# EDGAR Filing Document

**Accession Number:** 0000035315
**File Stem:** 0000035402-26-002606
**Filing Date:** 2026-4
**Character Count:** 120742
**Document Hash:** 5626170954da10bc75845f554e94bd37
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000035402-26-002606.hdr.sgml**: 20260424

**ACCESSION NUMBER**: 0000035402-26-002606

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260228

**FILED AS OF DATE**: 20260424

**DATE AS OF CHANGE**: 20260424

**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:** 26895423

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

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

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

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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02210

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

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

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

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

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

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

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

- **b. Date as of which information is reported:** 2026-02-28

**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:** $2756638600.13

**Total Liabilities:** $12392854.87

**Net Assets:** $2744245745.26

**Cash Not Reported:** $36454728.07

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 43412.13281336 | **1-Year:** 169978.18627160 | **5-Year:** 73346.40866437 | **10-Year:** 118.93089550 | **30-Year:** 0.00000000

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

- **3-Month:** 2331.33045234 | **1-Year:** 458.10096621 | **5-Year:** 703.67126989 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000221555 | 0.42%                | 0.31%                | 0.29%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $2190010.79              | $-499141.24                                |
| Month 2  | $6377014.09              | $-5841418.74                               |
| Month 3  | $5930485.86              | $-6061018.82                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Fidelity Revere Street Trust                                      | Fidelity Cash Central Fund                                                             | CUSIP: 31635A105<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        |   7943781 | NS      | $7945369.46   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| HCA INC                                                           | HCA INC 5.25% 06/15/2026                                                               | CUSIP: 404119BT5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   8031000 | PA      | $8036306.08   | 0.29%             | 2026-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TRINITY ACQ PLC                                                   | TRINITY ACQ PLC 4.4% 03/15/2026                                                        | CUSIP: 89641UAC5<br>LEI: 549300FJZWZN6MJNGB63 | Long             | DBT              | CORP              | GB        |   5715000 | PA      | $5714842.61   | 0.21%             | 2026-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ESSEX PORTFOLIO LP                                                | ESSEX PORTFOLIO LP 3.375% 04/15/2026                                                   | CUSIP: 29717PAQ0<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |   6017000 | PA      | $6010028.70   | 0.22%             | 2026-04-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                               | AMERICAN TOWER CORP 3.375% 10/15/2026                                                  | CUSIP: 03027XAK6<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   7745000 | PA      | $7713764.80   | 0.28%             | 2026-10-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                       | ORACLE CORP 2.65% 07/15/2026                                                           | CUSIP: 68389XBM6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |  10760000 | PA      | $10695568.37  | 0.39%             | 2026-07-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JPMDB COML MTG SECS TR 2016-C4                                    | JPMDB COML MTG SECS TR 2016-C4 ASB 2.9941% 12/15/2049                                  | CUSIP: 46646RAK9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    209900 | PA      | $209162.04    | 0.01%             | 2049-12-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CHEVRON PHIL CHEM LLC /CHEV LP                                    | CHEVRON PHIL CHEM LLC /CHEV LP 3.4% 12/01/2026 144A                                    | CUSIP: 166754AP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8764000 | PA      | $8731254.28   | 0.32%             | 2026-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CO                                                     | FORD MOTOR CO 4.346% 12/08/2026                                                        | CUSIP: 345370CR9<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |   8778000 | PA      | $8775785.14   | 0.32%             | 2026-12-08      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| COMMERCIAL MORTGAGE CD 2017-CD4 MTG TR                            | CD 2017-CD4 ASB 3.317% 05/10/2050                                                      | CUSIP: 12515DAP9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    436971 | PA      | $434766.21    | 0.02%             | 2050-05-10      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATURAL RESOURCES LTD                                    | CANADIAN NATL RESOURCES LTD 3.85% 06/01/2027                                           | CUSIP: 136385AX9<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |   8000000 | PA      | $7998949.28   | 0.29%             | 2027-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DBJPM 2017-C6 MTG TR                                              | DBJPM 2017-C6 ASB 3.121% 06/50                                                         | CUSIP: 23312JAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    890403 | PA      | $884731.28    | 0.03%             | 2050-06-10      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BANK 2017-BNKS                                                    | BANK 2017-BNKS 3.179% 06/15/2060                                                       | CUSIP: 06541WAU6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    667301 | PA      | $663366.00    | 0.02%             | 2060-06-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COML MTG TR 2017-C38                                  | WELLS FARGO COML MTG TR 2017-C38 3.261% 07/15/2050                                     | CUSIP: 95001MAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    198490 | PA      | $197851.23    | 0.01%             | 2050-07-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UBS COMMERCIAL MORTGAGE TRUST 2017-C4                             | UBS COMMERCIAL MORTGAGE TRUST 2017-C4 3.366% 10/15/2050                                | CUSIP: 90276RBC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    755904 | PA      | $752134.56    | 0.03%             | 2050-10-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2017-C34       | MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2017-C34 ASB 3.354% 11/15/2052      | CUSIP: 61767EAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1505066 | PA      | $1495114.44   | 0.05%             | 2052-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GS MTG SECS CORP TR 2012-BWTR                                     | GS MTG SECS CORP TR 2012-BWTR 3.313% 11/10/2050                                        | CUSIP: 36254KAM4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    534126 | PA      | $531428.04    | 0.02%             | 2050-11-10      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CSAIL 2017-CX10 COML MTG TR                                       | CSAIL 2017-CX10 COMMERCIAL MORTGAGE TRUST 3.3269% 08/15/2026                           | CUSIP: 12595JAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    293262 | PA      | $292027.49    | 0.01%             | 2050-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COML MTG TR 2017                                      | WFCM 2017-C42 ASB 3.488% 12/15/2050                                                    | CUSIP: 95001GAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    391997 | PA      | $390491.41    | 0.01%             | 2050-12-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2018-B2 MTG TR                                          | BENCHMARK 2018-B2 MTG TR 3.7802% 02/15/2051                                            | CUSIP: 08161CAF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1330651 | PA      | $1325861.19   | 0.05%             | 2051-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                       | BANK OF AMERICA CORPORATION 3.559%/VAR 04/23/2027                                      | CUSIP: 06051GHT9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  12260000 | PA      | $12251103.78  | 0.45%             | 2027-04-23      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                         | BOEING CO 3.1% 05/01/2026                                                              | CUSIP: 097023CH6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |  11030000 | PA      | $11012024.63  | 0.40%             | 2026-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                | WELLS FARGO and CO NEW 3.196%/VAR 06/17/2027                                           | CUSIP: 95000U2F9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |  12330000 | PA      | $12299550.70  | 0.45%             | 2027-06-17      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                             | ATHENE GLOBAL FUNDING 2.95% 11/12/2026 144A                                            | CUSIP: 04685A2K6<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   7545000 | PA      | $7484896.76   | 0.27%             | 2026-11-12      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MATTEL INC                                                        | MATTEL INC 5.875% 12/15/2027 144A                                                      | CUSIP: 577081BD3<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |  16950000 | PA      | $16953862.57  | 0.62%             | 2027-12-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| COPT DEFENSE PROPERTIES LP                                        | COPT DEFENSE PROPERTIES LP 2.25% 03/15/2026                                            | CUSIP: 22003BAL0<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |  19236000 | PA      | $19221803.64  | 0.70%             | 2026-03-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BAT INTERNATIONAL FINANCE PLC                                     | BAT INTL FINANCE PLC 1.668% 03/25/2026                                                 | CUSIP: 05530QAN0<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |   6815000 | PA      | $6804485.82   | 0.25%             | 2026-03-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LTD                                       | AVOLON HOLDINGS FUNDING LTD 4.25% 04/15/2026 144A                                      | CUSIP: 05401AAL5<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   3195000 | PA      | $3194573.31   | 0.12%             | 2026-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                     | GOLDMAN SACHS GROUP INC (THE) 1.431%/VAR 03/09/2027                                    | CUSIP: 38141GYA6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  17550000 | PA      | $17539283.27  | 0.64%             | 2027-03-09      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                          | LLOYDS BANKING GROUP PLC 1.627%/VAR 05/11/2027                                         | CUSIP: 53944YAP8<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |  12426000 | PA      | $12366680.39  | 0.45%             | 2027-05-11      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                       | BANK OF AMERICA CORPORATION 1.658%/VAR 03/11/2027                                      | CUSIP: 06051GJQ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  10900000 | PA      | $10893865.15  | 0.40%             | 2027-03-11      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                      | ING GROEP NV 1.726%/VAR 04/01/2027                                                     | CUSIP: 456837AV5<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |  16504000 | PA      | $16472732.35  | 0.60%             | 2027-04-01      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                             | JPMORGAN CHASE and CO 1.578%/VAR 04/22/2027                                            | CUSIP: 46647PCB0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  12310000 | PA      | $12267255.62  | 0.45%             | 2027-04-22      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                       | BANK OF AMERICA CORPORATION 1.734%/VAR 07/22/2027                                      | CUSIP: 06051GJS9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  10560000 | PA      | $10465202.99  | 0.38%             | 2027-07-22      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                    | MORGAN STANLEY 1.593%/VAR 05/04/2027                                                   | CUSIP: 61772BAB9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |  12430000 | PA      | $12377634.77  | 0.45%             | 2027-05-04      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| GLENCORE FDG LLC                                                  | GLENCORE FDG LLC 1.625% 04/27/2026 144A                                                | CUSIP: 378272BD9<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   9632000 | PA      | $9594889.73   | 0.35%             | 2026-04-27      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                          | EQT CORP 3.125% 05/15/2026 144A                                                        | CUSIP: 26884LAM1<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   5044000 | PA      | $5029004.49   | 0.18%             | 2026-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                  | SOCIETE GENERALE FRANCE 1.792%/VAR 06/09/2027 144A                                     | CUSIP: 83368RBC5<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |  11354000 | PA      | $11283733.27  | 0.41%             | 2027-06-09      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                     | GOLDMAN SACHS GROUP INC (THE) 1.542%/VAR 09/10/2027                                    | CUSIP: 38141GYG3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   9230000 | PA      | $9108682.08   | 0.33%             | 2027-09-10      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                                  | ABN AMRO BANK NV 1.542%/VAR 06/16/2027 144A                                            | CUSIP: 00084DAU4<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |   8611000 | PA      | $8546147.46   | 0.31%             | 2027-06-16      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                 | NATWEST GROUP PLC 1.642%/VAR 06/14/2027                                                | CUSIP: 639057AC2<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |  12364000 | PA      | $12280675.05  | 0.45%             | 2027-06-14      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| DELL INTERNATIONAL LLC / EMC CORP                                 | DELL INTL/EMC CORP 6.02% 06/15/2026                                                    | CUSIP: 24703TAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6126000 | PA      | $6130250.34   | 0.22%             | 2026-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DELL INTERNATIONAL LLC / EMC CORP                                 | DELL INTL/EMC CORP 4.9% 10/01/2026                                                     | CUSIP: 24703TAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6770000 | PA      | $6793605.30   | 0.25%             | 2026-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                             | ATHENE GLOBAL FUNDING 1.608% 06/29/2026 144A                                           | CUSIP: 04685A2Z3<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   7905000 | PA      | $7839942.25   | 0.29%             | 2026-06-29      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                              | ENEL FINANCE INTL NV STEP 07/12/2026 144A                                              | CUSIP: 29278GAM0<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |   7893000 | PA      | $7820231.20   | 0.28%             | 2026-07-12      | Variable      | 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        |   2275000 | PA      | $2273290.34   | 0.08%             | 2038-07-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FINANCIAL GROUP INC                                | MITSUBISHI UFJ FIN GRP INC 1.538%/VAR 07/20/2027                                       | CUSIP: 606822BY9<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   9450000 | PA      | $9362917.31   | 0.34%             | 2027-07-20      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                      | UBS GROUP AG 1.494%/VAR 08/10/2027 144A                                                | CUSIP: 902613AH1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |  12470000 | PA      | $12330397.10  | 0.45%             | 2027-08-10      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                             | JPMORGAN CHASE and CO 1.47%/VAR 09/22/2027                                             | CUSIP: 46647PCP9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  11700000 | PA      | $11535341.22  | 0.42%             | 2027-09-22      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| BANK OF IRELAND GROUP PLC                                         | BANK IRELAND GROUP PLC 2.029%/VAR 09/30/2027 144A                                      | CUSIP: 06279JAB5<br>LEI: 635400C8EK6DRI12LJ39 | Long             | DBT              | CORP              | IE        |   3933000 | PA      | $3886259.83   | 0.14%             | 2027-09-30      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                     | GOLDMAN SACHS GROUP INC (THE) 1.948%/VAR 10/21/2027                                    | CUSIP: 38141GYM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   9130000 | PA      | $9007104.72   | 0.33%             | 2027-10-21      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST         | AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST 2.45% 10/29/2026             | CUSIP: 00774MAV7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   9179000 | PA      | $9090167.66   | 0.33%             | 2026-10-29      | Fixed         | 0.02%                 | 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        |   3238773 | PA      | $3237760.69   | 0.12%             | 2026-10-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                               | FIFTH THIRD BANCORP 1.707%/VAR 11/01/2027                                              | CUSIP: 316773DD9<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |  13000000 | PA      | $12806716.65  | 0.47%             | 2027-11-01      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG NEW YORK BNCH                                    | DEUTSCHE BANK AG NEW YORK BNCH 2.311%/VAR 11/16/2027                                   | CUSIP: 251526CP2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | US        |  12480000 | PA      | $12328411.80  | 0.45%             | 2027-11-16      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| SREIT TR 2021-MFP                                                 | SREIT TR 2021-MFP TSFR1M+84.528 08 11/15/2038 144A                                     | CUSIP: 78472UAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4497868 | PA      | $4496462.59   | 