANK CR CARD ISSUANCE TR                              | CITIBANK CR CARD ISSUANCE TR 5.23% 12/08/2027                              | CUSIP: 17305EGW9<br>LEI: R8AG6FXVDQAMDKCSJJ64 | Long             | ABS-CBDO         | CORP              | US        |    100000 | PA      | $100241.39    | 0.21%             | 2027-12-08      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                  | MARS INC 4.45% 03/01/2027 144A                                             | CUSIP: 571676AW5<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     46000 | PA      | $46277.43     | 0.10%             | 2027-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                          | LPL HOLDINGS INC 4.625% 11/15/2027 144A                                    | CUSIP: 50212YAC8<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    128000 | PA      | $127969.25    | 0.27%             | 2027-11-15      | Fixed         | 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        |     67765 | PA      | $67888.55     | 0.14%             | 2027-08-15      | Fixed         | 0.05%                 | 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        |     64000 | PA      | $64038.27     | 0.14%             | 2025-12-24      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL QUE                                      | BANK OF MONTREAL QUE 5.92% 09/25/2025                                      | CUSIP: 06368LWT9<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $50043.50     | 0.11%             | 2025-09-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORP                               | AMERICAN HONDA FINANCE CORP 4.95% 01/09/2026                               | CUSIP: 02665WEY3<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     59000 | PA      | $59113.93     | 0.13%             | 2026-01-09      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| KUBOTA CREDIT OWNER TRUST 2025-1                          | KUBOTA CREDIT OWNER TRUST 2025-1 4.61% 12/15/2027 144A                     | CUSIP: 50117FAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    100000 | PA      | $100319.95    | 0.21%             | 2027-12-15      | Fixed         | 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        |    127000 | PA      | $127420.88    | 0.27%             | 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        |     23073 | PA      | $23084.82     | 0.05%             | 2028-06-12      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| THE BANK OF NOVA SCOTIA                                   | BANK OF NOVA SCOTIA 5.35% 12/07/2026                                       | CUSIP: 06418JAA9<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    126000 | PA      | $127767.77    | 0.27%             | 2026-12-07      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                         | NATWEST GROUP PLC 5.847%/VAR 03/02/2027                                    | CUSIP: 639057AJ7<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $201420.20    | 0.43%             | 2027-03-02      | Variable      | 0.06%                 | 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        |    130000 | PA      | $130519.68    | 0.28%             | 2027-08-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                      | ENEL FINANCE INTL NV STEP 10/14/2025 144A                                  | CUSIP: 29278GAZ1<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $200512.19    | 0.43%             | 2025-10-14      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| EMERA US FINANCE LP                                       | EMERA US FINANCE LP 3.55% 06/15/2026                                       | CUSIP: 29103DAJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $89246.51     | 0.19%             | 2026-06-15      | Fixed         | 0.04%                 | 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        |     24902 | PA      | $24935.98     | 0.05%             | 2030-03-22      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TOYOTA LEASE OWNER TRUST 2025-A                           | TOYOTA LEASE OWNER TRUST 2025-A 4.58% 07/20/2027 144A                      | CUSIP: 89239NAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     52995 | PA      | $53137.34     | 0.11%             | 2027-07-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DELL EQUIP FIN TR 2024-2                                  | DELL EQUIP FIN TR 2024-2 4.69% 08/22/2030 144A                             | CUSIP: 24704EAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     88844 | PA      | $88977.58     | 0.19%             | 2030-08-22      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                         | HSBC HOLDINGS PLC 5.887%/VAR 08/14/2027                                    | CUSIP: 404280DZ9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $202691.70    | 0.43%             | 2027-08-14      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| THE BANK OF NOVA SCOTIA                                   | BANK OF NOVA SCOTIA 2.7% 08/03/2026                                        | CUSIP: 064159QE9<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    140000 | PA      | $138183.25    | 0.29%             | 2026-08-03      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GMF