# EDGAR Filing Document

**Accession Number:** 0000035315
**File Stem:** 0000035402-25-001368
**Filing Date:** 2025-10
**Character Count:** 155673
**Document Hash:** 7ec9a7b7798eac5cf7e15f737a3c024c
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000035402-25-001368.hdr.sgml**: 20251028

**ACCESSION NUMBER**: 0000035402-25-001368

**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:** 251424406

**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 Flex Conservative Income Bond Fund (Series ID: S000062001)

| Class ID   | Class Name                                  | Ticker Symbol   |
|:---|:---|:---|
| C000200823 | Fidelity Flex Conservative Income Bond Fund | FJTDX           |

## 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 Flex Conservative Income Bond Fund

- **b. EDGAR series identifier (if any):** S000062001

- **c. LEI of Series:** 549300FBTXVRBTFRQ531

**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:** $594805541.78

**Total Liabilities:** $6999463.01

**Net Assets:** $587806078.77

**Cash Not Reported:** $1458657.02

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 8912.34908065 | **1-Year:** 19892.47886954 | **5-Year:** 7710.28158862 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

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

- **3-Month:** 1007.21188000 | **1-Year:** 1929.91604000 | **5-Year:** 735.07978000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000200823 | 0.38%                | 0.39%                | 0.49%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $136481.66               | $209558.30                                 |
| Month 2  | $32587.37                | $-197300.51                                |
| Month 3  | $16242.62                | $476441.73                                 |

