# EDGAR Filing Document

**Accession Number:** 0000035315
**File Stem:** 0000035402-26-000473
**Filing Date:** 2026-1
**Character Count:** 264365
**Document Hash:** 964dcc7bda2490ee565c04133f07e392
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000035402-26-000473.hdr.sgml**: 20260123

**ACCESSION NUMBER**: 0000035402-26-000473

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20251130

**FILED AS OF DATE**: 20260123

**DATE AS OF CHANGE**: 20260123

**PERIOD START**: 20260831

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** FIDELITY SALEM STREET TRUST
- **CENTRAL INDEX KEY:** 0000035315

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0430

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-02105
- **FILM NUMBER:** 26555418

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

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

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

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

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

## Series and Classes Contracts Data

### Fidelity SAI Short-Term Bond Fund (Series ID: S000069441)

| Class ID   | Class Name                        | Ticker Symbol   |
|:---|:---|:---|
| C000221556 | Fidelity SAI Short-Term Bond Fund | FZOMX           |

## Nport-Ex

**Quarterly Holdings Report**

**for**

**Fidelity® SAI Short-Term Bond Fund**

**November 30, 2025**

Offered exclusively to certain clients of the Adviser, or its affiliates, including Strategic Advisers LLC (Strategic Advisers) - not available for sale to the general public. Fidelity® SAI is a product name of Fidelity® funds dedicated to certain programs affiliated with Strategic Advisers.

SST-NPRT1-0126

1.9899557.105 ---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Asset-Backed Securities - 17.6%** | &nbsp;&nbsp;**Asset-Backed Securities - 17.6%** | &nbsp;&nbsp;**Asset-Backed Securities - 17.6%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| BAILIWICK OF JERSEY - 0.7%  |  |  |
| Hartwick Park Clo Ltd Series 2024-1A Class AR, CME Term SOFR 3 month Index + 1.16%, 5.0444% 1/20/2037 (b)(c)(d) | 8402000 | 8399479 |
| Neuberger Berman Ln Advisers Nbla Clo 50 Ltd / Neuberger Berman Ln Series 2024-50A Class AR, CME Term SOFR 3 month Index + 1.25%, 5.1098% 7/23/2036 (b)(c)(d) | 10108000 | 10110952 |
| Valley Stream Pk Clo Ltd / Vy Stream Pk Clo LLC Series 2024-1A Class ARR, CME Term SOFR 3 month Index + 1.19%, 5.0744% 1/20/2037 (b)(c)(d) | 6365000 | 6362709 |
| TOTAL BAILIWICK OF JERSEY |  | 24873140 |
| CANADA - 0.1%  |  |  |
| Chesapeake Funding II LLC Series 2023-1A Class A1, 5.65% 5/15/2035 (b) | 1707835 | 1717544 |
| Chesapeake Funding II LLC Series 2023-2A Class A1, 6.16% 10/15/2035 (b) | 406627 | 411927 |
| Chesapeake Funding II LLC Series 2024-1A Class A1, 5.52% 5/15/2036 (b) | 1175175 | 1187719 |
| TOTAL CANADA |  | 3317190 |
| GRAND CAYMAN (UK OVERSEAS TER) - 3.8%  |  |  |
| Bain Capital Credit Clo Series 2025-2A Class A1R, CME Term SOFR 3 month Index + 1.15%, 5.0074% 4/22/2035 (b)(c)(d) | 7000000 | 6992181 |
| Barings CLO Ltd Series 2024-3A Class A1RR, CME Term SOFR 3 month Index + 1.14%, 5.0244% 1/20/2036 (b)(c)(d) | 4700000 | 4701471 |
| Buckhorn Park Clo Ltd Series 2024-1A Class ARR, CME Term SOFR 3 month Index + 1.07%, 4.9544% 7/18/2034 (b)(c)(d) | 10200000 | 10202662 |
| Dryden 104 Clo Ltd / Dryden 104 Clo LLC Series 2024-104A Class A1R, CME Term SOFR 3 month Index + 1.29%, 5.179% 8/20/2034 (b)(c)(d) | 6123000 | 6133048 |
| Dryden 68 Clo Ltd Series 2024-68A Class ARR, CME Term SOFR 3 month Index + 1.1%, 5.0045% 7/15/2035 (b)(c)(d) | 9543000 | 9524019 |
| Flatiron Clo 28 Ltd / Flatiron Clo LLC Series 2025-1A Class A1R, CME Term SOFR 3 month Index + 1.08%, 4.9845% 7/15/2036 (b)(c)(d) | 15392000 | 15412518 |
| Invesco CLO 2021-3 Ltd Series 2025-3A Class A1R, CME Term SOFR 3 month Index + 1.08%, 4.9374% 10/22/2034 (b)(c)(d) | 8150000 | 8147775 |
| Madison Pk Fdg Xlv Ltd / Madison Pk Fdg Xlv LLC Series 2024-45A Class ARR, CME Term SOFR 3 month Index + 1.08%, 4.9845% 7/15/2034 (b)(c)(d) | 9501000 | 9506017 |
| Magnetite Xxii Ltd / Magnetite Xxii LLC Series 2024-22A Class ARR, CME Term SOFR 3 month Index + 1.25%, 5.1545% 7/15/2036 (b)(c)(d) | 9615000 | 9617500 |
| Oha Credit Funding 22 Ltd Series 2025-22A Class A1, CME Term SOFR 3 month Index + 1.33%, 5.614% 7/20/2038 (b)(c)(d) | 9127000 | 9143967 |
| Palmer Square CLO Series 2025-1A Class A1A5, CME Term SOFR 3 month Index + 1.05%, 4.9185% 5/21/2034 (b)(c)(d) | 8280000 | 8280315 |
| Palmer Square Ln Fdg 2025-2 Ltd / Palmer Square Ln Fdg 2025-2 LLC Series 2025-2A Class A1, CME Term SOFR 3 month Index + 0.94%, 5.2277% 7/15/2033 (b)(c)(d) | 14190000 | 14187872 |
| Palmer Square Loan Funding Ltd Series 2024-2A Class A1N, CME Term SOFR 3 month Index + 1%, 4.9045% 1/15/2033 (b)(c)(d) | 1395230 | 1395677 |
| Palmer Square Loan Funding Ltd Series 2024-3A Class A1, CME Term SOFR 3 month Index + 1.08%, 4.945% 8/8/2032 (b)(c)(d) | 3731625 | 3733267 |
| RR Ltd Series 2025-16A Class A1R, CME Term SOFR 3 month Index + 1.05%, 4.9545% 7/15/2036 (b)(c)(d) | 4187000 | 4186904 |
| TCI-Symphony CLO Ltd Series 2021-1A Class AR, CME Term SOFR 3 month Index + 1.1916%, 5.0962% 7/15/2030 (b)(c)(d) | 977371 | 977740 |
| Voya Clo 2022-1 Ltd / Voya Clo 2022-1 LLC Series 2024-1A Class A1R, CME Term SOFR 3 month Index + 1.25%, 5.1344% 4/20/2035 (b)(c)(d) | 7527000 | 7541873 |
| Voya CLO Ltd Series 2024-2A Class AR, CME Term SOFR 3 month Index + 1.2%, 5.0844% 7/20/2032 (b)(c)(d) | 7608794 | 7615003 |
| TOTAL GRAND CAYMAN (UK OVERSEAS TER) |  | 137299809 |
| UNITED STATES - 13.0%  |  |  |
| Affirm Asset Securitization Trust Series 2024-X2 Class A, 5.22% 12/17/2029 (b) | 1251917 | 1252614 |
| Affirm Asset Securitization Trust Series 2025-X1 Class A, 5.08% 4/15/2030 (b) | 1855849 | 1859294 |
| Affirm Asset Securitization Trust Series 2025-X2 Class A, 4.45% 10/15/2030 (b) | 8950000 | 8958585 |
| Ally Auto Receivables Trust Series 2024-1 Class A3, 5.08% 12/15/2028  | 1177361 | 1184812 |
| American Express Credit Account Master Trust Series 2024-1 Class A, 5.23% 4/15/2029  | 8100000 | 8255406 |
| Amur Equip Fin Receivables Xv LLC Series 2025-1A Class A2, 4.7% 9/22/2031 (b) | 6502164 | 6566333 |
| ARI Fleet Lease Trust Series 2023-B Class A2, 6.05% 7/15/2032 (b) | 1937014 | 1952001 |
| ARI Fleet Lease Trust Series 2024-A Class A2, 5.3% 11/15/2032 (b) | 3078064 | 3096204 |
| ARI Fleet Lease Trust Series 2024-B Class A3, 5.26% 4/15/2033 (b) | 925000 | 943342 |
| ARI Fleet Lease Trust Series 2025-A Class A2, 4.38% 1/17/2034 (b) | 855000 | 857264 |
| Avis Budget Rental Car Funding AESOP LLC Series 2025-1A Class A, 4.8% 8/20/2029 (b) | 1695000 | 1723258 |
| Avis Budget Rental Car Funding AESOP LLC Series 2025-3A Class A, 4.17% 2/20/2030 (b) | 5310000 | 5311490 |
| BofA Auto Trust Series 2024-1A Class A3, 5.35% 11/15/2028 (b) | 644613 | 649386 |
| Capital One Prime Auto Receivables Trust 2023-2 Series 2023-2 Class A3, 5.82% 6/15/2028  | 5468330 | 5531964 |
| Capital One Prime Auto Receivables Trust Series 2023-1 Class A3, 4.87% 2/15/2028  | 2848917 | 2858882 |
| Capital One Prime Auto Receivables Trust Series 2024-1 Class A3, 4.62% 7/16/2029  | 7935000 | 8001481 |
| CarMax Auto Owner Trust Series 2023-4 Class A3, 6% 7/17/2028  | 1148099 | 1161891 |
| CarMax Auto Owner Trust Series 2024-1 Class A3, 4.92% 10/16/2028  | 3301655 | 3324160 |
| CarMax Auto Owner Trust Series 2024-2 Class A3, 5.5% 1/16/2029  | 1385000 | 1401626 |
| CarMax Auto Owner Trust Series 2024-3 Class A3, 4.89% 7/16/2029  | 5727000 | 5791807 |
| Carvana Auto Receivables Trust 2025-P2 Series 2025-P2 Class A3, 4.55% 8/12/2030  | 6905000 | 6951895 |
| Chase Auto Owner Trust Series 2024-1A Class A3, 5.13% 5/25/2029 (b) | 1236778 | 1247878 |
| Chase Auto Owner Trust Series 2024-3A Class A3, 5.22% 7/25/2029 (b) | 7192000 | 7275497 |
| Chase Auto Owner Trust Series 2024-4A Class A3, 4.94% 7/25/2029 (b) | 8711000 | 8791623 |
| Citizens Auto Receivables Trust Series 2024-1 Class A3, 5.11% 4/17/2028 (b) | 2799434 | 2813742 |
| Citizens Auto Receivables Trust Series 2024-2 Class A3, 5.33% 8/15/2028 (b) | 1566485 | 1577196 |
| CWABS Inc Asset-Backed Certificates Series 2004-2 Class 3A4, CME Term SOFR 1 month Index + 0.6145%, 4.5688% 7/25/2034 (c)(d) | 46883 | 46595 |
| Daimler Trucks Retail Trust Series 2024-1 Class A3, 5.49% 12/15/2027  | 5112087 | 5154339 |
| Dell Equipment Finance Trust Series 2023-2 Class A3, 5.65% 1/22/2029 (b) | 679777 | 681706 |
| Dell Equipment Finance Trust Series 2023-3 Class A3, 5.93% 4/23/2029 (b) | 1794405 | 1804714 |
| Dell Equipment Finance Trust Series 2024-1 Class A3, 5.39% 3/22/2030 (b) | 2973530 | 2994079 |
| Dell Equipment Finance Trust Series 2024-2 Class A3, 4.59% 8/22/2030 (b) | 1936000 | 1949459 |
| DLLAA Series 2023-1A Class A3, 5.64% 2/22/2028 (b) | 522226 | 527746 |
| DLLAD Series 2024-1A Class A3, 5.3% 7/20/2029 (b) | 595000 | 607582 |
| DLLMT LLC Series 2024-1A Class A3, 4.84% 8/21/2028 (b) | 3618000 | 3650003 |
| Domino's Pizza Master Issuer LLC Series 2017-1A Class A23, 4.118% 7/25/2047 (b) | 8579380 | 8521683 |
| Enterprise Fleet Financing LLC Series 2022-3 Class A2, 4.38% 7/20/2029 (b) | 47273 | 47284 |
| Enterprise Fleet Financing LLC Series 2023-1 Class A2, 5.51% 1/22/2029 (b) | 608116 | 609220 |
| Enterprise Fleet Financing LLC Series 2023-2 Class A2, 5.56% 4/22/2030 (b) | 2354957 | 2368283 |
| Enterprise Fleet Financing LLC Series 2023-3 Class A2, 6.4% 3/20/2030 (b) | 1101790 | 1116490 |
| Enterprise Fleet Financing LLC Series 2024-1 Class A2, 5.23% 3/20/2030 (b) | 4417931 | 4451078 |
| Enterprise Fleet Financing LLC Series 2024-3 Class A3, 4.98% 8/21/2028 (b) | 6368000 | 6454751 |
| Enterprise Fleet Financing LLC Series 2024-4 Class A3, 4.56% 11/20/2028 (b) | 2319000 | 2342353 |
| Enterprise Fleet Financing LLC Series 2025-1 Class A3, 4.82% 2/20/2029 (b) | 6325000 | 6431609 |
| Enterprise Fleet Financing Series 2024-2 Class A3, 5.61% 4/20/2028 (b) | 1257000 | 1278407 |
| Exeter Automobile Receivables Trust Series 2025-4A Class A3, 4.39% 9/17/2029  | 7750000 | 7784048 |
| Flatiron Clo 23 LLC Series 2025-1A Class AR, CME Term SOFR 3 month Index + 1.24%, 5.1216% 4/17/2036 (b)(c)(d) | 11603000 | 11614464 |
| Flatiron Rr Clo 22 LLC Series 2025-2A Class AR, CME Term SOFR 3 month Index + 0.91%, 4.8145% 10/15/2034 (b)(c)(d) | 10580000 | 10560490 |
| Ford Credit Auto Owner Trust Series 2021-1 Class A, 1.37% 10/17/2033 (b) | 4343000 | 4297782 |
| Ford Credit Auto Owner Trust Series 2023-B Class A3, 5.23% 5/15/2028  | 2893523 | 2911972 |
| Ford Credit Auto Owner Trust Series 2024-D Class A3, 4.61% 8/15/2029  | 4420000 | 4468370 |
| Ford Credit Floorplan Master Owner Trust A Series 2024-1 Class A1, 5.29% 4/15/2029 (b) | 9304000 | 9462389 |
| Fordf Series 2025-1 Class A1, 4.63% 4/15/2030  | 7085000 | 7185476 |
| Fordf Series 2025-1 Class B, 4.84% 4/15/2030  | 3570000 | 3620219 |
| GM Financial Consumer Automobile Receivables Trust Series 2022-2 Class A3, 3.1% 2/16/2027  | 77039 | 76998 |
| GM Financial Consumer Automobile Receivables Trust Series 2023-4 Class A3, 5.78% 8/16/2028  | 4519717 | 4562985 |
| GM Financial Leasing Trust Series 2024-1 Class A3, 5.09% 3/22/2027  | 5413864 | 5428116 |
| GMF Floorplan Owner Revolving Trust Series 2023-1 Class A1, 5.34% 6/15/2028 (b) | 6911000 | 6955232 |
| GMF Floorplan Owner Revolving Trust Series 2024-1A Class A1, 5.13% 3/15/2029 (b) | 9920000 | 10057821 |
| GMF Floorplan Owner Revolving Trust Series 2024-4A Class A1, 4.73% 11/15/2029 (b) | 2465000 | 2499750 |
| Greensky Home Improvement Issuer Trust Series 2025-2A Class A2, 4.93% 6/25/2060 (b) | 765578 | 767998 |
| Honda Auto Receivables Owner Trust Series 2023-1 Class A3, 5.04% 4/21/2027  | 1265747 | 1268849 |
| Huntington Auto Trust Series 2024-1A Class A3, 5.23% 1/16/2029 (b) | 8327806 | 8406188 |
| Hyundai Auto Receivables Trust Series 2023-C Class A3, 5.54% 10/16/2028  | 3702648 | 3737394 |
| Hyundai Auto Receivables Trust Series 2024-A Class A3, 4.99% 2/15/2029  | 1564000 | 1576534 |
| Hyundai Auto Receivables Trust Series 2025-B Class A3, 4.36% 12/17/2029  | 12685000 | 12800709 |
| John Deere Owner Trust Series 2024-A Class A3, 4.96% 11/15/2028  | 9145000 | 9218721 |
| Juniper Valley Park CLO LLC Series 2025-1A Class ARR, CME Term SOFR 3 month Index + 1.08%, 4.9644% 7/20/2036 (b)(c)(d) | 10000000 | 9989940 |
| Kubota Credit Owner Trust Series 2024-2A Class A3, 5.26% 11/15/2028 (b) | 1629000 | 1656064 |
| Marlette Funding Trust 2025-1 Series 2025-1A Class A, 4.75% 7/16/2035 (b) | 576965 | 577907 |
| Mercedes-Benz Auto Receivables Trust Series 2023-2 Class A3, 5.95% 11/15/2028  | 2470962 | 2504118 |
| Merchants Fleet Funding LLC Series 2024-1A Class A, 5.82% 4/20/2037 (b) | 1410546 | 1419829 |
| Nissan Auto Receivables Owner Trust Series 2023-B Class A3, 5.93% 3/15/2028  | 2637255 | 2656786 |
| Nissan Master Owner Tr Receivable Series 2024-B Class A, 5.05% 2/15/2029 (b) | 2761000 | 2794992 |
| Oportun Funding Trust Series 2024-3 Class A, 5.26% 8/15/2029 (b) | 298841 | 298541 |
| Oportun Issuance Trust 2025-B Series 2025-B Class A, 4.88% 5/9/2033 (b) | 6105000 | 6124211 |
| Oportun Issuance Trust Series 2025-C Class A, 4.49% 7/8/2033 (b) | 2485000 | 2488268 |
| Pk Alift Loan Funding 7 LP Series 2025-2 Class A, 4.75% 3/15/2043 (b) | 3095000 | 3068449 |
| Porsche Finl Auto Securitization Tr 2023-2 Series 2023-2A Class A3, 5.79% 1/22/2029 (b) | 1514210 | 1526327 |
| Porsche Innovative Lease Owner Trust Series 2024-2A Class A3, 4.35% 10/20/2027 (b) | 7605000 | 7617446 |
| RCKT Trust Series 2025-1A Class A, 4.9% 7/25/2034 (b) | 723951 | 725714 |
| Rcktl Series 2025-2A Class A, 4.48% 11/27/2034 (b) | 1445000 | 1445422 |
| Reach Abs Trust Series 2025-2A Class A, 4.93% 8/18/2032 (b) | 2405872 | 2415016 |
| Santander Drive Auto Receivables Trust Series 2025-1 Class A3, 4.74% 1/16/2029  | 2460000 | 2466352 |
| SBNA Auto Lease Trust Series 2024-B Class A3, 5.56% 11/22/2027 (b) | 1660546 | 1669657 |
| SBNA Auto Lease Trust Series 2024-C Class A3, 4.56% 2/22/2028 (b) | 1494364 | 1497545 |
| SFS Auto Receivables Securitization Trust Series 2023-1A Class A3, 5.47% 10/20/2028 (b) | 4433617 | 4462301 |
| SFS Auto Receivables Securitization Trust Series 2024-1A Class A3, 4.95% 5/21/2029 (b) | 2093734 | 2104465 |
| SFS Auto Receivables Securitization Trust Series 2024-2A Class A3, 5.33% 11/20/2029 (b) | 1049106 | 1059591 |
| Sofi Consumer Loan Program Series 2025-3 Class A, 4.47% 8/15/2034 (b) | 2361437 | 2366435 |
| T-Mobile US Trust Series 2024-1A Class A, 5.05% 9/20/2029 (b) | 6446000 | 6485004 |
| Terwin Mortgage Trust Series 2003-4HE Class A1, CME Term SOFR 1 month Index + 0.9745%, 4.9288% 9/25/2034 (c)(d) | 64279 | 68797 |
| Tesla Electric Vehicle Trust Series 2023-1 Class A3, 5.38% 6/20/2028 (b) | 3488364 | 3514064 |
| Tesla Series 2024-A Class A3, 5.3% 6/21/2027 (b) | 2088831 | 2095670 |
| Toyota Auto Receivables Owner Trust Series 2023-D Class A3, 5.54% 8/15/2028  | 3844002 | 3883732 |
| Toyota Lease Owner Trust Series 2023-B Class A3, 5.66% 11/20/2026 (b) | 847195 | 848475 |
| Toyota Lease Owner Trust Series 2024-A Class A3, 5.25% 4/20/2027 (b) | 660461 | 663036 |
| Upstart Securitization Trust Series 2023-3 Class A, 6.9% 10/20/2033 (b) | 537940 | 540164 |
| Usaa Auto Owner Trust 2023-A Series 2023-A Class A3, 5.58% 5/15/2028 (b) | 1591429 | 1601551 |
| USB Auto Owner Trust 2025-1 Series 2025-1A Class A3, 4.49% 6/17/2030 (b) | 3360000 | 3388013 |
| Verizon Master Trust Series 2023-4 Class A1A, 5.16% 6/20/2029  | 7552000 | 7598151 |
| Verizon Master Trust Series 2024-8 Class A1A, 4.62% 11/20/2030  | 10600000 | 10750336 |
| Volkswagen Auto Loan Enhanced Trust 2023-2 Series 2023-2 Class A3, 5.48% 12/20/2028  | 5016415 | 5073034 |
| Volkswagen Auto Loan Enhanced Trust Series 2023-1 Class A3, 5.02% 6/20/2028  | 2209137 | 2219633 |
| Volkswagen Auto Loan Enhanced Trust Series 2024-1 Class A3, 4.63% 7/20/2029  | 10670000 | 10794248 |
| Volvo Financial Equipment LLC Series 2024-1A Class A3, 4.29% 10/16/2028 (b) | 793000 | 795694 |
| Wells Fargo Card Issuance Trust Series 2024-A2 Class A, 4.29% 10/15/2029  | 11800000 | 11905291 |
| Wheels Fleet Lease Funding 1 LLC Series 2023-2A Class A, 6.46% 8/18/2038 (b) | 3105244 | 3143413 |
| Wheels Fleet Lease Funding 1 LLC Series 2024-1A Class A1, 5.49% 2/18/2039 (b) | 6201234 | 6270961 |
| Wheels Fleet Lease Funding 1 LLC Series 2024-2A Class A1, 4.87% 6/21/2039 (b) | 2208410 | 2226501 |
| Wheels Fleet Lease Funding 1 LLC Series 2024-3A Class A1, 4.8% 9/19/2039 (b) | 7139040 | 7197098 |
| Wheels Fleet Lease Funding 1 LLC Series 2025-2A Class A1, 4.41% 5/18/2040 (b) | 12500000 | 12589843 |
| World Omni Auto Receivables Tr 2023-D Series 2023-D Class A3, 5.79% 2/15/2029  | 4027559 | 4069237 |
| World Omni Auto Receivables Tr Series 2024-A Class A3, 4.86% 3/15/2029  | 7176086 | 7214349 |
| World Omni Auto Receivables Trust 2023-C Series 2023-C Class A3, 5.15% 11/15/2028  | 513169 | 515889 |
| World Omni Auto Receivables Trust Series 2024-B Class A3, 5.27% 9/17/2029  | 4901000 | 4945750 |
| World Omni Auto Trust Series 2024-C Class A3, 4.43% 12/17/2029  | 5984000 | 6018187 |
| World Omni Select Auto Trust Series 2025-A Class A3, 4.08% 8/15/2031  | 1710000 | 1710139 |
| TOTAL UNITED STATES |  | 470701153 |
| <br> **TOTAL ASSET-BACKED SECURITIES**<br> (Cost $632,064,239) |  | <br> **636191292** |