FLOORPLAN OWNER REVOLVING TR                          | GMF FLOORPLAN OWNER REVOLVING TR 5.34% 06/15/2028 144A                     | CUSIP: 361886CR3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    160000 | PA      | $161362.08    | 0.34%             | 2028-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                    | ROPER TECHNOLOGIES INC 1% 09/15/2025                                       | CUSIP: 776743AM8<br>LEI: 549300LJXD867XMVE759 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59920.26     | 0.13%             | 2025-09-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST 2021-1 A                     | FORD CREDIT AUTO OWNER TRUST 2021-1 A 1.37% 10/17/2033 144A                | CUSIP: 345340AA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    130000 | PA      | $127616.91    | 0.27%             | 2033-10-17      | Fixed         | 0.01%                 | 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        |    120000 | PA      | $120658.19    | 0.26%             | 2028-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HONDA AUTO RECEIVABLES 2023-2 OWNER TRUST                 | HONDA AUTO RECEIVABLES 2023-2 OWNER TRUST 4.93% 11/15/2027                 | CUSIP: 437927AC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     72527 | PA      | $72808.13     | 0.15%             | 2027-11-15      | 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        |    124000 | PA      | $124302.03    | 0.26%             | 2027-09-10      | 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        |     21000 | PA      | $21154.64     | 0.04%             | 2026-12-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                   | HCA INC 5.875% 02/15/2026                                                  | CUSIP: 404119BS7<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     80000 | PA      | $80065.96     | 0.17%             | 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        |     28891 | PA      | $28917.44     | 0.06%             | 2027-02-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                            | AIR LEASE CORP 2.875% 01/15/2026                                           | CUSIP: 00914AAJ1<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     53000 | PA      | $52643.09     | 0.11%             | 2026-01-15      | Fixed         | 0.03%                 | 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        |    160000 | PA      | $160302.11    | 0.34%             | 2028-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK NEW YORK MELLON CORP                                 | BANK NEW YORK MELLON CORP FRN SOFRINDX+68 06/09/2028                       | CUSIP: 06406RCD7<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    160000 | PA      | $160457.20    | 0.34%             | 2028-06-09      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GMF LEASING LLC                                           | GMF LEASING LLC 4.55% 07/20/2027                                           | CUSIP: 362962AB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    110000 | PA      | $110322.70    | 0.23%             | 2027-07-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                             | GOLDMAN SACHS GROUP INC (THE) FRN SOFR+129 04/23/2028                      | CUSIP: 38141GC85<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     90000 | PA      | $90858.26     | 0.19%             | 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        |    110000 | PA      | $110935.59    | 0.24%             | 2027-01-07      | Fixed         | 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% 04/03/2026        | CUSIP: 00774MAL9<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    150000 | PA      | $149870.12    | 0.32%             | 2026-04-03      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EQUITABLE FINANCIAL LIFE GLOBAL FUNDING                   | EQUITABLE FINANCIAL LIFE GLOBAL FUNDING 1% 01/09/2026 144A                 | CUSIP: 29449WAE7<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |    120000 | PA      | $118565.43    | 0.25%             | 2026-01-09      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                         | EVERSOURCE ENERGY 4.75% 05/15/2026                                         | CUSIP: 30040WAV0<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100231.03    | 0.21%             | 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        |    134000 | PA      | $133332.68    | 0.28%             | 2027-04-23      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                               | BANK OF AMERICA CORPORATION 3.824%/VAR 01/20/2028                          | CUSIP: 06051GGF0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    130000 | PA      | $129248.89    | 0.27%             | 2028-01-20      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| WESTERN UNION CO/THE                                      | WESTERN UN CO 1.35% 03/15/2026                                             | CUSIP: 959802AZ2<br>LEI: 28ID94QU1140NC23S047 | Long             | DBT              | CORP              | US        |     55000 | PA      | $54071.42     | 0.11%             | 2026-03-15      | Fixed         | 