### 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        |    800000 | PA      | $802070.16    | 0.14%             | 2027-12-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                              | UBS GROUP AG 1.494%/VAR 08/10/2027 144A                                             | CUSIP: 902613AH1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1600000 | PA      | $1557270.51   | 0.26%             | 2027-08-10      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| SFS AUTO RECEIVABLES SECURITIZATION TRUST 2024-3          | SFS AUTO RECEIVABLES SECURITIZATION TRUST 2024-3 4.71% 05/22/2028 144A              | CUSIP: 78436XAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    260076 | PA      | $260358.05    | 0.04%             | 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        |   1282693 | PA      | $1285026.76   | 0.22%             | 2028-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                        | WELLS FARGO and CO NEW FRN SOFR+78 01/24/2028                                       | CUSIP: 95000U3S0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1504980.81   | 0.26%             | 2028-01-24      | Variable      | 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        |    573581 | PA      | $573859.97    | 0.10%             | 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        |    256840 | PA      | $257258.76    | 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        |   1700000 | PA      | $1711257.33   | 0.29%             | 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        |   1800000 | PA      | $1800055.87   | 0.31%             | 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        |    372659 | PA      | $373123.38    | 0.06%             | 2030-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                     | JPMORGAN CHASE and CO 1.578%/VAR 04/22/2027                                         | CUSIP: 46647PCB0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1572547.82   | 0.27%             | 2027-04-22      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANK CORPORATE MARKETS PLC NEW YORK BRANCH         | LLOYDS BANK CORPORATE MARKETS PLC NEW YORK BRH YCD SOFR+34 08/21/2026               | CUSIP: 53947B4G2<br>LEI: 213800MBWEIJDM5CU638 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2499972.50   | 0.43%             | 2026-08-21      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA HOUSTON BRANCH                        | BANK OF NOVA SCOTIA HOUSTON BR YCD SOFR+35 10/10/2025                               | CUSIP: 06418NDJ8<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2000519.00   | 0.34%             | 2025-10-10      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                        | WELLS FARGO and CO NEW 3.196%/VAR 06/17/2027                                        | CUSIP: 95000U2F9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1487006.39   | 0.25%             | 2027-06-17      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                              | BARCLAYS PLC 7.325%/VAR 11/02/2026                                                  | CUSIP: 06738ECC7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1400000 | PA      | $1406037.32   | 0.24%             | 2026-11-02      | Variable      | 0.07%                 | 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        |    480000 | PA      | $481248.24    | 0.08%             | 2027-10-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO LEASE SECURITIZATION TRUST 2024-A            | HYUNDAI AUTO LEASE SECURITIZATION TRUST 2024-A 5.15% 06/15/2026 144A                | CUSIP: 448988AB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     21873 | PA      | $21880.54     | 0.00%             | 2026-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FORDO 2022-B A2B                                          | FORDO 2022-B A3 3.74% 09/15/2026                                                    | CUSIP: 34534LAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      6427 | PA      | $6425.05      | 0.00%             | 2026-09-15      | Fixed         | 0.04%                 | 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        |    160352 | PA      | $160739.97    | 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        |   2300000 | PA      | $2311651.71   | 0.39%             | 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        |  20000000 | PA      | $19852334.40  | 3.38%             | 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        |    300840 | PA      | $301369.14    | 0.05%             | 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        |   1400000 | PA      | $1378421.24   | 0.23%             | 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        |   1500000 | PA      | $1502431.50   | 0.26%             | 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        |    122304 | PA      | $122427.37    | 0.02%             | 2035-07-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TAOT 2023-A                                               | TAOT 2023-A A3 4.63% 09/15/2027                                                     | CUSIP: 891940AC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    422928 | PA      | $423604.39    | 0.07%             | 2027-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI TRUST BANK LTC NY                         | SUMITOMO MITSUI TR BANK LTD NY YCD SOFR+35 12/03/2025                               | CUSIP: 86564PX63<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2001165.00   | 0.34%             | 2025-12-03      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GRP INC                            | PNC FINANCIAL SERVICES GRP INC 6.615%/VAR 10/20/2027                                | CUSIP: 693475BT1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    850000 | PA      | $871273.29    | 0.15%             | 2027-10-20      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                              | UBS GROUP AG 1.364%/VAR 01/30/2027 144A                                             | CUSIP: 902613AC2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1300000 | PA      | $1283776.66   | 0.22%             | 2027-01-30      | Variable      | 0.01%                 | 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        |   1380000 | PA      | $1387219.26   | 0.24%             | 2027-06-23      | Variable      | 0.05%                 | 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        |   1700000 | PA      | $1704666.36   | 0.29%             | 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        |    158091 | PA      | $158271.01    | 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        |   1700000 | PA      | $1684546.46   | 0.29%             | 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        |   1500000 | PA      | $1527937.74   | 0.26%             | 2026-09-12      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                       | STATE ST BK and TR CO BOSTON CD SOFR+32 11/17/2025                                  | CUSIP: 8574P1PM2<br>LEI: 571474TGEMMWANRLN572 | Long             | DBT              | CORP              | US        |   2200000 | PA      | $2200752.62   | 0.37%             | 2025-11-17      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                              | ING GROEP NV 1.726%/VAR 04/01/2027                                                  | CUSIP: 456837AV5<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   1300000 | PA      | $1280651.20   | 0.22%             | 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        |   1505000 | PA      | $1508628.56   | 0.26%             | 2028-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WHEELS FLEET LEASE FUNDING 1 LLC                          | WHEELS FLEET LEASE FUNDING 1 LLC TSFR1M+0 01/18/2040 144A                           | CUSIP: 96328GCF2<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-CBDO         | CORP              | US        |   1465000 | PA      | $1469331.27   | 0.25%             | 2040-01-18      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| DTE ELEC CO                                               | DTE ELEC CO 4.25% 05/14/2027                                                        | CUSIP: 23338VAW6<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    281000 | PA      | $282121.63    | 0.05%             | 2027-05-14      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                       | BOFA CP SOFR+40 10/17/25                                                            | CUSIP: 06054CHC2<br>LEI: 549300HN4UKV1E2R3U73 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2000709.80   | 0.34%             | 2025-10-17      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| JACKSON NATL LIFE GLOBAL FDG                              | JACKSON NATL LIFE GLOBAL FDG 4.9% 01/13/2027 144A                                   | CUSIP: 46849LVC2<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |   1164000 | PA      | $1172371.43   | 0.20%             | 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        |   1500000 | PA      | $1502941.20   | 0.26%             | 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        |   1805000 | PA      | $1776913.98   | 0.30%             | 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        |   1400000 | PA      | $1403197.85   | 0.24%             | 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        |    308964 | PA      | $309198.12    | 0.05%             | 2027-01-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                     | JPMORGAN CHASE and CO 1.04%/VAR 02/04/2027                                          | CUSIP: 46647PBW5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1478926.95   | 0.25%             | 2027-02-04      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                              | ENBRIDGE INC 4.25% 12/01/2026                                                       | CUSIP: 29250NAL9<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    900000 | PA      | $900109.05    | 0.15%             | 2026-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                      | ENEL FINANCE INTL NV STEP 07/12/2026 144A                                           | CUSIP: 29278GAM0<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |   1300000 | PA      | $1269370.35   | 0.22%             | 2026-07-12      | Variable      | 0.02%                 | 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        |     41148 | PA      | $41173.72     | 0.01%             | 2027-04-26      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                            | CITIBANK NA FRN SOFR+71.2 11/19/2027                                                | CUSIP: 17325FBM9<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1402474.46   | 0.24%             | 2027-11-19      | Variable      | 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        |    515000 | PA      | $517414.35    | 0.09%             | 2026-12-23      | Fixed         | 0.05%                 | 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        |   1200000 | PA      | $1182959.47   | 0.20%             | 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        |    659510 | PA      | $660877.09    | 0.11%             | 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        |   1850000 | PA      | $1854736.56   | 0.32%             | 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        |   1400000 | PA      | $1402032.70   | 0.24%             | 2026-04-10      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCKS RETAIL TRUST 2024-1                        | DAIMLER TRUCKS RETAIL TRUST 2024-1 5.6% 04/15/2026                                  | CUSIP: 233874AB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     49057 | PA      | $49079.07     | 0.01%             | 2026-04-15      | Fixed         | 0.06%                 | 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        |    618062 | PA      | $618624.93    | 0.11%             | 2027-10-18      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING 2024-2                         | ENTERPRISE FLEET FINANCING 2024-2 5.74% 12/20/2026 144A                             | CUSIP: 29375RAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    107303 | PA      | $107835.50    | 0.02%             | 2026-12-20      | Fixed         | 0.06%                 | 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        |    811976 | PA      | $813138.59    | 0.14%             | 2028-05-22      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| THE TORONTO DOMINION BANK                                 | TD VCP SOFR+35 10/3/25                                                              | CUSIP: 89120F3S1<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   2000000 | PA      | $2000499.40   | 0.34%             | 2025-10-03      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                           | DANSKE BANK AS (UNGTD) T1Y+NA 09/11/2026 144A                                       | CUSIP: 23636AAZ4<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |   1300000 | PA      | $1299099.05   | 0.22%             | 2026-09-11      | Variable      | 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        |   1700000 | PA      | $1652907.94   | 0.28%             | 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        |  28000000 | PA      | $27901528.76  | 4.75%             | 2025-10-02      | Fixed         | 0.00%                 | 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        |   1730000 | PA      | $1746876.32   | 0.30%             | 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        |   1200000 | PA      | $1200449.52   | 0.20%             | 2028-03-15      | Fixed         | 0.05%                 | 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        |    300000 | PA      | $302877.50    | 0.05%             | 2027-07-28      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                         | HSBC HOLDINGS PLC 4.292%/VAR 09/12/2026                                             | CUSIP: 404280BX6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1660000 | PA      | $1659898.21   | 0.28%             | 2026-09-12      | Variable      | 0.04%                 | 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        |   1500000 | PA      | $1501301.58   | 0.26%             | 2027-01-26      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| US BANK NA CINCINNATI OHIO                                | US BANK NA CINCINNATI OHIO FRN SOFR+91 05/15/2028                                   | CUSIP: 90331HPT4<br>LEI: 6BYL5QZYBDK8S7L73M02 | Long             | DBT              | CORP              | US        |   2100000 | PA      | $2112183.68   | 0.36%             | 2028-05-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMER FIN LLC                             | VOLKSWAGEN GROUP AMER FIN LLC 5.8% 09/12/2025 144A                                  | CUSIP: 928668BU5<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1000311.51   | 0.17%             | 2025-09-12      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST 2024-3                            | CARMAX AUTO OWNER TRUST 2024-3 5.21% 09/15/2027                                     | CUSIP: 14319GAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    584192 | PA      | $585652.90    | 0.10%             | 2027-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF CANADA                                   | NBC VCP SOFR+33 8/14/26                                                             | CUSIP: 63307NPK7<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |   2500000 | PA      | $2499973.25   | 0.43%             | 2026-08-14      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                             | GOLDMAN SACHS GROUP INC (THE) 1.542%/VAR 09/10/2027                                 | CUSIP: 38141GYG3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1165860.49   | 0.20%             | 2027-09-10      | Variable      | 0.02%                 | 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        |   1320000 | PA      | $1321647.76   | 0.22%             | 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        |    765000 | PA      | $766691.49    | 0.13%             | 2028-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI TRUST BANK LTC NY                         | SUMITOMO MITSUI TR BANK LTD NY YCD SOFR+31 11/04/2025                               | CUSIP: 86564P6V8<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1000330.60   | 0.17%             | 2025-11-04      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| DELL INTERNATIONAL LLC / EMC CORP                         | DELL INTL/EMC CORP 4.9% 10/01/2026                                                  | CUSIP: 24703TAE6<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |   1640000 | PA      | $1646800.56   | 0.28%             | 2026-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SBNA AUTO LEASE TRUST 2024-B                              | SBNA AUTO LEASE TRUST 2024-B 5.67% 11/20/2026 144A                                  | CUSIP: 78437VAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     80926 | PA      | $80989.30     | 0.01%             | 2026-11-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| THE TORONTO DOMINION BANK                                 | TORONTO DOMINION BANK FRN SOFR+48 10/10/2025                                        | CUSIP: 89115A2Z4<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   1600000 | PA      | $1600516.74   | 0.27%             | 2025-10-10      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                     | ATHENE GLOBAL FUNDING FRN SOFRINDX+83 01/07/2027 144A                               | CUSIP: 04685A4F5<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2004721.22   | 0.34%             | 2027-01-07      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI AUTO RECEIVABLES TR 2024-A                     | WORLD OMNI AUTO RECEIVABLES TR 2024-A 4.86% 03/15/2029                              | CUSIP: 98164RAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1680000 | PA      | $1688689.30   | 0.29%             | 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        |    710000 | PA      | $704796.61    | 0.12%             | 2026-11-19      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| MIZUHO BANK LTD NY BRANCH                                 | MIZUHO BANK LTD NY BRANCH YCD SOFR+40 05/08/2026                                    | CUSIP: 60710TR60<br>LEI: RB0PEZSDGCO3JS6CEU02 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1000725.60   | 0.17%             | 2026-05-08      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                               | WALMART INC FRN SOFRINDX+43 04/28/2027                                              | CUSIP: 931142FM0<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |   1433000 | PA      | $1437129.91   | 0.24%             | 2027-04-28      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| DLLAD LLC                                                 | DLLAD LLC 4.46% 11/20/2028 144A                                                     | CUSIP: 23347BAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    915000 | PA      | $917717.82    | 0.16%             | 2028-11-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                            | MORGAN STANLEY 6.138%/VAR 10/16/2026                                                | CUSIP: 61747YEX9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1660000 | PA      | $1663013.55   | 0.28%             | 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        |    990244 | PA      | $992918.51    | 0.17%             | 2026-12-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORP                               | AMERICAN HONDA FINANCE CORP FRN SOFR+55 05/11/2026                                  | CUSIP: 02665WFR7<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1402505.05   | 0.24%             | 2026-05-11      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST 2024-4                            | CARMAX AUTO OWNER TRUST 2024-4 4.67% 12/15/2027                                     | CUSIP: 14290DAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    519028 | PA      | $519936.12    | 0.09%             | 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        |   1930000 | PA      | $1894041.96   | 0.32%             | 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        |   1500000 | PA      | $1473555.80   | 0.25%             | 2026-04-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG NEW YORK BNCH                            | DEUTSCHE BANK AG NEW YORK BNCH 2.129%/VAR 11/24/2026                                | CUSIP: 251526CE7<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | US        |   1559000 | PA      | $1550143.88   | 0.26%             | 2026-11-24      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                       | AMERICAN EXPRESS CO 5.645%/VAR 04/23/2027                                           | CUSIP: 025816DT3<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1008094.87   | 0.17%             | 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        |    720000 | PA      | $722706.62    | 0.12%             | 2028-07-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                              | UBS GROUP AG 1.305%/VAR 02/02/2027 144A                                             | CUSIP: 225401AT5<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1390000 | PA      | $1372061.58   | 0.23%             | 2027-02-02      | Variable      | 0.01%                 | 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        |    927000 | PA      | $933379.33    | 0.16%             | 2027-03-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF CANADA                                   | NATIONAL BANK OF CANADA VCP SOFR+25 12/17/2025                                      | CUSIP: 63307NNF0<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |   2000000 | PA      | $2000439.40   | 0.34%             | 2025-12-17      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN AUTO LEASE TRUST 2023-A                        | VOLKSWAGEN AUTO LEASE TRUST 2023-A 5.81% 10/20/2026                                 | CUSIP: 92867UAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    339473 | PA      | $340575.05    | 0.06%             | 2026-10-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI BKG CORP NY BRANCH                        | SUMITOMO MITSUI BKG CORP NY BR YCD SOFR+35 11/18/2025                               | CUSIP: 86565GGH7<br>LEI: 549300MS3WYYVQ4HXM15 | Long             | DBT              | CORP              | US        |   2200000 | PA      | $2201073.38   | 0.37%             | 2025-11-18      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| NISSAN MASTER OWNER TR RECEIVABLE                         | NISSAN MASTER OWNER TR RECEIVABLES SOFR30A+190 02/15/2028 144A                      | CUSIP: 65479VAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1500000 | PA      | $1501195.35   | 0.26%             | 2028-02-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ AUTO RECEIVABLES TRUST 2022-1               | MERCEDES-BENZ AUTO RECEIVABLES TRUST 2022-1 5.21% 08/16/2027                        | CUSIP: 58768PAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    403440 | PA      | $404890.71    | 0.07%             | 2027-08-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                             | CITIGROUP INC 1.122%/VAR 01/28/2027                                                 | CUSIP: 17327CAM5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    700000 | PA      | $690595.46    | 0.12%             | 2027-01-28      | Variable      | 0.01%                 | 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        |   1000000 | PA      | $1002424.10   | 0.17%             | 2028-11-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GLENCORE FDG LLC                                          | GLENCORE FDG LLC FRN SOFRINDX+75 10/01/2026 144A                                    | CUSIP: 378272BX5<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   1575000 | PA      | $1578694.67   | 0.27%             | 2026-10-01      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA HOUSTON BRANCH                        | BANK OF NOVA SCOTIA HOUSTON BR YCD SOFR+33 07/22/2026                               | CUSIP: 06418NHS4<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2500182.00   | 0.43%             | 2026-07-22      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| COPT DEFENSE PROPERTIES LP                                | COPT DEFENSE PROPERTIES LP 2.25% 03/15/2026                                         | CUSIP: 22003BAL0<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |   1550000 | PA      | $1528099.49   | 0.26%             | 2026-03-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UST BILLS                                                 | UST BILLS 0% 10/30/2025                                                             | CUSIP: 912797NA1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4966572.65   | 0.84%             | 2025-10-30      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                        | WELLS FARGO and CO NEW 3.526%/VAR 03/24/2028                                        | CUSIP: 95000U2V4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1681874.06   | 0.29%             | 2028-03-24      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GRP INC                            | PNC FINANCIAL SERVICES GRP INC 5.102%/VAR 07/23/2027                                | CUSIP: 693475BY0<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1508588.31   | 0.26%             | 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        |   1155000 | PA      | $1156830.21   | 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        |    300461 | PA      | $300847.55    | 0.05%             | 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        |   1650000 | PA      | $1651177.54   | 0.28%             | 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        |     78272 | PA      | $78342.36     | 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        |    481519 | PA      | $482469.25    | 0.08%             | 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        |    800000 | PA      | $801682.08    | 0.14%             | 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        |   2000000 | PA      | $2004026.42   | 0.34%             | 2026-11-27      | Variable      | 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        |   1390000 | PA      | $1393243.79   | 0.24%             | 2026-02-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                       | AMERICAN TOWER CORP 1.3% 09/15/2025                                                 | CUSIP: 03027XBB5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    527000 | PA      | $526299.11    | 0.09%             | 2025-09-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GM FINL CONSUMER AUTOMOBILE RECEIVABLES TR 2025-2         | GM FINL CONSUMER AUTOMOBILE RECEIVABLES TR 2025-2 4.4% 02/16/2028                   | CUSIP: 362549AB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1465000 | PA      | $1466633.04   | 0.25%             | 2028-02-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SVENSKA HANDELSBANKEN NY                                  | SVENSKA HANDELSBANKEN NY YCD SOFR+40 04/15/2026                                     | CUSIP: 86959TNB8<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1000985.60   | 0.17%             | 2026-04-15      | Variable      | 0.05%                 | 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        |   1200000 | PA      | $1233301.62   | 0.21%             | 2027-10-26      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE GLOBAL FUNDING                                 | COREBRIDGE GBL FUNDING FRN SOFR+130 09/25/2026 144A                                 | CUSIP: 00138CAW8<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |   1870000 | PA      | $1884058.36   | 0.32%             | 2026-09-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                       | STATE ST BK and TR CO BOSTON FRN SOFR+46 11/25/2026                                 | CUSIP: 857449AD4<br>LEI: 571474TGEMMWANRLN572 | Long             | DBT              | CORP              | US        |    831000 | PA      | $832101.70    | 0.14%             | 2026-11-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| TRANSCONTINENTAL GAS PIPE LINE CO LLC                     | TRANSCONTINENTAL GAS LINE LLC 7.85% 02/01/2026                                      | CUSIP: 893574AH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1308136.64   | 0.22%             | 2026-02-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| HPEFS EQUIP TR 2024-2                                     | HPEFS EQUIP TR 2024-2 5.5% 10/20/2031 144A                                          | CUSIP: 40444MAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    225966 | PA      | $226317.72    | 0.04%             | 2031-10-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                      | ROYAL BANK OF CANADA FRN SOFRINDX+82 03/27/2028                                     | CUSIP: 78017DAG3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   1300000 | PA      | $1304173.10   | 0.22%             | 2028-03-27      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| USB AUTO OWNER TRUST 2025-1                               | USB AUTO OWNER TRUST 2025-1 4.51% 06/15/2028 144A                                   | CUSIP: 90367VAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1320000 | PA      | $1323951.02   | 0.23%             | 2028-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FINANCE NORTH AMERICA LLC                   | MERCEDES-BENZ FINANCE NORTH AMERICA LLC FRN SOFR+78 04/01/2027 144A                 | CUSIP: 58769JBD8<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1605650.02   | 0.27%             | 2027-04-01      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MTLRF 2025-1A                                             | MTLRF 2025-1A 4.7% 12/16/2027 144A                                                  | CUSIP: 55340QAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    625000 | PA      | $628255.38    | 0.11%             | 2027-12-16      | Fixed         | 0.05%                 | 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        |   1122000 | PA      | $1117157.37   | 0.19%             | 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        |   2200000 | PA      | $2212286.56   | 0.38%             | 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        |    475000 | PA      | $475680.11    | 0.08%             | 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    | 0.03%             | 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        |   1478000 | PA      | $1479007.26   | 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        |     24357 | PA      | $24434.98     | 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        |   1950000 | PA      | $1953721.48   | 0.33%             | 2026-10-28      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| MIZUHO BANK LTD NY BRANCH                                 | MIZUHO BANK LTD NY BRANCH YCD SOFR+35 01/30/2026                                    | CUSIP: 60710TZR5<br>LEI: RB0PEZSDGCO3JS6CEU02 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2001178.20   | 0.34%             | 2026-01-30      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI AUTOMOBILE LEASE SECURITIZATION TRST           | WORLD OMNI AUTOMOBILE LEASE SECURITIZATION TRST 5.07% 09/15/2026                    | CUSIP: 981944AD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      4378 | PA      | $4379.06      | 0.00%             | 2026-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMER FIN LLC                             | VOLKSWAGEN GROUP AMER FIN LLC FRN SOFR+106 08/14/2026 144A                          | CUSIP: 928668CJ9<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   1279000 | PA      | $1282146.08   | 0.22%             | 2026-08-14      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON NATIONAL BANK                                  | HUNTINGTON NATL BK COLUMBUS OH FRN SOFR+72 04/12/2028                               | CUSIP: 44644MAL5<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | DBT              | CORP              | US        |   1223000 | PA      | $1222306.01   | 0.21%             | 2028-04-12      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| HEWLETT PACKARD ENTERPRISE CO                             | HEWLETT PACKARD ENTERPRISE CO 4.45% 09/25/2026                                      | CUSIP: 42824CBR9<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    654000 | PA      | $654922.78    | 0.11%             | 2026-09-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERATION DES CAISSES DESJARD INS DU QUEBEC              | FEDERATION DES CAISE DESJARDIN FRN SOFR+63 01/27/2027 144A                          | CUSIP: 31429KAN3<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |   1500000 | PA      | $1500422.78   | 0.26%             | 2027-01-27      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ING US FUNDING LLC                                        | ING US FUNDING LLC VCP SOFR+35 11/26/2025                                           | CUSIP: 44988GFL7<br>LEI: 254900QX5Y2ZDZ6XBT08 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2000839.60   | 0.34%             | 2025-11-26      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI SELECT AUTO TR 2024-A                          | WORLD OMNI SELECT AUTO TR 2024-A 5.37% 02/15/2028                                   | CUSIP: 98164LAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    312077 | PA      | $312682.35    | 0.05%             | 2028-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UBS AG STAMFORD BRH                                       | UBS AG STAMFORD BRH YCD SOFR+41 10/02/2026                                          | CUSIP: 90275DUK4<br>LEI: 254900R882POXXVAK772 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1500671.85   | 0.26%             | 2026-10-02      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                            | CITIBANK NA FRN SOFR+78.1 05/29/2027                                                | CUSIP: 17325FBQ0<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1007482.27   | 0.17%             | 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        |    660000 | PA      | $661354.65    | 0.11%             | 2028-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TOYOTA AUTO RECEIVABLES 2024-B OWNER TR                   | TOYOTA AUTO RECEIVABLES OWNER TR 2024-B A2B TSFR1M+36 03/15/2027                    | CUSIP: 89237NAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    255249 | PA      | $255319.74    | 0.04%             | 2027-03-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SFS AUTO RECEIVABLES SECURITIZATION TR 2024-2             | SFS AUTO RECEIVABLES SECURITIZATION TR 2024-2 5.71% 10/20/2027 144A                 | CUSIP: 78397XAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    163893 | PA      | $164137.83    | 0.03%             | 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        |    688526 | PA      | $689241.66    | 0.12%             | 2027-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST BILLS                                                 | UST BILLS 0% 12/11/2025                                                             | CUSIP: 912797QY6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  30000000 | PA      | $29666916.60  | 5.05%             | 2025-12-11      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC                                   | BAYER US FIN II LLC 4.25% 12/15/2025 144A                                           | CUSIP: 07274NAJ2<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $998428.61    | 0.17%             | 2025-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                             | CITIGROUP INC FRN SOFR+111.43 05/07/2028                                            | CUSIP: 172967PY1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1308720.17   | 0.22%             | 2028-05-07      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SAMMONS FINANCIAL GROUP GLOBAL FUNDING                    | SAMMONS FINANCIAL GROUP GLOBAL FUNDING FRN SOFR+85 09/02/2027 144A                  | CUSIP: 79587J2D4<br>LEI: 635400IPRNPM6HDHRS48 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1701684.00   | 0.29%             | 2027-09-02      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BK NA SALT LAKE                            | MORGAN STANLEY BK NA SALT LAKE FRN SOFR+68.5 10/15/2027                             | CUSIP: 61690U8F0<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1403917.02   | 0.24%             | 2027-10-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINANCIAL GROUP INC                       | SUMITOMO MITSUI FINL GRP INC 