0.16%             | 2038-11-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                      | BARCLAYS PLC 2.279%/VAR 11/24/2027                                                     | CUSIP: 06738EBU8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |  12500000 | PA      | $12332249.50  | 0.45%             | 2027-11-24      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG NEW YORK BNCH                                    | DEUTSCHE BANK AG NEW YORK BNCH 2.552%/VAR 01/07/2028                                   | CUSIP: 25160PAH0<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | US        |  12480000 | PA      | $12323580.67  | 0.45%             | 2028-01-07      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                            | STANDARD CHARTERED PLC 2.608%/VAR 01/12/2028 144A                                      | CUSIP: 853254CG3<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   7806000 | PA      | $7711454.74   | 0.28%             | 2028-01-12      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                       | BNP PARIBAS 2.591%/VAR 01/20/2028 144A                                                 | CUSIP: 09659W2T0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |  12480000 | PA      | $12324952.85  | 0.45%             | 2028-01-20      | Variable      | 0.03%                 | 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        |   1135079 | PA      | $1134724.31   | 0.04%             | 2039-02-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                | WELLS FARGO and CO NEW 3.526%/VAR 03/24/2028                                           | CUSIP: 95000U2V4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |  10090000 | PA      | $10037851.15  | 0.37%             | 2028-03-24      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                      | ING GROEP NV 4.017%/VAR 03/28/2028                                                     | CUSIP: 456837BB8<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   9500000 | PA      | $9506922.84   | 0.35%             | 2028-03-28      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                                   | DANSKE BANK AS (UNGTD) 4.298%/VAR 04/01/2028 144A                                      | CUSIP: 23636ABC4<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |  12302000 | PA      | $12347482.83  | 0.45%             | 2028-04-01      | Variable      | 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 3.875% 06/18/2026                                      | CUSIP: 62954HAZ1<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |  10000000 | PA      | $9992275.70   | 0.36%             | 2026-06-18      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TOYOTA AUTO RECEIVABLES 2022-C OWNER TR                           | TOYOTA AUTO RECEIVABLES 2022-C OWNER TR 3.76% 04/15/2027                               | CUSIP: 89231CAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    469854 | PA      | $469811.04    | 0.02%             | 2027-04-15      | Fixed         | 0.04%                 | 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        |      3438 | PA      | $3438.85      | 0.00%             | 2029-07-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                          | COOPERATIEVE RABOBANK UA 4.655%/VAR 08/22/2028 144A                                    | CUSIP: 74977RDR2<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |  11900000 | PA      | $12015001.96  | 0.44%             | 2028-08-22      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ALLY AUTO RECEIVABLES TRUST 2022-2                                | ALLY AUTO RECEIVABLES TRUST 2022-2 A3 4.76% 05/17/2027                                 | CUSIP: 02008MAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    163937 | PA      | $164000.20    | 0.01%             | 2027-05-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                            | STANDARD CHARTERED PLC 7.767%/VAR 11/16/2028 144A                                      | CUSIP: 853254CN8<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   5000000 | PA      | $5298050.10   | 0.19%             | 2028-11-16      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| TAOT 2023-A                                                       | TAOT 2023-A A3 4.63% 09/15/2027                                                        | CUSIP: 891940AC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3735326 | PA      | $3742684.08   | 0.14%             | 2027-09-15      | 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        |     82265 | PA      | $82353.40     | 0.00%             | 2029-01-22      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                 | NATWEST GROUP PLC 5.847%/VAR 03/02/2027                                                | CUSIP: 639057AJ7<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |  18669000 | PA      | $18669000.00  | 0.68%             | 2027-03-02      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BX 2021-LBA                                                       | BX 2021-LBA TSFR1M+91.45 02/15/2036 144A                                               | CUSIP: 05609BCD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    591000 | PA      | $590635.65    | 0.02%             | 2036-02-15      | Floating      | 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        |   2609905 | PA      | $2621826.97   | 0.10%             | 2035-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                      | BARCLAYS PLC 5.829%/VAR 05/09/2027                                                     | CUSIP: 06738ECF0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |  12050000 | PA      | $12088811.85  | 0.44%             | 2027-05-09      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                 | EVERSOURCE ENERGY 4.75% 05/15/2026                                                     | CUSIP: 30040WAV0<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |   8000000 | PA      | $8010991.20   | 0.29%             | 2026-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                             | TRUIST FINANCIAL CORP 6.047%/VAR 06/08/2027                                            | CUSIP: 89788MAN2<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |  10360000 | PA      | $10411763.43  | 0.38%             | 2027-06-08      | Variable      | 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        |     42919 | PA      | $42861.62     | 0.00%             | 2036-06-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                          | LLOYDS BANKING GROUP PLC FRN SOFRINDX+156 08/07/2027                                   | CUSIP: 53944YAW3<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   9730000 | PA      | $9781709.21   | 0.36%             | 2027-08-07      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                      | ING GROEP NV 6.083%/VAR 09/11/2027                                                     | CUSIP: 456837BF9<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   9025000 | PA      | $9122706.09   | 0.33%             | 2027-09-11      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                      | BARCLAYS PLC 6.496%/VAR 09/13/2027                                                     | CUSIP: 06738ECJ2<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   2000000 | PA      | $2025549.38   | 0.07%             | 2027-09-13      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                                  | ABN AMRO BANK NV FRN SOFRINDX+178 09/18/2027 144A                                      | CUSIP: 00084DBB5<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |   8500000 | PA      | $8565416.94   | 0.31%             | 2027-09-18      | Variable      | 0.05%                 | 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        |    647853 | PA      | $654663.31    | 0.02%             | 2035-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                             | JPMORGAN CHASE and CO 6.07%/VAR 10/22/2027                                             | CUSIP: 46647PDW3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  11886000 | PA      | $12048777.58  | 0.44%             | 2027-10-22      | Variable      | 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        |   4820344 | PA      | $4873244.98   | 0.18%             | 2038-08-18      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| US BANCORP DEL                                                    | US BANCORP DEL 6.787%/VAR 10/26/2027                                                   | CUSIP: 91159HJP6<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   7619000 | PA      | $7761745.85   | 0.28%             | 2027-10-26      | Variable      | 0.07%                 | 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        |    278668 | PA      | $279166.53    | 0.01%             | 2033-10-20      | Fixed         | 0.07%                 | 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        |   1558259 | PA      | $1558258.81   | 0.06%             | 2040-12-09      | 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        |   4835523 | PA      | $4871098.19   | 0.18%             | 2030-03-20      | Fixed         | 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        |    156435 | PA      | $154420.13    | 0.01%             | 2037-02-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                 | NATWEST GROUP PLC 5.583%/VAR 03/01/2028                                                | CUSIP: 639057AL2<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   5200000 | PA      | $5282567.06   | 0.19%             | 2028-03-01      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BX COML MTG TR 2024-XL5                                           | BX COML MTG TR 2024-XL5 A TSFR1M+139.165 03/15/2041 144A                               | CUSIP: 05612GAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6298077 | PA      | $6300045.01   | 0.23%             | 2041-03-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA                                            | GOLDMAN SACHS BANK USA 5.283%/VAR 03/18/2027                                           | CUSIP: 38151LAF7<br>LEI: KD3XUN7C6T14HNAYLU02 | Long             | DBT              | CORP              | US        |  18330000 | PA      | $18340389.44  | 0.67%             | 2027-03-18      | Variable      | 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        |   7310000 | PA      | $7409929.16   | 0.27%             | 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        |   6519322 | PA      | $6521358.97   | 0.24%             | 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        |   7150770 | PA      | $7218234.41   | 0.26%             | 2029-05-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GMF FLOORPLAN OWNER REVOLVING TR                                  | GMF FLOORPLAN OWNER REVOLVING TR 24-1A A2 6.41861% 03/15/2029 144A                     | CUSIP: 361886DB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  11010000 | PA      | $11064765.94  | 0.40%             | 2029-03-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| THE CAMPBELL'S COMPANY                                            | THE CAMPBELL'S COMPANY 5.3% 03/20/2026                                                 | CUSIP: 134429BL2<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |   3502000 | PA      | $3503810.15   | 0.13%             | 2026-03-20      | 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        |   2308426 | PA      | $2310243.00   | 0.08%             | 2032-07-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| WHEELS FLEET LEASE FUNDING 1 LLC                                  | WHEELS FLEET LEASE FUNDING 1 LLC 0% 02/18/2039 144A                                    | CUSIP: 96328GBN6<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-CBDO         | CORP              | US        |   6350360 | PA      | $6371777.06   | 0.23%             | 2039-02-18      | Variable      | 0.04%                 | 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        |   9470000 | PA      | $9643381.02   | 0.35%             | 2028-04-22      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CHASE AUTO OWNER TRUST 2024-2                                     | CHASE AUTO OWNER TRUST 2024-2 5.52% 06/25/2029 144A                                    | CUSIP: 16144CAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8160127 | PA      | $8274976.91   | 0.30%             | 2029-06-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING 2024-2                                 | ENTERPRISE FLEET FINANCING 2024-2 5.74% 12/20/2026 144A                                | CUSIP: 29375RAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    694856 | PA      | $696580.97    | 0.03%             | 2026-12-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                               | AMERICAN EXPRESS CO 5.645%/VAR 04/23/2027                                              | CUSIP: 025816DT3<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |  12040000 | PA      | $12066632.12  | 0.44%             | 2027-04-23      | Variable      | 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        |   6780797 | PA      | $6785034.92   | 0.25%             | 2041-05-15      | Floating      | 0.05%                 | No            |                  2 | On Loan: No      |
| DLLAD 2024-1 LLC                                                  | DLLAD 2024-1 LLC 5.5% 08/20/2027 144A                                                  | CUSIP: 23346MAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2093104 | PA      | $2100611.05   | 0.08%             | 2027-08-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL AUTOMOBILE LEASING TRUST 2024-2                      | GM FINANCIAL AUTOMOBILE LEASING TRUST 2024-2 A3 5.39% 07/20/2027                       | CUSIP: 36269WAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5656095 | PA      | $5677899.20   | 0.21%             | 2027-07-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HONDA AUTO RECEIVABLES 2024-2 OWNER TR                            | HONDA AUTO RECEIVABLES 2024-2 OWNER TR 5.27% 11/20/2028                                | CUSIP: 437930AC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   9938879 | PA      | $10041467.19  | 0.37%             | 2028-11-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ AUTO LEASE TRUST 2024-A                             | MERCEDES-BENZ AUTO LEASE TRUST 2024-A 5.44% 02/16/2027                                 | CUSIP: 58770JAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    291302 | PA      | $291525.04    | 0.01%             | 2027-02-16      | Fixed         | 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        |   1512918 | PA      | $1499063.61   | 0.05%             | 2034-05-25      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| ARI FLEET LEASE TRUST 2024-B                                      | ARI FLEET LEASE TRUST 2024-B 5.54% 04/15/2033 144A                                     | CUSIP: 04033HAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    663510 | PA      | $667803.78    | 0.02%             | 2033-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FORDO 2024-B                                                      | FORDO 2024-B 5.4% 04/15/2027                                                           | CUSIP: 34531QAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    314811 | PA      | $315069.81    | 0.01%             | 2027-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CARMAX SELECT RECEIVABLES TRUST 2024-A                            | CARMAX SELECT RECEIVABLES TRUST 2024-A 5.78% 09/15/2027                                | CUSIP: 14319FAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     81748 | PA      | $81840.10     | 0.00%             | 2027-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING 2024-3 LLC                             | ENTERPRISE FLEET FINANCING 2024-3 LLC 5.31% 04/20/2027 144A                            | CUSIP: 29375QAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4400161 | PA      | $4413382.16   | 0.16%             | 2027-04-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GRP INC                                    | PNC FINANCIAL SERVICES GRP INC 5.102%/VAR 07/23/2027                                   | CUSIP: 693475BY0<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   9960000 | PA      | $10002676.61  | 0.36%             | 2027-07-23      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST 2024-3                                    | CARMAX AUTO OWNER TRUST 2024-3 5.21% 09/15/2027                                        | CUSIP: 14319GAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1728078 | PA      | $1730016.11   | 0.06%             | 2027-09-15      | 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        |  11992000 | PA      | $11999267.15  | 0.44%             | 2036-07-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FINANCE NORTH AMERICA LLC                           | MERCEDES-BENZ FINANCE NORTH AMERICA LLC FRN SOFR+63 07/31/2026 144A                    | CUSIP: 58769JAV9<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |   8170000 | PA      | $8184364.41   | 0.30%             | 2026-07-31      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                                                | BMW US CAPITAL LLC FRN SOFRINDX+80 08/13/2026 144A                                     | CUSIP: 05565ECN3<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |  12250000 | PA      | $12283687.50  | 0.45%             | 2026-08-13      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMER FIN LLC                                     | VOLKSWAGEN GROUP AMER FIN LLC FRN SOFR+106 08/14/2026 144A                             | CUSIP: 928668CJ9<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |  11858000 | PA      | $11897249.98  | 0.43%             | 2026-08-14      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| WHEELS FLEET LEASE FUNDING 1 LLC                                  | WHEELS FLEET LEASE FUNDING 1 LLC 24-2A A2 SOFR30A+108 06/21/2039 144A                  | CUSIP: 96328GBU0<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-CBDO         | CORP              | US        |   6502249 | PA      | $6540695.58   | 0.24%             | 2039-06-21      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                             | ATHENE GLOBAL FUNDING 4.86% 08/27/2026 144A                                            | CUSIP: 04685A4A6<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   7808000 | PA      | $7836288.85   | 0.29%             | 2026-08-27      | Fixed         | 0.05%                 | 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        |   3911000 | PA      | $3918075.00   | 0.14%             | 2035-04-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL QUE                                              | BANK OF MONTREAL QUE 4.567%/VAR 09/10/2027                                             | CUSIP: 06368L8K5<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |  11966000 | PA      | $12007805.37  | 0.44%             | 2027-09-10      | 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        |   6275982 | PA      | $6287927.20   | 0.23%             | 2028-02-22      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TOYOTA LEASE OWNER TRUST 2024-B                                   | TOYOTA LEASE OWNER TRUST 2024-B A3 4.21% 09/20/2027 144A                               | CUSIP: 891943AD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   9457295 | PA      | $9469233.44   | 0.35%             | 2027-09-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING 2024-4 LLC                             | ENTERPRISE FLEET FINANCING 2024-4 LLC 4.69% 07/20/2027 144A                            | CUSIP: 29374MAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6224852 | PA      | $6245052.22   | 0.23%             | 2027-07-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DELL