0.01%                 | 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        |     70000 | PA      | $70240.99     | 0.15%             | 2027-10-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BMW VEHICLE LEASE TRUST 2025-1                            | BMW VEHICLE LEASE TRUST 2025-1 4.43% 09/27/2027                            | CUSIP: 096912AB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    125000 | PA      | $125306.91    | 0.27%             | 2027-09-27      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| THE BANK OF NOVA SCOTIA                                   | BANK OF NOVA SCOTIA 2.951% 03/11/2027                                      | CUSIP: 06418BAE8<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    120000 | PA      | $118101.97    | 0.25%             | 2027-03-11      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FIN CORP                                        | BUNGE LTD FIN CORP 3.25% 08/15/2026                                        | CUSIP: 120568AX8<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |    108000 | PA      | $107030.72    | 0.23%             | 2026-08-15      | Fixed         | 0.03%                 | 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        |    100000 | PA      | $100181.74    | 0.21%             | 2028-08-10      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                     | JPMORGAN CHASE and CO 3.782%/VAR 02/01/2028                                | CUSIP: 46625HRY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    140000 | PA      | $139175.94    | 0.30%             | 2028-02-01      | Variable      | 0.04%                 | 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        |    100000 | PA      | $100381.08    | 0.21%             | 2027-07-22      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                      | KRAFT HEINZ FOODS CO 3% 06/01/2026                                         | CUSIP: 50077LAD8<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    144000 | PA      | $142406.90    | 0.30%             | 2026-06-01      | Fixed         | 0.03%                 | 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        |      2118 | PA      | $2119.59      | 0.00%             | 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        |    100000 | PA      | $100678.97    | 0.21%             | 2031-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                               | NUTRIEN LTD 5.95% 11/07/2025                                               | CUSIP: 67077MAY4<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $50065.80     | 0.11%             | 2025-11-07      | Fixed         | 0.06%                 | 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        |    110000 | PA      | $111263.86    | 0.24%             | 2027-06-08      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| SPRINT CORP                                               | SPRINT CORP 7.625% 03/01/2026                                              | CUSIP: 85207UAK1<br>LEI: 549300ZTTY7CXOLJ6539 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150745.88    | 0.32%             | 2026-03-01      | Fixed         | 0.08%                 | 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        |     69270 | PA      | $70182.96     | 0.15%             | 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        |    100000 | PA      | $100063.16    | 0.21%             | 2034-08-15      | Fixed         | 0.04%                 | 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        |    200000 | PA      | $201067.63    | 0.43%             | 2026-11-10      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| MATTEL INC                                                | MATTEL INC 3.375% 04/01/2026 144A                                          | CUSIP: 577081BE1<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |    163000 | PA      | $161541.51    | 0.34%             | 2026-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                     | ATHENE GLOBAL FUNDING 1.73% 10/02/2026 144A                                | CUSIP: 04685A3D1<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    119000 | PA      | $115770.61    | 0.25%             | 2026-10-02      | Fixed         | 0.02%                 | 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        |     63000 | PA      | $63595.39     | 0.14%             | 2027-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP / VICI NOTE CO INC                     | VICI PROPERTIES LP / VICI NOTE CO INC 4.25% 12/01/2026 144A                | CUSIP: 92564RAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    135000 | PA      | $134399.12    | 0.29%             | 2026-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GMF FLOORPLAN OWNER REVOLVING TR                          | GMF FLOORPLAN OWNER REVOLVING TR SOFR30A+55 03/15/2029 144A                | CUSIP: 361886DX9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    100000 | PA      | $100164.92    | 0.21%             | 2029-03-15      | Variable      | 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        |    116000 | PA      | $117014.77    | 0.25%             | 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        |    100000 | PA      | $100402.55    | 0.21%             | 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        |     31976 | PA      | $32053.08     | 0.07%             | 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        |     70000 | PA      | $70208.92     | 0.15%             | 2028-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST 2025-1                            | CARMAX AUTO OWNER TR 2025-1 4.63% 03/15/2028                               | CUSIP: 14319WAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     60502 | PA      | $60607.83     | 0.13%             | 2028-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI AUTO RECEIVABLES TRUST 2025-A                  | WORLD OMNI AUTO RECEIVABLES TRUST 2025-A 4.49% 04/17/2028                  | CUSIP: 98164YAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     62838 | PA      | $62899.41     | 0.13%             | 2028-04-17      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GENERAL MTRS FINL CO INC                                  | GENERAL MTRS FINL CO INC 5.25% 03/01/2026                                  | CUSIP: 37045XBG0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100169.05    | 0.21%             | 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        |    145000 | PA      | $145018.87    | 0.31%             | 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        |    155000 | PA      | $152940.57    | 0.33%             | 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        |   2215600 | PA      | $2207378.04   | 4.69%             | 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        |      7981 | PA      | $7986.80      | 0.02%             | 2027-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                       | AMERICAN EXPRESS CO 6.338%/VAR 10/30/2026                                  | CUSIP: 025816DL0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    154000 | PA      | $154447.24    | 0.33%             | 2026-10-30      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| AT and T INC                                              | AT and T INC 3.875% 01/15/2026                                             | CUSIP: 00206RHT2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     93000 | PA      | $92749.68     | 0.20%             | 2026-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| RABOBANK NEDERLAND NEW YORK BRH                           | RABOBANK NEDERLAND NY BRH 4.333% 08/28/2026                                | CUSIP: 21688ABF8<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250657.00    | 0.53%             | 2026-08-28      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JACKSON NATL LIFE GLOBAL FDG                              | JACKSON NATL LIFE GLOBAL FDG 3.05% 04/29/2026 144A                         | CUSIP: 46849LSQ5<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |     90000 | PA      | $89227.51     | 0.19%             | 2026-04-29      | Fixed         | 0.03%                 | 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        |     23549 | PA      | $23610.11     | 0.05%             | 2027-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                        | WELLS FARGO and CO NEW 5.707%/VAR 04/22/2028                               | CUSIP: 95000U3L5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102277.76    | 0.22%             | 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        |    130000 | PA      | $127859.07    | 0.27%             | 2026-11-01      | Fixed         | 0.03%                 | 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        |     85000 | PA      | $85387.84     | 0.18%             | 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        |   1324391 | NS      | $1324656.20   | 2.82%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORPORATION                               | BANK OF AMERICA CORPORATION 5.08%/VAR 01/20/2027                           | CUSIP: 06051GLE7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    115000 | PA      | $115271.48    | 0.25%             | 2027-01-20      | Variable      | 0.05%                 | 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        |     66514 | PA      | $66689.34     | 0.14%             | 2027-07-20      | Fixed         | 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        |    200000 | PA      | $194756.84    | 0.41%             | 2027-09-30      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                             | GOLDMAN SACHS GROUP INC (THE) 3.5% 11/16/2026                              | CUSIP: 38145GAH3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     43000 | PA      | $42644.74     | 0.09%             | 2026-11-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                   | HCA INC 5.25% 06/15/2026                                                   | CUSIP: 404119BT5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100175.01    | 0.21%             | 2026-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                              | AUTOZONE INC 3.125% 04/21/2026                                             | CUSIP: 053332AT9<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    140000 | PA      | $138895.99    | 0.30%             | 2026-04-21      