---

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| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Collateralized Mortgage Obligations - 0.5%** | &nbsp;&nbsp;**Collateralized Mortgage Obligations - 0.5%** | &nbsp;&nbsp;**Collateralized Mortgage Obligations - 0.5%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| UNITED STATES - 0.5%  |  |  |
| Angel Oak Mortgage Trust Series 2021-8 Class A1, 1.82% 11/25/2066 (b) | 2040902 | 1856513 |
| CFMT LLC Series 2024-HB13 Class A, 3% 5/25/2034 (b)(c) | 870638 | 859712 |
| CFMT LLC Series 2024-HB15 Class A, 4% 8/25/2034 (b)(c) | 430349 | 428521 |
| CSMC Trust Series 2021-RPL9 Class A1, 3.8742% 2/25/2061 (b)(c) | 3270801 | 3284997 |
| Fannie Mae Guaranteed REMIC Series 2001-40 Class Z, 6% 8/25/2031  | 9293 | 9481 |
| Fannie Mae Guaranteed REMIC Series 2015-27 Class KF, U.S. 30-Day Avg. SOFR Index + 0.4145%, 4.4863% 5/25/2045 (c)(d) | 658209 | 654523 |
| Fannie Mae Guaranteed REMIC Series 2016-42 Class FL, U.S. 30-Day Avg. SOFR Index + 0.4645%, 4.5363% 7/25/2046 (c)(d) | 674831 | 673135 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2011-3949 Class MK, 4.5% 10/15/2034  | 87766 | 87745 |
| Gcat 2021-Nqm7 Tr Series 2021-NQM7 Class A1, 1.915% 8/25/2066 (b) | 1005232 | 936842 |
| Legacy Mortgage Asset Trust Series 2021-GS5 Class A1, 6.25% 7/25/2067 (b)(c) | 2451127 | 2453401 |
| Oceanview Mortgage Loan Trust Series 2020-1 Class A1A, 1.7329% 5/28/2050 (b) | 487758 | 463245 |
| Ocwen Loan Investment Trust Series 2023-HB1 Class A, 3% 6/25/2036 (b) | 61864 | 61610 |
| Ocwen Loan Investment Trust Series 2024-HB1 Class A, 3% 2/25/2037 (b) | 91326 | 90100 |
| Ocwen Loan Investment Trust Series 2025-HB1 Class A, 3% 6/25/2038 (b)(c) | 1538545 | 1505969 |
| PRPM LLC Series 2024-RPL2 Class A1, 3.5% 5/25/2054 (b)(c) | 3718277 | 3637403 |
| Sequoia Mortgage Trust Series 2004-6 Class A3B, CME Term SOFR 6 month Index + 1.3083%, 5.5468% 7/20/2034 (c)(d) | 537 | 502 |
| TOTAL UNITED STATES |  | 17003699 |
| <br> **TOTAL COLLATERALIZED MORTGAGE OBLIGATIONS**<br> (Cost $17,106,991) |  | <br> **17003699** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Commercial Mortgage Securities - 2.4%** | &nbsp;&nbsp;**Commercial Mortgage Securities - 2.4%** | &nbsp;&nbsp;**Commercial Mortgage Securities - 2.4%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| UNITED STATES - 2.4%  |  |  |
| ALA Trust Series 2025-OANA Class A, CME Term SOFR 1 month Index + 1.7426%, 5.7016% 6/15/2040 (b)(c)(d) | 9615000 | 9651016 |
| BAMLL Commercial Mortgage Securities Trust Series 2019-BPR Class ANM, 3.112% 11/5/2032 (b) | 822620 | 782691 |
| Benchmark Mortgage Trust Series 2021-B31 Class A1, 1.357% 12/15/2054  | 961361 | 946013 |
| BLOX Trust Series 2021-BLOX Class A, CME Term SOFR 1 month Index + 1.1145%, 5.0735% 9/15/2026 (b)(c)(d) | 2278000 | 2259543 |
| BLP Commercial Mortgage Trust Series 2024-IND2 Class A, CME Term SOFR 1 month Index + 1.3422%, 5.3011% 3/15/2041 (b)(c)(d) | 1295149 | 1295149 |
| BMP Series 2024-MF23 Class A, CME Term SOFR 1 month Index + 1.3719%, 5.3309% 6/15/2041 (b)(c)(d) | 2277000 | 2276999 |
| BX Commercial Mortgage Trust 2025-SPOT Series 2025-SPOT Class A, CME Term SOFR 1 month Index + 1.4434%, 5.4023% 4/15/2040 (b)(c)(d) | 6993837 | 6993835 |
| BX Commercial Mortgage Trust 24-MDHS Series 2024-MDHS Class A, 5.6003% 5/15/2041 (b)(c) | 3913389 | 3915830 |
| BX Commercial Mortgage Trust Series 2021-PAC Class A, CME Term SOFR 1 month Index + 0.8036%, 4.7626% 10/15/2036 (b)(c)(d) | 2267000 | 2262788 |
| BX Commercial Mortgage Trust Series 2022-LP2 Class A, CME Term SOFR 1 month Index + 1.0129%, 4.9719% 2/15/2039 (b)(c)(d) | 642880 | 641678 |
| BX Commercial Mortgage Trust Series 2023-XL3 Class A, CME Term SOFR 1 month Index + 1.7614%, 5.7204% 12/9/2040 (b)(c)(d) | 1484286 | 1484286 |
| BX Commercial Mortgage Trust Series 2024-GPA3 Class A, CME Term SOFR 1 month Index + 1.2928%, 5.2518% 12/15/2039 (b)(c)(d) | 1292281 | 1283740 |
| BX Trust 2024-CNY Series 2024-CNYN Class A, CME Term SOFR 1 month Index + 1.4419%, 5.4008% 4/15/2041 (b)(c)(d) | 3451716 | 3451716 |
| BX Trust 2025-ROIC Series 2025-ROIC Class A, CME Term SOFR 1 month Index + 1.1438%, 5.1028% 3/15/2030 (b)(c)(d) | 8339475 | 8323838 |
| BX Trust Series 2021-ACNT Class A, CME Term SOFR 1 month Index + 0.9645%, 4.9235% 11/15/2038 (b)(c)(d) | 1624297 | 1622283 |
| BX Trust Series 2021-BXMF Class A, CME Term SOFR 1 month Index + 0.7504%, 4.7094% 10/15/2026 (b)(c)(d) | 1385897 | 1382463 |
| BX Trust Series 2021-LBA Class AJV, CME Term SOFR 1 month Index + 0.9145%, 4.8735% 2/15/2036 (b)(c)(d) | 310000 | 309619 |
| BX Trust Series 2024-XL4 Class A, CME Term SOFR 1 month Index + 1.442%, 5.401% 2/15/2039 (b)(c)(d) | 2936303 | 2937221 |
| BX Trust Series 2025-DIME Class A, CME Term SOFR 1 month Index + 1.15%, 5.109% 2/15/2035 (b)(c)(d) | 5961000 | 5949376 |
| CF Hippolyta Issuer LLC Series 2020-1 Class A1, 1.69% 7/15/2060 (b) | 3610364 | 3082052 |
| CF Hippolyta Issuer LLC Series 2021-1A Class A1, 1.53% 3/15/2061 (b) | 2196214 | 1792679 |
| CSAIL Commercial Mortgage Trust Series 2018-CX12 Class ASB, 4.1628% 8/15/2051  | 1134368 | 1120852 |
| Extended Stay America Trust Series 2025-ESH Class A, CME Term SOFR 1 month Index + 1.3%, 5.259% 10/15/2042 (b)(c)(d) | 5430000 | 5438473 |
| GS Mortgage Securities Trust Series 2011-GC5 Class AS, 5.1672% 8/10/2044 (b)(c) | 1037480 | 1026646 |
| JPMorgan Chase Commercial Mortgage Securities Trust Series 2019-BKWD Class A, CME Term SOFR 1 month Index + 1.6145%, 5.5735% 9/15/2029 (b)(c)(d) | 612567 | 594324 |
| Life Financial Services Trust Series 2022-BMR2 Class A1, CME Term SOFR 1 month Index + 1.2952%, 5.2542% 5/15/2039 (b)(c)(d) | 3413000 | 3289909 |
| MHP Commercial Mortgage Trust Series 2021-STOR Class A, CME Term SOFR 1 month Index + 0.8145%, 4.7735% 7/15/2038 (b)(c)(d) | 995000 | 992833 |
| SREIT Trust Series 2021-MFP Class A, CME Term SOFR 1 month Index + 0.8453%, 4.8042% 11/15/2038 (b)(c)(d) | 2024963 | 2023071 |
| TCO Commercial Mortgage Trust Series 2024-DPM Class A, CME Term SOFR 1 month Index + 1.2429%, 5.2019% 12/15/2039 (b)(c)(d) | 5059000 | 5058997 |
| Wells Fargo Commercial Mortgage Trust Series 2017-RC1 Class ASB, 3.453% 1/15/2060  | 68105 | 67986 |
| Wells Fargo Commercial Mortgage Trust Series 2018-C47 Class A3, 4.175% 9/15/2061  | 1901281 | 1905936 |
| Wells Fargo Commercial Mortgage Trust Series 2024-GRP Class A, CME Term SOFR 1 month Index + 1.7913%, 5.7503% 10/15/2041 (b)(c)(d) | 4155000 | 4155172 |
| TOTAL UNITED STATES |  | 88319014 |
| <br> **TOTAL COMMERCIAL MORTGAGE SECURITIES**<br> (Cost $89,300,593) |  | <br> **88319014** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Non-Convertible Corporate Bonds - 35.7%** | &nbsp;&nbsp;**Non-Convertible Corporate Bonds - 35.7%** | &nbsp;&nbsp;**Non-Convertible Corporate Bonds - 35.7%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| AUSTRALIA - 0.5%  |  |  |
| Materials - 0.5% |  |  |
| Metals & Mining - 0.5% |  |  |
| Glencore Funding LLC 4.907% 4/1/2028 (b) | 2502000 | 2547658 |
| Glencore Funding LLC 5.338% 4/4/2027 (b) | 14000000 | 14223120 |
| TOTAL AUSTRALIA |  | 16770778 |
| CANADA - 1.5%  |  |  |
| Consumer Staples - 0.2% |  |  |
| Consumer Staples Distribution & Retail - 0.2% |  |  |
| Alimentation Couche-Tard Inc 4.148% 9/29/2028 (b) | 8433000 | 8457518 |
| Energy - 1.0% |  |  |
| Oil, Gas & Consumable Fuels - 1.0% |  |  |
| Cenovus Energy Inc 4.25% 4/15/2027  | 8606000 | 8643395 |
| Enbridge Inc 4.2% 11/20/2028  | 5316000 | 5329381 |
| Enbridge Inc 4.6% 6/20/2028  | 1698000 | 1716747 |
| Enbridge Inc 5.25% 4/5/2027  | 3961000 | 4013638 |
| Enbridge Inc 5.9% 11/15/2026  | 3205000 | 3255490 |
| South Bow USA Infrastructure Holdings LLC 4.911% 9/1/2027  | 2424000 | 2442484 |
| TransCanada PipeLines Ltd 4.25% 5/15/2028  | 8000000 | 8021543 |
|  |  | 33422678 |
| Financials - 0.3% |  |  |
| Banks - 0.3% |  |  |
| Bank of Nova Scotia/The 4.932% 2/14/2029 (c) | 10900000 | 11094209 |
| TOTAL CANADA |  | 52974405 |
| DENMARK - 0.2%  |  |  |
| Financials - 0.2% |  |  |
| Banks - 0.2% |  |  |
| Danske Bank A/S 4.298% 4/1/2028 (b)(c) | 12000000 | 12012570 |
| FRANCE - 1.2%  |  |  |
| Financials - 1.2% |  |  |
| Banks - 1.2% |  |  |
| BNP Paribas SA 4.792% 5/9/2029 (b)(c) | 12820000 | 12965971 |
| BPCE SA 6.612% 10/19/2027 (b)(c) | 2945000 | 3004250 |
| Societe Generale SA 1.488% 12/14/2026 (b)(c) | 5100000 | 5093184 |
| Societe Generale SA 5.249% 5/22/2029 (b)(c) | 13300000 | 13562536 |
| Societe Generale SA 5.5% 4/13/2029 (b)(c) | 2932000 | 3002866 |
| Societe Generale SA 5.519% 1/19/2028 (b)(c) | 7000000 | 7085972 |
| TOTAL FRANCE |  | 44714779 |
| GERMANY - 2.3%  |  |  |
| Consumer Discretionary - 0.4% |  |  |
| Automobiles - 0.4% |  |  |
| Volkswagen Group of America Finance LLC 5.7% 9/12/2026 (b) | 8000000 | 8093355 |
| Volkswagen Group of America Finance LLC 6% 11/16/2026 (b) | 5000000 | 5083085 |
|  |  | 13176440 |
| Financials - 1.0% |  |  |
| Capital Markets - 1.0% |  |  |
| Deutsche Bank AG/New York NY 5.373% 1/10/2029 (c) | 10600000 | 10824697 |
| Deutsche Bank AG/New York NY 5.706% 2/8/2028 (c) | 13600000 | 13825303 |
| Deutsche Bank AG/New York NY 6.72% 1/18/2029 (c) | 10500000 | 11007934 |
|  |  | 35657934 |
| Health Care - 0.5% |  |  |
| Pharmaceuticals - 0.5% |  |  |
| Bayer US Finance II LLC 4.375% 12/15/2028 (b) | 10000000 | 9993146 |
| Bayer US Finance LLC 6.125% 11/21/2026 (b) | 8900000 | 9046653 |
|  |  | 19039799 |
| Industrials - 0.4% |  |  |
| Machinery - 0.4% |  |  |
| Daimler Truck Finance North America LLC 4.95% 1/13/2028 (b) | 3849000 | 3906359 |
| Daimler Truck Finance North America LLC 5% 1/15/2027 (b) | 7000000 | 7066533 |
| Daimler Truck Finance North America LLC 5.125% 9/25/2027 (b) | 3257000 | 3308526 |
|  |  | 14281418 |
| TOTAL GERMANY |  | 82155591 |
| IRELAND - 1.4%  |  |  |
| Financials - 1.0% |  |  |
| Consumer Finance - 1.0% |  |  |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust 1.75% 1/30/2026  | 7716000 | 7685014 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust 3.875% 1/23/2028  | 8800000 | 8752361 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust 6.1% 1/15/2027  | 5050000 | 5146804 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust 6.45% 4/15/2027  | 12466000 | 12822418 |
|  |  | 34406597 |
| Industrials - 0.4% |  |  |
| Transportation Infrastructure - 0.4% |  |  |
| Avolon Holdings Funding Ltd 2.125% 2/21/2026 (b) | 5500000 | 5466072 |
| Avolon Holdings Funding Ltd 2.528% 11/18/2027 (b) | 1756000 | 1698887 |
| Avolon Holdings Funding Ltd 4.95% 1/15/2028 (b) | 7165000 | 7249505 |
|  |  | 14414464 |
| TOTAL IRELAND |  | 48821061 |
| ITALY - 0.4%  |  |  |
| Utilities - 0.4% |  |  |
| Electric Utilities - 0.4% |  |  |
| Enel Finance International NV 4.125% 9/30/2028 (b) | 3303000 | 3305391 |
| Enel Finance International NV 5.125% 6/26/2029 (b) | 10080000 | 10362752 |
| TOTAL ITALY |  | 13668143 |
| JAPAN - 0.5%  |  |  |
| Communication Services - 0.0% |  |  |
| Diversified Telecommunication Services - 0.0% |  |  |
| NTT Finance Corp 4.567% 7/16/2027 (b) | 569000 | 573290 |
| NTT Finance Corp 4.62% 7/16/2028 (b) | 575000 | 583022 |
|  |  | 1156312 |
| Consumer Staples - 0.1% |  |  |
| Tobacco - 0.1% |  |  |
| Japan Tobacco Inc 4.85% 5/15/2028 (b) | 5134000 | 5231481 |
| Financials - 0.4% |  |  |
| Banks - 0.4% |  |  |
| Mitsubishi UFJ Financial Group Inc 5.258% 4/17/2030 (c) | 10000000 | 10345911 |
| TOTAL JAPAN |  | 16733704 |
| NETHERLANDS - 0.4%  |  |  |
| Financials - 0.3% |  |  |
| Banks - 0.3% |  |  |
| ABN AMRO Bank NV 1.542% 6/16/2027 (b)(c) | 2600000 | 2562052 |
| ING Groep NV 4.858% 3/25/2029 (c) | 7659000 | 7777414 |
|  |  | 10339466 |
| Information Technology - 0.1% |  |  |
| Semiconductors & Semiconductor Equipment - 0.1% |  |  |
| NXP BV / NXP Funding LLC / NXP USA Inc 4.3% 8/19/2028  | 2694000 | 2701857 |
| TOTAL NETHERLANDS |  | 13041323 |
| NORWAY - 0.0%  |  |  |
| Energy - 0.0% |  |  |
| Oil, Gas & Consumable Fuels - 0.0% |  |  |
| Equinor ASA 1.75% 1/22/2026  | 690000 | 687732 |
| SWITZERLAND - 0.2%  |  |  |
| Financials - 0.2% |  |  |
| Capital Markets - 0.2% |  |  |
| UBS Group AG 4.703% 8/5/2027 (b)(c) | 9100000 | 9128849 |
| UNITED KINGDOM - 3.8%  |  |  |
| Consumer Staples - 0.6% |  |  |
| Tobacco - 0.6% |  |  |
| BAT Capital Corp 3.557% 8/15/2027  | 14000000 | 13864851 |
| BAT International Finance PLC 5.931% 2/2/2029  | 5000000 | 5255918 |
| Imperial Brands Finance PLC 3.5% 7/26/2026 (b) | 2698000 | 2685242 |
|  |  | 21806011 |
| Financials - 3.2% |  |  |
| Banks - 3.0% |  |  |
| Barclays PLC 5.086% 2/25/2029 (c) | 12000000 | 12226763 |
| Barclays PLC 5.501% 8/9/2028 (c) | 4000000 | 4082452 |
| Barclays PLC 5.674% 3/12/2028 (c) | 6000000 | 6108891 |
| Barclays PLC 7.385% 11/2/2028 (c) | 10400000 | 11004606 |
| HSBC Holdings PLC 4.899% 3/3/2029 (c) | 10700000 | 10860903 |
| HSBC Holdings PLC 5.597% 5/17/2028 (c) | 12100000 | 12339697 |
| HSBC Holdings PLC 7.39% 11/3/2028 (c) | 10000000 | 10583767 |
| Lloyds Banking Group PLC 4.818% 6/13/2029 (c) | 8219000 | 8350591 |
| Lloyds Banking Group PLC 5.871% 3/6/2029 (c) | 10700000 | 11105841 |
| NatWest Group PLC 4.892% 5/18/2029 (c) | 11000000 | 11189652 |
| NatWest Group PLC 5.516% 9/30/2028 (c) | 10000000 | 10249890 |
|  |  | 108103053 |
| Financial Services - 0.2% |  |  |
| Nationwide Building Society 6.557% 10/18/2027 (b)(c) | 7800000 | 7952581 |
| TOTAL FINANCIALS |  | 116055634 |
| TOTAL UNITED KINGDOM |  | 137861645 |
| UNITED STATES - 23.3%  |  |  |
| Communication Services - 0.6% |  |  |
| Media - 0.5% |  |  |
| Charter Communications Operating LLC / Charter Communications Operating Capital 3.75% 2/15/2028  | 11150000 | 10979971 |
| Warnermedia Holdings Inc 3.755% 3/15/2027  | 4739000 | 4688553 |
|  |  | 15668524 |
| Wireless Telecommunication Services - 0.1% |  |  |
| T-Mobile USA Inc 3.375% 4/15/2029  | 5000000 | 4873490 |
| TOTAL COMMUNICATION SERVICES |  | 20542014 |
| Consumer Discretionary - 2.4% |  |  |
| Automobiles - 2.1% |  |  |
| General Motors Financial Co Inc 1.25% 1/8/2026  | 15696000 | 15645730 |
| General Motors Financial Co Inc 4.2% 10/27/2028  | 4288000 | 4290580 |
| General Motors Financial Co Inc 5.4% 4/6/2026  | 5000000 | 5020943 |
| General Motors Financial Co Inc 5.4% 5/8/2027  | 10000000 | 10164479 |
| General Motors Financial Co Inc 5.8% 1/7/2029  | 5000000 | 5210583 |
| General Motors Financial Co Inc 6% 1/9/2028  | 8300000 | 8596398 |
| Hyundai Capital America 2.375% 10/15/2027 (b) | 9200000 | 8900868 |
