# EDGAR Filing Document

**Accession Number:** 0000035315
**File Stem:** 0000035402-25-001336
**Filing Date:** 2025-10
**Character Count:** 155182
**Document Hash:** 015bbfad946bc697c69a63f25694598c
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000035402-25-001336.hdr.sgml**: 20251028

**ACCESSION NUMBER**: 0000035402-25-001336

**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:** 251424359

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

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

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

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

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

## Series and Classes Contracts Data

### Fidelity Conservative Income Bond Fund (Series ID: S000031520)

| Class ID   | Class Name                                              | Ticker Symbol   |
|:---|:---|:---|
| C000098000 | Fidelity Conservative Income Bond Fund                  | FCNVX           |
| C000243069 | Fidelity Advisor Conservative Income Bond Fund: Class Z | FCNYX           |
| C000243070 | Fidelity Advisor Conservative Income Bond Fund: Class A | FCNQX           |
| C000243071 | Fidelity Advisor Conservative Income Bond Fund: Class I | FCNWX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02210

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

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

- **a. Name of Series:** Fidelity Conservative Income Bond Fund

- **b. EDGAR series identifier (if any):** S000031520

- **c. LEI of Series:** 549300RJSC0IGB6T7O73

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

- **a. Date of fiscal year-end:** 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:** $7736748188.82

**Total Liabilities:** $80640839.37

**Net Assets:** $7656107349.45

**Cash Not Reported:** $6286585.33

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 119744.90677077 | **1-Year:** 265186.65360092 | **5-Year:** 103366.67950955 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

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

- **3-Month:** 13990.04512000 | **1-Year:** 22771.60706000 | **5-Year:** 9205.56996000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000098000 | 0.36%                | 0.37%                | 0.47%                |
| Class ID C000243071 | 0.46%                | 0.27%                | 0.47%                |
| Class ID C000243070 | 0.44%                | 0.25%                | 0.45%                |
| Class ID C000243069 | 0.46%                | 0.27%                | 0.47%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $1323456.01              | $3523995.81                                |
| Month 2  | $448799.05               | $-2740238.36                               |
| Month 3  | $265427.18               | $6191116.62                                |