2.632% 07/14/2026                                      | CUSIP: 86562MAF7<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   1400000 | PA      | $1381290.61   | 0.23%             | 2026-07-14      | 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        |    221453 | PA      | $221799.97    | 0.04%             | 2027-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                      | WESTPAC VCP SOFR+40 4/10/26                                                         | CUSIP: 9612C47E5<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   1000000 | PA      | $1001079.30   | 0.17%             | 2026-04-10      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                  | COOPERATIEVE RABOBANK UA T1Y+NA 09/24/2026 144A                                     | CUSIP: 74977RDJ0<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   1400000 | PA      | $1396994.07   | 0.24%             | 2026-09-24      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                              | BARCLAYS PLC 5.829%/VAR 05/09/2027                                                  | CUSIP: 06738ECF0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1300000 | PA      | $1311784.44   | 0.22%             | 2027-05-09      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                  | MARS INC 4.45% 03/01/2027 144A                                                      | CUSIP: 571676AW5<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    643000 | PA      | $646877.95    | 0.11%             | 2027-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                         | NATWEST GROUP PLC 1.642%/VAR 06/14/2027                                             | CUSIP: 639057AC2<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   1300000 | PA      | $1272446.93   | 0.22%             | 2027-06-14      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF CANADA                                   | NATIONAL BANK OF CANADA YCP .0431 01/16/2026                                        | CUSIP: 63307MAG4<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |   2000000 | PA      | $1967618.60   | 0.33%             | 2026-01-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TRUIST BANK                                               | TRUIST BANK FRN SOFR+77 07/24/2028                                                  | CUSIP: 89788JAG4<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1700323.00   | 0.29%             | 2028-07-24      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO LEASE TRUST 2025-A                       | FORD CREDIT AUTO LEASE TRUST 2025-A 4.57% 08/15/2027                                | CUSIP: 345282AB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    987439 | PA      | $989233.04    | 0.17%             | 2027-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP INC                                | MIZUHO FINL GROUP INC 1.234%/VAR 05/22/2027                                         | CUSIP: 60687YBP3<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    960000 | PA      | $938822.04    | 0.16%             | 2027-05-22      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                          | ALTRIA GROUP INC 4.4% 02/14/2026                                                    | CUSIP: 02209SBC6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1248844.10   | 0.21%             | 2026-02-14      | Fixed         | 0.04%                 | 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        |    960000 | PA      | $960574.02    | 0.16%             | 2025-12-24      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING 2025-3 LLC                     | ENTERPRISE FLEET FINANCING 2025-3 LLC 4.5% 04/20/2028 144A                          | CUSIP: 29375UAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1690000 | PA      | $1696487.23   | 0.29%             | 2028-04-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                        | CREDIT AGRICOLE SA 5.589% 07/05/2026 144A                                           | CUSIP: 22534PAE3<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   1500000 | PA      | $1515518.22   | 0.26%             | 2026-07-05      | Fixed         | 0.06%                 | 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        |   1000000 | PA      | $1000870.04   | 0.17%             | 2025-09-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SBNA AUTO LEASE TRUST 2025-A                              | SBNA AUTO LEASE TRUST 2025-A 4.83% 04/20/2028 144A                                  | CUSIP: 78437KAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    600000 | PA      | $603780.12    | 0.10%             | 2028-04-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORP                               | AMERICAN HONDA FINANCE CORP 4.95% 01/09/2026                                        | CUSIP: 02665WEY3<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    786000 | PA      | $787517.72    | 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        |   1355000 | PA      | $1359335.32   | 0.23%             | 2027-12-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GLENCORE FDG LLC                                          | GLENCORE FDG LLC 1.625% 04/27/2026 144A                                             | CUSIP: 378272BD9<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    300000 | PA      | $294266.88    | 0.05%             | 2026-04-27      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BK NA SALT LAKE                            | MORGAN STANLEY BK NA SALT LAKE FRN SOFR+116.5 10/30/2026                            | CUSIP: 61690U7X2<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |    900000 | PA      | $906382.76    | 0.15%             | 2026-10-30      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TR 2024-2                               | CARMAX AUTO OWNER TR 2024-2 SOFR30A+73 05/17/2027                                   | CUSIP: 14319EAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    420718 | PA      | $420982.42    | 0.07%             | 2027-05-17      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                                           | CHEVRON USA INC FRN SOFRINDX+36 02/26/2027                                          | CUSIP: 166756BA3<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |   1435000 | PA      | $1436525.85   | 0.24%             | 2027-02-26      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING 2025-2 LLC                     | ENTERPRISE FLEET FINANCING 2025-2 LLC 4.51% 02/22/2028 144A                         | CUSIP: 29375TAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1532000 | PA      | $1537077.05   | 0.26%             | 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        |    311490 | PA      | $311645.02    | 0.05%             | 2028-06-12      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP                                          | NTT FINANCE CORP 1.162% 04/03/2026 144A                                             | CUSIP: 62954WAC9<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |   1390000 | PA      | $1364714.12   | 0.23%             | 2026-04-03      | Fixed         | 0.01%                 | 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        |   1500000 | PA      | $1510651.50   | 0.26%             | 2027-03-02      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BMW VECHICLE LEASE TR 2023-2                              | BMW VECHICLE LEASE TR 2023-2 5.99% 09/25/2026                                       | CUSIP: 055979AC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    114834 | PA      | $115111.33    | 0.02%             | 2026-09-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| EXETER SELECT AUTOMOBILE RECEIVABLES TR 2025-1            | EXETER SELECT AUTOMOBILE RECEIVABLES TR 2025-1 4.83% 10/16/2028                     | CUSIP: 30185AAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     50285 | PA      | $50433.23     | 0.01%             | 2028-10-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| EQUITABLE FINANCIAL LIFE GLOBAL FUNDING                   | EQUITABLE FINANCIAL LIFE GLOBAL FUNDING 4.6% 04/01/2027 144A                        | CUSIP: 29449WAU1<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |    947000 | PA      | $952478.36    | 0.16%             | 2027-04-01      | 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        |   1400000 | PA      | $1403585.33   | 0.24%             | 2025-10-14      | Variable      | 0.07%                 | 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        |    799346 | PA      | $801488.25    | 0.14%             | 2027-07-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ TRUST and BANKING CORP NY BRANCH           | MITSUBISHI UFJ TR and BK NY BRH YCD SOFR+38 01/09/2026                              | CUSIP: 60683DN70<br>LEI: JBONEPAGQXF4QP29B387 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1500936.00   | 0.26%             | 2026-01-09      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                         | HSBC HOLDINGS PLC 5.887%/VAR 08/14/2027                                             | CUSIP: 404280DZ9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1500000 | PA      | $1520187.72   | 0.26%             | 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        |   1600000 | PA      | $1579237.10   | 0.27%             | 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        |    550000 | PA      | $554682.15    | 0.09%             | 2028-06-15      | Fixed         | 0.05%                 | 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        |   1600000 | PA      | $1570669.60   | 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        |   1200000 | PA      | $1206581.88   | 0.21%             | 2028-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GMF FLOORPLAN OWNER REVOLVING TR                          | GMF FLOORPLAN OWNER REVOLVING TR SOFR30A+45 11/15/2028 144A                         | CUSIP: 361886DL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1600000 | PA      | $1598464.00   | 0.27%             | 2028-11-15      | Variable      | 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        |    982130 | PA      | $985943.44    | 0.17%             | 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        |   1776000 | PA      | $1780325.79   | 0.30%             | 2027-09-10      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE GLOBAL FUNDING                                 | COREBRIDGE GBL FUNDING 5.35% 06/24/2026 144A                                        | CUSIP: 00138CAY4<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |   1360000 | PA      | $1371901.33   | 0.23%             | 2026-06-24      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINANCIAL GROUP INC                       | SUMITOMO MITSUI FINL GRP INC 1.402% 09/17/2026                                      | CUSIP: 86562MCH1<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   1000000 | PA      | $971760.40    | 0.17%             | 2026-09-17      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI AUTOMOBILE LEASE SECURITIZATION TR 2024-A      | WORLD OMNI AUTOMOBILE LEASE SECURITIZATION TR 2024-A A2B 5.57% 02/16/2027           | CUSIP: 981946AC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    273731 | PA      | $273878.84    | 0.05%             | 2027-02-16      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                  | TOYOTA MOTOR CREDIT CORP 5.6% 09/11/2025                                            | CUSIP: 89236TKZ7<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1000267.37   | 0.17%             | 2025-09-11      | 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        |    444634 | PA      | $445039.47    | 0.08%             | 2027-02-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                            | CITIBANK NA FRN SOFR+70.8 08/06/2026                                                | CUSIP: 17325FBH0<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1303796.62   | 0.22%             | 2026-08-06      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| TOYOTA AUTO RECEIVABLES 2025-B OWNER TR                   | TOYOTA AUTO RECEIVABLES 2025-B OWNER TR 4.46% 03/15/2028                            | CUSIP: 89231HAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1550000 | PA      | $1552926.71   | 0.26%             | 