# EDGAR Filing Document

**Accession Number:** 0000789281
**File Stem:** 0001145549-23-017748
**Filing Date:** 2023-3
**Character Count:** 245699
**Document Hash:** e7067bcc9a7b1ad0e5a36616059cba88
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-23-017748.hdr.sgml**: 20230323

**ACCESSION NUMBER**: 0001145549-23-017748

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20230131

**FILED AS OF DATE**: 20230323

**DATE AS OF CHANGE**: 20230323

**PERIOD START**: 20230430

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Federated Hermes Income Securities Trust
- **CENTRAL INDEX KEY:** 0000789281
- **IRS NUMBER:** 251412886
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0430

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-04577
- **FILM NUMBER:** 23755444

**BUSINESS ADDRESS:**
- **STREET 1:** 4000 ERICSSON DRIVE
- **CITY:** WARRENDALE
- **STATE:** PA
- **ZIP:** 15086-7561
- **BUSINESS PHONE:** 8003417400

**MAIL ADDRESS:**
- **STREET 1:** 4000 ERICSSON DRIVE
- **CITY:** WARRENDALE
- **STATE:** PA
- **ZIP:** 15086-7561

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** FEDERATED INCOME SECURITIES TRUST
- **DATE OF NAME CHANGE:** 19920703

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** FEDERATED FLOATING RATE TRUST
- **DATE OF NAME CHANGE:** 19920205

## Series and Classes Contracts Data

### Federated Hermes Short-Term Income Fund (Series ID: S000009077)

| Class ID   | Class Name           | Ticker Symbol   |
|:---|:---|:---|
| C000024660 | Class A Shares       | FTIAX           |
| C000024661 | Institutional Shares | FSTYX           |
| C000024662 | Service Shares       | FSTIX           |
| C000176845 | Class R6 Shares      | FSILX           |
| C000232323 | Class A2 Shares      | FTIQX           |

## Nport-Ex

Federated Hermes Short-Term Income Fund

Portfolio of Investments

January 31, 2023 (unaudited)