### 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        |   11105000 | PA      | $11133736.41   | 0.15%             | 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        |   22000000 | PA      | $21412469.54   | 0.28%             | 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        |    3532239 | PA      | $3536068.72    | 0.05%             | 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        |   17782403 | PA      | $17814754.38   | 0.23%             | 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        |   20000000 | PA      | $20066410.80   | 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        |    7584530 | PA      | $7588217.20    | 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        |    3873555 | PA      | $3879877.09    | 0.05%             | 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        |   25000000 | PA      | $25165549.00   | 0.33%             | 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        |   24600000 | PA      | $24600763.58   | 0.32%             | 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        |    5235313 | PA      | $5241840.10    | 0.07%             | 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        |   21000000 | PA      | $20639690.19   | 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        |   27500000 | PA      | $27499697.50   | 0.36%             | 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        |   25000000 | PA      | $25006487.50   | 0.33%             | 2025-10-10      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                        | WELLS FARGO and CO NEW 3.196%/VAR 06/17/2027                                        | CUSIP: 95000U2F9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   20500000 | PA      | $20322420.60   | 0.27%             | 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        |   15000000 | PA      | $15064685.55   | 0.20%             | 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        |    6440000 | PA      | $6456747.22    | 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        |     402303 | PA      | $402448.56     | 0.01%             | 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        |     127207 | PA      | $127160.77     | 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        |    2376986 | PA      | $2382733.38    | 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        |   23600000 | PA      | $23719556.66   | 0.31%             | 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        |  249750000 | PA      | $247906025.82  | 3.24%             | 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        |    4532709 | PA      | $4540686.60    | 0.06%             | 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        |    2350000 | PA      | $2313778.51    | 0.03%             | 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        |   19900000 | PA      | $19932257.90   | 0.26%             | 2027-08-23      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK OF IRELAND GROUP PLC                                 | BANK IRELAND GROUP PLC T1Y+NA 09/16/2026 144A                                       | CUSIP: 06279JAC3<br>LEI: 635400C8EK6DRI12LJ39 | Long             | DBT              | CORP              | IE        |   20050000 | PA      | $20049189.98   | 0.26%             | 2026-09-16      | Variable      | 0.06%                 | 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        |    1657895 | PA      | $1659570.98    | 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        |    6192949 | PA      | $6202853.82    | 0.08%             | 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        |   28000000 | PA      | $28016310.00   | 0.37%             | 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        |   11600000 | PA      | $11890317.84   | 0.16%             | 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        |   14695000 | PA      | $14511613.89   | 0.19%             | 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        |   18850000 | PA      | $18948610.95   | 0.25%             | 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        |   22410000 | PA      | $22471513.66   | 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        |    3002203 | PA      | $3005612.32    | 0.04%             | 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        |   26150000 | PA      | $25912288.13   | 0.34%             | 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        |   21000000 | PA      | $21391128.36   | 0.28%             | 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        |   28000000 | PA      | $28009578.80   | 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        |   21617000 | PA      | $21295259.27   | 0.28%             | 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        |   20130000 | PA      | $20178533.43   | 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        |   19625000 | PA      | $19683021.31   | 0.26%             | 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        |    3954000 | PA      | $3969782.67    | 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        |   25000000 | PA      | $25008872.50   | 0.33%             | 2025-10-17      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| JACKSON NATL LIFE GLOBAL FDG                              | JACKSON NATL LIFE GLOBAL FDG 4.9% 01/13/2027 144A                                   | CUSIP: 46849LVC2<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |   15420000 | PA      | $15530899.87   | 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        |   21000000 | PA      | $21041176.80   | 0.27%             | 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        |   25349000 | PA      | $24954566.52   | 0.33%             | 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        |   19000000 | PA      | $19043399.42   | 0.25%             | 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        |    4194578 | PA      | $4197757.51    | 0.05%             | 2027-01-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PNC BANK NA PITTSBURGH PA                                 | PNC BANK NA PITTSBURGH PA 4.775%/VAR 01/15/2027                                     | CUSIP: 69353RFX1<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |    9246000 | PA      | $9255270.13    | 0.12%             | 2027-01-15      | Variable      | 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        |   20500000 | PA      | $20212001.65   | 0.26%             | 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        |   12300000 | PA      | $12301490.39   | 0.16%             | 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        |   18000000 | PA      | $17575897.14   | 0.23%             | 2026-07-12      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                          | T-MOBILE USA INC 2.625% 04/15/2026                                                  | CUSIP: 87264ABU8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9886284.00    | 0.13%             | 2026-04-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CHASE AUTO OWNER TRUST 2024-1                             | CHASE AUTO OWNER TRUST 2024-1 5.48% 04/26/2027 144A                                 | CUSIP: 16144BAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     681426 | PA      | $681854.51     | 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        |   18600000 | PA      | $18632874.94   | 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        |    6977000 | PA      | $7009708.59    | 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        |   16500000 | PA      | $16265692.74   | 0.21%             | 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        |    8788886 | PA      | $8807105.23    | 0.12%             | 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        |   24770000 | PA      | $24833418.63   | 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        |   18800000 | PA      | $18827296.28   | 0.25%             | 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        |     567220 | PA      | $567476.81     | 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        |    8391636 | PA      | $8399280.98    | 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        |    1624044 | PA      | $1632104.97    | 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        |   11003933 | PA      | $11019683.61   | 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        |   28000000 | PA      | $28006991.60   | 0.37%             | 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        |   18000000 | PA      | $17987525.28   | 0.23%             | 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        |   23700000 | PA      | $23043481.32   | 0.30%             | 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        |  337543000 | PA      | $336355918.65  | 4.39%             | 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        |   23800000 | PA      | $24032171.38   | 0.31%             | 2028-08-21      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TR 2025-4                   | EXETER AUTOMOBILE RECEIVABLES TR 2025-4 4.53% 03/15/2028                            | CUSIP: 30167KAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   15805000 | PA      | $15810920.55   | 0.21%             | 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        |    3925000 | PA      | $3962647.30    | 0.05%             | 2027-07-28      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GRP INC                            | PNC FINANCIAL SERVICES GRP INC 4.758%/VAR 01/26/2027                                | CUSIP: 693475BL8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   20000000 | PA      | $20017354.40   | 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        |   29000000 | PA      | $29168250.75   | 0.38%             | 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        |   18050000 | PA      | $18055622.76   | 0.24%             | 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        |    8384083 | PA      | $8405052.93    | 0.11%             | 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        |   27500000 | PA      | $27499705.75   | 0.36%             | 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        |   16500000 | PA      | $16030581.77   | 0.21%             | 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        |   17984000 | PA      | $18006449.43   | 0.24%             | 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        |   10530000 | PA      | $10553282.88   | 0.14%             | 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        |   25000000 | PA      | $25008265.00   | 0.33%             | 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        |   22090000 | PA      | $22181600.16   | 0.29%             | 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        |    1220472 | PA      | $1221421.19    | 0.02%             | 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        |   25000000 | PA      | $25008074.00   | 0.33%             | 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        |   26000000 | PA      | $26061375.86   | 0.34%             | 2027-01-07      | Variable      | 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        |   20700000 | PA      | $20548295.50   | 0.27%             | 2026-11-19      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES LTD                                 | TRANSCANADA PIPELINES LTD 4.875% 01/15/2026                                         | CUSIP: 89352HAT6<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    5341000 | PA      | $5340977.62    | 0.07%             | 2026-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MIZUHO BANK LTD NY BRANCH                                 | MIZUHO BANK LTD NY BRANCH YCD SOFR+40 05/08/2026                                    | CUSIP: 60710TR60<br>LEI: RB0PEZSDGCO3JS6CEU02 | Long             | DBT              | CORP              | US        |   24000000 | PA      | $24017414.40   | 0.31%             | 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        |   19569000 | PA      | $19625397.86   | 0.26%             | 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        |   12180000 | PA      | $12216178.25   | 0.16%             | 2028-11-20      | Fixed         | 0.04%                 | 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        |   13862871 | PA      | $13900307.53   | 0.18%             | 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        |    4900000 | PA      | $4908767.67    | 0.06%             | 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        |    6950063 | PA      | $6962221.57    | 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        |   24450000 | PA      | $23994469.36   | 0.31%             | 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        |   22000000 | PA      | $21612151.66   | 0.28%             | 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        |   19938000 | PA      | $19824739.40   | 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        |   21550000 | PA      | $21724444.45   | 0.28%             | 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        |    9850000 | PA      | $9887028.12    | 0.13%             | 2028-07-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ONCOR ELEC DELIVERY CO LLC                                | ONCOR ELEC DELIVERY CO LLC 4.5% 03/20/2027 144A                                     | CUSIP: 68233JCY8<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |   12377000 | PA      | $12462174.68   | 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        |   28000000 | PA      | $28006151.60   | 0.37%             | 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        |    4811896 | PA      | $4827516.07    | 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        |   28000000 | PA      | $28013661.20   | 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        |   25000000 | PA      | $25019922.50   | 0.33%             | 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        |    5809532 | PA      | $5830426.30    | 0.08%             | 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        |    9300000 | PA      | $9175053.94    | 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        |   13510000 | PA      | $13542749.59   | 0.18%             | 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        |   20998000 | PA      | $21047257.53   | 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        |   27500000 | PA      | $27502002.00   | 0.36%             | 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        |   27000000 | PA      | $26618507.28   | 0.35%             | 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        |  114000000 | PA      | $113237856.42  | 1.48%             | 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        |   22810000 | PA      | $22566792.48   | 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        |   23305000 | PA      | $23438433.71   | 0.31%             | 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        |   15890000 | PA      | $15915179.29   | 0.21%             | 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        |    4533658 | PA      | $4539496.86    | 0.06%             | 2026-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CR ACC MST TR                            | AMERICAN EXPRESS CR ACC MST TR 4.87% 05/15/2028                                     | CUSIP: 02582JJZ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   15100000 | PA      | $15178683.08   | 0.20%             | 2028-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                             | CITIGROUP INC 5.61%/VAR 09/29/2026                                                  | CUSIP: 172967NX5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   19789000 | PA      | $19803122.62   | 0.26%             | 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        |    1180857 | PA      | $1181920.84    | 0.02%             | 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        |    6911744 | PA      | $6925386.12    | 0.09%             | 2027-09-27      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SBNA AUTO LEASE TRUST 2024-C                              | SBNA AUTO LEASE TRUST 2024-C 4.56% 02/22/2028 144A                                  | CUSIP: 78398DAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   11363000 | PA      | $11386891.84   | 0.15%             | 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        |   25000000 | PA      | $25050330.25   | 0.33%             | 2026-11-27      | Variable      | 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        |    6000000 | PA      | $5992020.24    | 0.08%             | 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        |   20575000 | PA      | $20597934.95   | 0.27%             | 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        |   15000000 | PA      | $15014784.00   | 0.20%             | 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        |   16500000 | PA      | $16957897.28   | 0.22%             | 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        |   25798000 | PA      | $25991945.24   | 0.34%             | 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        |   11840000 | PA      | $11855696.88   | 0.15%             | 2026-11-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CHASE AUTO OWNER TRUST 2024-1                             | CHASE AUTO OWNER TRUST 2024-1 5.13% 05/25/2029 144A                                 | CUSIP: 16144BAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   15000000 | PA      | $15136981.50   | 0.20%             | 2029-05-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TRANSCONTINENTAL GAS PIPE LINE CO LLC                     | TRANSCONTINENTAL GAS LINE LLC 7.85% 02/01/2026                                      | CUSIP: 893574AH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   17000000 | PA      | $17106402.15   | 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        |    3350812 | PA      | $3356033.51    | 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        |   20700000 | PA      | $20766448.66   | 0.27%             | 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        |   18000000 | PA      | $18053877.60   | 0.24%             | 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        |   28250000 | PA      | $28349758.10   | 0.37%             | 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        |    8705000 | PA      | $8750340.86    | 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        |   13300000 | PA      | $13242596.27   | 0.17%             | 2026-06-18      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BOFA AUTO TRUST 2025-1                                    | BOFA AUTO TRUST 2025-1 4.52% 11/22/2027 144A                                        | CUSIP: 05594BAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6665000 | PA      | $6674542.95    | 0.09%             | 2027-11-22      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP                                          | NTT FINANCE CORP 4.567% 07/16/2027 144A                                             | CUSIP: 62954WAP0<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    1033000 | PA      | $1039551.99    | 0.01%             | 2027-07-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL LEASING TRST                                 | GM FINANCIAL LEASING TRST 4.19% 10/20/2027                                          | CUSIP: 379965AB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   19652000 | PA      | $19665392.84   | 0.26%             | 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        |     362605 | PA      | $363765.91     | 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        |   18600000 | PA      | $18635497.17   | 0.24%             | 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        |   28000000 | PA      | $28016494.80   | 0.37%             | 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        |      71330 | PA      | $71342.48      | 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        |   17849000 | PA      | $17892904.97   | 0.23%             | 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        |   16536000 | PA      | $16526616.65   | 0.22%             | 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        |    9053000 | PA      | $9065773.60    | 0.12%             | 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        |   20700000 | PA      | $20705834.30   | 0.27%             | 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        |   28000000 | PA      | $28011754.40   | 0.37%             | 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        |    4502547 | PA      | $4511278.77    | 0.06%             | 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        |   28500000 | PA      | $28512765.15   | 0.37%             | 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        |   15830000 | PA      | $15948444.33   | 0.21%             | 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        |    8760000 | PA      | $8777979.90    | 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        |    3853879 | PA      | $3854941.18    | 0.05%             | 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        |    2514769 | PA      | $2518530.77    | 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        |    9355848 | PA      | $9365577.75    | 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        |  400000000 | PA      | $395558888.00  | 5.17%             | 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        |   16400000 | PA      | $16374229.20   | 0.21%             | 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        |   18300000 | PA      | $18422753.11   | 0.24%             | 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        |   23000000 | PA      | $23022783.57   | 0.30%             | 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        |   25000000 | PA      | $25069946.75   | 0.33%             | 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        |   17700000 | PA      | $17463459.86   | 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        |    3662347 | PA      | $3668082.71    | 0.05%             | 2027-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                      | WESTPAC VCP SOFR+40 4/10/26                                                         | CUSIP: 9612C47E5<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   15000000 | PA      | $15016189.50   | 0.20%             | 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        |   19800000 | PA      | $19757487.62   | 0.26%             | 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        |   18000000 | PA      | $18163169.10   | 0.24%             | 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        |    8647000 | PA      | $8699150.32    | 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        |   18600000 | PA      | $18205779.14   | 0.24%             | 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        |   28000000 | PA      | $27546660.40   | 0.36%             | 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        |   24700000 | PA      | $24704693.00   | 0.32%             | 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        |   13223943 | PA      | $13247964.14   | 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        |   13100000 | PA      | $12811009.02   | 0.17%             | 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        |   16566000 | PA      | $16550681.09   | 0.22%             | 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        |   14248000 | PA      | $14256519.45   | 0.19%             | 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        |   22640000 | PA      | $22726905.90   | 0.30%             | 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        |   27900000 | PA      | $28188638.89   | 0.37%             | 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        |   18400000 | PA      | $18416008.74   | 0.24%             | 2025-09-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORP                               | AMERICAN HONDA FINANCE CORP 4.95% 01/09/2026                                        | CUSIP: 02665WEY3<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   14550000 | PA      | $14578095.18   | 0.19%             | 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        |   18325000 | PA      | $18383630.84   | 0.24%             | 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        |    3500000 | PA      | $3433113.60    | 0.04%             | 2026-04-27      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                             | GOLDMAN SACHS GROUP INC (THE) 1.948%/VAR 10/21/2027                                 | CUSIP: 38141GYM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   18000000 | PA      | $17526723.66   | 0.23%             | 2027-10-21      | Variable      | 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        |   16100000 | PA      | $16214180.40   | 0.21%             | 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        |    3096121 | PA      | $3098065.72    | 0.04%             | 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        |   19369000 | PA      | $19389595.25   | 0.25%             | 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        |   20871000 | PA      | $20940166.49   | 0.27%             | 2028-02-22      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TR 2025-P1                       | CARVANA AUTO RECEIVABLES TR 2025-P1 4.5% 06/12/2028                                 | CUSIP: 14689MAB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4176276 | PA      | $4178351.88    | 0.05%             | 2028-06-12      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                         | NATWEST GROUP PLC 5.847%/VAR 03/02/2027                                             | CUSIP: 639057AJ7<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   27000000 | PA      | $27191727.00   | 0.36%             | 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        |    1990452 | PA      | $1995262.97    | 0.03%             | 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        |     717699 | PA      | $719819.77     | 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        |   12705000 | PA      | $12778497.92   | 0.17%             | 2027-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TOYOTA LEASE OWNER TRUST 2025-A                           | TOYOTA LEASE OWNER TRUST 2025-A 4.58% 07/20/2027 144A                               | CUSIP: 89239NAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   10811042 | PA      | $10840017.75   | 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        |   13500000 | PA      | $13508424.00   | 0.18%             | 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        |   18500000 | PA      | $18748981.88   | 0.24%             | 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        |   21520000 | PA      | $21240739.05   | 0.28%             | 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        |   22870000 | PA      | $23064692.31   | 0.30%             | 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        |   21088000 | PA      | $20701425.33   | 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        |   15700000 | PA      | $15786112.93   | 0.21%             | 2028-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HONDA AUTO RECEIVABLES 2023-2 OWNER TRUST                 | HONDA AUTO RECEIVABLES 2023-2 OWNER TRUST 4.93% 11/15/2027                          | CUSIP: 437927AC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2307249 | PA      | $2316208.65    | 0.03%             | 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        |   23970000 | PA      | $24028383.49   | 0.31%             | 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        |   16320000 | PA      | $16462815.99   | 0.22%             | 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        |   26000000 | PA      | $25265770.40   | 0.33%             | 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        |    1710645 | PA      | $1711570.27    | 0.02%             | 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        |   18000000 | PA      | $18004812.66   | 0.24%             | 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        |    7356256 | PA      | $7362959.52    | 0.10%             | 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        |   18650000 | PA      | $18704466.95   | 0.24%             | 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        |   26445000 | PA      | $26494933.45   | 0.35%             | 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        |   21940000 | PA      | $22002693.77   | 0.29%             | 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        |   18670000 | PA      | $18724770.31   | 0.24%             | 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        |   15298000 | PA      | $15443885.86   | 0.20%             | 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        |   14045000 | PA      | $14077448.16   | 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        |   21500000 | PA      | $21392930.00   | 0.28%             | 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        |   13735000 | PA      | $13782285.48   | 0.18%             | 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        |   20575000 | PA      | $20625517.80   | 0.27%             | 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        |   16440000 | PA      | $16469878.06   | 0.22%             | 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        |    2455000 | PA      | $2464355.51    | 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        |   21000000 | PA      | $21241282.65   | 0.28%             | 2027-06-08      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ING US FUNDING LLC                                        | ING US FUNDING LLC VCP SOFR+30 02/06/2026                                           | CUSIP: 44988KLX5<br>LEI: 254900QX5Y2ZDZ6XBT08 | Long             | DBT              | CORP              | US        |   24000000 | PA      | $24009117.60   | 0.31%             | 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        |   13800000 | PA      | $13863206.90   | 0.18%             | 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        |   27500000 | PA      | $27504111.25   | 0.36%             | 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        |   21350000 | PA      | $21456162.88   | 0.28%             | 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        |   25000000 | PA      | $25031457.50   | 0.33%             | 2026-04-30      | Variable      | 0.05%                 | 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        |    5465000 | PA      | $5468451.69    | 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        |   18000000 | PA      | $18096087.06   | 0.24%             | 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        |   10348000 | PA      | $10445794.50   | 0.14%             | 2027-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                   | HYUNDAI CAP AMER 5.45% 06/24/2026 144A                                              | CUSIP: 44891ADA2<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   10930000 | PA      | $11013532.96   | 0.14%             | 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        |   28000000 | PA      | $28013792.80   | 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        |   28000000 | PA      | $28004911.20   | 0.37%             | 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        |    5491000 | PA      | $5489763.98    | 0.07%             | 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        |   13010000 | PA      | $13031456.09   | 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        |    9302000 | PA      | $9327457.71    | 0.12%             | 2027-10-22      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL AUTOMOBILE LEASING TRUST 2024-2              | GM FINANCIAL AUTOMOBILE LEASING TRUST 2024-2 A3 5.39% 07/20/2027                    | CUSIP: 36269WAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   13000000 | PA      | $13097029.40   | 0.17%             | 2027-07-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DELL INTERNATIONAL LLC / EMC CORP                         | DELL INTL/EMC CORP 6.02% 06/15/2026                                                 | CUSIP: 24703TAD8<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    6100000 | PA      | $6153363.11    | 0.08%             | 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        |    9175000 | PA      | $9211933.96    | 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        |    7313728 | PA      | $7331342.00    | 0.10%             | 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        |   28000000 | PA      | $28015946.00   | 0.37%             | 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        |   11870000 | PA      | $11905427.20   | 0.16%             | 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        |   18400000 | PA      | $18469920.00   | 0.24%             | 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        |   11931801 | PA      | $11952729.50   | 0.16%             | 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        |   12944605 | PA      | $12957279.51   | 0.17%             | 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        |   18400000 | PA      | $18431104.28   | 0.24%             | 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        |   23963000 | PA      | $23966117.83   | 0.31%             | 2026-11-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                          | T-MOBILE USA INC 1.5% 02/15/2026                                                    | CUSIP: 87264ABZ7<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    6500000 | PA      | $6413636.84    | 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        |  223000000 | PA      | $222172460.38  | 2.90%             | 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        |    1956639 | PA      | $1958061.77    | 0.03%             | 2027-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DLLST 2024-1 LLC                                          | DLLST 2024-1 LLC 5.33% 01/20/2026 144A                                              | CUSIP: 23346HAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     254572 | PA      | $254654.44     | 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        |   18506000 | PA      | $18559744.38   | 0.24%             | 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        |   15000000 | PA      | $15039420.15   | 0.20%             | 2026-08-28      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GENERAL MTRS FINL CO INC                                  | GENERAL MTRS FINL CO INC 5.4% 04/06/2026                                            | CUSIP: 37045XEF9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   12200000 | PA      | $12257344.27   | 0.16%             | 2026-04-06      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE OWNER TR 2024-C                                | JOHN DEERE OWNER TR 2024-C A2B SOFR30A+43 08/16/2027                                | CUSIP: 477911AC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    8929882 | PA      | $8933104.30    | 0.12%             | 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        |    5230870 | PA      | $5244341.05    | 0.07%             | 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        |    1729997 | PA      | $1730942.93    | 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        |   20300000 | PA      | $20762385.89   | 0.27%             | 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        |   14360000 | PA      | $14171635.57   | 0.19%             | 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        |   13710000 | PA      | $13772555.99   | 0.18%             | 2028-04-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| Fidelity Revere