| Hyundai Capital America 4.875% 6/23/2027 (b) | 11740000 | 11860885 |
| Hyundai Capital America 5.45% 6/24/2026 (b) | 7134000 | 7181268 |
|  |  | 76871734 |
| Specialty Retail - 0.3% |  |  |
| AutoNation Inc 4.45% 1/15/2029  | 9680000 | 9706421 |
| TOTAL CONSUMER DISCRETIONARY |  | 86578155 |
| Consumer Staples - 0.4% |  |  |
| Consumer Staples Distribution & Retail - 0.2% |  |  |
| Dollar General Corp 4.625% 11/1/2027  | 8000000 | 8062896 |
| Food Products - 0.2% |  |  |
| Conagra Brands Inc 5.3% 10/1/2026  | 6000000 | 6056613 |
| TOTAL CONSUMER STAPLES |  | 14119509 |
| Energy - 1.2% |  |  |
| Oil, Gas & Consumable Fuels - 1.2% |  |  |
| Diamondback Energy Inc 5.2% 4/18/2027  | 10978000 | 11130312 |
| Energy Transfer LP 6% 2/1/2029 (b) | 10000000 | 10116909 |
| EQT Corp 3.9% 10/1/2027  | 11938000 | 11866748 |
| MPLX LP 4.25% 12/1/2027  | 8000000 | 8018524 |
| ONEOK Inc 4.25% 9/24/2027  | 1010000 | 1012376 |
| Targa Resources Corp 4.35% 1/15/2029  | 969000 | 972260 |
|  |  | 43117129 |
| Financials - 15.0% |  |  |
| Banks - 7.4% |  |  |
| Bank of America Corp 4.623% 5/9/2029 (c) | 13000000 | 13177385 |
| Bank of America Corp 4.979% 1/24/2029 (c) | 12000000 | 12224328 |
| Bank of America Corp 5.819% 9/15/2029 (c) | 16000000 | 16725549 |
| Citigroup Inc 3.52% 10/27/2028 (c) | 10000000 | 9896557 |
| Citigroup Inc 3.887% 1/10/2028 (c) | 14900000 | 14860647 |
| Citigroup Inc 4.075% 4/23/2029 (c) | 11160000 | 11153679 |
| Citigroup Inc 4.786% 3/4/2029 (c) | 10100000 | 10242778 |
| Huntington Bancshares Inc/OH 6.208% 8/21/2029 (c) | 10200000 | 10712237 |
| JPMorgan Chase & Co 3.782% 2/1/2028 (c) | 11100000 | 11065210 |
| JPMorgan Chase & Co 4.505% 10/22/2028 (c) | 12000000 | 12108930 |
| JPMorgan Chase & Co 4.995% 7/22/2030 (c) | 20000000 | 20579341 |
| Morgan Stanley Bank NA 5.016% 1/12/2029 (c) | 6562000 | 6686010 |
| Morgan Stanley Private Bank NA 4.204% 11/17/2028 (c) | 11630000 | 11649701 |
| Morgan Stanley Private Bank NA 4.466% 7/6/2028 (c) | 12550000 | 12627079 |
| Santander Holdings USA Inc 2.49% 1/6/2028 (c) | 3779000 | 3701959 |
| Santander Holdings USA Inc 3.244% 10/5/2026  | 12350000 | 12263534 |
| Santander Holdings USA Inc 6.124% 5/31/2027 (c) | 3343000 | 3369682 |
| Truist Financial Corp 4.123% 6/6/2028 (c) | 4000000 | 4006598 |
| Truist Financial Corp 4.873% 1/26/2029 (c) | 13200000 | 13404078 |
| Truist Financial Corp 7.161% 10/30/2029 (c) | 7500000 | 8120914 |
| US Bancorp 4.653% 2/1/2029 (c) | 10000000 | 10124196 |
| Wells Fargo & Co 4.808% 7/25/2028 (c) | 15300000 | 15464755 |
| Wells Fargo & Co 4.97% 4/23/2029 (c) | 9052000 | 9229576 |
| Wells Fargo & Co 5.707% 4/22/2028 (c) | 12000000 | 12255456 |
|  |  | 265650179 |
| Capital Markets - 3.8% |  |  |
| Ares Strategic Income Fund 4.85% 1/15/2029 (b) | 8203000 | 8098441 |
| Ares Strategic Income Fund 5.45% 9/9/2028 (b) | 8189000 | 8228702 |
| Athene Global Funding 1.608% 6/29/2026 (b) | 4900000 | 4827271 |
| Athene Global Funding 4.95% 1/7/2027 (b) | 10566000 | 10649663 |
| Athene Global Funding 5.339% 1/15/2027 (b) | 5093000 | 5158906 |
| Athene Global Funding 5.516% 3/25/2027 (b) | 12400000 | 12579061 |
| Blackstone Private Credit Fund 7.3% 11/27/2028  | 12000000 | 12757517 |
| Equitable America Global Funding 4.65% 6/9/2028 (b) | 5158000 | 5214345 |
| Goldman Sachs Group Inc/The 3.615% 3/15/2028 (c) | 13500000 | 13410767 |
| Goldman Sachs Group Inc/The 4.937% 4/23/2028 (c) | 12000000 | 12131610 |
| HPS Corporate Lending Fund 4.9% 9/11/2028 (b) | 3742000 | 3714813 |
| HPS Corporate Lending Fund 5.3% 6/5/2027 (b) | 5597000 | 5625364 |
| LPL Holdings Inc 4.9% 4/3/2028  | 3955000 | 4011353 |
| Morgan Stanley 4.994% 4/12/2029 (c) | 6701000 | 6834745 |
| Morgan Stanley 6.296% 10/18/2028 (c) | 12700000 | 13199319 |
| Sammons Financial Group Global Funding 5.05% 1/10/2028 (b) | 9335000 | 9482339 |
|  |  | 135924216 |
| Consumer Finance - 1.9% |  |  |
| Ally Financial Inc 4.75% 6/9/2027  | 4500000 | 4523799 |
| Ally Financial Inc 7.1% 11/15/2027  | 8000000 | 8377834 |
| American Express Co 4.731% 4/25/2029 (c) | 9800000 | 9962741 |
| Capital One Financial Corp 5.468% 2/1/2029 (c) | 8000000 | 8211147 |
| Capital One Financial Corp 7.149% 10/29/2027 (c) | 6500000 | 6664283 |
| Ford Motor Credit Co LLC 5.8% 3/5/2027  | 8000000 | 8096078 |
| Ford Motor Credit Co LLC 5.85% 5/17/2027  | 12000000 | 12166321 |
| Ford Motor Credit Co LLC 6.95% 6/10/2026  | 10070000 | 10173205 |
|  |  | 68175408 |
| Financial Services - 1.0% |  |  |
| Corebridge Financial Inc 3.85% 4/5/2029  | 12000000 | 11817652 |
| Corebridge Global Funding 4.9% 1/7/2028 (b) | 5198000 | 5279692 |
| Equitable Holdings Inc 4.35% 4/20/2028  | 2653000 | 2662918 |
| Global Payments Inc 4.5% 11/15/2028  | 8797000 | 8826379 |
| Western Union Co/The 1.35% 3/15/2026  | 8000000 | 7928400 |
|  |  | 36515041 |
| Insurance - 0.9% |  |  |
| Brown & Brown Inc 4.6% 12/23/2026  | 4340000 | 4360022 |
| Brown & Brown Inc 4.7% 6/23/2028  | 2418000 | 2441400 |
| Jackson National Life Global Funding 4.9% 1/13/2027 (b) | 10070000 | 10148228 |
| Jackson National Life Global Funding 5.55% 7/2/2027 (b) | 6794000 | 6935783 |
| RGA Global Funding 4.35% 8/25/2028 (b) | 12180000 | 12226699 |
|  |  | 36112132 |
| TOTAL FINANCIALS |  | 542376976 |
| Health Care - 1.2% |  |  |
| Health Care Providers & Services - 1.1% |  |  |
| Centene Corp 2.45% 7/15/2028  | 3570000 | 3328136 |
| CVS Health Corp 4.3% 3/25/2028  | 10000000 | 10027727 |
| HCA Inc 5% 3/1/2028  | 5201000 | 5300926 |
| HCA Inc 5.625% 9/1/2028  | 10000000 | 10327168 |
| Icon Investments Six DAC 5.809% 5/8/2027  | 9924000 | 10120620 |
|  |  | 39104577 |
| Pharmaceuticals - 0.1% |  |  |
| Utah Acquisition Sub Inc 3.95% 6/15/2026  | 4822000 | 4805169 |
| TOTAL HEALTH CARE |  | 43909746 |
| Industrials - 0.3% |  |  |
| Aerospace & Defense - 0.3% |  |  |
| Boeing Co 2.196% 2/4/2026  | 4000000 | 3983914 |
| Boeing Co 2.75% 2/1/2026  | 2400000 | 2393044 |
| Boeing Co 5.04% 5/1/2027  | 5000000 | 5049153 |
| Boeing Co 6.259% 5/1/2027  | 893000 | 917401 |
|  |  | 12343512 |
| Information Technology - 0.7% |  |  |
| Electronic Equipment, Instruments & Components - 0.3% |  |  |
| Dell International LLC / EMC Corp 4.75% 4/1/2028  | 11160000 | 11312600 |
| Semiconductors & Semiconductor Equipment - 0.3% |  |  |
| Broadcom Inc 5.05% 7/12/2029  | 10000000 | 10333206 |
| Technology Hardware, Storage & Peripherals - 0.1% |  |  |
| Hewlett Packard Enterprise Co 4.4% 9/25/2027  | 4782000 | 4803024 |
| TOTAL INFORMATION TECHNOLOGY |  | 26448830 |
| Materials - 0.2% |  |  |
| Construction Materials - 0.2% |  |  |
| Amrize Finance US LLC 4.6% 4/7/2027 (b) | 3360000 | 3379716 |
| Amrize Finance US LLC 4.7% 4/7/2028 (b) | 2425000 | 2454991 |
|  |  | 5834707 |
| Real Estate - 0.2% |  |  |
| Diversified REITs - 0.0% |  |  |
| VICI Properties LP 4.75% 4/1/2028  | 625000 | 631859 |
| Specialized REITs - 0.2% |  |  |
| American Tower Corp 5.5% 3/15/2028  | 5000000 | 5145210 |
| Crown Castle Inc 4% 3/1/2027  | 2500000 | 2491142 |
|  |  | 7636352 |
| TOTAL REAL ESTATE |  | 8268211 |
| Utilities - 1.1% |  |  |
| Electric Utilities - 0.7% |  |  |
| Eversource Energy 5.45% 3/1/2028  | 5000000 | 5120270 |
| FirstEnergy Corp 1.6% 1/15/2026  | 365000 | 363487 |
| Jersey Central Power & Light Co 4.15% 1/15/2029 (b) | 6780000 | 6783518 |
| NextEra Energy Capital Holdings Inc 4.685% 9/1/2027  | 5745000 | 5805806 |
| Pinnacle West Capital Corp 4.9% 5/15/2028  | 2049000 | 2084180 |
| Vistra Operations Co LLC 5.05% 12/30/2026 (b) | 2951000 | 2976529 |
|  |  | 23133790 |
| Independent Power and Renewable Electricity Producers - 0.2% |  |  |
| AES Corp/The 5.45% 6/1/2028  | 8000000 | 8183303 |
| Multi-Utilities - 0.2% |  |  |
| DTE Energy Co 4.875% 6/1/2028  | 7326000 | 7459020 |
| TOTAL UTILITIES |  | 38776113 |
| TOTAL UNITED STATES |  | 842314902 |
| <br> **TOTAL NON-CONVERTIBLE CORPORATE BONDS**<br> (Cost $1,272,799,103) |  | <br> **1290885482** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**U.S. Government Agency - Mortgage Securities - 0.1%** | &nbsp;&nbsp;**U.S. Government Agency - Mortgage Securities - 0.1%** | &nbsp;&nbsp;**U.S. Government Agency - Mortgage Securities - 0.1%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| UNITED STATES - 0.1%  |  |  |
| Fannie Mae Mortgage pass-thru certificates 4.5% 3/1/2039  | 177544 | 179925 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 6/1/2039  | 90335 | 91546 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2039  | 242728 | 245983 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2049  | 1621961 | 1620395 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 11/1/2034  | 335798 | 347015 |
| Fannie Mae Mortgage pass-thru certificates 7.5% 11/1/2031  | 45 | 47 |
| Freddie Mac Gold Pool 8.5% 5/1/2027  | 2 | 2 |
| Freddie Mac Gold Pool 8.5% 6/1/2027  | 365 | 372 |
| Freddie Mac Gold Pool 8.5% 7/1/2028  | 35 | 35 |
| Freddie Mac Gold Pool 8.5% 8/1/2026  | 50 | 50 |
| Freddie Mac Gold Pool 8.5% 8/1/2027  | 793 | 810 |
| Freddie Mac Gold Pool 8.5% 8/1/2027  | 86 | 87 |
| Ginnie Mae I Pool 7% 1/15/2028  | 284 | 286 |
| Ginnie Mae I Pool 7% 1/15/2028  | 79 | 80 |
| Ginnie Mae I Pool 7% 1/15/2029  | 609 | 618 |
| Ginnie Mae I Pool 7% 1/15/2029  | 120 | 122 |
| Ginnie Mae I Pool 7% 1/15/2031  | 183 | 189 |
| Ginnie Mae I Pool 7% 1/15/2032  | 126 | 129 |
| Ginnie Mae I Pool 7% 10/15/2028  | 458 | 467 |
| Ginnie Mae I Pool 7% 10/15/2028  | 303 | 308 |
| Ginnie Mae I Pool 7% 10/15/2028  | 49 | 49 |
| Ginnie Mae I Pool 7% 11/15/2027  | 62 | 63 |
| Ginnie Mae I Pool 7% 11/15/2028  | 664 | 678 |
| Ginnie Mae I Pool 7% 11/15/2028  | 178 | 181 |
| Ginnie Mae I Pool 7% 12/15/2028  | 120 | 122 |
| Ginnie Mae I Pool 7% 12/15/2028  | 90 | 92 |
| Ginnie Mae I Pool 7% 12/15/2029  | 92 | 94 |
| Ginnie Mae I Pool 7% 2/15/2028  | 28 | 27 |
| Ginnie Mae I Pool 7% 2/15/2030  | 998 | 1026 |
| Ginnie Mae I Pool 7% 2/15/2031  | 113 | 116 |
| Ginnie Mae I Pool 7% 2/15/2032  | 145 | 150 |
| Ginnie Mae I Pool 7% 3/15/2031  | 250 | 258 |
| Ginnie Mae I Pool 7% 3/15/2031  | 104 | 107 |
| Ginnie Mae I Pool 7% 3/15/2032  | 550 | 567 |
| Ginnie Mae I Pool 7% 3/15/2032  | 284 | 294 |
| Ginnie Mae I Pool 7% 4/15/2028  | 1317 | 1329 |
| Ginnie Mae I Pool 7% 4/15/2028  | 108 | 109 |
| Ginnie Mae I Pool 7% 4/15/2028  | 83 | 85 |
| Ginnie Mae I Pool 7% 4/15/2029  | 355 | 361 |
| Ginnie Mae I Pool 7% 4/15/2029  | 34 | 34 |
| Ginnie Mae I Pool 7% 4/15/2032  | 460 | 475 |
| Ginnie Mae I Pool 7% 4/15/2032  | 288 | 298 |
| Ginnie Mae I Pool 7% 5/15/2029  | 283 | 288 |
| Ginnie Mae I Pool 7% 5/15/2031  | 1600 | 1656 |
| Ginnie Mae I Pool 7% 5/15/2032  | 216 | 222 |
| Ginnie Mae I Pool 7% 6/15/2028  | 219 | 222 |
| Ginnie Mae I Pool 7% 6/15/2028  | 136 | 139 |
| Ginnie Mae I Pool 7% 6/15/2029  | 11 | 10 |
| Ginnie Mae I Pool 7% 6/15/2032  | 1035 | 1070 |
| Ginnie Mae I Pool 7% 6/15/2032  | 379 | 394 |
| Ginnie Mae I Pool 7% 7/15/2028  | 1572 | 1595 |
| Ginnie Mae I Pool 7% 7/15/2028  | 319 | 324 |
| Ginnie Mae I Pool 7% 7/15/2028  | 111 | 112 |
| Ginnie Mae I Pool 7% 7/15/2029  | 390 | 400 |
| Ginnie Mae I Pool 7% 7/15/2029  | 122 | 125 |
| Ginnie Mae I Pool 7% 7/15/2031  | 1078 | 1110 |
| Ginnie Mae I Pool 7% 7/15/2031  | 268 | 275 |
| Ginnie Mae I Pool 7% 8/15/2028  | 1265 | 1288 |
| Ginnie Mae I Pool 7% 8/15/2028  | 459 | 467 |
| Ginnie Mae I Pool 7% 8/15/2028  | 90 | 91 |
| Ginnie Mae I Pool 7% 8/15/2032  | 7519 | 7763 |
| Ginnie Mae I Pool 7% 8/15/2032  | 513 | 534 |
| Ginnie Mae I Pool 7% 8/15/2032  | 117 | 121 |
| Ginnie Mae I Pool 7% 9/15/2028  | 730 | 742 |
| Ginnie Mae I Pool 7% 9/15/2028  | 141 | 142 |
| TOTAL UNITED STATES |  | 2514071 |
| <br> **TOTAL U.S. GOVERNMENT AGENCY - MORTGAGE SECURITIES**<br> (Cost $2,726,998) |  | <br> **2514071** |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**U.S. Treasury Obligations - 42.6%** | &nbsp;&nbsp;**U.S. Treasury Obligations - 42.6%** | &nbsp;&nbsp;**U.S. Treasury Obligations - 42.6%** | &nbsp;&nbsp;**U.S. Treasury Obligations - 42.6%** |
|  | Yield (%) (e) | Principal<br> Amount (a)<br>| Value ($)<br>|
| US Treasury Notes 3.375% 9/15/2028  | 3.49 to 3.60 | 241733500 | 240978083 |
| US Treasury Notes 3.5% 10/31/2027  | 3.58 | 274283000 | 274218714 |
| US Treasury Notes 3.625% 8/15/2028  | 3.58 to 3.62 | 239921700 | 240746431 |
| US Treasury Notes 3.875% 3/15/2028  | 3.69 to 3.88 | 400431900 | 403826185 |
| US Treasury Notes 4.125% 7/31/2028 (f) | 3.88 | 144910500 | 147236993 |
| US Treasury Notes 4.25% 3/15/2027  | 3.58 to 4.69 | 107626200 | 108517479 |
| US Treasury Notes 4.375% 12/15/2026  | 4.03 to 4.45 | 38859700 | 39155721 |
| US Treasury Notes 4.625% 6/15/2027  | 4.07 to 4.53 | 81490700 | 82786275 |
| <br> **TOTAL U.S. TREASURY OBLIGATIONS**<br> (Cost $1,529,566,032) |  |  | **1537465881** |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Money Market Funds - 2.3%** | &nbsp;&nbsp;**Money Market Funds - 2.3%** | &nbsp;&nbsp;**Money Market Funds - 2.3%** | &nbsp;&nbsp;**Money Market Funds - 2.3%** |
|  | Yield (%) | Shares | Value ($)<br>|
| Fidelity Cash Central Fund (g)<br>(Cost $81,488,542)<br>| 4.02 | 81472248 | **81488542** |

---

---

| | |
|:---|:---|
| <br> **TOTAL INVESTMENT IN SECURITIES - 101.2%**<br> (Cost $3,625,052,498)<br>| <br>**3653867981** |
| **NET OTHER ASSETS (LIABILITIES) - (1.2)%**  | **(42964825)** |
| **NET ASSETS - 100.0%** | **3610903156** |

---

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| &nbsp;&nbsp;**Futures Contracts**  | &nbsp;&nbsp;**Futures Contracts**  | &nbsp;&nbsp;**Futures Contracts**  | &nbsp;&nbsp;**Futures Contracts**  | &nbsp;&nbsp;**Futures Contracts**  | &nbsp;&nbsp;**Futures Contracts**  |
|  | Number <br> of contracts | Expiration <br> Date | Notional <br> Amount ($)<br>| Value ($)<br>| Unrealized<br> Appreciation/<br> (Depreciation) ($)<br>|
| Purchased |  |  |  |  |  |
| Interest Rate Contracts |  |  |  |  |  |
| CBOT 2Y US Treasury Notes Contracts (United States) | 1634 | 3/31/2026 | 341263453 | 179728 | 179728 |
| The notional amount of futures purchased as a percentage of Net Assets is 9.5% | The notional amount of futures purchased as a percentage of Net Assets is 9.5% | The notional amount of futures purchased as a percentage of Net Assets is 9.5% | The notional amount of futures purchased as a percentage of Net Assets is 9.5% | The notional amount of futures purchased as a percentage of Net Assets is 9.5% | The notional amount of futures purchased as a percentage of Net Assets is 9.5% |

---

**Legend**

(a) Amount is stated in United States dollars unless otherwise noted.