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WHEELS FLEET LEASE FUNDING 1 LLC                          | WHEELS FLEET LEASE FUNDING 1 LLC 4.87% 06/21/2039 144A                     | CUSIP: 96328GBT3<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-CBDO         | CORP              | US        |     89614 | PA      | $90313.65     | 0.19%             | 2039-06-21      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                   | HYUNDAI CAP AMER 5.5% 03/30/2026 144A                                      | CUSIP: 44891ACB1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50298.37     | 0.11%             | 2026-03-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                    | ROPER TECHNOLOGIES INC 3.85% 12/15/2025                                    | CUSIP: 776743AB2<br>LEI: 549300LJXD867XMVE759 | Long             | DBT              | CORP              | US        |    129000 | PA      | $128808.32    | 0.27%             | 2025-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WHEELS FLEET LEASE FUNDING 1 LLC                          | WHEELS FLEET LEASE FUNDING 1 LLC 24-1A A1 5.49% 02/18/2039 144A            | CUSIP: 96328GBM8<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-CBDO         | CORP              | US        |     74407 | PA      | $75253.13     | 0.16%             | 2039-02-18      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                  | LLOYDS BANKING GROUP PLC 5.985%/VAR 08/07/2027                             | CUSIP: 539439AY5<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $202791.11    | 0.43%             | 2027-08-07      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| DNB BANK ASA                                              | DNB BANK ASA T1Y+NA 09/16/2026 144A                                        | CUSIP: 23329PAF7<br>LEI: 549300GKFG0RYRRQ1414 | Long             | DBT              | CORP              | NO        |    200000 | PA      | $199726.29    | 0.42%             | 2026-09-16      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| SPECTRA ENERGY PARTNERS LP                                | SPECTRA ENERGY PARTNERS LP 3.375% 10/15/2026                               | CUSIP: 84756NAH2<br>LEI: 2HKVXE7U4NF5B6UGSU72 | Long             | DBT              | CORP              | US        |    140000 | PA      | $138492.64    | 0.29%             | 2026-10-15      | Fixed         | 0.03%                 | 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        |     60000 | PA      | $60280.30     | 0.13%             | 2026-03-02      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                     | JPMORGAN CHASE and CO 5.04%/VAR 01/23/2028                                 | CUSIP: 46647PEA0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     90000 | PA      | $90940.98     | 0.19%             | 2028-01-23      | Variable      | 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        |     11933 | PA      | $11945.99     | 0.03%             | 2027-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL HOLDINGS NETHERLANDS BV            | MONDELEZ INTL HLDGS NETH B V 1.25% 09/24/2026 144A                         | CUSIP: 60920LAR5<br>LEI: 549300CW356R8I7N8D33 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $193859.63    | 0.41%             | 2026-09-24      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| EQUITABLE FINANCIAL LIFE GLOBAL FUNDING                   | EQUITABLE FINANCIAL LIFE GLOBAL FUNDING 5.5% 12/02/2025 144A               | CUSIP: 29449WAP2<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |    120000 | PA      | $120290.60    | 0.26%             | 2025-12-02      | Fixed         | 0.06%                 | 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        |      8141 | PA      | $8145.06      | 0.02%             | 2026-11-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JERSEY CENTRAL POWR and LIGHT CO                          | JERSEY CENTRAL POWR and LIGHT CO 4.3% 01/15/2026 144A                      | CUSIP: 476556DC6<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |     90000 | PA      | $89872.91     | 0.19%             | 2026-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                   | HYUNDAI CAP AMER 6.25% 11/03/2025 144A                                     | CUSIP: 44891ACQ8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |     80000 | PA      | $80226.58     | 0.17%             | 2025-11-03      | Fixed         | 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        |     90000 | PA      | $88947.09     | 0.19%             | 2026-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                           | CVS HEALTH CORP 3% 08/15/2026                                              | CUSIP: 126650DF4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    155000 | PA      | $153018.28    | 0.33%             | 2026-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST 2024-D                       | FORD CREDIT AUTO OWNER TRUST 2024-D 4.59% 10/15/2027                       | CUSIP: 34535VAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     42108 | PA      | $42170.49     | 0.09%             | 2027-10-15      | Fixed         | 0.05%                 | 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        |     73202 | PA      | $74293.51     | 0.16%             | 2030-03-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                     | TRUIST FINANCIAL CORP 1.267%/VAR 03/02/2027                                | CUSIP: 89788MAD4<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     90000 | PA      | $88639.80     | 0.19%             | 2027-03-02      | Variable      | 0.01%                 | 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        |     16481 | PA      | $16564.44     | 0.04%             | 2027-08-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                     | JPMORGAN CHASE and CO 3.96%/VAR 01/29/2027                                 | CUSIP: 46647PBA3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    155000 | PA      | $154766.89    | 0.33%             | 2027-01-29      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG LLC                                        | NXP BV/NXP FDG LLC 5.35% 03/01/2026                                        | CUSIP: 62947QBB3<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    121000 | PA      | $121242.86    | 0.26%             | 2026-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MOLSON COORS BEVERAGE CO                                  | MOLSON COORS BEVERAGE CO 3% 07/15/2026                                     | CUSIP: 60871RAG5<br>LEI: 54930073LBBH6ZCBE225 | Long             | DBT              | CORP              | US        |    140000 | PA      | $138381.17    | 0.29%             | 2026-07-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| EQUITABLE FINANCIAL LIFE GLOBAL FUNDING                   | EQUITABLE FINANCIAL LIFE GLOBAL FUNDING 1.3% 07/12/2026 144A               | CUSIP: 29449W7M3<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |     90000 | PA      | $87814.92     | 0.19%             | 2026-07-12      | Fixed         | 0.01%                 | 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        |    154000 | PA      | $154233.10    | 0.33%             | 2026-10-21      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                 | UST NOTES 4.125% 01/31/2027                                                | CUSIP: 91282CMH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1500000 | PA      | $1507441.41   | 3.21%             | 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        |      8858 | PA      | $8866.07      | 0.02%             | 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        |    150000 | PA      | $146289.65    | 0.31%             | 2027-07-20      | Variable      | 0.02%                 | 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        |     37000 | PA      | $36890.37     | 0.08%             | 2025-10-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SFS AUTO RECEIVABLES SECURITIZATION TRUST 2023-1          | SFS AUTO RECEIVABLES SECURITIZATION TRUST 2023-1 5.47% 10/20/2028 144A     | CUSIP: 78398AAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     76736 | PA      | $77262.70     | 0.16%             | 2028-10-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                               | ORACLE CORP 5.8% 11/10/2025                                                | CUSIP: 68389XCF0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    140000 | PA      | $140317.91    | 0.30%             | 2025-11-10      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR        | AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 1.75% 01/30/2026        | CUSIP: 00774MAS4<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    151000 | PA      | $149271.20    | 0.32%             | 2026-01-30      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MBART 2025-1                                              | MERCEDES-BENZ AUTO RECEIVABLES TR 2025-1 4.5% 02/15/2028                   | CUSIP: 58773DAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     42345 | PA      | $42404.69     | 0.09%             | 2028-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                   | MPLX LP 1.75% 03/01/2026                                                   | CUSIP: 55336VBR0<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    114000 | PA      | $112465.78    | 0.24%             | 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        |    115000 | PA      | $113400.66    | 0.24%             | 2027-01-22      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| TRANE TECHNOLOGIES FINANCING LTD                          | TRANE TECHNOLOGIES FINANCING LTD 3.5% 03/21/2026                           | CUSIP: 456873AE8<br>LEI: 549300A5OEF3CJI2CO89 | Long             | DBT              | CORP              | IE        |     92000 | PA      | $91524.24     | 0.19%             | 2026-03-21      | Fixed         | 0.04%                 | 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        |      3596 | PA      | $3597.07      | 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        |    122000 | PA      | $122413.75    | 0.26%             | 2027-03-12      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                       | GILEAD SCIENCES INC 3.65% 03/01/2026                                       | CUSIP: 375558BF9<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99660.45     | 0.21%             | 2026-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECHNOLOGIES INC                                 | L3HARRIS TECHNOLOGIES INC 3.85% 12/15/2026                                 | CUSIP: 502431AL3<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    126000 | PA      | $125367.53    | 0.27%             | 2026-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GENERAL MTRS FINL CO INC                                  | GENERAL MTRS FINL CO INC 6.05% 10/10/2025                                  | CUSIP: 37045XDZ6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    119000 | PA      | $119158.12    | 0.25%             | 2025-10-10      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                             | GOLDMAN SACHS GROUP INC (THE) 4.387%/VAR 06/15/2027                        | CUSIP: 38141GZT4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    188000 | PA      | $187971.88    | 0.40%             | 2027-06-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN AUTO LOAN ENHANCED TRUST 2024-1                | VOLKSWAGEN AUTO LOAN ENHANCED TRUST 2024-1 4.65% 11/22/2027                | CUSIP: 92868RAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     93064 | PA      | $93242.81     | 0.20%             | 2027-11-22      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                               | ORACLE CORP 2.65% 07/15/2026                                               | CUSIP: 68389XBM6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    115000 | PA      | $113396.39    | 0.24%             | 2026-07-15      | Fixed         | 0.03%                 | 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        |    130000 | PA      | $130253.71    | 0.28%             | 2028-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| THE TORONTO DOMINION BANK                                 | TORONTO DOMINION BANK FRN SOFR+62 12/17/2026                               | CUSIP: 89115A3B6<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    125000 | PA      | $125395.61    | 0.27%             | 2026-12-17      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI AUTO RECEIVABLES TRUST 2023-C                  | WORLD OMNI AUTO RECEIVABLES TRUST 2023-C 5.15% 11/15/2028                  | CUSIP: 98164FAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    106688 | PA      | $107296.59    | 0.23%             | 2028-11-15      | Fixed         | 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        |    158000 | PA      | $161104.44    | 0.34%             | 2027-10-22      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                          | T-MOBILE USA INC 2.25% 02/15/2026                                          | CUSIP: 87264ABR5<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    113000 | PA      | $111745.23    | 0.24%             | 2026-02-15      | Fixed         | 0.02%                 | 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        |    200000 | PA      | $196212.37    | 0.42%             | 2027-05-11      | 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        |     21682 | PA      | $21696.42     | 0.05%             | 2028-02-10      | Fixed         | 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        |    160000 | PA      | $157022.10    | 0.33%             | 2028-08-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL AUTOMOBILE LEASING TRUST 2025-1              | GM FINANCIAL AUTOMOBILE LEASING TRUST 2025-1 VAR 05/20/2027                | CUSIP: 36271VAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    126545 | PA      | $126786.58    | 0.27%             | 2027-05-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| OREILLY AUTOMOTIVE INC                                    | OREILLY AUTOMOTIVE INC 5.75% 11/20/2026                                    | CUSIP: 67103HAM9<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |    136000 | PA      | $138267.36    | 0.29%             | 2026-11-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                    | ROPER TECHNOLOGIES INC 3.8% 12/15/2026                                     | CUSIP: 776743AD8<br>LEI: 549300LJXD867XMVE759 | Long             | DBT              | CORP              | US        |    140000 | PA      | $139133.14    | 0.30%             | 2026-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                        | CANADIAN IMPERIAL BK OF COMM 5.615% 07/17/2026                             | CUSIP: 13607LSL8<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    120000 | PA      | $121449.24    | 0.26%             | 2026-07-17      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                             | CITIGROUP INC 1.462%/VAR 06/09/2027                                        | CUSIP: 172967NA5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     60000 | PA      | $58674.19     | 0.12%             | 2027-06-09      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| UST BILLS                                                 | UST BILLS 0% 09/04/2025                                                    | CUSIP: 912797MH7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2872500 | PA      | $2871824.16   | 6.11%             | 2025-09-04      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SVCS