Street Trust                              | Fidelity Cash Central Fund                                                          | CUSIP: 31635A105<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        | 1064262340 | NS      | $1064475192.85 | 13.90%            |  |  |  | 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        |   20100000 | PA      | $20120239.09   | 0.26%             | 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        |   17000000 | PA      | $17012976.10   | 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        |   19000000 | PA      | $19017561.70   | 0.25%             | 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        |   11132000 | PA      | $11148556.40   | 0.15%             | 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        |    2459447 | PA      | $2460145.37    | 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        |   18727000 | PA      | $18236056.90   | 0.24%             | 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        |    7310084 | PA      | $7318344.71    | 0.10%             | 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        |   22500000 | PA      | $22545675.00   | 0.29%             | 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        |   20345000 | PA      | $20416010.76   | 0.27%             | 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        |   10930000 | PA      | $10963971.53   | 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        |   28500000 | PA      | $28519459.80   | 0.37%             | 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        |   18600000 | PA      | $18651769.94   | 0.24%             | 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        |    8500000 | PA      | $8578162.69    | 0.11%             | 2027-08-07      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| DNB BANK ASA                                              | DNB BANK ASA T1Y+NA 09/16/2026 144A                                                 | CUSIP: 23329PAF7<br>LEI: 549300GKFG0RYRRQ1414 | Long             | DBT              | CORP              | NO        |   18000000 | PA      | $17975366.28   | 0.23%             | 2026-09-16      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| MIZUHO BANK LTD NY BRANCH                                 | MIZUHO BANK LTD NY BRANCH YCD SOFR+35 05/04/2026                                    | CUSIP: 60710TK91<br>LEI: RB0PEZSDGCO3JS6CEU02 | Long             | DBT              | CORP              | US        |   28500000 | PA      | $28511066.55   | 0.37%             | 2026-05-04      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                     | ATHENE GLOBAL FUNDING 5.684% 02/23/2026 144A                                        | CUSIP: 04685A3S8<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    6800000 | PA      | $6843922.42    | 0.09%             | 2026-02-23      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| VERIZON MASTER TRUST                                      | VERIZON MASTER TRUST SOFR30A+55 03/20/2030                                          | CUSIP: 92348KDZ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   22325000 | PA      | $22361729.09   | 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        |   28000000 | PA      | $28005376.00   | 0.37%             | 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        |    5201000 | PA      | $5225297.46    | 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        |    2668136 | PA      | $2671044.92    | 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        |    1701166 | PA      | $1701969.55    | 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        |   25000000 | PA      | $25012912.50   | 0.33%             | 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        |   15185000 | PA      | $14874008.31   | 0.19%             | 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        |   17000000 | PA      | $17384375.10   | 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        |   18298000 | PA      | $18379218.23   | 0.24%             | 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        |    1629185 | PA      | $1626240.98    | 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        |   23312000 | PA      | $23530090.52   | 0.31%             | 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        |   27800000 | PA      | $27814767.36   | 0.36%             | 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        |    8665767 | PA      | $8678685.41    | 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        |   27000000 | PA      | $26998633.80   | 0.35%             | 2026-09-02      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                     | TRUIST FINANCIAL CORP 1.267%/VAR 03/02/2027                                         | CUSIP: 89788MAD4<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   10609000 | PA      | $10448663.00   | 0.14%             | 2027-03-02      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| DLLAD 2024-1 LLC                                          | DLLAD 2024-1 LLC 5.5% 08/20/2027 144A                                               | CUSIP: 23346MAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3643375 | PA      | $3661923.47    | 0.05%             | 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        |   28500000 | PA      | $28536018.30   | 0.37%             | 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        |   16500000 | PA      | $16475184.66   | 0.22%             | 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        |   15389000 | PA      | $15419887.72   | 0.20%             | 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        |   28000000 | PA      | $28011841.20   | 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        |   18720000 | PA      | $18748334.97   | 0.24%             | 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        |    2173496 | PA      | $2175374.11    | 0.03%             | 2026-11-16      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                            | MORGAN STANLEY 1.512%/VAR 07/20/2027                                                | CUSIP: 61747YEC5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   23800000 | PA      | $23211290.82   | 0.30%             | 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        |   29000000 | PA      | $29015564.30   | 0.38%             | 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        |    5301000 | PA      | $5285293.56    | 0.07%             | 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        |   27500000 | PA      | $27499876.25   | 0.36%             | 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        |   27000000 | PA      | $26999562.60   | 0.35%             | 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        |   18500000 | PA      | $18494639.63   | 0.24%             | 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        |    8507545 | PA      | $8519489.99    | 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        |   27150000 | PA      | $27190431.51   | 0.36%             | 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        |   13000000 | PA      | $12819204.84   | 0.17%             | 