(b) Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration, normally to qualified institutional buyers. At the end of the period, the value of these securities amounted to $884,424,971 or 24.5% of net assets.

(c) Coupon rates for floating and adjustable rate securities reflect the rates in effect at period end.

(d) Coupon is indexed to a floating interest rate which may be multiplied by a specified factor and/or subject to caps or floors.

(e) Yield represents either the annualized yield at the date of purchase, or the stated coupon rate, or, for floating and adjustable rate securities, the rate at period end.

(f) Security or a portion of the security was pledged to cover margin requirements for futures contracts. At period end, the value of securities pledged amounted to $2,037,190.

(g) Affiliated fund that is generally available only to investment companies and other accounts managed by Fidelity Investments. The rate quoted is the annualized seven-day yield of the fund at period end. A complete unaudited listing of the fund's holdings as of its most recent quarter end is available upon request. In addition, each Fidelity Central Fund's financial statements are available on the SEC's website or upon request.

**Affiliated Central Funds**

Fiscal year to date information regarding the Fund's investments in Fidelity Central Funds, including the ownership percentage, is presented below.

---

| | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Affiliate  | Value,<br> beginning<br> of period ($) | Purchases ($) | Sales<br> Proceeds ($) | Dividend<br> Income ($) | Realized<br> Gain (loss) ($) | Change in<br> Unrealized<br> appreciation<br> (depreciation) ($) | Value,<br> end<br> of period ($) | <br>Shares,<br> end<br> of period  | % ownership,<br> end<br> of period |
| Fidelity Cash Central Fund | 39103643 | 376914886 | 334529493 | 653226 | (494) | - | 81488542 | 81472248 | 0.1% |
| Total | 39103643 | 376914886 | 334529493 | 653226 | (494) | - | 81488542 |  |  |

---

Amounts in the dividend income column in the above table include any capital gain distributions from underlying funds.

**Investment Valuation**

Investments are valued as of 4:00 p.m. Eastern time on the last calendar day of the period. Securities transactions are accounted for as of trade date. The Board of Trustees (the Board) has designated the Fund's investment adviser as the valuation designee responsible for the fair valuation function and performing fair value determinations as needed. The investment adviser has established a Fair Value Committee (the Committee) to carry out the day-to-day fair valuation responsibilities and has adopted policies and procedures to govern the fair valuation process and the activities of the Committee. In accordance with these fair valuation policies and procedures, which have been approved by the Board, the Fund attempts to obtain prices from one or more third party pricing services or brokers to value its investments. When current market prices, quotations or currency exchange rates are not readily available or reliable, investments will be fair valued in good faith by the Committee, in accordance with the policies and procedures. Factors used in determining fair value vary by investment type and may include market or investment specific events, transaction data, estimated cash flows, and market observations of comparable investments. The frequency that the fair valuation procedures are used cannot be predicted and they may be utilized to a significant extent. The Committee manages the Fund's fair valuation practices and maintains the fair valuation policies and procedures. The Fund's investment adviser reports to the Board information regarding the fair valuation process and related material matters.

The inputs to valuation techniques used to value investments are categorized into a disclosure hierarchy consisting of three levels as shown below:

Level 1 - Unadjusted quoted prices in active markets for identical investments

Level 2 - other significant observable inputs (including quoted prices for similar investments, interest rates, prepayment speeds, etc.)

Level 3 - unobservable inputs (including the Fund's own assumptions based on the best information available)

Valuation techniques used to value investments by major category are as follows:

Debt securities, including restricted securities, are valued based on evaluated prices received from third party pricing services or from brokers who make markets in such securities. U.S. Treasury Obligations and Non-Convertible Corporate Bonds are valued by pricing services who utilize matrix pricing which considers yield or price of bonds of comparable quality, coupon, maturity and type or by broker-supplied prices. Asset-Backed Securities, Collateralized Mortgage Obligations, Commercial Mortgage Securities and U.S. Government Agency - Mortgage Securities are valued by pricing services who utilize matrix pricing which considers prepayment speed assumptions, attributes of the collateral, yield or price of bonds of comparable quality, coupon, maturity and type or by broker-supplied prices. When independent prices are unavailable or unreliable, debt securities may be valued utilizing pricing methodologies which consider similar factors that would be used by third party pricing services. Debt securities are generally categorized as Level 2 in the hierarchy but may be Level 3 depending on the circumstances.

Futures contracts are valued at the settlement price established each day by the board of trade or exchange on which they are traded and are categorized as Level 1 in the hierarchy.

Investments in any open-end mutual funds are valued at their closing net asset value (NAV) each business day and are categorized as Level 1 in the hierarchy.

Changes in valuation techniques may result in transfers in or out of an assigned level within the disclosure hierarchy.

**Derivative Instruments**

Risk Exposures and the Use of Derivative Instruments: The Fund's investment objectives allow the Fund to enter into various types of derivative contracts. Derivatives are investments whose value is primarily derived from underlying assets, indices or reference rates and may be transacted on an exchange or over-the-counter (OTC). Derivatives may involve a future commitment to buy or sell a specified asset based on specified terms, to exchange future cash flows at periodic intervals based on a notional principal amount, or for one party to make one or more payments upon the occurrence of specified events in exchange for periodic payments from the other party.

The Fund used derivatives to increase returns, to gain exposure to certain types of assets and/or to manage exposure to certain risks as defined below. The success of any strategy involving derivatives depends on analysis of numerous economic factors, and if the strategies for investment do not work as intended, the Fund may not achieve its objectives.

The Fund's use of derivatives increased or decreased its exposure to the following risk(s):

Interest Rate Risk - Interest rate risk relates to the fluctuations in the value of interest-bearing securities due to changes in the prevailing levels of market interest rates.

Investing in derivatives may involve greater risks than investing in the underlying assets directly and, to varying degrees, may involve risk of loss in excess of any initial investment and collateral received. In addition, there may be the risk that the change in value of the derivative contract does not correspond to the change in value of the underlying instrument.

Futures Contracts: A futures contract is an agreement between two parties to buy or sell a specified underlying instrument for a specified price at a specified future date.

The Fund used futures contracts to manage its exposure to the bond market and fluctuations in interest rates.

Open futures contracts at period end are presented in the Schedule of Investments under the caption "Futures Contracts". The underlying face amount at value reflects each contract's exposure to the underlying instrument or index at period end. Any securities and/or cash deposited to meet initial margin requirements are identified in the Schedule of Investments.

For additional information on the Fund's significant accounting policies, please refer to the Fund's most recent semiannual or annual shareholder report.

*The fund's schedule of investments as of the date on the cover of this report has not been audited. This report is provided for the general information of the fund's shareholders. For more information regarding the fund and its holdings, please see the fund's most recent prospectus and annual report.*

*Third party trademarks and service marks are the property of their respective owners. All other trademarks and service marks are the property of FMR LLC or an affiliate.*

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02210

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

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

- **a. Name of Series:** Fidelity SAI Short-Term Bond Fund

- **b. EDGAR series identifier (if any):** S000069441

- **c. LEI of Series:** 549300TSVUJIN4TNR995

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

- **a. Date of fiscal year-end:** 2026-08-31

- **b. Date as of which information is reported:** 2025-11-30

**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:** $3611772128.75

**Total Liabilities:** $13681318.76

**Net Assets:** $3598090809.99

**Cash Not Reported:** $506324.50

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 39761.41653307 | **1-Year:** 432989.34726576 | **5-Year:** 231503.59436440 | **10-Year:** 899.30960346 | **30-Year:** 92.34626820

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

- **3-Month:** 358.58676668 | **1-Year:** 879.66029402 | **5-Year:** 1260.47772776 | **10-Year:** 269.98776800 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000221556 | 0.34%                | 0.25%                | 0.54%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $2672132.04              | $-3197295.47                               |
| Month 2  | $860030.00               | $-2384736.47                               |
| Month 3  | $6309552.24              | $-2004332.50                               |