EQUIP FIN TR 2024-2                                          | DELL EQUIP FIN TR 2024-2 4.69% 08/22/2030 144A                                         | CUSIP: 24704EAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4608540 | PA      | $4615503.22   | 0.17%             | 2030-08-22      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL AUTOMOBILE LEASING TR 2024-3                         | GM FINANCIAL AUTOMOBILE LEASING TR 2024-3 4.21% 10/20/2027                             | CUSIP: 38012QAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7370000 | PA      | $7379227.98   | 0.27%             | 2027-10-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GM FINL CONSUMER AUTOMOBILE RECEIVABLES TR 2024-4                 | GM FINL CONSUMER AUTOMOBILE RECEIVABLES TR 2024-4 4.53% 10/18/2027                     | CUSIP: 38014AAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3045432 | PA      | $3047722.67   | 0.11%             | 2027-10-18      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SFS AUTO RECEIVABLES SECURITIZATION TRUST 2024-3                  | SFS AUTO RECEIVABLES SECURITIZATION TRUST 2024-3 4.71% 05/22/2028 144A                 | CUSIP: 78436XAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    595921 | PA      | $596259.05    | 0.02%             | 2028-05-22      | 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        |   7707000 | PA      | $7696966.26   | 0.28%             | 2041-10-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                          | TOYOTA MOTOR CREDIT CORP FRN SOFRINDX+45 04/10/2026                                    | CUSIP: 89236TMR3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |  12350000 | PA      | $12353447.13  | 0.45%             | 2026-04-10      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAPITAL LLC                                        | CNH INDUSTRIAL CAPITAL LLC 4.5% 10/08/2027                                             | CUSIP: 12592BAT1<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |  13247000 | PA      | $13341314.14  | 0.49%             | 2027-10-08      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                              | ROYAL BANK OF CANADA FRN SOFRINDX+72 10/18/2027                                        | CUSIP: 78017FZR7<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |  12310000 | PA      | $12344268.21  | 0.45%             | 2027-10-18      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORP                                       | AMERICAN HONDA FINANCE CORP FRN SOFR+55 05/11/2026                                     | CUSIP: 02665WFR7<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   7680000 | PA      | $7685653.40   | 0.28%             | 2026-05-11      | Variable      | 0.04%                 | 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        |     16275 | PA      | $16279.71     | 0.00%             | 2029-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BK NA SALT LAKE                                    | MORGAN STANLEY BK NA SALT LAKE FRN SOFR+68.5 10/15/2027                                | CUSIP: 61690U8F0<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |  12280000 | PA      | $12304805.60  | 0.45%             | 2027-10-15      | Variable      | 0.04%                 | 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        |   8000000 | PA      | $8007384.00   | 0.29%             | 2034-07-18      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE PRIME AUTO RECEIVABLES TR 2024-1                      | CAPITAL ONE PRIME AUTO RECEIVABLES TR 2024-1 4.61% 10/15/2027                          | CUSIP: 14043NAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3764600 | PA      | $3767952.13   | 0.14%             | 2027-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GMF FLOORPLAN OWNER REVOLVING TR                                  | GMF FLOORPLAN OWNER REVOLVING TR 4.68% 11/15/2028 144A                                 | CUSIP: 361886DK7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7380000 | PA      | $7423643.11   | 0.27%             | 2028-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY                               | STATE ST BK and TR CO BOSTON FRN SOFR+46 11/25/2026                                    | CUSIP: 857449AD4<br>LEI: 571474TGEMMWANRLN572 | Long             | DBT              | CORP              | US        |   8360000 | PA      | $8373997.90   | 0.31%             | 2026-11-25      | Variable      | 0.04%                 | 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        |  10576000 | PA      | $10589643.04  | 0.39%             | 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        |  11693000 | PA      | $11683657.29  | 0.43%             | 2035-07-15      | Variable      | 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        |   1656856 | PA      | $1657374.03   | 0.06%             | 2039-12-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST 2024-P4                            | CARVANA AUTO RECEIVABLES TRUST 2024-P4 4.62% 02/10/2028                                | CUSIP: 14076LAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    663292 | PA      | $663450.43    | 0.02%             | 2028-02-10      | Fixed         | 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        |   8080000 | PA      | $8137849.89   | 0.30%             | 2027-01-07      | 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        |  10005000 | PA      | $10077882.22  | 0.37%             | 2027-01-13      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JACKSON NATL LIFE GLOBAL FDG                                      | JACKSON NATL LIFE GLOBAL FDG FRN SOFR+97 01/14/2028 144A                               | CUSIP: 46849CJN2<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |  12260000 | PA      | $12288457.91  | 0.45%             | 2028-01-14      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                | WELLS FARGO and CO NEW 4.9%/VAR 01/24/2028                                             | CUSIP: 95000U3R2<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   4449000 | PA      | $4484092.47   | 0.16%             | 2028-01-24      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDERATION DES CAISSES DESJARD INS DU QUEBEC                      | FEDERATION DES CAISE DESJARDIN FRN SOFR+63 01/27/2027 144A                             | CUSIP: 31429KAN3<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |  12350000 | PA      | $12385815.00  | 0.45%             | 2027-01-27      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF CANADA                                           | NATIONAL BANK OF CANADA 4.95%/VAR 02/01/2028                                           | CUSIP: 63307A3D5<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |  12221000 | PA      | $12329094.01  | 0.45%             | 2028-02-01      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                         | UST NOTES 4.125% 01/31/2027                                                            | CUSIP: 91282CMH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 285913200 | PA      | $287389672.92 | 10.47%            | 2027-01-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING 2025-1 LLC                             | ENTERPRISE FLEET FINANCING 2025-1 LLC 4.65% 10/20/2027 144A                            | CUSIP: 29390HAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8581341 | PA      | $8614927.94   | 0.31%             | 2027-10-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| POST ROAD EQUIPMENT FINANCE 2025-1 LLC                            | POST ROAD EQUIPMENT FINANCE 2025-1 LLC 4.9% 05/15/2031 144A                            | CUSIP: 73747LAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1464482 | PA      | $1477390.64   | 0.05%             | 2031-05-15      | Fixed         | 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        |   6300000 | PA      | $6296850.00   | 0.23%             | 2034-10-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| KUBOTA CREDIT OWNER TRUST 2025-1                                  | KUBOTA CREDIT OWNER TRUST 2025-1 4.61% 12/15/2027 144A                                 | CUSIP: 50117FAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  11084773 | PA      | $11127707.46  | 0.41%             | 2027-12-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BX TRUST 2025-ROIC                                                | BX Trust 2025-ROIC VAR 03/15/2030 144A                                                 | CUSIP: 05593VAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7551433 | PA      | $7541993.86   | 0.27%             | 2030-03-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON NATIONAL BANK                                          | HUNTINGTON NATL BK COLUMBUS OH FRN SOFR+72 04/12/2028                                  | CUSIP: 44644MAL5<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | DBT              | CORP              | US        |  11545000 | PA      | $11558773.19  | 0.42%             | 2028-04-12      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| GLAXOSMITHKLINE CAP PLC                                           | GLAXOSMITHKLINE CAP PLC FRN SOFR+50 03/12/2027                                         | CUSIP: 377373AN5<br>LEI: 549300U0LV41VX7LEP38 | Long             | DBT              | CORP              | GB        |  11760000 | PA      | $11795868.00  | 0.43%             | 2027-03-12      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TR 2025-P1                               | CARVANA AUTO RECEIVABLES TR 2025-P1 4.5% 06/12/2028                                    | CUSIP: 14689MAB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1364808 | PA      | $1365882.97   | 0.05%             | 2028-06-12      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WHEELS FLEET LEASE FUNDING 1 LLC                                  | WHEELS FLEET LEASE FUNDING 1 LLC TSFR1M+0 01/18/2040 144A                              | CUSIP: 