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        |   1600000 | PA      | $1604572.02   | 0.27%             | 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        |   1360000 | PA      | $1363989.70   | 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        |   1119000 | PA      | $1129671.09   | 0.19%             | 2028-04-23      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                         | EVERSOURCE ENERGY 4.75% 05/15/2026                                                  | CUSIP: 30040WAV0<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1052425.82   | 0.18%             | 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        |   1600000 | PA      | $1592032.00   | 0.27%             | 2027-04-23      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING 2025-1 LLC                     | ENTERPRISE FLEET FINANCING 2025-1 LLC 4.65% 10/20/2027 144A                         | CUSIP: 29390HAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1020000 | PA      | $1023511.55   | 0.17%             | 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        |   1505000 | PA      | $1508695.23   | 0.26%             | 2027-09-27      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST 2025-P2                    | CARVANA AUTO RECEIVABLES TRUST 2025-P2 4.56% 08/10/2028                             | CUSIP: 14688YAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1205000 | PA      | $1207189.97   | 0.21%             | 2028-08-10      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DELL EQUIP FIN TR 2025-1                                  | DELL EQUIP FIN TR 2025-1 4.68% 07/22/2027 144A                                      | CUSIP: 24703UAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    180000 | PA      | $180685.94    | 0.03%             | 2027-07-22      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                     | TRUIST FINANCIAL CORP 6.047%/VAR 06/08/2027                                         | CUSIP: 89788MAN2<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2022979.30   | 0.34%             | 2027-06-08      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ING US FUNDING LLC                                        | ING US FUNDING LLC VCP SOFR+30 02/06/2026                                           | CUSIP: 44988KLX5<br>LEI: 254900QX5Y2ZDZ6XBT08 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1500569.85   | 0.26%             | 2026-02-06      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| PROTECTIVE LIFE GLOBAL FUNDING                            | PROTECTIVE LIFE GLOBAL FUNDING 5.209% 04/14/2026 144A                               | CUSIP: 74368CBS2<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1004580.21   | 0.17%             | 2026-04-14      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ING US FUNDING LLC                                        | ING VCP SOFR+30 4/2/2026                                                            | CUSIP: 44988GGH5<br>LEI: 254900QX5Y2ZDZ6XBT08 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2500373.75   | 0.43%             | 2026-04-02      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SPRINT CORP                                               | SPRINT CORP 7.625% 03/01/2026                                                       | CUSIP: 85207UAK1<br>LEI: 549300ZTTY7CXOLJ6539 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1306464.25   | 0.22%             | 2026-03-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| HSBC USA INC                                              | HSBC USA INC VCP SOFR+55 04/30/2026                                                 | CUSIP: 40434WUZ2<br>LEI: 549300LBOHZ4QSIWU288 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1001258.30   | 0.17%             | 2026-04-30      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR        | AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 4.45% 10/01/2025                 | CUSIP: 00774MAG0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   1000000 | PA      | $999782.55    | 0.17%             | 2025-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SOFI CONSUMER LOAN PROGRAM 2025-3                         | SOFI CONSUMER LOAN PROGRAM 2025-3 4.47% 08/15/2034 144A                             | CUSIP: 83390JAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    415000 | PA      | $415262.11    | 0.07%             | 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        |   1950000 | PA      | $1960409.43   | 0.33%             | 2026-11-10      | Variable      | 0.07%                 | 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        |    776000 | PA      | $783333.64    | 0.13%             | 2027-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                   | HYUNDAI CAP AMER 5.45% 06/24/2026 144A                                              | CUSIP: 44891ADA2<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    737000 | PA      | $742632.55    | 0.13%             | 2026-06-24      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BOFA SECURITIES INC                                       | BOFA CP SOFR+39 11/21/25                                                            | CUSIP: 06054CHX6<br>LEI: 549300HN4UKV1E2R3U73 | Long             | DBT              | CORP              | US        |   2200000 | PA      | $2201083.72   | 0.37%             | 2025-11-21      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                       | STATE ST BK and TR CO BOSTON CD SOFR+27 10/10/2025                                  | CUSIP: 8574P1PS9<br>LEI: 571474TGEMMWANRLN572 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2000350.80   | 0.34%             | 2025-10-10      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CHASE ISSUANCE TR                                         | CHASE ISSUANCE TR 3.97% 09/15/2027                                                  | CUSIP: 161571HS6<br>LEI: 5493008SHVCX2Y068L12 | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $499887.45    | 0.09%             | 2027-09-15      | 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        |    975000 | PA      | $976607.97    | 0.17%             | 2029-03-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| US BANK NA CINCINNATI OHIO                                | US BANK NA CINCINNATI OHIO 4.507%/VAR 10/22/2027                                    | CUSIP: 90331HPP2<br>LEI: 6BYL5QZYBDK8S7L73M02 | Long             | DBT              | CORP              | US        |    698000 | PA      | $699910.29    | 0.12%             | 2027-10-22      | 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        |   1810000 | PA      | $1825833.97   | 0.31%             | 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        |    680000 | PA      | $682737.34    | 0.12%             | 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        |    484438 | PA      | $485604.25    | 0.08%             | 2027-02-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SVENSKA HANDELSBANKEN NY                                  | SVENSKA HANDELSBANKEN NY VCD SOFR+34 12/10/2025                                     | CUSIP: 86959TJT4<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2001139.00   | 0.34%             | 2025-12-10      | Variable      | 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        |    870000 | PA      | $872596.60    | 0.15%             | 2028-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                                        | BMW US CAPITAL LLC FRN SOFRINDX+80 08/13/2026 144A                                  | CUSIP: 05565ECN3<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1304940.00   | 0.22%             | 2026-08-13      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST 2025-1                            | CARMAX AUTO OWNER TR 2025-1 4.63% 03/15/2028                                        | CUSIP: 14319WAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    894561 | PA      | $896130.02    | 0.15%             | 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        |    965010 | PA      | $965955.30    | 0.16%             | 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        |   1300000 | PA      | $1302197.59   | 0.22%             | 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        |   1760000 | PA      | $1760228.99   | 0.30%             | 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        |    500000 | PA      | $493356.68    | 0.08%             | 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        |  22000000 | PA      | $21918359.32  | 3.73%             | 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        |    106453 | PA      | $106530.02    | 0.02%             | 2027-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DLLST 2024-1 LLC                                          | DLLST 2024-1 LLC 5.33% 01/20/2026 144A                                              | CUSIP: 23346HAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     13833 | PA      | $13837.43     | 0.00%             | 2026-01-20      | 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        |   1374000 | PA      | $1377990.32   | 0.23%             | 2026-10-30      | Variable      | 0.06%                 | 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        |   1100000 | PA      | $1102890.81   | 0.19%             | 2026-08-28      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE OWNER TR 2024-C                                | JOHN DEERE OWNER TR 2024-C A2B SOFR30A+43 08/16/2027                                | CUSIP: 477911AC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    644607 | PA      | $644839.15    | 0.11%             | 2027-08-16      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FORDO 2024-B                                              | FORDO 2024-B 5.4% 04/15/2027                                                        | CUSIP: 34531QAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    352829 | PA      | $353737.24    | 0.06%             | 2027-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON AUTO TR 2024-1                                 | HUNTINGTON AUTO TR 2024-1 5.5% 03/15/2027 144A                                      | CUSIP: 446144AC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    101640 | PA      | $101696.01    | 0.02%             | 2027-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                        | WELLS FARGO and CO NEW 5.707%/VAR 04/22/2028                                        | CUSIP: 95000U3L5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    700000 | PA      | $715944.34    | 0.12%             | 2028-04-22      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                        | CREDIT AGRICOLE SA 1.247%/VAR 01/26/2027 144A                                       | CUSIP: 22535WAH0<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   1000000 | PA      | $986882.70    | 0.17%             | 2027-01-26      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ AUTO LEASE TRUST 2025-A                     | MERCEDES-BENZ AUTO LEASE TRUST 2025-A 4.57% 04/17/2028                              | CUSIP: 58768YAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    985000 | PA      | $989494.36    | 0.17%             | 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        |  90185337 | NS      | $90203374.04  | 15.35%            |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN HONDA FINANCE CORP                               | AMERICAN HONDA FINANCE CORP 5.8% 10/03/2025                                         | CUSIP: 02665WEQ0<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1001006.92   | 0.17%             | 2025-10-03      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CAPTIAL ONE MULTI-ASSET EXECUT                            | CAPITAL ONE MULTI-ASST EXEC TR 4.95% 10/15/2027                                     | CUSIP: 14041NGB1<br>LEI: R42WS16M9R97TJJKGU15 | Long             | ABS-CBDO         | CORP              | US        |   1300000 | PA      | $1300992.29   | 0.22%             | 2027-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                           | DANSKE BANK AS (UNGTD) 6.259%/VAR 09/22/2026 144A                                   | CUSIP: 23636ABE0<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |   1940000 | PA      | $1941793.14   | 0.33%             | 2026-09-22      