**Designated Index Information**

- **Index Name:** Bloomberg US 1-3 Year Government/Credit Bond Index

- **Index Identifier:** 19808151

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| CWABS INC                                                                          | CWABS INC TSFR1M+61.448 07/25/2034                                                               | CUSIP: 1266713Y0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     46883 | PA      | $46595.30     | 0.00%             | 2034-07-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 30YR 8.5% 08/01/2027#                                                                       | CUSIP: 31283G3U9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        86 | PA      | $86.99        | 0.00%             | 2027-08-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 30YR 8.5% 05/01/2027#                                                                       | CUSIP: 31283GYN1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         2 | PA      | $2.15         | 0.00%             | 2027-05-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 30YR 8.5% 07/01/2028#                                                                       | CUSIP: 31283HCS2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        35 | PA      | $35.47        | 0.00%             | 2028-07-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 30YR 8.5% 08/01/2026#                                                                       | CUSIP: 3128FFB47<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        50 | PA      | $49.97        | 0.00%             | 2026-08-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 30YR 8.5% 06/01/2027#                                                                       | CUSIP: 3128FPPS7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       365 | PA      | $372.05       | 0.00%             | 2027-06-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                      | FHLG 30YR 8.5% 08/01/2027#                                                                       | CUSIP: 3128FQ4A7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       793 | PA      | $809.74       | 0.00%             | 2027-08-01      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 5.50% 11/34 #310105                                                                         | CUSIP: 31374CNW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    335798 | PA      | $347014.68    | 0.01%             | 2034-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                              | FHR 3949 MK 4.5% 10/34                                                                           | CUSIP: 3137AFZS4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     87766 | PA      | $87744.62     | 0.00%             | 2034-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 7.50% 11/31 #545304                                                                         | CUSIP: 31385HX98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        45 | PA      | $47.15        | 0.00%             | 2031-11-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                     | FNR 2001-40 Z 6% 8/31                                                                            | CUSIP: 313920NH9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |      9293 | PA      | $9481.31      | 0.00%             | 2031-08-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| Fidelity Revere Street Trust                                                       | Fidelity Cash Central Fund                                                                       | CUSIP: 31635A105<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        |  81017515 | NS      | $81033718.07  | 2.25%             |  |  |  | No            |                  1 | On Loan: No      |
| GS MTG SECS TR 2011-GC5                                                            | GS MTG SECS TR 2011-GC5 5.209% 08/10/2044 144A                                                   | CUSIP: 36191YAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1037480 | PA      | $1026645.90   | 0.03%             | 2044-08-10      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                     | GNMA 7.00% 2/32 #569702                                                                          | CUSIP: 36200Q3K8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       145 | PA      | $150.18       | 0.00%             | 2032-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                     | GNMA 7.00% 3/32 #569160                                                                          | CUSIP: 36200QJD7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       284 | PA      | $294.08       | 0.00%             | 2032-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                     | GNMA 7.00% 1/32 #574355                                                                          | CUSIP: 36200WBY6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       126 | PA      | $128.59       | 0.00%             | 2032-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                     | GNMA 7.00% 8/32 #579718                                                                          | CUSIP: 36201DAT9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       117 | PA      | $120.75       | 0.00%             | 2032-08-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                     | GNMA 7.00% 6/32 #582173                                                                          | CUSIP: 36201FXA0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1035 | PA      | $1069.58      | 0.00%             | 2032-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                     | GNMA 7.00% 8/32 #583152                                                                          | CUSIP: 36201GZR9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       513 | PA      | $533.56       | 0.00%             | 2032-08-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                     | GNMA 7.00% 4/32 #584369                                                                          | CUSIP: 36201JFJ3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       288 | PA      | $297.52       | 0.00%             | 2032-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                     | GNMA 7.00% 6/32 #587698                                                                          | CUSIP: 36201M3F7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       379 | PA      | $393.51       | 0.00%             | 2032-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                     | GNMA 7.00% 4/32 #587033                                                                          | CUSIP: 36201MEE8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       460 | PA      | $475.01       | 0.00%             | 2032-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                     | GNMA 7.00% 8/32 #594252                                                                          | CUSIP: 36201VEZ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      7519 | PA      | $7763.23      | 0.00%             | 2032-08-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                     | GNMA 7.00% 8/28 #433933                                                                          | CUSIP: 36207KBA7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        90 | PA      | $91.33        | 0.00%             | 2028-08-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                     | GNMA 7.00% 4/28 #456802                                                                          | CUSIP: 36208PNT1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        83 | PA      | $84.65        | 0.00%             | 2028-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                     | GNMA 7.00% 1/29 #457860                                                                          | CUSIP: 36208QTR7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       609 | PA      | $618.16       | 0.00%             | 2029-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                     | GNMA 7.00% 7/28 #462643                                                                          | CUSIP: 36208V5C5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1572 | PA      | $1594.95      | 0.00%             | 2028-07-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                     | GNMA 7.00% 11/27 #462363                                                                         | CUSIP: 36208VTU9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        62 | PA      | $62.50        | 0.00%             | 2027-11-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                     | GNMA 7.00% 8/28 #464132                                                                          | CUSIP: 36208XSV4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1265 | PA      | $1287.90      | 0.00%             | 2028-08-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                     | GNMA 7.00% 1/28 #464672                                                                          | CUSIP: 36208YFM6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       284 | PA      | $286.40       | 0.00%             | 2028-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                     | GNMA 7.00% 2/28 #465912                                                                          | CUSIP: 36209AR93<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        28 | PA      | $28.16        | 0.00%             | 2028-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                     | GNMA 7.00% 4/28 #467760                                                                          | CUSIP: 36209CTR7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       108 | PA      | $109.08       | 0.00%             | 2028-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                     | GNMA 7.00% 9/28 #468256                                                                          | CUSIP: 36209DE59<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       141 | PA      | $142.31       | 0.00%             | 2028-09-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                     | GNMA 7.00% 1/28 #468670                                                                          | CUSIP: 36209DT38<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        79 | PA      | $80.02        | 0.00%             | 2028-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                     | GNMA 7.00% 11/28 #469699                                                                         | CUSIP: 36209EX49<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       178 | PA      | $181.28       | 0.00%             | 2028-11-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                     | GNMA 7.00% 4/29 #471552                                                                          | CUSIP: 36209GZR1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        34 | PA      | $34.51        | 0.00%             | 2029-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                     | GNMA 7.00% 6/28 #473582                                                                          | CUSIP: 36209KCT3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       219 | PA      | $221.74       | 0.00%             | 2028-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                     | GNMA 7.00% 7/28 #475200                                                                          | CUSIP: 36209L3H7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       111 | PA      | $112.31       | 0.00%             | 2028-07-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                     | GNMA 7.00% 1/31 #474760                                                                          | CUSIP: 36209LMH6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       183 | PA      | $188.66       | 0.00%             | 2031-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                     | GNMA 7.00% 2/31 #474763                                                                          | CUSIP: 36209LML7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       113 | PA      | $115.92       | 0.00%             | 2031-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                     | GNMA 7.00% 3/31 #474767                                                                          | CUSIP: 36209LMQ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       104 | PA      | $107.06       | 0.00%             | 2031-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                     | GNMA 7.00% 6/28 #475415                                                                          | CUSIP: 36209MDU5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       136 | PA      | $138.54       | 0.00%             | 2028-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                     | GNMA 7.00% 8/28 #475544                                                                          | CUSIP: 36209MHV9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       459 | PA      | $466.80       | 0.00%             | 2028-08-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                     | GNMA 7.00% 2/30 #477030                                                                          | CUSIP: 36209N4P4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       998 | PA      | $1025.77      | 0.00%             | 2030-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                     | GNMA 7.00% 7/28 #477182                                                                          | CUSIP: 36209PCT2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       319 | PA      | $324.39       | 0.00%             | 2028-07-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                     | GNMA 7.00% 10/28 #481353                                                                         | CUSIP: 36209TWN5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       303 | PA      | $308.34       | 0.00%             | 2028-10-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                     | GNMA 7.00% 9/28 #486539                                                                          | CUSIP: 36210APY7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       730 | PA      | $741.74       | 0.00%             | 2028-09-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                     | GNMA 7.00% 10/28 #486612                                                                         | CUSIP: 36210AR90<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       458 | PA      | $467.04       | 0.00%             | 2028-10-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                     | GNMA 7.00% 10/28 #486623                                                                         | CUSIP: 36210ASL2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        49 | PA      | $49.98        | 0.00%             | 2028-10-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                     | GNMA 7.00% 4/29 #487117                                                                          | CUSIP: 36210BDW2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       355 | PA      | $360.79       | 0.00%             | 2029-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                     | GNMA 7.00% 7/29 #488256                                                                          | CUSIP: 36210CMD2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       390 | PA      | $399.79       | 0.00%             | 2029-07-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                     | GNMA 7.00% 11/28 #488293                                                                         | CUSIP: 36210CNJ8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       664 | PA      | $677.69       | 0.00%             | 2028-11-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                     | GNMA 7.00% 5/29 #499907                                                                          | CUSIP: 36210RKU3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       283 | PA      | $288.29       | 0.00%             | 2029-05-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                     | GNMA 7.00% 7/29 #503947                                                                          | CUSIP: 36210VZL8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       122 | PA      | $125.21       | 0.00%             | 2029-07-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                     | GNMA 7.00% 6/29 #510983                                                                          | CUSIP: 36211EUG1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        11 | PA      | $10.51        | 0.00%             | 2029-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                     | GNMA 7.00% 7/31 #529426                                                                          | CUSIP: 36212CD73<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       268 | PA      | $274.63       | 0.00%             | 2031-07-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                     | GNMA 7.00% 3/31 #544721                                                                          | CUSIP: 36212VD22<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       250 | PA      | $258.10       | 0.00%             | 2031-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                     | GNMA 7.00% 5/32 #552576                                                                          | CUSIP: 36213E2H8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       216 | PA      | $221.75       | 0.00%             | 2032-05-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                     | GNMA 7.00% 3/32 #552475                                                                          | CUSIP: 36213EXC5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       550 | PA      | $566.95       | 0.00%             | 2032-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                     | GNMA 7.00% 5/31 #558993                                                                          | CUSIP: 36213M7E2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1600 | PA      | $1656.43      | 0.00%             | 2031-05-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                     | GNMA 7.00% 4/28 #780773                                                                          | CUSIP: 36225A2E9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1317 | PA      | $1329.33      | 0.00%             | 2028-04-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                     | GNMA 7.00% 1/29 #780951                                                                          | CUSIP: 36225BBU1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       120 | PA      | $121.64       | 0.00%             | 2029-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                     | GNMA 7.00% 12/28 #780995                                                                         | CUSIP: 36225BC89<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       120 | PA      | $121.53       | 0.00%             | 2028-12-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                     | GNMA 7.00% 12/29 #781120                                                                         | CUSIP: 36225BG51<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        92 | PA      | $94.30        | 0.00%             | 2029-12-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                     | GNMA 7.00% 12/28 #781228                                                                         | CUSIP: 36225BLH9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        90 | PA      | $91.57        | 0.00%             | 2028-12-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                     | GNMA 7.00% 7/31 #781324                                                                          | CUSIP: 36225BPH5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1078 | PA      | $1110.14      | 0.00%             | 2031-07-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SEQUOIA MTG TR                                                                     | SEMT 2004-6 A3B TSFR6M+130.826 7/34                                                              | CUSIP: 81744FCU9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       537 | PA      | $502.54       | 0.00%             | 2034-07-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| TERWIN MORTGAGE TRUST                                                              | TMTS 2003-4HE A TSFR1M+97.448 9/34                                                               | CUSIP: 881561BU7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     64279 | PA      | $68796.79     | 0.00%             | 2034-09-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                     | FNR 2015-27 KF SOFR30A+41.448 05/45                                                              | CUSIP: 3136ANWT0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    658209 | PA      | $654523.05    | 0.02%             | 2045-05-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL NAT MTG ASN GTD REM PA                                                     | FNR 2016-42 FL SOFR30A+46.448 07/25/2046                                                         | CUSIP: 3136ASU95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |    674831 | PA      | $673134.78    | 0.02%             | 2046-07-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                      | CITIGROUP INC 3.887%/VAR 01/10/2028                                                              | CUSIP: 172967LD1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |  14900000 | PA      | $14860646.57  | 0.41%             | 2028-01-10      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                              | JPMORGAN CHASE and CO 3.782%/VAR 02/01/2028                                                      | CUSIP: 46625HRY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  11100000 | PA      | $11065209.71  | 0.31%             | 2028-02-01      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| UTAH ACQUISITION SUB INC                                                           | UTAH ACQUISITION SUB INC 3.95% 06/15/2026                                                        | CUSIP: 62854AAN4<br>LEI: 254900JOFV74IJ7H9933 | Long             | DBT              | CORP              | US        |   4822000 | PA      | $4805169.24   | 0.13%             | 2026-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                   | CROWN CASTLE INC 4% 03/01/2027                                                                   | CUSIP: 22822VAE1<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2491142.38   | 0.07%             | 2027-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COML MTG TR 2017                                                       | WELLS FARGO COML MTG TR 2017-RC1 ASB 3.453% 01/15/2060                                           | CUSIP: 95001FAY1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     68105 | PA      | $67985.66     | 0.00%             | 2060-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DOMINOS PIZZA MASTER ISSUER LL DOMINOS SPV CDN HLDG CO INC DOMINOS PIZZA DISTR LLC | DOMINOS PIZZA MASTER ISR LLC 2017-1A A23 4.118% 07/25/2047 144A                                  | CUSIP: 25755TAH3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8579380 | PA      | $8521682.81   | 0.24%             | 2047-07-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                                           | EQT CORP 3.9% 10/01/2027                                                                         | CUSIP: 26884LAF6<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |  11938000 | PA      | $11866748.41  | 0.33%             | 2027-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                      | CITIGROUP INC 3.52%/VAR 10/27/2028                                                               | CUSIP: 172967LS8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9896556.80   | 0.28%             | 2028-10-27      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL    | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 3.75% 02/15/2028 | CUSIP: 161175BJ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  11150000 | PA      | $10979970.53  | 0.31%             | 2028-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                                                                 | CENOVUS ENERGY INC 4.25% 04/15/2027                                                              | CUSIP: 15135UAM1<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |   8606000 | PA      | $8643395.22   | 0.24%             | 2027-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST                          | AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST 3.875% 01/23/2028                      | CUSIP: 00774MAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   8800000 | PA      | $8752361.02   | 0.24%             | 2028-01-23      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                    | CVS HEALTH CORP 4.3% 03/25/2028                                                                  | CUSIP: 126650CX6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10027726.90  | 0.28%             | 2028-03-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                      | CITIGROUP INC 4.075%/VAR 04/23/2029                                                              | CUSIP: 172967LW9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |  11160000 | PA      | $11153678.98  | 0.31%             | 2029-04-23      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES LTD                                                          | TRANSCANADA PIPELINES LTD 4.25% 05/15/2028                                                       | CUSIP: 89352HAW9<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |   8000000 | PA      | $8021542.56   | 0.22%             | 2028-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                                  | NATWEST GROUP PLC 4.892%/VAR 05/18/2029                                                          | CUSIP: 780097BG5<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |  11000000 | PA      | $11189651.55  | 0.31%             | 2029-05-18      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC                                                            | BAYER US FIN II LLC 4.375% 12/15/2028 144A                                                       | CUSIP: 07274NAL7<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9993146.30   | 0.28%             | 2028-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                            | HCA INC 5.625% 09/01/2028                                                                        | CUSIP: 404121AJ4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10327167.50  | 0.29%             | 2028-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CSAIL 2018-CX12 COML MTG TR                                                        | CSAIL 2018-CX12 COML MTG TR 4.1628% 08/15/2051                                                   | CUSIP: 12595XAU7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1134368 | PA      | $1120852.04   | 0.03%             | 2051-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COML MTG TR 2018-C47                                                   | WELLS FARGO COML MTG TR 2018-C47 A3 4.175% 09/15/2061                                            | CUSIP: 95002DBD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1901281 | PA      | $1905936.41   | 0.05%             | 2061-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                   | BAT CAPITAL CORP 3.557% 08/15/2027                                                               | CUSIP: 05526DBB0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |  14000000 | PA      | $13864850.86  | 0.39%             | 2027-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EQUITABLE HOLDINGS INC                                                             | EQUITABLE HOLDINGS INC 4.35% 04/20/2028                                                          | CUSIP: 054561AJ4<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |   2653000 | PA      | $2662918.29   | 0.07%             | 2028-04-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FINANCE PLC                                                        | IMPERIAL BRANDS FINANCE PLC 3.5% 07/26/2026 144A                                                 | CUSIP: 45262BAB9<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |   2698000 | PA      | $2685242.24   | 0.07%             | 2026-07-26      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| J P MORGAN CHASE COML MTG SECS TR 2019-BROOK                                       | J P MORGAN CHASE COML MTG SECS TR 2019-BROOK TSFR1M+136.448 09/15/2029 144A                      | CUSIP: 46591JAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    612567 | PA      | $594324.41    | 0.02%             | 2029-09-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 20YR 4.5% 08/01/2039#FM1353                                                                 | CUSIP: 3140X4QF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    242728 | PA      | $245983.21    | 0.01%             | 2039-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 20YR 4.5% 06/01/2039#FM1045                                                                 | CUSIP: 3140X4ET9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     90335 | PA      | $91546.04     | 0.00%             | 2039-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 20YR 4.5% 03/01/2039#FM1774                                                                 | CUSIP: 3140X46L5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    177544 | PA      | $179924.87    | 0.01%             | 2039-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                         | FNMA 30YR 4.5% 09/01/2049#FM1534                                                                 | CUSIP: 3140X4V45<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1621961 | PA      | $1620394.35   | 0.05%             | 2049-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BAMLL COML MTG SECS TR 2019                                                        | BAMLL COML MTG SECS TR 2019 3.112% 11/05/2032 144A                                               | CUSIP: 05492PAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    822620 | PA      | $782691.47    | 0.02%             | 2032-11-05      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SANTANDER HLDGS USA INC                                                            | SANTANDER HLDGS USA INC 3.244% 10/05/2026                                                        | CUSIP: 80282KAZ9<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |  12350000 | PA      | $12263533.70  | 0.34%             | 2026-10-05      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                          | BOEING CO 5.04% 05/01/2027                                                                       | CUSIP: 097023CU7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5049152.20   | 0.14%             | 2027-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                                        | EQUINOR ASA 1.75% 01/22/2026                                                                     | CUSIP: 29446MAJ1<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    690000 | PA      | $687732.13    | 0.02%             | 2026-01-22      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                            | MPLX LP 4.25% 12/01/2027                                                                         | CUSIP: 55336VBN9<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   8000000 | PA      | $8018523.52   | 0.22%             | 2027-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                                                                   | FIRSTENERGY CORP 1.6% 01/15/2026                                                                 | CUSIP: 337932AN7<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |    365000 | PA      | $363488.05    | 0.01%             | 2026-01-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CF HIPPOLYTA ISSUER LLC                                                            | CF HIPPOLYTA ISSUER LLC 1.69% 07/15/2060 144A                                                    | CUSIP: 12530MAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3610364 | PA      | $3082052.23   | 0.09%             | 2060-07-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| OCEANVIEW MTG LN TR 2020-1                                                         | OCEANVIEW MTG LN TR 2020-1 1.73291% 05/28/2050 144A                                              | CUSIP: 676477AA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    535100 | PA      | $508208.48    | 0.01%             | 2050-05-28      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                            | HYUNDAI CAP AMER 2.375% 10/15/2027 144A                                                          | CUSIP: 44891ABP1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   9200000 | PA      | $8900867.80   | 0.25%             | 2027-10-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                          | BOEING CO 2.75% 02/01/2026                                                                       | CUSIP: 097023DA0<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   2400000 | PA      | $2393044.49   | 0.07%             | 2026-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                                   | SOCIETE GENERALE FRANCE 1.488%/VAR 12/14/2026 144A                                               | CUSIP: 83368RAZ5<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   5100000 | PA      | $5093183.60   | 0.14%             | 2026-12-14      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| GENERAL MTRS FINL CO INC                                                           | GENERAL MTRS FINL CO INC 1.25% 01/08/2026                                                        | CUSIP: 37045XDD5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |  15696000 | PA      | $15645729.64  | 0.43%             | 2026-01-08      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                 | ENERGY TRANSFER LP 6% 02/01/2029 144A                                                            | CUSIP: 226373AR9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10116908.70  | 0.28%             | 2029-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST                          | AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST 1.75% 01/30/2026                       | CUSIP: 00774MAS4<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   7716000 | PA      | $7685014.40   | 0.21%             | 2026-01-30      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LTD                                                        | AVOLON HOLDINGS FUNDING LTD 2.125% 02/21/2026 144A                                               | CUSIP: 05401AAM3<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   5500000 | PA      | $5466071.82   | 0.15%             | 2026-02-21      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                          | BOEING CO 2.196% 02/04/2026                                                                      | CUSIP: 097023DG7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3983913.92   | 0.11%             | 2026-02-04      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| WESTERN UNION CO/THE                                                               | WESTERN UN CO 1.35% 03/15/2026                                                                   | CUSIP: 959802AZ2<br>LEI: 28ID94QU1140NC23S047 | Long             | DBT              | CORP              | US        |   8000000 | PA      | $7928399.84   | 0.22%             | 2026-03-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CF HIPPOLYTA ISSUER LLC                                                            | CF HIPPOLYTA ISSUER LLC 1.53% 03/15/2061 144A                                                    | CUSIP: 12530MAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2196214 | PA      | $1792678.80   | 0.05%             | 2061-03-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                   | T-MOBILE USA INC 3.375% 04/15/2029                                                               | CUSIP: 87264ABV6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4873490.50   | 0.14%             | 2029-04-15      | Fixed         | 0.03%                 | 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        |   4343000 | PA      | $4297781.99   | 0.12%             | 2033-10-17      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                                                   | ABN AMRO BANK NV 1.542%/VAR 06/16/2027 144A                                                      | CUSIP: 00084DAU4<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |   2600000 | PA      | $2562052.53   | 0.07%             | 2027-06-16      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP DEL                                                                   | CENTENE CORP 2.45% 07/15/2028                                                                    | CUSIP: 15135BAY7<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   3570000 | PA      | $3328136.07   | 0.09%             | 2028-07-15      | Fixed         | 0.02%                 | 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        |   4900000 | PA      | $4827270.53   | 0.13%             | 2026-06-29      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MHP COML MTG TR 2021-STOR                                                          | MERIT 2021-STOR A TSFR1M+81.448 07/15/2038 144A                                                  | CUSIP: 55293BAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    995000 | PA      | $992833.19    | 0.03%             | 2038-07-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LTD                                                        | AVOLON HOLDINGS FUNDING LTD 2.528% 11/18/2027 144A                                               | CUSIP: 05401AAR2<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   1756000 | PA      | $1698887.31   | 0.05%             | 2027-11-18      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BLOX 2021-BLOX                                                                     | BLOX 2021-BLOX A TSFR1M+86.448 09/15/2026 144A                                                   | CUSIP: 055522AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2278000 | PA      | $2259543.19   | 0.06%             | 2026-09-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| TCI-SYMPHONY CLO 2017-1 LTD / TCI-SYMPHONY CLO 2017-1 LLC                          | TCI-SYMPHONY CLO 2017-1 LTD / TCI-SYMPHONY CLO 2017-1 LLC AR TSFR3M+119.161 07/15/2030 144A      | CUSIP: 87232BAF9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    977371 | PA      | $977741.16    | 0.03%             | 2030-07-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2021-PAC                                              | BX COMMERCIAL MORTGAGE TRUST 2021-PAC TSFR1M+80.358 21 10/15/2036 144A                           | CUSIP: 05609PAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2267000 | PA      | $2262787.91   | 0.06%             | 2036-10-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BX 2021-BXMF                                                                       | BX 2021-BXMF TSFR1M+75.041 10/15/2026 144A                                                       | CUSIP: 05609RAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1385897 | PA      | $1382462.70   | 0.04%             | 2026-10-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BX TR 2021-ACNT                                                                    | BX TR 2021-ACNT TSFR1M+96.448 11/15/2026 144A                                                    | CUSIP: 05609QAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1624297 | PA      | $1622282.90   | 0.05%             | 2038-11-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SREIT TR 2021-MFP                                                                  | SREIT TR 2021-MFP TSFR1M+84.528 08 11/15/2038 144A                                               | CUSIP: 78472UAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2024963 | PA      | $2023071.24   | 0.06%             | 2038-11-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| LEGACY MORTGAGE ASSET TRUST 21-GS5                                                 | LEGACY MORTGAGE ASSET TRUST 21-GS5 VAR 07/25/2067 144A                                           | CUSIP: 52475XAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2451127 | PA      | $2453400.54   | 0.07%             | 2067-07-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CSMC 2021-RPL9 TR                                                                  | CSMC 2021-RPL9 TR VAR 02/25/2061 144A                                                            | CUSIP: 12658XAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3270801 | PA      | $3284996.50   | 0.09%             | 2061-02-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2021-B31 MORTGAGE TRUST                                                  | BENCHMARK 2021-B31 MORTGAGE TRUST 1.357% 12/15/2054                                              | CUSIP: 08163MAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    961361 | PA      | $946013.18    | 0.03%             | 2054-12-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GCAT 2021-NQM7 TR                                                                  | GCAT 2021-NQM7 TR 1.888% 08/25/2066 144A                                                         | CUSIP: 36167YAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1005232 | PA      | $936842.40    | 0.03%             | 2066-08-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ANGEL OAK MTG TR 2021-8                                                            | ANGEL OAK MTG TR 2021-8 1.82% 12/01/2025 144A                                                    | CUSIP: 03465MAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2040902 | PA      | $1856512.91   | 0.05%             | 2066-11-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SANTANDER HLDGS USA INC                                                            | SANTANDER HLDGS USA INC 2.49%/VAR 01/06/2028                                                     | CUSIP: 80282KBC9<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |   3779000 | PA      | $3701959.27   | 0.10%             | 2028-01-06      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2021-VINO                                             | BX COMMERCIAL MORTGAGE TRUST 22-LP2 A TSFR1M+96.27 02/15/2039 144A                               | CUSIP: 05610HAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    642880 | PA      | $641677.52    | 0.02%             | 2039-02-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                      | GOLDMAN SACHS GROUP INC (THE) 3.615%/VAR 03/15/2028                                              | CUSIP: 38141GZR8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  13500000 | PA      | $13410767.43  | 0.37%             | 2028-03-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                                                    | DANSKE BANK AS (UNGTD) 4.298%/VAR 04/01/2028 144A                                                | CUSIP: 23636ABC4<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |  12000000 | PA      | $12012570.48  | 0.33%             | 2028-04-01      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| GM FINL CONSUMER AUTOMOBILE RECEIVABLES TR 2022-2                                  | GM FINL CONSUMER AUTOMOBILE RECEIVABLES TR 2022-2 3.1% 02/16/2027                                | CUSIP: 362585AC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     77039 | PA      | $76998.25     | 0.00%             | 2027-02-16      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| LIFE FINANCIAL SERVICES TRUST 2022                                                 | LIFE FINANCIAL SERVICES TRUST 2022 TSFR1M+129.524 05/15/2039 144A                                | CUSIP: 53218DAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3413000 | PA      | $3289908.79   | 0.09%             | 2039-05-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                              | TRUIST FINANCIAL CORP 4.123%/VAR 06/06/2028                                                      | CUSIP: 89788MAG7<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4006598.20   | 0.11%             | 2028-06-06      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                                 | ALLY FINL INC 4.75% 06/09/2027                                                                   | CUSIP: 02005NBQ2<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   4500000 | PA      | $4523798.75   | 0.13%             | 2027-06-09      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                                  | NATWEST GROUP PLC 5.516%/VAR 09/30/2028                                                          | CUSIP: 639057AF5<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |  10000000 | PA      | $10249890.50  | 0.28%             | 2028-09-30      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                                 | WELLS FARGO and CO NEW 4.808%/VAR 07/25/2028                                                     | CUSIP: 95000U3A9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |  15300000 | PA      | $15464755.14  | 0.43%             | 2028-07-25      | Variable      | 0.05%                 | 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        |   9100000 | PA      | $9128849.00   | 0.25%             | 2027-08-05      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                       | BARCLAYS PLC 5.501%/VAR 08/09/2028                                                               | CUSIP: 06738EBY0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   4000000 | PA      | $4082452.28   | 0.11%             | 2028-08-09      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FING 2022-3 LLC                                                   | ENTERPRISE FLEET FING 2022-3 LLC 4.38% 07/20/2029 144A                                           | CUSIP: 29374FAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     47273 | PA      | $47285.19     | 0.00%             | 2029-07-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DOLLAR GEN CORP NEW                                                                | DOLLAR GEN CORP NEW 4.625% 11/01/2027                                                            | CUSIP: 256677AK1<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |   8000000 | PA      | $8062895.92   | 0.22%             | 2027-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                     | MORGAN STANLEY 6.296%/VAR 10/18/2028                                                             | CUSIP: 61747YEV3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |  12700000 | PA      | $13199318.92  | 0.37%             | 2028-10-18      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                  | HSBC HOLDINGS PLC 7.39%/VAR 11/03/2028                                                           | CUSIP: 404280DR7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |  10000000 | PA      | $10583766.60  | 0.29%             | 2028-11-03      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                       | BARCLAYS PLC 7.385%/VAR 11/02/2028                                                               | CUSIP: 06738ECD5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |  10400000 | PA      | $11004606.18  | 0.31%             | 2028-11-02      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                                 | ALLY FINL INC 7.1% 11/15/2027                                                                    | CUSIP: 02005NBR0<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   8000000 | PA      | $8377834.00   | 0.23%             | 2027-11-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GENERAL MTRS FINL CO INC                                                           | GENERAL MTRS FINL CO INC 6% 01/09/2028                                                           | CUSIP: 37045XEB8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   8300000 | PA      | $8596397.57   | 0.24%             | 2028-01-09      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG NEW YORK BNCH                                                     | DEUTSCHE BANK AG NEW YORK BNCH 6.72%/VAR 01/18/2029                                              | CUSIP: 251526CS6<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | US        |  10500000 | PA      | $11007933.83  | 0.31%             | 2029-01-18      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                              | TRUIST FINANCIAL CORP 4.873%/VAR 01/26/2029                                                      | CUSIP: 89788MAL6<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |  13200000 | PA      | $13404077.28  | 0.37%             | 2029-01-26      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                                                         | CAPITAL ONE FIN CORP 5.468%/VAR 02/01/2029                                                       | CUSIP: 14040HCX1<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   8000000 | PA      | $8211147.28   | 0.23%             | 2029-02-01      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| US BANCORP DEL                                                                     | US BANCORP DEL 4.653%/VAR 02/01/2029                                                             | CUSIP: 91159HJK7<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10124196.00  | 0.28%             | 2029-02-01      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE PRIME AUTO RECEIVABLES TRUST 2023-1                                    | CAPITAL ONE PRIME AUTO RECEIVABLES TRUST 2023-1 4.87% 02/15/2028                                 | CUSIP: 14043KAH8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2848917 | PA      | $2858881.56   | 0.08%             | 2028-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HONDA AUTO RECEIVABLES 2023-1 OWNER TRUST                                          | HONDA AUTO RECEIVABLES 2023-1 OWNER TRUST 5.04% 04/21/2027                                       | CUSIP: 43815JAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1265747 | PA      | $1268848.55   | 0.04%             | 2027-04-21      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FING 2023-1 LLC                                                   | ENTERPRISE FLEET FING 2023-1 LLC 5.51% 01/22/2029 144A                                           | CUSIP: 29375CAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    608116 | PA      | $609220.29    | 0.02%             | 2029-01-22      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                           | LLOYDS BANKING GROUP PLC 5.871%/VAR 03/06/2029                                                   | CUSIP: 539439AX7<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |  10700000 | PA      | $11105840.94  | 0.31%             | 2029-03-06      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                                | AMERICAN TOWER CORP 5.5% 03/15/2028                                                              | CUSIP: 03027XBY5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5145210.00   | 0.14%             | 2028-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                                  | EVERSOURCE ENERGY 5.45% 03/01/2028                                                               | CUSIP: 30040WAT5<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5120269.70   | 0.14%             | 2028-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BX 2021-LBA                                                                        | BX 2021-LBA TSFR1M+91.45 02/15/2036 144A                                                         | CUSIP: 05609BCD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    310000 | PA      | $309619.01    | 0.01%             | 2036-02-15      | Floating      | 0.05%                 | 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        |   5000000 | PA      | $5020943.10   | 0.14%             | 2026-04-06      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CHESAPEAKE FUNDING II LLC                                                          | CHESAPEAKE FUNDING II LLC 5.65% 05/15/2035 144A                                                  | CUSIP: 165183CU6<br>LEI: 5493000HT7H4OFOD6Z12 | Long             | ABS-CBDO         | CORP              | US        |   1707835 | PA      | $1717543.71   | 0.05%             | 2035-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                           | COREBRIDGE FINANCIAL INC 3.85% 04/05/2029                                                        | CUSIP: 21871XAF6<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |  12000000 | PA      | $11817651.48  | 0.33%             | 2029-04-05      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                                                      | DTE ENERGY CO 4.875% 06/01/2028                                                                  | CUSIP: 233331BJ5<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |   7326000 | PA      | $7459020.31   | 0.21%             | 2028-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AES CORP                                                                           | AES CORP 5.45% 06/01/2028                                                                        | CUSIP: 00130HCH6<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |   8000000 | PA      | $8183302.72   | 0.23%             | 2028-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FING 2023-2 LLC                                                   | ENTERPRISE FLEET FING 2023-2 LLC 5.56% 04/22/2030 144A                                           | CUSIP: 29375NAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2354957 | PA      | $2368283.00   | 0.07%             | 2030-04-22      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN AUTO LOAN ENHANCED TRUST 2023-1                                         | VOLKSWAGEN AUTO LOAN ENHANCED TRUST 2023-1 5.02% 06/20/2028                                      | CUSIP: 92867WAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2209137 | PA      | $2219632.58   | 0.06%             | 2028-06-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                           | FORD MOTOR CREDIT CO LLC 6.95% 06/10/2026                                                        | CUSIP: 345397D26<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |  10070000 | PA      | $10173205.32  | 0.28%             | 2026-06-10      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| DELL EQUIP FIN TR 2023-2                                                           | DELL EQUIP FIN TR 2023-2 5.65% 01/22/2029 144A                                                   | CUSIP: 24703GAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    679777 | PA      | $681705.67    | 0.02%             | 2029-01-22      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| OCWEN LN INVT TR 2023-HB1                                                          | OCWEN LN INVT TR 2023-HB1 A 3% 06/25/2036 144A                                                   | CUSIP: 67578KAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     61864 | PA      | $61609.85     | 0.00%             | 2036-06-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST 2023-B                                                | FORD CREDIT AUTO OWNER TRUST 2023-B 5.23% 05/15/2028                                             | CUSIP: 344930AD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2893523 | PA      | $2911971.66   | 0.08%             | 2028-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SFS AUTO RECEIVABLES SECURITIZATION TRUST 2023-1                                   | SFS AUTO RECEIVABLES SECURITIZATION TRUST 2023-1 5.47% 10/20/2028 144A                           | CUSIP: 78398AAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4433617 | PA      | $4462301.03   | 0.12%             | 2028-10-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GMF FLOORPLAN OWNER REVOLVING TR                                                   | GMF FLOORPLAN OWNER REVOLVING TR 5.34% 06/15/2028 144A                                           | CUSIP: 361886CR3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6911000 | PA      | $6955232.47   | 0.19%             | 2028-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VERIZON MASTER TRUST                                                               | VERIZON MASTER TRUST 5.16% 06/20/2029                                                            | CUSIP: 92348KBS1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7552000 | PA      | $7598151.78   | 0.21%             | 2029-06-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC                                                                 | CONAGRA BRANDS INC 5.3% 10/01/2026                                                               | CUSIP: 205887CJ9<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $6056613.06   | 0.17%             | 2026-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                          | UST NOTES 4.125% 07/31/2028                                                                      | CUSIP: 91282CHQ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 144910500 | PA      | $147236993.16 | 4.09%             | 2028-07-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DLLAA 2023-1A                                                                      | DLLAA 2023-1A 5.64% 02/22/2028 144A                                                              | CUSIP: 23292HAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    522226 | PA      | $527746.28    | 0.01%             | 2028-02-22      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BAT INTERNATIONAL FINANCE PLC                                                      | BAT INTL FINANCE PLC 5.931% 02/02/2029                                                           | CUSIP: 05530QAQ3<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |   5000000 | PA      | $5255917.70   | 0.15%             | 2029-02-02      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI AUTO RECEIVABLES TRUST 2023-C                                           | WORLD OMNI AUTO RECEIVABLES TRUST 2023-C 5.15% 11/15/2028                                        | CUSIP: 98164FAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    513169 | PA      | $515888.81    | 0.01%             | 2028-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES INC/OH                                                       | HUNTINGTON BANCSHARES INC/OH 6.208%/VAR 08/21/2029                                               | CUSIP: 446150BC7<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |  10200000 | PA      | $10712236.55  | 0.30%             | 2029-08-21      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| USAA AUTO OWNER TRUST 2023-A                                                       | USAA AUTO OWNER TRUST 2023-A 5.58% 05/15/2028 144A                                               | CUSIP: 90291VAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1591429 | PA      | $1601551.01   | 0.04%             | 2028-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMER FIN LLC                                                      | VOLKSWAGEN GROUP AMER FIN LLC 5.7% 09/12/2026 144A                                               | CUSIP: 928668BV3<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   8000000 | PA      | $8093355.44   | 0.22%             | 2026-09-12      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TOYOTA LEASE OWNER TRUST 2023-B                                                    | TOYOTA LEASE OWNER TRUST 2023-B 5.66% 11/20/2026 144A                                            | CUSIP: 89240HAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    847195 | PA      | $848475.23    | 0.02%             | 2026-11-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                        | BANK OF AMERICA CORPORATION 5.819%/VAR 09/15/2029                                                | CUSIP: 06051GLS6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  16000000 | PA      | $16725548.80  | 0.46%             | 2029-09-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CHESAPEAKE FUNDING II LLC                                                          | CHESAPEAKE FUNDING II LLC 6.16% 10/15/2035 144A                                                  | CUSIP: 165183CZ5<br>LEI: 5493000HT7H4OFOD6Z12 | Long             | ABS-CBDO         | CORP              | US        |    406627 | PA      | $411928.03    | 0.01%             | 2035-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST                          | AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST 6.1% 01/15/2027                        | CUSIP: 00774MBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   5050000 | PA      | $5146803.80   | 0.14%             | 2027-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL SECURITIZED TERM AUTO RECEIVABLES TR 2023-4                           | GM FINANCIAL SECURITIZED TERM AUTO RECEIVABLES TR 2023-4 5.78% 08/16/2028                        | CUSIP: 379930AD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4519717 | PA      | $4562984.85   | 0.13%             | 2028-08-16      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE PRIME AUTO RECEIVABLES TRUST 2023-2                                    | CAPITAL ONE PRIME AUTO RECEIVABLES TRUST 2023-2 5.82% 06/15/2028                                 | CUSIP: 14044EAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5468330 | PA      | $5531964.24   | 0.15%             | 2028-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ARI FLEET LEASE TR 2023-B                                                          | ARI FLEET LEASE TR 2023-B 6.05% 07/15/2032 144A                                                  | CUSIP: 04033GAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1937014 | PA      | $1952000.53   | 0.05%             | 2032-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DELL EQUIPMENT FINANCE TRUST 2023-3                                                | DELL EQUIPMENT FINANCE TRUST 2023-3 A3 5.93% 04/23/2029 144A                                     | CUSIP: 24702EAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1794405 | PA      | $1804714.25   | 0.05%             | 2029-04-23      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TR 2023-4                                                        | CARMAX AUTO OWNER TR 2023-4 6% 07/17/2028                                                        | CUSIP: 14318XAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1148099 | PA      | $1161890.51   | 0.03%             | 2028-07-17      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                            | BPCE SA 6.612%/VAR 10/19/2027 144A                                                               | CUSIP: 05571AAQ8<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   2945000 | PA      | $3004250.60   | 0.08%             | 2027-10-19      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BUILDING SOCIETY                                                        | NATIONWIDE BUILDING SOC(UNGTD) 6.557%/VAR 10/18/2027 144A                                        | CUSIP: 63861VAJ6<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |   7800000 | PA      | $7952581.03   | 0.22%             | 2027-10-18      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| NISSAN AUTO RECEIVABLES 2023-B OWNER TR                                            | NISSAN AUTO RECEIVABLES 2023-B OWNER TR 5.93% 03/15/2028                                         | CUSIP: 65480MAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2637255 | PA      | $2656786.34   | 0.07%             | 2028-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ AUTO RECEIVABLES TR 2023-2                                           | MERCEDES-BENZ AUTO RECEIVABLES TR 2023-2 5.95% 11/15/2028                                        | CUSIP: 58769FAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2470962 | PA      | $2504117.86   | 0.07%             | 2028-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WHEELS FLEET LEASE FUNDING 1 LLC                                                   | WHEELS FLEET LEASE FUNDING 1 LLC 6.46% 08/18/2038 144A                                           | CUSIP: 96328GBG1<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-CBDO         | CORP              | US        |   3105244 | PA      | $3143413.21   | 0.09%             | 2038-08-18      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FING 2023-3 LLC                                                   | ENTERPRISE FLEET FING 2023-3 LLC 6.4% 03/20/2030 144A                                            | CUSIP: 29374LAB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1101790 | PA      | $1116490.39   | 0.03%             | 2030-03-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                              | TRUIST FINANCIAL CORP 7.161%/VAR 10/30/2029                                                      | CUSIP: 89788MAQ5<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   7500000 | PA      | $8120914.20   | 0.23%             | 2029-10-30      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                                                         | CAPITAL ONE FIN CORP 7.149%/VAR 10/29/2027                                                       | CUSIP: 14040HDB8<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   6500000 | PA      | $6664283.02   | 0.19%             | 2027-10-29      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI AUTO RECEIVABLES TR 2023-D                                              | WORLD OMNI AUTO RECEIVABLES TR 2023-D 5.79% 02/15/2029                                           | CUSIP: 98164DAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4027559 | PA      | $4069237.45   | 0.11%             | 2029-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PORSCHE FINL AUTO SECURITIZATION TR 2023-2                                         | PORSCHE FINL AUTO SECURITIZATION TR 2023 5.79% 01/22/2029 144A                                   | CUSIP: 732916AD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1514210 | PA      | $1526326.75   | 0.04%             | 2029-01-22      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UPSTART SECURITIZATION TRUST 2023-3                                                | UPSTART SECURITIZATION TRUST 2023-3 A 6.9% 10/20/2033 144A                                       | CUSIP: 91684MAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    537940 | PA      | $540163.71    | 0.02%             | 2033-10-20      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO RECEIVABLES TRUST 2023-C                                              | HYUNDAI AUTO RECEIVABLES TRUST 2023-C 5.54% 10/16/2028                                           | CUSIP: 44918CAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3702648 | PA      | $3737393.65   | 0.10%             | 2028-10-16      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TOYOTA AUTO RECEIVABLES 2023-D OWNER TR                                            | TOYOTA AUTO RECEIVABLES 2023-D OWNER TR 5.54% 08/15/2028                                         | CUSIP: 89239FAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3844002 | PA      | $3883732.42   | 0.11%             | 2028-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                       | ENBRIDGE INC 5.9% 11/15/2026                                                                     | CUSIP: 29250NBW4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   3205000 | PA      | $3255490.29   | 0.09%             | 2026-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMER FIN LLC                                                      | VOLKSWAGEN GROUP AMER FIN LLC 6% 11/16/2026 144A                                                 | CUSIP: 928668CA8<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5083085.00   | 0.14%             | 2026-11-16      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN AUTO LOAN ENHANCED TRUST 2023-2                                         | VOLKSWAGEN AUTO LOAN ENHANCED TRUST 2023-2 5.48% 12/20/2028                                      | CUSIP: 92867YAD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5016415 | PA      | $5073034.28   | 0.14%             | 2028-12-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BAYER US FIN LLC                                                                   | BAYER US FIN LLC 6.125% 11/21/2026 144A                                                          | CUSIP: 07274EAH6<br>LEI: 54930093Q75GSEM74I71 | Long             | DBT              | CORP              | US        |   8900000 | PA      | $9046652.87   | 0.25%             | 2026-11-21      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BX COML MTG TR 2023-XL3                                                            | BX COML MTG TR 2023-XL3 A TSFR1M+189.123 12/09/2040 144A                                         | CUSIP: 12434GAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1484286 | PA      | $1484285.82   | 0.04%             | 2040-12-09      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GENERAL MTRS FINL CO INC                                                           | GENERAL MTRS FINL CO INC 5.8% 01/07/2029                                                         | CUSIP: 37045XEN2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5210583.00   | 0.14%             | 2029-01-07      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                          | UST NOTES 4.375% 12/15/2026                                                                      | CUSIP: 91282CJP7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  38859700 | PA      | $39155721.15  | 1.09%             | 2026-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TESLA ELEC VEH TR 2023-1                                                           | TESLA ELEC VEH TR 2023-1 5.38% 06/20/2028 144A                                                   | CUSIP: 881943AD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3488364 | PA      | $3514064.02   | 0.10%             | 2028-06-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                           | FORD MOTOR CREDIT CO LLC 5.8% 03/05/2027                                                         | CUSIP: 345397D83<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   8000000 | PA      | $8096077.76   | 0.23%             | 2027-03-05      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CITIZENS AUTO RECEIVABLES TRUST 2024-1                                             | CITIZENS AUTO RECEIVABLES TRUST 2024-1 5.11% 04/17/2028 144A                                     | CUSIP: 17331QAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2799434 | PA      | $2813741.83   | 0.08%             | 2028-04-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SFS AUTO RECEIVABLES SECURITIZATION TR 2024-1                                      | SFS AUTO RECEIVABLES SECURITIZATION TR 2024-1 4.95% 05/21/2029 144A                              | CUSIP: 78435VAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2093734 | PA      | $2104464.98   | 0.06%             | 2029-05-21      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCKS FINANCE NORTH AMERICA LLC                                           | DAIMLER TRUCKS FINANCE NORTH AMERICA LLC 5% 01/15/2027 144A                                      | CUSIP: 233853AV2<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $7066532.76   | 0.20%             | 2027-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST 2024-1                                                     | CARMAX AUTO OWNER TRUST 2024-1 4.92% 10/16/2028                                                  | CUSIP: 14318WAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3301655 | PA      | $3324159.56   | 0.09%             | 2028-10-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                                   | SOCIETE GENERALE FRANCE 5.519%/VAR 01/19/2028 144A                                               | CUSIP: 83368RBV3<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   7000000 | PA      | $7085972.39   | 0.20%             | 2028-01-19      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                              | ATHENE GLOBAL FUNDING 5.339% 01/15/2027 144A                                                     | CUSIP: 04685A3R0<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   5093000 | PA      | $5158905.61   | 0.14%             | 2027-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BX COML MTG TR 2024-XL4                                                            | BX COML MTG TR 