96328GCF2<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-CBDO         | CORP              | US        |  10636276 | PA      | $10685202.41  | 0.39%             | 2040-01-18      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| NORDEA BANK ABP                                                   | NORDEA BANK ABP FRN SOFR+70 03/17/2028 144A                                            | CUSIP: 65558RAM1<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |  12151000 | PA      | $12210965.31  | 0.44%             | 2028-03-17      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST 2025-2                     | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2025-2 4.71% 06/15/2028                         | CUSIP: 80287NAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6999234 | PA      | $7007267.02   | 0.26%             | 2028-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GMF FLOORPLAN OWNER REVOLVING TR                                  | GMF FLOORPLAN OWNER REVOLVING TR SOFR30A+55 03/15/2029 144A                            | CUSIP: 361886DX9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8950000 | PA      | $8974165.00   | 0.33%             | 2029-03-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| GLENCORE FDG LLC                                                  | GLENCORE FDG LLC FRN SOFRINDX+75 10/01/2026 144A                                       | CUSIP: 378272BX5<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   9964000 | PA      | $9984187.06   | 0.36%             | 2026-10-01      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FINANCE NORTH AMERICA LLC                           | MERCEDES-BENZ FINANCE NORTH AMERICA LLC FRN SOFR+78 04/01/2027 144A                    | CUSIP: 58769JBD8<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |  11000000 | PA      | $11048191.00  | 0.40%             | 2027-04-01      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| EQUITABLE FINANCIAL LIFE GLOBAL FUNDING                           | EQUITABLE FINANCIAL LIFE GLOBAL FUNDING 4.6% 04/01/2027 144A                           | CUSIP: 29449WAU1<br>LEI: 635400B4JJBON4TCHF02 | Long             | DBT              | CORP              | US        |   8268000 | PA      | $8327439.81   | 0.30%             | 2027-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| EXETER SELECT AUTOMOBILE RECEIVABLES TR 2025-1                    | EXETER SELECT AUTOMOBILE RECEIVABLES TR 2025-1 4.83% 10/16/2028                        | CUSIP: 30185AAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    317176 | PA      | $317978.47    | 0.01%             | 2028-10-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SVENSKA HANDELSBANKEN NY                                          | SVENSKA HANDELSBANKEN NY YCD SOFR+40 04/15/2026                                        | CUSIP: 86959TNB8<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | US        |  34000000 | PA      | $34013032.20  | 1.24%             | 2026-04-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                              | WESTPAC VCP SOFR+40 4/10/26                                                            | CUSIP: 9612C47E5<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |  34000000 | PA      | $34011063.60  | 1.24%             | 2026-04-10      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                 | STATE STREET CORP FRN SOFR+95 04/24/2028                                               | CUSIP: 857477CZ4<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |  10395000 | PA      | $10450199.11  | 0.38%             | 2028-04-24      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                       | WALMART INC FRN SOFRINDX+43 04/28/2027                                                 | CUSIP: 931142FM0<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |  10083000 | PA      | $10112028.05  | 0.37%             | 2027-04-28      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| THE TORONTO DOMINION BANK                                         | TORONTO DOMINION BANK VCP SOFR+45 04/27/2026                                           | CUSIP: 89120FC69<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |  27000000 | PA      | $27016159.50  | 0.98%             | 2026-04-27      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| HAROT 2025-2 A2A                                                  | HAROT 2025-2 A2A 4.3% 01/18/2028                                                       | CUSIP: 437921AB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6178661 | PA      | $6191498.14   | 0.23%             | 2028-01-18      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                              | KEURIG DR PEPPER INC FRN SOFR+58 11/15/2026                                            | CUSIP: 49271VAY6<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |  10324000 | PA      | $10335815.20  | 0.38%             | 2026-11-15      | Variable      | 0.04%                 | 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        |   1442862 | PA      | $1444729.37   | 0.05%             | 2030-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HSBC USA INC                                                      | HSBC USA INC VCP SOFR+55 04/30/2026                                                    | CUSIP: 40434WUZ2<br>LEI: 549300LBOHZ4QSIWU288 | Long             | DBT              | CORP              | US        |  24000000 | PA      | $24012916.80  | 0.88%             | 2026-04-30      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                     | CITIGROUP INC FRN SOFR+111.43 05/07/2028                                               | CUSIP: 172967PY1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |  12300000 | PA      | $12370594.50  | 0.45%             | 2028-05-07      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GM FINL CONSUMER AUTOMOBILE RECEIVABLES TR 2025-2                 | GM FINL CONSUMER AUTOMOBILE RECEIVABLES TR 2025-2 4.4% 02/16/2028                      | CUSIP: 362549AB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5927479 | PA      | $5938170.00   | 0.22%             | 2028-02-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WOART 2025-B                                                      | WOART 2025-B 4.38% 08/15/2028                                                          | CUSIP: 98164TAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8272696 | PA      | $8288844.07   | 0.30%             | 2028-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BOFA AUTO TRUST 2025-1                                            | BOFA AUTO TRUST 2025-1 4.52% 11/22/2027 144A                                           | CUSIP: 05594BAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3327077 | PA      | $3332334.51   | 0.12%             | 2027-11-22      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MIZUHO BANK LTD NY BRANCH                                         | MIZUHO BANK LTD NY BRANCH YCD SOFR+40 05/08/2026                                       | CUSIP: 60710TR60<br>LEI: RB0PEZSDGCO3JS6CEU02 | Long             | DBT              | CORP              | US        |  25000000 | PA      | $25013810.00  | 0.91%             | 2026-05-08      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| PORSCHE INNOVATIVE LEASE OWNER TRUST 2025-1                       | PORSCHE INNOVATIVE LEASE OWNER TRUST 2025-1 4.6% 12/20/2027 144A                       | CUSIP: 73329KAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5258351 | PA      | $5274282.66   | 0.19%             | 2027-12-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ AUTO LEASE TRUST 2025-A                             | MERCEDES-BENZ AUTO LEASE TRUST 2025-A 4.57% 04/17/2028                                 | CUSIP: 58768YAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5649417 | PA      | $5674862.62   | 0.21%             | 2028-04-17      | Fixed         | 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        |  14813000 | PA      | $14842774.13  | 0.54%             | 2038-07-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| AUTONATION FINANCE TRUST 2025-1                                   | AUTONATION FINANCE TRUST 2025-1 4.72% 04/10/2028 144A                                  | CUSIP: 05330QAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1880793 | PA      | $1884444.72   | 0.07%             | 2028-04-10      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MTLRF 2025-1A                                                     | MTLRF 2025-1A 4.7% 12/16/2027 144A                                                     | CUSIP: 55340QAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6474710 | PA      | $6504720.66   | 0.24%             | 2027-12-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| US BANK NA CINCINNATI OHIO                                        | US BANK NA CINCINNATI OHIO FRN SOFR+91 05/15/2028                                      | CUSIP: 90331HPT4<br>LEI: 6BYL5QZYBDK8S7L73M02 | Long             | DBT              | CORP              | US        |  12350000 | PA      | $12414264.46  | 0.45%             | 2028-05-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ALA TRUST 2025-OANA                                               | ALA TRUST 2025-OANA A VAR 06/15/2040 144A                                              | CUSIP: 009920AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6345000 | PA      | $6376832.87   | 0.23%             | 2040-06-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST 25-3A                         | EXETER AUTOMOBILE RECEIVABLES TRUST 25-3A A2 4.94% 01/18/2028                          | CUSIP: 30166XAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6427629 | PA      | $6436323.73   | 0.23%             | 2028-01-18      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORP                                       | AMERICAN HONDA FINANCE CORP FRN SOFR+65 05/20/2026                                     | CUSIP: 02665WGB1<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   8020000 | PA      | $8030468.19   | 0.29%             | 2026-05-20      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| DRIVE 2025-1 A2                                                   | DRIVE 2025-1 A2 5.05% 08/15/2028                                                       | CUSIP: 262102AB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4201561 | PA      | $4207326.55   | 0.15%             | 2028-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                                    | CITIBANK NA FRN SOFR+78.1 05/29/2027                                                   | CUSIP: 17325FBQ0<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |  12130000 | PA      | $12208723.70  | 0.44%             | 2027-05-29      | Variable      | 0.04%                 | 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        |  14008000 | PA      | $14031421.38  | 0.51%             | 2036-04-17      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO RECEIVABLES TRUST 25-B                               | HYUNDAI AUTO RECEIVABLES TRUST 25-B 4.45% 08/15/2028                                   | CUSIP: 44935XAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5354325 | PA      | $5370068.09   | 0.20%             | 2028-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK NEW YORK MELLON CORP                                         | BANK NEW YORK MELLON CORP FRN SOFRINDX+68 06/09/2028                                   | CUSIP: 06406RCD7<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |  12240000 | PA      | $12277363.82  | 0.45%             | 2028-06-09      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST 2025-P2                            | CARVANA AUTO RECEIVABLES TRUST 2025-P2 4.56% 08/10/2028                                | CUSIP: 14688YAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8603385 | PA      | $8618339.32   | 0.31%             | 2028-08-10      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| USB AUTO OWNER TRUST 2025-1                                       | USB AUTO OWNER TRUST 2025-1 4.51% 06/15/2028 144A                                      | CUSIP: 90367VAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10188080 | PA      | $10209156.66  | 0.37%             | 2028-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BROWN and BROWN INC                                               | BROWN and BROWN INC 4.6% 12/23/2026                                                    | CUSIP: 115236AH4<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |   5270000 | PA      | $5295779.79   | 0.19%             | 2026-12-23      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SFS AUTO RECEIVABLES SECURITIZATION TRUST 2025-2                  | SFS AUTO RECEIVABLES SECURITIZATION TRUST 2025-2A A2 4.85% 11/20/2028 144A             | CUSIP: 78398HAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6793709 | PA      | $6809641.82   | 0.25%             | 2028-11-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                           | HYUNDAI CAP AMER FRN SOFR+112 06/23/2027 144A                                          | CUSIP: 44891ADY0<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |  11630000 | PA      | $11713538.29  | 0.43%             | 2027-06-23      | Variable      | 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        |  12599590 | PA      | $12607287.90  | 0.46%             | 2033-07-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MARLETTE FUNDING TRUST 2025-1                                     | MARLETTE FUNDING TRUST 2025-1A A 4.75% 07/16/2035 144A                                 | CUSIP: 570920AA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    673129 | PA      | $674122.02    | 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        |   2256798 | PA      | $2222153.26   | 0.08%             | 2038-06-25      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP                                                  | NTT FINANCE CORP 4.567% 07/16/2027 144A                                                | CUSIP: 62954WAP0<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |   1008000 | PA      | $1017144.00   | 0.04%             | 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        |    941691 | PA      | $945543.89    | 0.03%             | 2060-06-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CARMX 2025-3                                                      | CARMX 2025-3 4.42% 08/15/2028                                                          | CUSIP: 14290FAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   9564238 | PA      | $9584344.89   | 0.35%             | 2028-08-15      | Fixed         | 0.04%                 | 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        |   3432643 | PA      | $3448354.98   | 0.13%             | 2032-08-18      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO LEASE SECURITIZATION TR 2025-C                       | HYUNDAI AUTO LEASE SECURITIZATION TR 2025-C A3 4.36% 07/17/2028 144A                   | CUSIP: 44935GAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10950000 | PA      | $11027271.96  | 0.40%             | 2028-07-17      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DLLAD LLC                                                         | DLLAD LLC 4.46% 11/20/2028 144A                                                        | CUSIP: 23347BAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6355000 | PA      | $6387319.62   | 0.23%             | 2028-11-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PNC BANK NA PITTSBURGH PA                                         | PNC BANK NA PITTSBURGH PA FRN SOFR+73 07/21/2028                                       | CUSIP: 69353RGA0<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |  12414000 | PA      | $12436717.62  | 0.45%             | 2028-07-21      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY PRIVATE BANK NA                                    | MORGAN STANLEY PRIVATE BANK NA FRN SOFR+77 07/06/2028                                  | CUSIP: 61776NVF7<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |  11990000 | PA      | $12018296.40  | 0.44%             | 2028-07-06      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| EXETER SELECT AUTOMOBILE RECEIVABLES TR 2025-2                    | EXETER SELECT AUTOMOBILE RECEIVABLES TR 2025-2 4.54% 06/15/2029                        | CUSIP: 30185EAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5893296 | PA      | $5908341.94   | 0.22%             | 2029-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TRUIST BANK                                                       | TRUIST BANK FRN SOFR+77 07/24/2028                                                     | CUSIP: 89788JAG4<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |  11860000 | PA      | $11882771.20  | 0.43%             | 2028-07-24      | 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        |    906026 | PA      | $908176.45    | 0.03%             | 2034-07-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ TRUST and BANKING CORP NY BRANCH                   | MITSUBISHI UFJ TR and BK NY BRH YCD SOFR+36 07/23/2026                                 | CUSIP: 60683D6Z7<br>LEI: JBONEPAGQXF4QP29B387 | Long             | DBT              | CORP              | US        |  20000000 | PA      | $19999762.00  | 0.73%             | 2026-07-23      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL LEASING TRST                                         | GM FINANCIAL LEASING TRST 4.19% 10/20/2027                                             | CUSIP: 379965AB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7341173 | PA      | $7354485.20   | 0.27%             | 2027-10-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SFUEL 25-BA                                                       | SFUEL 25-BA 4.31% 05/22/2028 144A                                                      | CUSIP: 858933AB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10950000 | PA      | $10985642.25  | 0.40%             | 2028-05-22      | 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        |   3171471 | PA      | $3180399.10   | 0.12%             | 2034-08-15      | 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        |  14514000 | PA      | $14540691.25  | 0.53%             | 2036-07-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TR 2025-4                           | EXETER AUTOMOBILE RECEIVABLES TR 2025-4 4.53% 03/15/2028                               | CUSIP: 30167KAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7608821 | PA      | $7619389.32   | 0.28%             | 2028-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                         | UST NOTES 3.625% 08/31/2027                                                            | CUSIP: 91282CNV9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 305899000 | PA      | $306699595.80 | 11.18%            | 2027-08-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SAMMONS FINANCIAL GROUP GLOBAL FUNDING                            | SAMMONS FINANCIAL GROUP GLOBAL FUNDING FRN SOFR+85 09/02/2027 144A                     | CUSIP: 79587J2D4<br>LEI: 635400IPRNPM6HDHRS48 | Long             | DBT              | CORP              | US        |  12190000 | PA      | $12260336.30  | 0.45%             | 2027-09-02      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MERCK and CO INC                                                  | MERCK and CO INC FRN SOFR+46 09/15/2027                                                | CUSIP: 58933YBU8<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   8557000 | PA      | $8598038.35   | 0.31%             | 2027-09-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                                | CANADIAN IMPERIAL BK OF COMM FRN SOFR+80 09/08/2028                                    | CUSIP: 13607QFC1<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |  12200000 | PA      | $12231829.80  | 0.45%             | 2028-09-08      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| EQUITABLE