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                   | BRISTOL-MYERS SQUIBB CO FRN SOFR+49 02/20/2026                                      | CUSIP: 110122EM6<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    654000 | PA      | $654972.68    | 0.11%             | 2026-02-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2024-2 | GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2024-2 A2B SOFR30A+65 03/16/2027 | CUSIP: 379931AC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    150911 | PA      | $150954.20    | 0.03%             | 2027-03-16      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK OF IRELAND GROUP PLC                                 | BANK IRELAND GROUP PLC 2.029%/VAR 09/30/2027 144A                                   | CUSIP: 06279JAB5<br>LEI: 635400C8EK6DRI12LJ39 | Long             | DBT              | CORP              | IE        |   1300000 | PA      | $1265919.47   | 0.22%             | 2027-09-30      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| VOLVO FINANCIAL EQUIPMENT LLC SERIES 2024-1               | VOLVO FINANCIAL EQUIPMENT LLC SERIES 2024-1A A2 4.56% 05/17/2027 144A               | CUSIP: 92887QAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    527419 | PA      | $528014.57    | 0.09%             | 2027-05-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORP                               | AMERICAN HONDA FINANCE CORP FRN SOFR+65 05/20/2026                                  | CUSIP: 02665WGB1<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1603248.00   | 0.27%             | 2026-05-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| NORDEA BANK ABP                                           | NORDEA BANK ABP FRN SOFR+70 03/17/2028 144A                                         | CUSIP: 65558RAM1<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |   1520000 | PA      | $1525305.30   | 0.26%             | 2028-03-17      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO LEASE SECURITIZATION TR 2025-C               | HYUNDAI AUTO LEASE SECURITIZATION TR 2025-C 4.37% 01/18/2028 144A                   | CUSIP: 44935GAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    820000 | PA      | $822548.64    | 0.14%             | 2028-01-18      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SVENSKA HANDELSBANKEN NY                                  | SVENSKA HANDELSBANKEN NY YCD SOFR+35 04/08/2026                                     | CUSIP: 86959TMN3<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1501024.20   | 0.26%             | 2026-04-08      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FINANCE NORTH AMERICA LLC                   | MERCEDES-BENZ FINANCE NORTH AMERICA LLC FRN SOFR+63 07/31/2026 144A                 | CUSIP: 58769JAV9<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    900000 | PA      | $902505.00    | 0.15%             | 2026-07-31      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                  | LLOYDS BANKING GROUP PLC FRN SOFRINDX+156 08/07/2027                                | CUSIP: 53944YAW3<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $504597.81    | 0.09%             | 2027-08-07      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| MIZUHO BANK LTD NY BRANCH                                 | MIZUHO BANK LTD NY BRANCH YCD SOFR+35 05/04/2026                                    | CUSIP: 60710TK91<br>LEI: RB0PEZSDGCO3JS6CEU02 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1500582.45   | 0.26%             | 2026-05-04      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| VERIZON MASTER TRUST                                      | VERIZON MASTER TRUST SOFR30A+55 03/20/2030                                          | CUSIP: 92348KDZ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1675000 | PA      | $1677755.71   | 0.29%             | 2030-03-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPRL BK COMM NY BRH                             | CANADIAN IMPRL BK COMM NY BRH YCD SOFR+35 09/23/2025                                | CUSIP: 13606DAF9<br>LEI: 549300H8L46OOZOFHU82 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2000384.00   | 0.34%             | 2025-09-23      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COS INC                                          | WILLIAMS COS INC 5.4% 03/02/2026                                                    | CUSIP: 969457CH1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    400000 | PA      | $401868.68    | 0.07%             | 2026-03-02      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI AUTO RECEIVABLES TR 2024-B                     | WORLD OMNI AUTO RECEIVABLES TR 2024-B 5.48% 09/15/2027                              | CUSIP: 98164HAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    176770 | PA      | $176962.81    | 0.03%             | 2027-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SBNA AUTO LEASE TRUST 2024-C                              | SBNA AUTO LEASE TRUST 2024-C 4.94% 11/20/2026 144A                                  | CUSIP: 78398DAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    122984 | PA      | $123042.29    | 0.02%             | 2026-11-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ TRUST and BANKING CORP NY BRANCH           | MITSUBISHI UFJ TR and BK NY BRH YCD SOFR+40 11/12/2025                              | CUSIP: 60683DK99<br>LEI: JBONEPAGQXF4QP29B387 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2001033.00   | 0.34%             | 2025-11-12      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR        | AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 2.45% 10/29/2026                 | CUSIP: 00774MAV7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   1000000 | PA      | $979519.81    | 0.17%             | 2026-10-29      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG NEW YORK BNCH                            | DEUTSCHE BANK AG NEW YORK BNCH 7.146%/VAR 07/13/2027                                | CUSIP: 25160PAN7<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1329393.39   | 0.23%             | 2027-07-13      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                  | TOYOTA MOTOR CREDIT CORP FRN SOFR+77 08/07/2026                                     | CUSIP: 89236TML6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   1309000 | PA      | $1314810.18   | 0.22%             | 2026-08-07      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| TOYOTA AUTO RECEIVABLES 2022-C OWNER TR                   | TOYOTA AUTO RECEIVABLES 2022-C OWNER TR 3.76% 04/15/2027                            | CUSIP: 89231CAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    111067 | PA      | $110865.90    | 0.02%             | 2027-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF CANADA                                   | NATIONAL BANK OF CANADA 4.95%/VAR 02/01/2028                                        | CUSIP: 63307A3D5<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |   1466000 | PA      | $1479714.86   | 0.25%             | 2028-02-01      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA HOUSTON BRANCH                        | BANK OF NOVA SCOTIA HOUSTON BR YCD SOFR+35 12/19/2025                               | CUSIP: 06418NEL2<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | US        |   2200000 | PA      | $2201168.64   | 0.37%             | 2025-12-19      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST 2024-D                       | FORD CREDIT AUTO OWNER TRUST 2024-D 4.59% 10/15/2027                                | CUSIP: 34535VAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    656880 | PA      | $657859.53    | 0.11%             | 2027-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ TRUST and BANKING CORP NY BRANCH           | MITSUBISHI UFJ TR and BK NY BRH YCD SOFR+35 09/02/2026                              | CUSIP: 60683FBA1<br>LEI: JBONEPAGQXF4QP29B387 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2999848.20   | 0.51%             | 2026-09-02      | Variable      | 0.00%                 | 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        |    241911 | PA      | $243142.25    | 0.04%             | 2027-08-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL QUE                                      | BANK OF MONTREAL QUE VCP SOFR+45 04/08/2026                                         | CUSIP: 06373LDY2<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   1500000 | PA      | $1501895.70   | 0.26%             | 2026-04-08      | Variable      | 0.05%                 | 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        |   1920000 | PA      | $1917112.40   | 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        |   1100000 | PA      | $1102207.84   | 0.19%             | 2026-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MIZUHO BANK LTD NY BRANCH                                 | MIZUHO BANK LTD NY BRANCH YCD SOFR+35 11/17/2025                                    | CUSIP: 60710TWC1<br>LEI: RB0PEZSDGCO3JS6CEU02 | Long             | DBT              | CORP              | US        |   2200000 | PA      | $2200930.38   | 0.37%             | 2025-11-17      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| US BANCORP DEL                                            | US BANCORP DEL 5.727%/VAR 10/21/2026                                                | CUSIP: 91159HJH4<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   1376000 | PA      | $1378082.74   | 0.23%             | 2026-10-21      | Variable      | 0.06%                 | 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        |    133015 | PA      | $133129.62    | 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        |   1750000 | PA      | $1706712.56   | 0.29%             | 2027-07-20      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK PLC NY BRANCH                               | BARCLAYS BANK PLC NY BRANCH YCD SOFR+34 12/31/2025                                  | CUSIP: 06745GCH2<br>LEI: G5GSEF7VJP5I7OUK5573 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2001073.40   | 0.34%             | 2025-12-31      | Variable      | 0.05%                 | 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        |    370000 | PA      | $368903.72    | 0.06%             | 2025-10-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI BKG CORP NY BRANCH                        | SUMITOMO MITSUI BKG CORP NY BR YCD SOFR+35 07/24/2026                               | CUSIP: 86565GRP7<br>LEI: 549300MS3WYYVQ4HXM15 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2499988.75   | 0.43%             | 2026-07-24      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI BKG CORP NY BRANCH                        | SUMITOMO MITSUI BKG CORP NY BR YCD SOFR+35 08/31/2026                               | CUSIP: 86565GSS0<br>LEI: 549300MS3WYYVQ4HXM15 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2999951.40   | 0.51%             | 2026-08-31      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                              | BARCLAYS PLC 4.375% 01/12/2026                                                      | CUSIP: 06738EAN5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1250000 | PA      | $1249637.81   | 0.21%             | 2026-01-12      | Fixed         | 0.04%                 | 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        |    635179 | PA      | $636070.52    | 0.11%             | 2028-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMER FIN LLC                             | VOLKSWAGEN GROUP AMER FIN LLC FRN SOFR+83 03/20/2026 144A                           | CUSIP: 928668CD2<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1602382.70   | 0.27%             | 2026-03-20      | Variable      | 0.05%                 | 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        |    960000 | PA      | $946648.97    | 0.16%             | 2027-01-22      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                          | ABN AMRO BANK NV FRN SOFRINDX+178 09/18/2027 144A                                   | CUSIP: 00084DBB5<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |   1100000 | PA      | $1112286.90   | 0.19%             | 2027-09-18      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL QUE                                      | BANK OF MONTREAL QUE FRN SOFRINDX+88 09/10/2027                                     | CUSIP: 