2024-XL4 A TSFR1M+144.203 02/15/2039 144A                                         | CUSIP: 05611VAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2936303 | PA      | $2937220.92   | 0.08%             | 2039-02-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING LLC 2024-1                                              | ENTERPRISE FLEET FINANCING LLC 2024-1 5.23% 03/20/2030 144A                                      | CUSIP: 29375PAB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4417931 | PA      | $4451078.06   | 0.12%             | 2030-03-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI AUTO RECEIVABLES TR 2024-A                                              | WORLD OMNI AUTO RECEIVABLES TR 2024-A 4.86% 03/15/2029                                           | CUSIP: 98164RAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7176086 | PA      | $7214348.81   | 0.20%             | 2029-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TMUST 24-1A                                                                        | TMUST 24-1A A 5.05% 09/20/2029 144A                                                              | CUSIP: 87267RAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6446000 | PA      | $6485004.10   | 0.18%             | 2029-09-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG NEW YORK BNCH                                                     | DEUTSCHE BANK AG NEW YORK BNCH 5.706%/VAR 02/08/2028                                             | CUSIP: 251526CV9<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | US        |  13600000 | PA      | $13825302.63  | 0.38%             | 2028-02-08      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GENERAL MTRS FINL CO INC                                                           | GENERAL MTRS FINL CO INC 5.4% 05/08/2027                                                         | CUSIP: 37045XEQ5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10164479.10  | 0.28%             | 2027-05-08      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL LEASING TRUST 2024-1                                                  | GM FINANCIAL LEASING TRUST 2024-1 5.09% 03/22/2027                                               | CUSIP: 36269FAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5413864 | PA      | $5428116.21   | 0.15%             | 2027-03-22      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ARI FLEET LEASE TRUST                                                              | ARI FLEET LEASE TRUST 5.3% 11/15/2032 144A                                                       | CUSIP: 00218KAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3078064 | PA      | $3096204.19   | 0.09%             | 2032-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON AUTO TR 2024-1                                                          | HUNTINGTON AUTO TR 2024-1 5.23% 01/16/2029 144A                                                  | CUSIP: 446144AE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8327806 | PA      | $8406188.38   | 0.23%             | 2029-01-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BLP COML MTG 2024-INDS                                                             | BLP COML MTG 2024-IND2 A TSFR1M+139.208 03/15/2041 144A                                          | CUSIP: 05625AAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1295149 | PA      | $1295149.36   | 0.04%             | 2041-03-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| OCWEN LN INVT TR 2024-HB1                                                          | OCWEN LN INVT TR 2024-HB1 3% 02/25/2037 144A                                                     | CUSIP: 675952AA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     91326 | PA      | $90099.88     | 0.00%             | 2037-02-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TOYOTA LEASE OWNER TRUST 2024-A                                                    | TOYOTA LEASE OWNER TRUST 2024-A 5.25% 04/20/2027 144A                                            | CUSIP: 89238GAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    660461 | PA      | $663035.55    | 0.02%             | 2027-04-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ALLY AUTO RECEIVABLES TRUST 2024-1                                                 | ALLY AUTO RECEIVABLES TRUST 2024-1 5.08% 12/15/2028                                              | CUSIP: 02008FAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1177361 | PA      | $1184811.83   | 0.03%             | 2028-12-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TESLA 2024-A A3                                                                    | TESLA 2024-A A3 5.3% 06/21/2027 144A                                                             | CUSIP: 88166VAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2088831 | PA      | $2095670.13   | 0.06%             | 2027-06-21      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                       | BARCLAYS PLC 5.674%/VAR 03/12/2028                                                               | CUSIP: 06738ECP8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   6000000 | PA      | $6108891.12   | 0.17%             | 2028-03-12      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE OWNER TRUST 2024                                                        | JOHN DEERE OWNER TRUST 2024 4.96% 11/15/2028                                                     | CUSIP: 47800RAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   9145000 | PA      | $9218720.59   | 0.26%             | 2028-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                          | UST NOTES 4.25% 03/15/2027                                                                       | CUSIP: 91282CKE0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  93469100 | PA      | $94243140.98  | 2.62%             | 2027-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO RECEIVABLES TR 2024-A                                                 | HYUNDAI AUTO RECEIVABLES TR 2024-A 4.99% 02/15/2029                                              | CUSIP: 448973AD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1564000 | PA      | $1576533.74   | 0.04%             | 2029-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NISSAN MASTER OWNER TR RECEIVABLE                                                  | NISSAN MASTER OWNER TR RECEIVABLE 5.05% 02/15/2029 144A                                          | CUSIP: 65479VAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2761000 | PA      | $2794991.50   | 0.08%             | 2029-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GMF FLOORPLAN OWNER REVOLVING TR                                                   | GMF FLOORPLAN OWNER REVOLVING TR 5.13% 03/15/2029 144A                                           | CUSIP: 361886DA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   9920000 | PA      | $10057820.54  | 0.28%             | 2029-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BX 2024-CNYN                                                                       | BX 2024-CNYN TSFR1M+144.188 04/15/2029 144A                                                      | CUSIP: 05612HAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3451716 | PA      | $3451715.62   | 0.10%             | 2041-04-15      | 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        |   1236778 | PA      | $1247878.21   | 0.03%             | 2029-05-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VOYA CLO 2019-2 LLC                                                                | VOYA CLO 2019-2 LLC AR TSFR3M+120 07/20/2032 144A                                                | CUSIP: 92917RAL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   7608794 | PA      | $7615003.01   | 0.21%             | 2032-07-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                              | ATHENE GLOBAL FUNDING 5.516% 03/25/2027 144A                                                     | CUSIP: 04685A3T6<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |  12400000 | PA      | $12579061.33  | 0.35%             | 2027-03-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GLENCORE FDG LLC                                                                   | GLENCORE FDG LLC 5.338% 04/04/2027 144A                                                          | CUSIP: 378272BR8<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |  14000000 | PA      | $14223119.96  | 0.40%             | 2027-04-04      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CITIZENS AUTO RECEIVABLES TRUST 2024-2                                             | CITIZENS AUTO RECEIVABLES TRUST 2024-2 5.33% 08/15/2028 144A                                     | CUSIP: 17331XAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1566485 | PA      | $1577196.15   | 0.04%             | 2028-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                       | ENBRIDGE INC 5.25% 04/05/2027                                                                    | CUSIP: 29250NCA1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   3961000 | PA      | $4013637.85   | 0.11%             | 2027-04-05      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DELL EQUIPMENT FINANCE TRUST 24-1                                                  | DELL EQUIPMENT FINANCE TRUST 24-1 5.39% 03/22/2030 144A                                          | CUSIP: 24702GAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2973530 | PA      | $2994078.71   | 0.08%             | 2030-03-22      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CHESAPEAKE FUNDING II LLC                                                          | CHESAPEAKE FUNDING II LLC 5.52% 05/15/2036 144A                                                  | CUSIP: 165183DE1<br>LEI: 5493000HT7H4OFOD6Z12 | Long             | ABS-CBDO         | CORP              | US        |   1175175 | PA      | $1187718.60   | 0.03%             | 2036-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WHEELS FLEET LEASE FUNDING 1 LLC                                                   | WHEELS FLEET LEASE FUNDING 1 LLC 24-1A A1 5.49% 02/18/2039 144A                                  | CUSIP: 96328GBM8<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-CBDO         | CORP              | US        |   6201234 | PA      | $6270960.87   | 0.17%             | 2039-02-18      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FINANCIAL GROUP INC                                                 | MITSUBISHI UFJ FIN GRP INC 5.258%/VAR 04/17/2030                                                 | CUSIP: 606822DE1<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |  10000000 | PA      | $10345911.30  | 0.29%             | 2030-04-17      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                             | DIAMONDBACK ENERGY INC 5.2% 04/18/2027                                                           | CUSIP: 25278XAX7<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |  10978000 | PA      | $11130312.39  | 0.31%             | 2027-04-18      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CR ACC MST TR                                                     | AMERICAN EXPRESS CR ACC MST TR 5.23% 04/15/2029                                                  | CUSIP: 02582JKH2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8100000 | PA      | $8255405.79   | 0.23%             | 2029-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCKS RETAIL TRUST 2024-1                                                 | DAIMLER TRUCKS RETAIL TRUST 2024-1 5.49% 12/15/2027                                              | CUSIP: 233874AC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5112087 | PA      | $5154338.83   | 0.14%             | 2027-12-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TR 2024-2                                                        | CARMAX AUTO OWNER TR 2024-2 5.5% 01/16/2029                                                      | CUSIP: 14319EAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1385000 | PA      | $1401625.54   | 0.04%             | 2029-01-16      | 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        |  12000000 | PA      | $12255455.76  | 0.34%             | 2028-04-22      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST                          | AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST 6.45% 04/15/2027                       | CUSIP: 00774MBG9<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |  12466000 | PA      | $12822418.27  | 0.36%             | 2027-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING 2024-2                                                  | ENTERPRISE FLEET FINANCING 2024-2 5.61% 04/20/2028 144A                                          | CUSIP: 29375RAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1257000 | PA      | $1278406.58   | 0.04%             | 2028-04-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ICON INVESTMENTS SIX DESIGNATED ACTIVITY CO                                        | ICON INVESTMENTS SIX DESIGNATED ACTIVITY CO 5.809% 05/08/2027                                    | CUSIP: 45115AAA2<br>LEI: 635400FQ1M7J2CHLAS59 | Long             | DBT              | CORP              | IE        |   9924000 | PA      | $10120619.85  | 0.28%             | 2027-05-08      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BX COML MTG TR 2024-MDHS                                                           | BX COML MTG TR 2024-MDHS 6.8415% 05/15/2041 144A                                                 | CUSIP: 12433BAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3913389 | PA      | $3915829.73   | 0.11%             | 2041-05-15      | Floating      | 0.06%                 | No            |                  2 | On Loan: No      |
| FORD CR FLOORPLN MAST OWN TR A                                                     | FORD CR FLOORPLN MAST OWN TR A 5.29% 04/15/2029 144A                                             | CUSIP: 34528QJA3<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-CBDO         | CORP              | US        |   9304000 | PA      | $9462389.44   | 0.26%             | 2029-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE LOAN FUNDING 2024-3 LTD                                              | PALMER SQUARE LOAN FUNDING 2024-3 LTD A1 TSFR3M+108 08/08/2032 144A                              | CUSIP: 69690EAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3731625 | PA      | $3733267.26   | 0.10%             | 2032-08-08      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| DLLAD 2024-1 LLC                                                                   | DLLAD 2024-1 LLC 5.3% 07/20/2029 144A                                                            | CUSIP: 23346MAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    595000 | PA      | $607582.41    | 0.02%             | 2029-07-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                  | HSBC HOLDINGS PLC 5.597%/VAR 05/17/2028                                                          | CUSIP: 404280EF2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |  12100000 | PA      | $12339696.16  | 0.34%             | 2028-05-17      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| SFS AUTO RECEIVABLES SECURITIZATION TR 2024-2                                      | SFS AUTO RECEIVABLES SECURITIZATION TR 2024-2 5.33% 11/20/2029 144A                              | CUSIP: 78397XAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1049106 | PA      | $1059590.59   | 0.03%             | 2029-11-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI AUTO RECEIVABLES TR 2024-B                                              | WORLD OMNI AUTO RECEIVABLES TR 2024-B 5.27% 09/17/2029                                           | CUSIP: 98164HAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4901000 | PA      | $4945750.05   | 0.14%             | 2029-09-17      | Fixed         | 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        |   1660546 | PA      | $1669657.12   | 0.05%             | 2027-11-22      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                           | FORD MOTOR CREDIT CO LLC 5.85% 05/17/2027                                                        | CUSIP: 345397E74<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |  12000000 | PA      | $12166320.24  | 0.34%             | 2027-05-17      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BOFA AUTO TR 2024-1                                                                | BOFA AUTO TR 2024-1A A3 5.35% 11/15/2028 144A                                                    | CUSIP: 09709AAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    644613 | PA      | $649386.41    | 0.02%             | 2028-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BMP 2024-MF23                                                                      | BROOKFIELD 2024-MF23 A TSFR1M+149.177 06/15/2041 144A                                            | CUSIP: 05593JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2277000 | PA      | $2276998.86   | 0.06%             | 2041-06-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CFMT 2024-HB13 LLC                                                                 | CFMT 2024-HB13 LLC VAR 05/25/2034 144A                                                           | CUSIP: 12530VAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    870638 | PA      | $859712.14    | 0.02%             | 2034-05-25      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| SANTANDER HLDGS USA INC                                                            | SANTANDER HLDGS USA INC 6.124%/VAR 05/31/2027                                                    | CUSIP: 80282KBK1<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |   3343000 | PA      | $3369682.52   | 0.09%             | 2027-05-31      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| PRPM 2024-RPL2 LLC                                                                 | PRPM 2024-RPL2 A1 LLC VAR 05/25/2054 144A                                                        | CUSIP: 69381DAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3718277 | PA      | $3637403.48   | 0.10%             | 2054-05-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| ARI FLEET LEASE TRUST 2024-B                                                       | ARI FLEET LEASE TRUST 2024-B 5.26% 04/15/2033 144A                                               | CUSIP: 04033HAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    925000 | PA      | $943342.29    | 0.03%             | 2033-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                          | UST NOTES 4.625% 06/15/2027                                                                      | CUSIP: 91282CKV2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  81490700 | PA      | $82786275.00  | 2.30%             | 2027-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MERCHANTS FLEET FUNDING LLC                                                        | MERCHANTS FLEET FUNDING LLC 5.82% 04/20/2037 144A                                                | CUSIP: 588926AF2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1410546 | PA      | $1419828.86   | 0.04%             | 2037-04-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CHASE AUTO OWNER TRUST 24-3                                                        | CHASE AUTO OWNER TRUST 5.22% 07/25/2029 144A                                                     | CUSIP: 16144LAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7192000 | PA      | $7275496.96   | 0.20%             | 2029-07-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCKS FINANCE NORTH AMERICA LLC                                           | DAIMLER TRUCKS FINANCE NORTH AMERICA LLC 5.125% 09/25/2027 144A                                  | CUSIP: 233853AY6<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |   3257000 | PA      | $3308526.10   | 0.09%             | 2027-09-25      | 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        |   7134000 | PA      | $7181269.10   | 0.20%             | 2026-06-24      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| KUBOTA CREDIT OWNER TRUST 2024-2                                                   | KUBOTA CREDIT OWNER TRUST 2024-2 5.26% 11/15/2028 144A                                           | CUSIP: 50117DAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1629000 | PA      | $1656063.72   | 0.05%             | 2028-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                                               | ENEL FINANCE INTL NV 5.125% 06/26/2029 144A                                                      | CUSIP: 29278GBD9<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |  10080000 | PA      | $10362752.16  | 0.29%             | 2029-06-26      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JACKSON NATL LIFE GLOBAL FDG                                                       | JACKSON NATL LIFE GLOBAL FDG 5.55% 07/02/2027 144A                                               | CUSIP: 46849LVA6<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |   6794000 | PA      | $6935783.37   | 0.19%             | 2027-07-02      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                       | BROADCOM INC 5.05% 07/12/2029                                                                    | CUSIP: 11135FBX8<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10333205.60  | 0.29%             | 2029-07-12      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NEUBERGER BERMAN LN ADVISERS NBLA CLO 50 LTD / NEUBERGER BERMAN LN                 | NEUBERGER BERMAN LN ADVISERS NBLA CLO 50 LTD / NEUBERGER BERMAN LN AR TSFR3M+125 07/23/2036 144A | CUSIP: 64134VAQ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |  10108000 | PA      | $10110951.54  | 0.28%             | 2036-07-23      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                              | JPMORGAN CHASE and CO 4.995%/VAR 07/22/2030                                                      | CUSIP: 46647PEJ1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  20000000 | PA      | $20579341.20  | 0.57%             | 2030-07-22      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING 2024-3 LLC                                              | ENTERPRISE FLEET FINANCING 2024-3 LLC 4.98% 08/21/2028 144A                                      | CUSIP: 29375QAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6368000 | PA      | $6454750.63   | 0.18%             | 2028-08-21      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST 2024-3                                                     | CARMAX AUTO OWNER TRUST 2024-3 4.89% 07/16/2029                                                  | CUSIP: 14319GAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5727000 | PA      | $5791806.73   | 0.16%             | 2029-07-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CHASE AUTO OWNER TRUST                                                             | CHASE AUTO OWNER TRUST 4.94% 07/25/2029 144A                                                     | CUSIP: 16144YAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8711000 | PA      | $8791622.92   | 0.24%             | 2029-07-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MAGNETITE XXII LTD / MAGNETITE XXII LLC                                            | MAGNETITE XXII LTD / MAGNETITE XXII LLC ARR TSFR3M+125 07/15/2036 144A                           | CUSIP: 55954HAW2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   9615000 | PA      | $9617499.90   | 0.27%             | 2036-07-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| DLLMT 2024-1 LLC                                                                   | DLLMT 2024-1 LLC 4.84% 08/21/2028 144A                                                           | CUSIP: 23347AAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3618000 | PA      | $3650002.66   | 0.10%             | 2028-08-21      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WHEELS FLEET LEASE FUNDING 1 LLC                                                   | WHEELS FLEET LEASE FUNDING 1 LLC 4.87% 06/21/2039 144A                                           | CUSIP: 96328GBT3<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-CBDO         | CORP              | US        |   2208410 | PA      | $2226501.22   | 0.06%             | 2039-06-21      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI AUTO TRUST 2024-C                                                       | WORLD OMNI AUTO TRUST 2024-C A3 4.43% 12/17/2029                                                 | CUSIP: 98164NAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5984000 | PA      | $6018187.19   | 0.17%             | 2029-12-17      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CFMT 2024-HB15 LLC                                                                 | CFMT 2024-HB15 LLC VAR 08/25/2034 144A                                                           | CUSIP: 15723AAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    430349 | PA      | $428520.89    | 0.01%             | 2034-08-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| VOYA CLO 2022-1 LTD / VOYA CLO 2022-1 LLC                                          | VOYA CLO 2022-1 LTD / VOYA CLO 2022-1 LLC A1R TSFR3M+125 04/20/2035 144A                         | CUSIP: 92918UAL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   7527000 | PA      | $7541873.35   | 0.21%             | 2035-04-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| DRYDEN 104 CLO LTD / DRYDEN 104 CLO LLC                                            | DRYDEN 104 CLO LTD / DRYDEN 104 CLO LLC A1R TSFR3M+129 08/20/2034 144A                           | CUSIP: 26253BAN4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   6123000 | PA      | $6133047.84   | 0.17%             | 2034-08-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SBNA AUTO LEASE TRUST 2024-C                                                       | SBNA AUTO LEASE TRUST 2024-C 4.56% 02/22/2028 144A                                               | CUSIP: 78398DAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1494364 | PA      | $1497545.16   | 0.04%             | 2028-02-22      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VOLVO FINANCIAL EQUIPMENT LLC SERIES 2024-1                                        | VOLVO FINANCIAL EQUIPMENT LLC SERIES 2024-1 4.29% 10/16/2028 144A                                | CUSIP: 92887QAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    793000 | PA      | $795694.30    | 0.02%             | 2028-10-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                          | ONEOK INC 4.25% 09/24/2027                                                                       | CUSIP: 682680CB7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   1010000 | PA      | $1012375.85   | 0.03%             | 2027-09-24      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HEWLETT PACKARD ENTERPRISE CO                                                      | HEWLETT PACKARD ENTERPRISE CO 4.4% 09/25/2027                                                    | CUSIP: 42824CBS7<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |   4782000 | PA      | $4803023.68   | 0.13%             | 2027-09-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PORSCHE INNOVATIVE LEASE OWNER TRUST 2024-2                                        | PORSCHE INNOVATIVE LEASE OWNER TRUST 2024-2 4.35% 10/20/2027 144A                                | CUSIP: 73328NAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7605000 | PA      | $7617446.34   | 0.21%             | 2027-10-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING 2024-4 LLC                                              | ENTERPRISE FLEET FINANCING 2024-4 LLC 4.56% 11/20/2028 144A                                      | CUSIP: 29374MAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2319000 | PA      | $2342353.49   | 0.07%             | 2028-11-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DELL EQUIP FIN TR 2024-2                                                           | DELL EQUIP FIN TR 2024-2 4.59% 08/22/2030 144A                                                   | CUSIP: 24704EAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1936000 | PA      | $1949459.27   | 0.05%             | 2030-08-22      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COML MTG TR 2024-GRP                                                   | WELLS FARGO COML MTG 2024-GRP A TSFR1M+179.132 10/15/2041 144A                                   | CUSIP: 95003YAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4155000 | PA      | $4155172.02   | 0.12%             | 2041-10-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                              | JPMORGAN CHASE and CO 4.505%/VAR 10/22/2028                                                      | CUSIP: 46647PEP7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  12000000 | PA      | $12108930.00  | 0.34%             | 2028-10-22      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| OPORTUN FUNDING TRUST 2024-3                                                       | OPORTUN FUNDING TRUST 2024-3 5.26% 08/15/2029 144A                                               | CUSIP: 68377NAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    298841 | PA      | $298540.65    | 0.01%             | 2029-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO CARD ISSUANCE TRUST                                                    | WELLS FARGO CARD ISSUANCE TRUST 4.29% 10/15/2029                                                 | CUSIP: 92970QAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  11800000 | PA      | $11905291.40  | 0.33%             | 2029-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WHEELS FLEET LEASE FUNDING 1 LLC                                                   | WHEELS FLEET LEASE FUNDING 1 LLC 4.8% 09/19/2039 144A                                            | CUSIP: 96328GBZ9<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-CBDO         | CORP              | US        |   7139040 | PA      | $7197098.44   | 0.20%             | 2039-09-19      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE LOAN FUNDING 2024-2 LTD                                              | PALMER SQUARE LOAN FUNDING 2024-2 LTD A1N TSFR3M+100 01/15/2033 144A                             | CUSIP: 69703RAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1395230 | PA      | $1395676.79   | 0.04%             | 2033-01-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| VALLEY STREAM PK CLO LTD / VY STREAM PK CLO LLC                                    | VALLEY STREAM PK CLO LTD / VY STREAM PK CLO LLC ARR TSFR3M+119 01/20/2037 144A                   | CUSIP: 92013AAT6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   6365000 | PA      | $6362708.60   | 0.18%             | 2037-01-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BUCKHORN PARK CLO LTD                                                              | BUCKHORN PARK CLO LTD ARR TSFR3M+107 07/18/2034 144A                                             | CUSIP: 118382BA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  10200000 | PA      | $10202662.20  | 0.28%             | 2034-07-18      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CREDIT FUND                                                     | BLACKSTONE PRIVATE CREDIT FUND 7.3% 11/27/2028                                                   | CUSIP: 09261HBC0<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |  12000000 | PA      | $12757516.80  | 0.35%             | 2028-11-27      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST 2024-D                                                | FORD CREDIT AUTO OWNER TRUST 2024-D 4.84% 08/15/2029                                             | CUSIP: 34535VAD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4420000 | PA      | $4468370.27   | 0.12%             | 2029-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN AUTO LOAN ENHANCED TRUST 2024-1                                         | VOLKSWAGEN AUTO LOAN ENHANCED TRUST 2024-1 4.63% 07/20/2029                                      | CUSIP: 92868RAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10670000 | PA      | $10794247.88  | 0.30%             | 2029-07-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE PRIME AUTO RECEIVABLES TR 2024-1                                       | CAPITAL ONE PRIME AUTO RECEIVABLES TR 2024-1 4.62% 07/16/2029                                    | CUSIP: 14043NAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7935000 | PA      | $8001481.02   | 0.22%             | 2029-07-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VERIZON MASTER TRUST                                                               | VERIZON MASTER TRUST 4.62% 11/20/2030                                                            | CUSIP: 92348KDM2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10600000 | PA      | $10750335.56  | 0.30%             | 2030-11-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                                           | VISTRA OPERATIONS CO LLC 5.05% 12/30/2026 144A                                                   | CUSIP: 92840VAT9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   2951000 | PA      | $2976529.10   | 0.08%             | 2026-12-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GMF FLOORPLAN OWNER REVOLVING TR                                                   | GMF FLOORPLAN OWNER REVOLVING TR 4.73% 11/15/2029 144A                                           | CUSIP: 361886DQ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2465000 | PA      | $2499749.60   | 0.07%             | 2029-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AFFIRM ASSET SECURITIZATION TRUST 2024-X2                                          | AFFIRM ASSET SECURITIZATION TRUST 2024-X2 5.22% 12/17/2029 144A                                  | CUSIP: 00833QAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1251917 | PA      | $1252614.38   | 0.03%             | 2029-12-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                          | BOEING CO 6.259% 05/01/2027                                                                      | CUSIP: 097023DP7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    893000 | PA      | $917401.14    | 0.03%             | 2027-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HARTWICK PARK CLO LTD                                                              | HARTWICK PARK CLO LTD AR TSFR3M+116 01/20/2037 144A                                              | CUSIP: 417403AN2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   8402000 | PA      | $8399479.40   | 0.23%             | 2037-01-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| DRYDEN 68 CLO LTD                                                                  | DRYDEN 68 CLO LTD ARR TSFR3M+110 07/15/2035 144A                                                 | CUSIP: 26252QAS1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   9543000 | PA      | $9524018.97   | 0.26%             | 2035-07-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MADISON PK FDG XLV LTD / MADISON PK FDG XLV LLC                                    | MADISON PK FDG XLV LTD / MADISON PK FDG XLV LLC ARR TSFR3M+108 07/15/2034 144A                   | CUSIP: 55820BAS6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   9501000 | PA      | $9506016.53   | 0.26%             | 2034-07-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LTD                                                        | AVOLON HOLDINGS FUNDING LTD 4.95% 01/15/2028 144A                                                | CUSIP: 05401AAW1<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   7165000 | PA      | $7249504.65   | 0.20%             | 2028-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BX COML MTG TR 2024-GPA3                                                           | BX COML MTG TR 2024-GPA3 A TSFR1M+149.25 12/15/2029 144A                                         | CUSIP: 123910AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1292281 | PA      | $1283739.59   | 0.04%             | 2039-12-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                          | UST NOTES 4% 12/15/2027                                                                          | CUSIP: 91282CMB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  51394200 | PA      | $51902596.57  | 1.44%             | 2027-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TCO COML MTG TR 2024-DPM                                                           | TAUBMAN CENTERS