AMERICA GLOBAL FUNDING                                  | EQUITABLE AMERICA GLOBAL FUNDING FRN SOFR+71 09/15/2027 144A                           | CUSIP: 29446Q2D4<br>LEI: 98450066CCBIACF06694 | Long             | DBT              | CORP              | US        |  11806000 | PA      | $11810718.50  | 0.43%             | 2027-09-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| THE BANK OF NOVA SCOTIA                                           | BANK OF NOVA SCOTIA FRN SOFR+76 09/15/2028                                             | CUSIP: 06418GAT4<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |  11590000 | PA      | $11607005.31  | 0.42%             | 2028-09-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI SELECT AUTO TRUST 2025-A                               | WORLD OMNI SELECT AUTO TRUST 2025-A 4.14% 05/15/2030                                   | CUSIP: 98164UAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10995000 | PA      | $11019617.81  | 0.40%             | 2030-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST 2025-P3                            | CARVANA AUTO RECEIVABLES TR 2025-P3 4.07% 02/12/2029                                   | CUSIP: 14688AAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10455172 | PA      | $10459397.50  | 0.38%             | 2029-02-12      | 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        |   7740000 | PA      | $7749860.76   | 0.28%             | 2034-10-22      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL QUE                                              | BANK OF MONTREAL QUE FRN SOFRINDX+75 09/22/2028                                        | CUSIP: 06368MXW9<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |  12200000 | PA      | $12222255.85  | 0.45%             | 2028-09-22      | Variable      | 0.04%                 | 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        |  13000000 | PA      | $13008684.00  | 0.47%             | 2036-07-20      | Variable      | 0.05%                 | 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        |   4720000 | PA      | $4725900.00   | 0.17%             | 2042-10-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| USAA AUTO OWNER TRUST 2025-A                                      | USAA AUTO OWNER TRUST 2025-A 3.98% 03/15/2028 144A                                     | CUSIP: 90327HAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5930000 | PA      | $5933454.23   | 0.22%             | 2028-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SFS AUTO RECEIVABLES SECURITIZATION TRUST 25-3A                   | SFS AUTO RECEIVABLES SECURITIZATION TRUST 25-3A 4.11% 03/20/2029 144A                  | CUSIP: 78398KAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5458584 | PA      | $5465232.79   | 0.20%             | 2029-03-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SCLP 2025-4                                                       | SCLP 2025-4 4.24% 08/25/2035 144A                                                      | CUSIP: 83405UAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4977025 | PA      | $4986630.37   | 0.18%             | 2035-08-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ALLY AUTO RECEIVABLES TRUST 2025-1                                | ALLY AUTO RECEIVABLES TRUST 2025-1 A2 4.28% 07/17/2028                                 | CUSIP: 02008KAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5940000 | PA      | $5943578.85   | 0.22%             | 2028-07-17      | Fixed         | 0.04%                 | 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        |   7999000 | PA      | $7999759.91   | 0.29%             | 2036-07-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST 2025-4                                    | CARMAX AUTO OWNER TRUST 2025-4 3.95% 03/15/2029                                        | CUSIP: 14320HAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5930000 | PA      | $5936786.29   | 0.22%             | 2029-03-15      | Fixed         | 0.04%                 | 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        |   1744875 | PA      | $1746628.69   | 0.06%             | 2034-11-27      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE PRIME AUTO RECEIVABLES TRUST 2025-1                   | CAPITAL ONE PRIME AUTO RECEIVABLES TRUST 2025-1 A2A 4.39% 01/16/2029                   | CUSIP: 14043YAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5930000 | PA      | $5934598.12   | 0.22%             | 2029-01-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                   | PHILIP MORRIS INTL INC FRN SOFR+66 10/27/2028                                          | CUSIP: 718172EB1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |  13237000 | PA      | $13257969.39  | 0.48%             | 2028-10-27      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORPORATION NEW                                          | AMPHENOL CORPORATION NEW FRN SOFR+53 11/15/2027                                        | CUSIP: 032095AV3<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |   8714000 | PA      | $8729723.54   | 0.32%             | 2027-11-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                              | ROYAL BANK OF CANADA FRN SOFR+70 11/03/2028                                            | CUSIP: 78017DAP3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |  13000000 | PA      | $13018482.10  | 0.47%             | 2028-11-03      | Variable      | 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        |   8375779 | PA      | $8385360.15   | 0.31%             | 2030-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FIAOT 2025-1A                                                     | FIAOT 2025-1A A2 4.42% 12/15/2028 144A                                                 | CUSIP: 32059WAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8375000 | PA      | $8388192.30   | 0.31%             | 2028-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY PRIVATE BANK NA                                    | MORGAN STANLEY PRIVATE BANK NA FRN SOFR+78 11/17/2028                                  | CUSIP: 61776NZT3<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |  12400000 | PA      | $12431124.00  | 0.45%             | 2028-11-17      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| GREENSKY HOME IMPROVEMENT 2025-3A                                 | GREENSKY HOME IMPROVEMENT 2025-3A A1 4.63% 12/27/2060 144A                             | CUSIP: 39571WAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   9047843 | PA      | $9065434.18   | 0.33%             | 2060-12-27      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| STELLANTIS FINANCIAL UNDERWRITTEN ENHANCED LEASE TRUST 2025-C     | STELLANTIS FINANCIAL UNDERWRITTEN ENHANCED LEASE TRUST 2025-C A2 4.35% 06/20/2028 144A | CUSIP: 85855EAB2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8027000 | PA      | $8046177.31   | 0.29%             | 2028-06-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| OCWEN LOAN INVESTMENT TRUST                                       | OCWEN LOAN INVESTMENT TRUST 25-HB2 A VAR 11/25/2038 144A                               | CUSIP: 68278FAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1101373 | PA      | $1067561.06   | 0.04%             | 2038-11-25      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| DEXT ABS 2025-2 LLC                                               | DEXT ABS 2025-2 LLC 4.28% 04/17/2028 144A                                              | CUSIP: 252153AB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1480000 | PA      | $1479842.23   | 0.05%             | 2028-04-17      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                         | UST NOTES 3.375% 12/31/2027                                                            | CUSIP: 91282CPS4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  55000000 | PA      | $54969921.60  | 2.00%             | 2027-12-31      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MIZUHO SECURITIES USA LLC                                         | MIZUHONG A RP OBFR01+0.7% 6/22/26                                                      | CUSIP: N/A<br>LEI: 7TK5RJIZDFROZCA6XF66       | Long             | RA               | CORP              | US        |  20000000 | PA      | $20000000.00  | 0.73%             |  |  |  | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SVCS CORP                                        | CATERPILLAR FINL SVCS CORP FRN SOFR+40 01/10/2028                                      | CUSIP: 14913UBG4<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |  12690000 | PA      | $12708473.09  | 0.46%             | 2028-01-10      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| RABOBANK NEDERLAND NEW YORK BRH                                   | RABOBANK NEDERLAND NY BRH FRN SOFR+41 01/14/2028                                       | CUSIP: 21688ABS0<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | US        |  10580000 | PA      | $10589690.43  | 0.39%             | 2028-01-14      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| ARI FLEET LEASE TRUST                                             | ARI FLEET LEASE TRUST 4.35% 11/15/2034 144A                                            | CUSIP: 04033DAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5950000 | PA      | $5964613.80   | 0.22%             | 2034-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO SECURITIES, LLC                                       | WELLSNGR A RP OBFR01+0.75% 9/10/26                                                     | CUSIP: N/A<br>LEI: VYVVCKR63DVZZN70PB21       | Long             | RA               | CORP              | US        |  13000000 | PA      | $13000000.00  | 0.47%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-03-30

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

**Signature:** Laura M. Del Prato

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

**Title:** President and Treasurer