06368L8M1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   1380000 | PA      | $1385537.21   | 0.24%             | 2027-09-10      | Variable      | 0.05%                 | 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        |   1440000 | PA      | $1432553.26   | 0.24%             | 2026-03-21      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HSBC USA INC                                              | HSBCUI VCP SOFR+53 7/7/26                                                           | CUSIP: 40434WVA6<br>LEI: 549300LBOHZ4QSIWU288 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2499881.50   | 0.43%             | 2026-07-07      | Variable      | 0.05%                 | 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        |     47355 | PA      | $47371.44     | 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        |   1707000 | PA      | $1712789.17   | 0.29%             | 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        |   1500000 | PA      | $1494906.78   | 0.25%             | 2026-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAPITAL LLC                                | CNH INDUSTRIAL CAPITAL LLC 5.45% 10/14/2025                                         | CUSIP: 12592BAP9<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1501297.29   | 0.26%             | 2025-10-14      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN AUTO LOAN ENHANCED TRUST 2024-1                | VOLKSWAGEN AUTO LOAN ENHANCED TRUST 2024-1 4.65% 11/22/2027                         | CUSIP: 92868RAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    915130 | PA      | $916887.59    | 0.16%             | 2027-11-22      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI TRUST BANK LTC NY                         | SUMITOMO MITSUI TR BANK LTD NY YCD SOFR+35 11/19/2025                               | CUSIP: 86564PV32<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | US        |   2200000 | PA      | $2201087.02   | 0.37%             | 2025-11-19      | Variable      | 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        |   1650000 | PA      | $1626991.71   | 0.28%             | 2026-07-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TRINITY ACQ PLC                                           | TRINITY ACQ PLC 4.4% 03/15/2026                                                     | CUSIP: 89641UAC5<br>LEI: 549300FJZWZN6MJNGB63 | Long             | DBT              | CORP              | GB        |   1600000 | PA      | $1598004.56   | 0.27%             | 2026-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TOYOTA LEASE OWNER TRUST 2023-B                           | TOYOTA LEASE OWNER TRUST 2023-B 5.66% 11/20/2026 144A                               | CUSIP: 89240HAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    630347 | PA      | $632007.07    | 0.11%             | 2026-11-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WOART 2025-B                                              | WOART 2025-B 4.38% 08/15/2028                                                       | CUSIP: 98164TAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1570000 | PA      | $1573064.01   | 0.27%             | 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        |   1900000 | PA      | $1906013.29   | 0.32%             | 2026-12-17      | Variable      | 0.05%                 | 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        |   1600000 | PA      | $1569698.93   | 0.27%             | 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        |    336079 | PA      | $336294.60    | 0.06%             | 2028-02-10      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ TRUST and BANKING CORP NY BRANCH           | MITSUBISHI UFJ TR and BK NY BRH YCD SOFR+36 07/23/2026                              | CUSIP: 60683D6Z7<br>LEI: JBONEPAGQXF4QP29B387 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2499906.25   | 0.43%             | 2026-07-23      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SBNA AUTO LEASE TRUST 2024-B                              | SBNA AUTO LEASE TRUST 2024-B 5.56% 11/22/2027 144A                                  | CUSIP: 78437VAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    498000 | PA      | $501737.24    | 0.09%             | 2027-11-22      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                 | UST NOTES 4.25% 01/31/2026                                                          | CUSIP: 91282CJV4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4500000 | PA      | $4501828.13   | 0.77%             | 2026-01-31      | Fixed         | 0.04%                 | 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        |   1460134 | PA      | $1462922.12   | 0.25%             | 2027-05-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI AUTO RECEIVABLES TRUST 2022-A                  | WORLD OMNI AUTO RECEIVABLES TRUST 2022-A 1.66% 05/17/2027                           | CUSIP: 98164GAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     93867 | PA      | $93561.41     | 0.02%             | 2027-05-17      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ TRUST and BANKING CORP NY BRANCH           | MITSUBISHI UFJ TR and BK NY BRH YCD SOFR+38 09/09/2025                              | CUSIP: 60683DG52<br>LEI: JBONEPAGQXF4QP29B387 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1800148.32   | 0.31%             | 2025-09-09      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                     | JPMORGAN CHASE and CO 1.47%/VAR 09/22/2027                                          | CUSIP: 46647PCP9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    700000 | PA      | $679698.62    | 0.12%             | 2027-09-22      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN AUTO LEASE TR 2024-A                           | VOLKSWAGEN AUTO LEASE TR 2024-A A2B SOFR30A+47 12/21/2026                           | CUSIP: 92866EAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    592065 | PA      | $592558.95    | 0.10%             | 2026-12-21      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                             | CITIGROUP INC 1.462%/VAR 06/09/2027                                                 | CUSIP: 172967NA5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    700000 | PA      | $684532.18    | 0.12%             | 2027-06-09      | Variable      | 0.01%                 | 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        |   1300000 | PA      | $1305581.28   | 0.22%             | 2026-10-16      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                        | ENERGY TRANSFER LP 5.95% 12/01/2025                                                 | CUSIP: 86765BAS8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    670000 | PA      | $670588.66    | 0.11%             | 2025-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                              | UBS GROUP AG 4.703%/VAR 08/05/2027 144A                                             | CUSIP: 902613AS7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    910000 | PA      | $912551.08    | 0.16%             | 2027-08-05      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                              | ING GROEP NV 6.083%/VAR 09/11/2027                                                  | CUSIP: 456837BF9<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   1600000 | PA      | $1626912.29   | 0.28%             | 2027-09-11      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CITIZENS AUTO RECEIVABLES TRUST 2024-1                    | CITIZENS AUTO RECEIVABLES TRUST 2024-1 5.43% 10/15/2026 144A                        | CUSIP: 17331QAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     25162 | PA      | $25173.64     | 0.00%             | 2026-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK NEW YORK MELLON CORP                                 | BANK NEW YORK MELLON CORP 4.947%/VAR 04/26/2027                                     | CUSIP: 06406RBQ9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1607442.30   | 0.27%             | 2027-04-26      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| THE TORONTO DOMINION BANK                                 | TORONTO DOMINION BANK VCP SOFR+45 04/27/2026                                        | CUSIP: 89120FC69<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $1001212.50   | 0.17%             | 2026-04-27      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ AUTO RECEIVABLES TRUST 2024-1               | MERCEDES-BENZ AUTO RECEIVABLES TRUST 2024-1 5.06% 05/17/2027                        | CUSIP: 587918AB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     61915 | PA      | $61928.94     | 0.01%             | 2027-05-17      | 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        |   2000000 | PA      | $2004470.54   | 0.34%             | 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        |    699000 | PA      | $703568.12    | 0.12%             | 2028-04-24      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MCCORMICK and CO INC                                      | MCCORMICK and CO INC 0.9% 02/15/2026                                                | CUSIP: 579780AR8<br>LEI: 549300JQQA6MQ4OJP259 | Long             | DBT              | CORP              | US        |   1858000 | PA      | $1827975.93   | 0.31%             | 2026-02-15      | Fixed         | 0.01%                 | 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        |   1710000 | PA      | $1713180.43   | 0.29%             | 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        |    765000 | PA      | $767099.16    | 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        |    741952 | PA      | $742673.88    | 0.13%             | 2027-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| EQUITABLE FINANCIAL LIFE GLOBAL FUNDING                   | EQUITABLE FINANCIAL LIFE GLOBAL FUNDING 1.7% 11/12/2026 144A                        | CUSIP: 29449WAL1<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1359140.44   | 0.23%             | 2026-11-12      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                               | BNP PARIBAS 2.591%/VAR 01/20/2028 144A                                              | CUSIP: 09659W2T0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    550000 | PA      | $536704.95    | 0.09%             | 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        |   1400000 | PA      | $1369625.67   | 0.23%             | 2026-04-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                     | ATHENE GLOBAL FUNDING 1.608% 06/29/2026 144A                                        | CUSIP: 04685A2Z3<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1222646.25   | 0.21%             | 2026-06-29      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPRL BK COMM NY BRH                             | CANADIAN IMPRL BK COMM NY BRH YCD SOFR+38 12/22/2025                                | CUSIP: 13606DDL3<br>LEI: 549300H8L46OOZOFHU82 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2001498.20   | 0.34%             | 2025-12-22      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TR 2022-3                               | CARMAX AUTO OWNER TR 2022-3 3.97% 04/15/2027                                        | CUSIP: 14318MAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    291470 | PA      | $291167.16    | 0.05%             | 2027-04-15      | Fixed         | 0.04%                 | 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        |    355000 | PA      | $355601.19    | 0.06%             | 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        |   1260000 | PA      | $1264469.09   | 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        |   1707000 | PA      | $1708245.94   | 0.29%             | 2028-10-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA HOUSTON BRANCH                        | BANK OF NOVA SCOTIA HOUSTON BR YCD SOFR+33 08/13/2026                               | CUSIP: 06418NJB9<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2499930.50   | 0.43%             | 2026-08-13      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |

### Signature

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

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

**Signature:** Laura M. Del Prato

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

**Title:** President and Treasurer