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        |   19000000 | PA      | $19212228.29   | 0.25%             | 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        |   18700000 | PA      | $18775033.19   | 0.25%             | 2027-09-10      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| HSBC USA INC                                              | HSBCUI VCP SOFR+53 7/7/26                                                           | CUSIP: 40434WVA6<br>LEI: 549300LBOHZ4QSIWU288 | Long             | DBT              | CORP              | US        |   27500000 | PA      | $27498696.50   | 0.36%             | 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        |     876767 | PA      | $877072.62     | 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        |   22946000 | PA      | $23023819.75   | 0.30%             | 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        |   20700000 | PA      | $20629713.56   | 0.27%             | 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        |   19000000 | PA      | $19016432.34   | 0.25%             | 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        |   12144856 | PA      | $12168186.21   | 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        |   28000000 | PA      | $28013834.80   | 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        |   19000000 | PA      | $18735056.02   | 0.24%             | 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        |   22000000 | PA      | $21972562.70   | 0.29%             | 2026-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WOART 2025-B                                              | WOART 2025-B 4.38% 08/15/2028                                                       | CUSIP: 98164TAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   22815000 | PA      | $22859525.75   | 0.30%             | 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        |   25000000 | PA      | $25079122.25   | 0.33%             | 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        |   23000000 | PA      | $22564422.09   | 0.29%             | 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        |    4417810 | PA      | $4420646.67    | 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        |   27500000 | PA      | $27498968.75   | 0.36%             | 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        |    5057000 | PA      | $5094950.26    | 0.07%             | 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        |   66500000 | PA      | $66527015.63   | 0.87%             | 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        |   33909189 | PA      | $33973927.99   | 0.44%             | 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        |    1954149 | PA      | $1947778.58    | 0.03%             | 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        |   25000000 | PA      | $25002060.00   | 0.33%             | 2025-09-09      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                     | JPMORGAN CHASE and CO 1.47%/VAR 09/22/2027                                          | CUSIP: 46647PCP9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    9300000 | PA      | $9030281.68    | 0.12%             | 2027-09-22      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                             | CITIGROUP INC 1.462%/VAR 06/09/2027                                                 | CUSIP: 172967NA5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    9300000 | PA      | $9094499.02    | 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        |   18000000 | PA      | $18077279.22   | 0.24%             | 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        |    9100000 | PA      | $9107995.17    | 0.12%             | 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        |   12300000 | PA      | $12334481.57   | 0.16%             | 2027-08-05      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| HALST 2025-A                                              | HALST 2025-A 4.83% 01/18/2028 144A                                                  | CUSIP: 44935WAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   20302000 | PA      | $20493996.01   | 0.27%             | 2028-01-18      | Fixed         | 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        |   14800000 | PA      | $15048938.66   | 0.20%             | 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        |     466231 | PA      | $466447.88     | 0.01%             | 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        |   25000000 | PA      | $25116286.00   | 0.33%             | 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        |   22000000 | PA      | $22026675.00   | 0.29%             | 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        |    1138936 | PA      | $1139194.02    | 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        |   28400000 | PA      | $28463481.67   | 0.37%             | 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        |    9555000 | PA      | $9617444.03    | 0.13%             | 2028-04-24      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SFUEL 25-BA                                               | SFUEL 25-BA 4.31% 05/22/2028 144A                                                   | CUSIP: 858933AB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   22760000 | PA      | $22802331.32   | 0.30%             | 2028-05-22      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EXETER SELECT AUTOMOBILE RECEIVABLES TR 2025-2            | EXETER SELECT AUTOMOBILE RECEIVABLES TR 2025-2 4.54% 06/15/2029                     | CUSIP: 30185EAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   10180000 | PA      | $10207933.92   | 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        |    9846581 | PA      | $9856163.62    | 0.13%             | 2027-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                               | BNP PARIBAS 2.591%/VAR 01/20/2028 144A                                              | CUSIP: 09659W2T0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    8083000 | PA      | $7887611.18    | 0.10%             | 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        |   19065000 | PA      | $18651366.71   | 0.24%             | 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        |   13950000 | PA      | $13644732.15   | 0.18%             | 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        |   28000000 | PA      | $28020974.80   | 0.37%             | 2025-12-22      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| DEXT ABS 2025-1 LLC                                       | DEXT ABS 2025-1 LLC 4.59% 08/16/2027 144A                                           | CUSIP: 252154AB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4790000 | PA      | $4798111.87    | 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        |   17210000 | PA      | $17271042.15   | 0.23%             | 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        |   22700000 | PA      | $22716568.73   | 0.30%             | 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        |   27500000 | PA      | $27499235.50   | 0.36%             | 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