CORP                                | CATERPILLAR FINL SVCS CORP FRN SOFR+69 10/16/2026                          | CUSIP: 14913UAP5<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150643.99    | 0.32%             | 2026-10-16      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| HALST 2025-A                                              | HALST 2025-A 4.83% 01/18/2028 144A                                         | CUSIP: 44935WAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    170000 | PA      | $171607.69    | 0.36%             | 2028-01-18      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                            | MORGAN STANLEY 5.05%/VAR 01/28/2027                                        | CUSIP: 61747YEZ4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     98000 | PA      | $98253.26     | 0.21%             | 2027-01-28      | Variable      | 0.05%                 | 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        |      1891 | PA      | $1891.97      | 0.00%             | 2026-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LTD                               | AVOLON HOLDINGS FUNDING LTD 4.375% 05/01/2026 144A                         | CUSIP: 05401AAG6<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    128000 | PA      | $127782.20    | 0.27%             | 2026-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                       | AMERICAN TOWER CORP 1.6% 04/15/2026                                        | CUSIP: 03027XBL3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    109000 | PA      | $107090.29    | 0.23%             | 2026-04-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ENEL AMERICAS SA                                          | ENEL AMERICAS SA 4% 10/25/2026                                             | CUSIP: 29274FAF1<br>LEI: 549300LKH11TFCJLZK20 | Long             | DBT              | CORP              | CL        |    140000 | PA      | $139142.19    | 0.30%             | 2026-10-25      | Fixed         | 0.04%                 | 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        |      4608 | PA      | $4608.95      | 0.01%             | 2027-05-17      | Fixed         | 0.05%                 | 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        |      9789 | PA      | $9798.96      | 0.02%             | 2027-03-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK OF NEW YORK MELLON                                   | BANK OF NEW YORK MELLON FRN SOFRINDX+71 04/20/2027                         | CUSIP: 06405LAG6<br>LEI: HPFHU0OQ28E4N0NFVK49 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250558.82    | 0.53%             | 2027-04-20      | Variable      | 0.05%                 | 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        |     58000 | PA      | $58379.04     | 0.12%             | 2028-04-24      | 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        |    140000 | PA      | $140260.39    | 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        |     60000 | PA      | $60164.64     | 0.13%             | 2029-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE PRIME AUTO RECEIVABLES TR 2024-1              | CAPITAL ONE PRIME AUTO RECEIVABLES TR 2024-1 4.61% 10/15/2027              | CUSIP: 14043NAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     75453 | PA      | $75526.15     | 0.16%             | 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        |    200000 | PA      | $195165.44    | 0.41%             | 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        |     40000 | PA      | $39132.16     | 0.08%             | 2026-04-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                               | BANK OF AMERICA CORPORATION 5.933%/VAR 09/15/2027                          | CUSIP: 06051GLV9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     90000 | PA      | $91452.63     | 0.19%             | 2027-09-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TR                       | SANTANDER DRIVE AUTO RECEIVABLES TR 4.74% 01/16/2029                       | CUSIP: 80288DAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     20000 | PA      | $20074.37     | 0.04%             | 2029-01-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                         | STATE STREET CORP 5.751%/VAR 11/04/2026                                    | CUSIP: 857477BX0<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100222.58    | 0.21%             | 2026-11-04      | 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        |    100000 | PA      | $100169.35    | 0.21%             | 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        |    105000 | PA      | $105372.42    | 0.22%             | 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        |    138000 | PA      | $138100.73    | 0.29%             | 2028-10-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ AUTO LEASE TR 2024-B                        | MERCEDES-BENZ AUTO LEASE TR 2024-B 4.89% 02/15/2028                        | CUSIP: 58769GAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    130000 | PA      | $130132.00    | 0.28%             | 2028-02-15      | Fixed         | 0.04%                 | 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