COMMERCIAL MORTGAGE TRUST 24-DPM A TSFR1M+139.27 12/15/2039 144A                 | CUSIP: 87231EAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5059000 | PA      | $5058996.96   | 0.14%             | 2039-12-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BARINGS CLO LTD 2019-III                                                           | BARINGS CLO LTD 2019-III A1RR TSFR3M+114 01/20/2036 144A                                         | CUSIP: 06761KAW1<br>LEI: 549300T40QLO0VJIOB35 | Long             | ABS-CBDO         | CORP              | KY        |   4700000 | PA      | $4701471.10   | 0.13%             | 2036-01-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                              | ATHENE GLOBAL FUNDING 4.95% 01/07/2027 144A                                                      | CUSIP: 04685A4E8<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |  10566000 | PA      | $10649663.38  | 0.30%             | 2027-01-07      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SAMMONS FINANCIAL GROUP GLOBAL FUNDING                                             | SAMMONS FINANCIAL GROUP GLOBAL FUNDING 5.05% 01/10/2028 144A                                     | CUSIP: 79587J2B8<br>LEI: 635400IPRNPM6HDHRS48 | Long             | DBT              | CORP              | US        |   9335000 | PA      | $9482339.25   | 0.26%             | 2028-01-10      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JACKSON NATL LIFE GLOBAL FDG                                                       | JACKSON NATL LIFE GLOBAL FDG 4.9% 01/13/2027 144A                                                | CUSIP: 46849LVC2<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |  10070000 | PA      | $10148227.39  | 0.28%             | 2027-01-13      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE GLOBAL FUNDING                                                          | COREBRIDGE GBL FUNDING 4.9% 01/07/2028 144A                                                      | CUSIP: 00138CBD9<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |   5198000 | PA      | $5279692.34   | 0.15%             | 2028-01-07      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                                   | SOCIETE GENERALE FRANCE 5.5%/VAR 04/13/2029 144A                                                 | CUSIP: 83368RCC4<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   2932000 | PA      | $3002866.44   | 0.08%             | 2029-04-13      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCKS FINANCE NORTH AMERICA LLC                                           | DAIMLER TRUCKS FINANCE NORTH AMERICA LLC 4.95% 01/13/2028 144A                                   | CUSIP: 233853BC3<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |   3849000 | PA      | $3906359.18   | 0.11%             | 2028-01-13      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG NEW YORK BNCH                                                     | DEUTSCHE BANK AG NEW YORK BNCH 5.373%/VAR 01/10/2029                                             | CUSIP: 25160PAQ0<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | US        |  10600000 | PA      | $10824696.57  | 0.30%             | 2029-01-10      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TR                                                | SANTANDER DRIVE AUTO RECEIVABLES TR 4.74% 01/16/2029                                             | CUSIP: 80288DAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2460000 | PA      | $2466351.72   | 0.07%             | 2029-01-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BK NA SALT LAKE                                                     | MORGAN STANLEY BK NA SALT LAKE 5.016%/VAR 01/12/2029                                             | CUSIP: 61690DK72<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |   6562000 | PA      | $6686010.32   | 0.19%             | 2029-01-12      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                        | BANK OF AMERICA CORPORATION 4.979%/VAR 01/24/2029                                                | CUSIP: 06051GMK2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  12000000 | PA      | $12224327.88  | 0.34%             | 2029-01-24      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2025-DIME                                                                 | BX TRUST 2025-DIME A TSFR1M+115 02/15/2035 144A                                                  | CUSIP: 05613UAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5961000 | PA      | $5949376.05   | 0.17%             | 2035-02-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING 2025-1 LLC                                              | ENTERPRISE FLEET FINANCING 2025-1 LLC 4.82% 02/20/2029 144A                                      | CUSIP: 29390HAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6325000 | PA      | $6431608.51   | 0.18%             | 2029-02-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| THE BANK OF NOVA SCOTIA                                                            | BANK OF NOVA SCOTIA 4.932%/VAR 02/14/2029                                                        | CUSIP: 06418GAP2<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |  10900000 | PA      | $11094208.57  | 0.31%             | 2029-02-14      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE CLO 2015-1 LTD / PALMER SQUARE CLO 2015-1 LLC                        | PALMER SQUARE CLO 2015-1 LTD / PALMER SQUARE CLO 2015-1 LLC A1A5 TSFR3M+105 05/21/2034 144A      | CUSIP: 69689ABU3<br>LEI: 5493006ZPBFJJGSXB826 | Long             | ABS-CBDO         | CORP              | KY        |   8280000 | PA      | $8280314.64   | 0.23%             | 2034-05-21      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FLATIRON RR CLO 22 LLC                                                             | FLATIRON RR CLO 22 LLC AR TSFR3M+91 10/15/2034 144A                                              | CUSIP: 33883QAQ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10580000 | PA      | $10560490.48  | 0.29%             | 2034-10-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2025-ROIC                                                                 | BX Trust 2025-ROIC VAR 03/15/2030 144A                                                           | CUSIP: 05593VAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8339475 | PA      | $8323838.26   | 0.23%             | 2030-03-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                            | HCA INC 5% 03/01/2028                                                                            | CUSIP: 404119CY3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   5201000 | PA      | $5300926.19   | 0.15%             | 2028-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                       | BARCLAYS PLC 5.086%/VAR 02/25/2029                                                               | CUSIP: 06738ECX1<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |  12000000 | PA      | $12226762.80  | 0.34%             | 2029-02-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                      | CITIGROUP INC 4.786%/VAR 03/04/2029                                                              | CUSIP: 17327CAW3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |  10100000 | PA      | $10242778.15  | 0.28%             | 2029-03-04      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                  | HSBC HOLDINGS PLC 4.899%/VAR 03/03/2029                                                          | CUSIP: 404280EQ8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |  10700000 | PA      | $10860902.86  | 0.30%             | 2029-03-03      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ARI FLEET LEASE TRUST 2025-A                                                       | ARI FLEET LEASE TRUST 2025-A 4.38% 01/17/2034 144A                                               | CUSIP: 04033CAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    855000 | PA      | $857263.78    | 0.02%             | 2034-01-17      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                          | UST NOTES 3.875% 03/15/2028                                                                      | CUSIP: 91282CMS7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 400431900 | PA      | $403826185.03 | 11.22%            | 2028-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                                       | ING GROEP NV 4.858%/VAR 03/25/2029                                                               | CUSIP: 456837BQ5<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   7659000 | PA      | $7777413.65   | 0.22%             | 2029-03-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST 2025-SPOT                                             | BX COMMERCIAL MORTGAGE TRUST 2025-SPOT TSFR1M+144.34 04/15/2040 144A                             | CUSIP: 12433FAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6993837 | PA      | $6993835.11   | 0.19%             | 2040-04-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GLENCORE FDG LLC                                                                   | GLENCORE FDG LLC 4.907% 04/01/2028 144A                                                          | CUSIP: 378272BY3<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   2502000 | PA      | $2547657.65   | 0.07%             | 2028-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                                 | VICI PROPERTIES LP 4.75% 04/01/2028                                                              | CUSIP: 925650AJ2<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    625000 | PA      | $631858.98    | 0.02%             | 2028-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DELL INTERNATIONAL LLC / EMC CORP                                                  | DELL INTL/EMC CORP 4.75% 04/01/2028                                                              | CUSIP: 24703TAL0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  11160000 | PA      | $11312600.28  | 0.31%             | 2028-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                                                   | LPL HOLDINGS INC 4.9% 04/03/2028                                                                 | CUSIP: 50212YAN4<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |   3955000 | PA      | $4011352.82   | 0.11%             | 2028-04-03      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AMRIZE FINANCE US LLC                                                              | AMRIZE FINANCE US LLC 4.6% 04/07/2027 144A                                                       | CUSIP: 43475RAA4<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |   3360000 | PA      | $3379715.98   | 0.09%             | 2027-04-07      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AMRIZE FINANCE US LLC                                                              | AMRIZE FINANCE US LLC 4.7% 04/07/2028 144A                                                       | CUSIP: 43475RAB2<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |   2425000 | PA      | $2454990.58   | 0.07%             | 2028-04-07      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JAPAN TOBACCO INC                                                                  | JAPAN TOBACCO INC 4.85% 05/15/2028 144A                                                          | CUSIP: 471105AC0<br>LEI: 353800Z0ENYBQO0XRJ31 | Long             | DBT              | CORP              | JP        |   5134000 | PA      | $5231480.59   | 0.15%             | 2028-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                     | MORGAN STANLEY 4.994%/VAR 04/12/2029                                                             | CUSIP: 61747YFY6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   6701000 | PA      | $6834744.99   | 0.19%             | 2029-04-12      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                                 | WELLS FARGO and CO NEW 4.97%/VAR 04/23/2029                                                      | CUSIP: 95000U3T8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   9052000 | PA      | $9229575.98   | 0.26%             | 2029-04-23      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                      | GOLDMAN SACHS GROUP INC (THE) 4.937%/VAR 04/23/2028                                              | CUSIP: 38141GC77<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  12000000 | PA      | $12131609.64  | 0.34%             | 2028-04-23      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                                | AMERICAN EXPRESS CO 4.731%/VAR 04/25/2029                                                        | CUSIP: 025816ED7<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   9800000 | PA      | $9962741.45   | 0.28%             | 2029-04-25      | 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        |   1855849 | PA      | $1859293.95   | 0.05%             | 2030-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                        | BNP PARIBAS 4.792%/VAR 05/09/2029 144A                                                           | CUSIP: 09659W3C6<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |  12820000 | PA      | $12965970.57  | 0.36%             | 2029-05-09      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                        | BANK OF AMERICA CORPORATION 4.623%/VAR 05/09/2029                                                | CUSIP: 06051GMT3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  13000000 | PA      | $13177385.39  | 0.37%             | 2029-05-09      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| OHA CREDIT FUNDING 22 LTD                                                          | OHA CREDIT FUNDING 22 LTD A1 TSFR3M+ 07/20/2038 144A                                             | CUSIP: 67121HAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   9127000 | PA      | $9143967.09   | 0.25%             | 2038-07-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| PINNACLE WEST CAPITAL CORP                                                         | PINNACLE WEST CAPITAL CORP 4.9% 05/15/2028                                                       | CUSIP: 723484AM3<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | DBT              | CORP              | US        |   2049000 | PA      | $2084179.59   | 0.06%             | 2028-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                                   | SOCIETE GENERALE FRANCE 5.249%/VAR 05/22/2029 144A                                               | CUSIP: 83368RCH3<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |  13300000 | PA      | $13562535.75  | 0.38%             | 2029-05-22      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ALA TRUST 2025-OANA                                                                | ALA TRUST 2025-OANA A 6.04263% 06/15/2030 144A                                                   | CUSIP: 009920AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9615000 | PA      | $9651015.87   | 0.27%             | 2040-06-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FORDF 2025-1 A1                                                                    | FORDF 2025-1 A1 4.63% 04/15/2030                                                                 | CUSIP: 34529BAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7085000 | PA      | $7185475.93   | 0.20%             | 2030-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FORDF 2025-1 A1                                                                    | FORDF 2025-1 A1 4.84% 04/15/2030                                                                 | CUSIP: 34529BAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3570000 | PA      | $3620219.55   | 0.10%             | 2030-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET RENT CAR FDG AESOP LLC                                                 | AVIS BUDGET RENTCAR FDG AE LLC 4.8% 08/20/2029 144A                                              | CUSIP: 05377RKL7<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-CBDO         | CORP              | US        |   1695000 | PA      | $1723257.68   | 0.05%             | 2029-08-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AMUR EQUIP FIN RECEIVABLES XV LLC                                                  | AMUR EQUIP FIN RECEIVABLES XV LLC 4.7% 09/22/2031 144A                                           | CUSIP: 03237FAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6502164 | PA      | $6566333.23   | 0.18%             | 2031-09-22      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FLATIRON CLO 23 LLC                                                                | FLATIRON CLO 23-1A AR LLC TSFR3M+124 04/17/2036 144A                                             | CUSIP: 33883DAQ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  11603000 | PA      | $11614463.76  | 0.32%             | 2036-04-17      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| HPS CORPORATE LENDING FUND                                                         | HPS CORPORATE LENDING FUND 5.3% 06/05/2027 144A                                                  | CUSIP: 40440VAL9<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |   5597000 | PA      | $5625363.64   | 0.16%             | 2027-06-05      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO RECEIVABLES TRUST 25-B                                                | HYUNDAI AUTO RECEIVABLES TRUST 25-B 4.36% 12/17/2029                                             | CUSIP: 44935XAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  12685000 | PA      | $12800708.76  | 0.36%             | 2029-12-17      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ARES STRATEGIC INCOME FUND                                                         | ARES STRATEGIC INCOME FUND 5.45% 09/09/2028 144A                                                 | CUSIP: 04020EAL1<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |   8189000 | PA      | $8228701.58   | 0.23%             | 2028-09-09      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| EQUITABLE AMERICA GLOBAL FUNDING                                                   | EQUITABLE AMERICA GLOBAL FUNDING 4.65% 06/09/2028 144A                                           | CUSIP: 29446Q2A0<br>LEI: 98450066CCBIACF06694 | Long             | DBT              | CORP              | US        |   5158000 | PA      | $5214345.27   | 0.14%             | 2028-06-09      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| OPORTUN ISSUANCE TRUST 2025-B                                                      | OPORTUN ISSUANCE TRUST 2025-B 4.88% 05/09/2033 144A                                              | CUSIP: 68378QAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6105000 | PA      | $6124210.60   | 0.17%             | 2033-05-09      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST 2025-P2                                             | CARVANA AUTO RECEIVABLES TRUST 2025-P2 4.55% 08/12/2030                                          | CUSIP: 14688YAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6905000 | PA      | $6951895.31   | 0.19%             | 2030-08-12      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| USB AUTO OWNER TRUST 2025-1                                                        | USB AUTO OWNER TRUST 2025-1 4.49% 06/17/2030 144A                                                | CUSIP: 90367VAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3360000 | PA      | $3388013.33   | 0.09%             | 2030-06-17      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                           | LLOYDS BANKING GROUP PLC 4.818%/VAR 06/13/2029                                                   | CUSIP: 539439BD0<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   8219000 | PA      | $8350591.37   | 0.23%             | 2029-06-13      | 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        |   4340000 | PA      | $4360022.46   | 0.12%             | 2026-12-23      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BROWN and BROWN INC                                                                | BROWN and BROWN INC 4.7% 06/23/2028                                                              | CUSIP: 115236AJ0<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |   2418000 | PA      | $2441400.73   | 0.07%             | 2028-06-23      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BAIN CAPITAL CREDIT CLO                                                            | BAIN CAPITAL CREDIT CLO 2A A1R TSFR3M+115 04/22/2035 144A                                        | CUSIP: 05682GAQ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   7000000 | PA      | $6992181.00   | 0.19%             | 2035-04-22      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                       | ENBRIDGE INC 4.6% 06/20/2028                                                                     | CUSIP: 29250NCH6<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   1698000 | PA      | $1716747.18   | 0.05%             | 2028-06-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                            | HYUNDAI CAP AMER 4.875% 06/23/2027 144A                                                          | CUSIP: 44891ADU8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |  11740000 | PA      | $11860884.55  | 0.33%             | 2027-06-23      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE LN FDG 2025-2 LTD / PALMER SQUARE LN FDG 2025-2 LLC                  | PALMER SQUARE LN FDG LTD 2025-2A A1 TSFR3M+94 07/15/2033 144A                                    | CUSIP: 69704AAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  14190000 | PA      | $14187871.50  | 0.39%             | 2033-07-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                             | US 2YR NOTE (CBT) FUT MAR26 TUH6                                                                 | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |      1634 | NC      | $179727.75    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                           | WARNERMEDIA HOLDINGS INC 3.755% 03/15/2027                                                       | CUSIP: 55903VBL6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   4739000 | PA      | $4688553.35   | 0.13%             | 2027-03-15      | Fixed         | 0.04%                 | 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        |    576965 | PA      | $577907.26    | 0.02%             | 2035-07-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| OCWEN LOAN INVESTMENT TRUST                                                        | OCWEN LOAN INVESTMENT TRUST HB1 A VAR 06/25/2038 144A                                            | CUSIP: 68278EAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1538545 | PA      | $1505969.49   | 0.04%             | 2038-06-25      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP                                                                   | NTT FINANCE CORP 4.62% 07/16/2028 144A                                                           | CUSIP: 62954WAQ8<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    575000 | PA      | $583022.34    | 0.02%             | 2028-07-16      | 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        |    569000 | PA      | $573290.25    | 0.02%             | 2027-07-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GREENSKY HOME IMPROVEMENT ISSUER TRUST 2025-2                                      | GREENSKY HOME IMPROVEMENT ISSUER TRUST 2025-2 4.93% 06/25/2060 144A                              | CUSIP: 39571VAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    765578 | PA      | $767998.10    | 0.02%             | 2060-06-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| REACH ABS TR 2025-2                                                                | REACH ABS TR 2025-2 4.93% 08/18/2032 144A                                                        | CUSIP: 75525QAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2405872 | PA      | $2415016.35   | 0.07%             | 2032-08-18      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WHEELS FLEET LEASE FUNDING 1 LLC                                                   | WHEELS FLEET LEASE FUNDING 1 LLC 4.41% 05/18/2040 144A                                           | CUSIP: 96328GCK1<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-CBDO         | CORP              | US        |  12500000 | PA      | $12589842.50  | 0.35%             | 2040-05-18      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY PRIVATE BANK NA                                                     | MORGAN STANLEY PRIVATE BANK NA 4.466%/VAR 07/06/2028                                             | CUSIP: 61776NVE0<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |  12550000 | PA      | $12627078.84  | 0.35%             | 2028-07-06      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| RCKT TRUST 2025-1A                                                                 | RCKT TRUST 2025-1A 4.9% 07/25/2034 144A                                                          | CUSIP: 74939RAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    723951 | PA      | $725713.86    | 0.02%             | 2034-07-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAP HLDGS INC                                                       | NEXTERA ENERGY CAP HLDGS INC 4.685% 09/01/2027                                                   | CUSIP: 65339KCL2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   5745000 | PA      | $5805805.65   | 0.16%             | 2027-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                          | UST NOTES 3.625% 08/15/2028                                                                      | CUSIP: 91282CNU1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 239921700 | PA      | $240746430.84 | 6.69%             | 2028-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SOUTH BOW USA INFRASTRUCTURE HOLDINGS LLC                                          | SOUTH BOW USA INFRASTRUCTURE HOLDINGS LLC 4.911% 09/01/2027                                      | CUSIP: 83007CAB8<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |   2424000 | PA      | $2442483.97   | 0.07%             | 2027-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| OPORTUN ISSUANCE TRUST 2025-C                                                      | OPORTUN ISSUANCE TRUST 2025-C 4.49% 07/08/2033 144A                                              | CUSIP: 68378RAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2485000 | PA      | $2488268.27   | 0.07%             | 2033-07-08      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SOFI CONSUMER LOAN PROGRAM 2025-3                                                  | SOFI CONSUMER LOAN PROGRAM 2025-3 4.47% 08/15/2034 144A                                          | CUSIP: 83390JAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2361437 | PA      | $2366435.05   | 0.07%             | 2034-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NXP B V/NXP FDG LLC/NXP USA INC                                                    | NXP B V/NXP FDG LLC/NXP USA INC 4.3% 08/19/2028                                                  | CUSIP: 62954HBF4<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   2694000 | PA      | $2701857.27   | 0.08%             | 2028-08-19      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FLATIRON CLO 28 LTD / FLATIRON CLO 28 LLC                                          | FLATIRON CLO 28 LTD / FLATIRON CLO 28 LLC A1R TSFR3M+108 07/15/2036 144A                         | CUSIP: 33884EAQ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  15392000 | PA      | $15412517.54  | 0.43%             | 2036-07-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| RGA GLOBAL FUNDING                                                                 | RGA GLOBAL FUNDING 4.35% 08/25/2028 144A                                                         | CUSIP: 76209PAH6<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |  12180000 | PA      | $12226698.61  | 0.34%             | 2028-08-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TR 2025-4                                            | EXETER AUTOMOBILE RECEIVABLES TR 2025-4 4.39% 09/17/2029                                         | CUSIP: 30167KAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7750000 | PA      | $7784048.08   | 0.22%             | 2029-09-17      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JERSEY CENTRAL POWR and LIGHT CO                                                   | JERSEY CENTRAL POWR and LIGHT CO 4.15% 01/15/2029 144A                                           | CUSIP: 476556DJ1<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |   6780000 | PA      | $6783517.80   | 0.19%             | 2029-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HPS CORPORATE LENDING FUND                                                         | HPS CORPORATE LENDING FUND 4.9% 09/11/2028 144A                                                  | CUSIP: 40440VAQ8<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |   3742000 | PA      | $3714813.17   | 0.10%             | 2028-09-11      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PK ALIFT LOAN FUNDING 7 LP                                                         | PK ALIFT LOAN FUNDING 7 LP 4.75% 03/15/2043 144A                                                 | CUSIP: 69291NAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3095000 | PA      | $3068448.92   | 0.09%             | 2043-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                          | UST NOTES 3.375% 09/15/2028                                                                      | CUSIP: 91282CNY3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 130631200 | PA      | $130222977.50 | 3.62%             | 2028-09-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET RENT CAR FDG AESOP LLC                                                 | AVIS BUDGET RENTCAR FDG AE LLC 4.17% 02/20/2030 144A                                             | CUSIP: 05377RKW3<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-CBDO         | CORP              | US        |   5310000 | PA      | $5311489.99   | 0.15%             | 2030-02-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ARES STRATEGIC INCOME FUND                                                         | ARES STRATEGIC INCOME FUND 4.85% 01/15/2029 144A                                                 | CUSIP: 04020EAP2<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |   8203000 | PA      | $8098441.77   | 0.23%             | 2029-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI SELECT AUTO TRUST 2025-A                                                | WORLD OMNI SELECT AUTO TRUST 2025-A 4.08% 08/15/2031                                             | CUSIP: 98164UAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1710000 | PA      | $1710139.19   | 0.05%             | 2031-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| INVESCO U S CLO 2021-3 LTD / INVESCO U S CLO 2021-3 LLC                            | INVESCO CLO 2021-3A A1R TSFR3M+108 10/22/2034 144A                                               | CUSIP: 46151VAA9<br>LEI: 5493000BVI47XOSBML18 | Long             | ABS-CBDO         | CORP              | KY        |   8150000 | PA      | $8147775.05   | 0.23%             | 2034-10-22      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| JUNIPER VALLEY PARK CLO LLC                                                        | JUNIPER VALLEY PARK CLO LLC 1A ARR TSFR3M+108 07/20/2036 144A                                    | CUSIP: 48206KAY2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |  10000000 | PA      | $9989940.00   | 0.28%             | 2036-07-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                                               | ENEL FINANCE INTL NV 4.125% 09/30/2028 144A                                                      | CUSIP: 29278GBF4<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |   3303000 | PA      | $3305391.07   | 0.09%             | 2028-09-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ALIMENTATION COUCHE-TARD INC                                                       | ALIMENTATION COUCHE-TARD INC 4.148% 09/29/2028 144A                                              | CUSIP: 01626PAW6<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |   8433000 | PA      | $8457518.86   | 0.24%             | 2028-09-29      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EXTENDED STAY AMERICA TRUST 2025-ESH                                               | EXTENDED STAY AMERICA TRUST 2025-ESH VAR 10/15/2042 144A                                         | CUSIP: 30227TAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5430000 | PA      | $5438472.97   | 0.15%             | 2042-10-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| RR 16 LTD                                                                          | RR 16 LTD A1R TSFR3M+105 07/15/2036 144A                                                         | CUSIP: 74971CAJ2<br>LEI: 549300FLUOZC8QYYKL96 | Long             | ABS-CBDO         | CORP              | KY        |   4187000 | PA      | $4186903.70   | 0.12%             | 2036-07-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| RCKTL 2025-2                                                                       | RCKTL 2025-2 4.48% 11/25/2034 144A                                                               | CUSIP: 74939HAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1445000 | PA      | $1445421.80   | 0.04%             | 2034-11-27      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GENERAL MTRS FINL CO INC                                                           | GENERAL MTRS FINL CO INC 4.2% 10/27/2028                                                         | CUSIP: 37045XFL5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   4288000 | PA      | $4290580.30   | 0.12%             | 2028-10-27      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                          | UST NOTES 3.5% 10/31/2027                                                                        | CUSIP: 91282CPE5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 274283000 | PA      | $274218713.55 | 7.62%             | 2027-10-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AFFIRM ASSET SECURITIZATION TRUST 2025-X2                                          | SEAFFIRM ASSET SECURITIZATION TRUST 2025-X2 4.66% 10/15/2030 144A                                | CUSIP: 00835DAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8950000 | PA      | $8958584.84   | 0.25%             | 2030-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                                | GLOBAL PAYMENTS INC 4.5% 11/15/2028                                                              | CUSIP: 37940XAV4<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   8797000 | PA      | $8826378.90   | 0.25%             | 2028-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TARGA RES CORP                                                                     | TARGA RES CORP 4.35% 01/15/2029                                                                  | CUSIP: 87612GAR2<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    969000 | PA      | $972260.08    | 0.03%             | 2029-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AUTONATION INC DEL                                                                 | AUTONATION INC DEL 4.45% 01/15/2029                                                              | CUSIP: 05329WAU6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   9680000 | PA      | $9706420.88   | 0.27%             | 2029-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY PRIVATE BANK NA                                                     | MORGAN STANLEY PRIVATE BANK NA 4.204%/VAR 11/17/2028                                             | CUSIP: 61776NZU0<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |  11630000 | PA      | $11649701.57  | 0.32%             | 2028-11-17      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                       | ENBRIDGE INC 4.2% 11/20/2028                                                                     | CUSIP: 29250NCM5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   5316000 | PA      | $5329380.53   | 0.15%             | 2028-11-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-12-30

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

**Signature:** Laura M. Del Prato

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

**Title:** President and Treasurer