---

| | | |
|:---|:---|:---|
| **Principal** <br>**Amount** <br>**or Shares**<br>|  | **Value** |
|  | CORPORATE BONDS—46.5% |  |
|  | **Basic Industry - Metals & Mining—0.3%** |  |
| $5000000 | Glencore Funding LLC, Sr. Unsecd. Note, 144A, 1.625%, 4/27/2026 | $4503864 |
|  | **Capital Goods - Aerospace & Defense—0.8%** |  |
| &nbsp;&nbsp; 3000000 | Boeing Co., Sr. Unsecd. Note, 4.508%, 5/1/2023 | &nbsp;&nbsp; 2995438 |
| &nbsp;&nbsp; 1920000 | General Dynamics Corp., Sr. Unsecd. Note, 1.150%, 6/1/2026 | &nbsp;&nbsp; 1733084 |
| &nbsp;&nbsp; 4960000 | Huntington Ingalls Industries, Inc., Sr. Unsecd. Note, 0.670%, 8/16/2023 | &nbsp;&nbsp; 4843042 |
| &nbsp;&nbsp; 2335000 | Textron, Inc., Sr. Unsecd. Note, 3.900%, 9/17/2029 | &nbsp;&nbsp; 2190302 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11761866 |
|  | **Capital Goods - Construction Machinery—1.2%** |  |
| &nbsp;&nbsp; 2825000 | Ashtead Capital, Inc., Sr. Unsecd. Note, 144A, 1.500%, 8/12/2026 | &nbsp;&nbsp; 2488186 |
| &nbsp;&nbsp; 2200000 | CNH Industrial Capital America LLC, Sr. Unsecd. Note, 1.875%, 1/15/2026 | &nbsp;&nbsp; 2037587 |
| &nbsp;&nbsp; 1920000 | CNH Industrial Capital America LLC, Sr. Unsecd. Note, 1.950%, 7/2/2023 | &nbsp;&nbsp; 1894685 |
| &nbsp;&nbsp; 3550000 | John Deere Capital Corp., Sr. Unsecd. Note, Series MTN, 0.400%, 10/10/2023 | &nbsp;&nbsp; 3442860 |
| &nbsp;&nbsp; 6000000 | John Deere Capital Corp., Sr. Unsecd. Note, Series MTN, 0.450%, 6/7/2024 | &nbsp;&nbsp; 5672531 |
| &nbsp;&nbsp; 2105000<br><sup>1</sup> <br>| John Deere Capital Corp., Sr. Unsecd. Note, Series MTN, 4.523%, 10/11/2024 | &nbsp;&nbsp; 2094471 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 17630320 |
|  | **Capital Goods - Diversified Manufacturing—1.2%** |  |
| &nbsp;&nbsp; 3000000 | CK Hutchison Holdings Ltd., Sr. Unsecd. Note, 144A, 2.750%, 3/29/2023 | &nbsp;&nbsp; 2990295 |
| &nbsp;&nbsp; 2335000 | Honeywell International, Inc., Sr. Unsecd. Note, 1.100%, 3/1/2027 | &nbsp;&nbsp; 2074197 |
| &nbsp;&nbsp; 2015000 | Honeywell International, Inc., Sr. Unsecd. Note, 1.350%, 6/1/2025 | &nbsp;&nbsp; 1878674 |
| &nbsp;&nbsp; 775000 | Lennox International, Inc., Sr. Unsecd. Note, 1.350%, 8/1/2025 | &nbsp;&nbsp; 709418 |
| &nbsp;&nbsp; 3500000 | Parker-Hannifin Corp., Sr. Unsecd. Note, 3.650%, 6/15/2024 | &nbsp;&nbsp; 3441997 |
| &nbsp;&nbsp; 1820000 | Roper Technologies, Inc., Sr. Unsecd. Note, 1.000%, 9/15/2025 | &nbsp;&nbsp; 1651829 |
| &nbsp;&nbsp; 2380000 | Roper Technologies, Inc., Sr. Unsecd. Note, 2.350%, 9/15/2024 | &nbsp;&nbsp; 2284661 |
| &nbsp;&nbsp; 1585000 | Wabtec Corp., Sr. Unsecd. Note, 3.200%, 6/15/2025 | &nbsp;&nbsp; 1500376 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 16531447 |
|  | **Communications - Media & Entertainment—0.5%** |  |
| &nbsp;&nbsp; 2940000 | Alphabet, Inc., Sr. Unsecd. Note, 0.450%, 8/15/2025 | &nbsp;&nbsp; 2682993 |
| &nbsp;&nbsp; 5000000 | Walt Disney Co., Sr. Unsecd. Note, 1.750%, 1/13/2026 | &nbsp;&nbsp; 4633436 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7316429 |
|  | **Communications - Telecom Wireless—0.8%** |  |
| &nbsp;&nbsp; 7815000 | American Tower Corp., Sr. Unsecd. Note, 0.600%, 1/15/2024 | &nbsp;&nbsp; 7494444 |
| &nbsp;&nbsp; 4050000 | Crown Castle, Inc., Sr. Unsecd. Note, 5.000%, 1/11/2028 | &nbsp;&nbsp; 4099620 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 11594064 |
|  | **Communications - Telecom Wirelines—0.1%** |  |
| &nbsp;&nbsp; 960000 | AT&T, Inc., Sr. Unsecd. Note, 4.964%, 3/25/2024 | &nbsp;&nbsp; 960053 |
|  | **Consumer Cyclical - Automotive—4.1%** |  |
| &nbsp;&nbsp; 2000000 | American Honda Finance Corp., Sr. Unsecd. Note, Series MTN, 0.550%, 7/12/2024 | &nbsp;&nbsp; 1883369 |
| &nbsp;&nbsp; 5000000 | American Honda Finance Corp., Sr. Unsecd. Note, Series MTN, 0.650%, 9/8/2023 | &nbsp;&nbsp; 4872506 |
| &nbsp;&nbsp; 4545000 | American Honda Finance Corp., Sr. Unsecd. Note, Series MTN, 0.750%, 8/9/2024 | &nbsp;&nbsp; 4284783 |
| &nbsp;&nbsp; 6000000 | Daimler Trucks Financial NA, Sr. Unsecd. Note, 144A, 5.063%, 12/13/2024 | &nbsp;&nbsp; 5966126 |
| &nbsp;&nbsp; 5000000 | Ford Motor Credit Co. LLC, Sr. Unsecd. Note, 6.950%, 3/6/2026 | &nbsp;&nbsp; 5118825 |
| &nbsp;&nbsp; 2125000 | General Motors Financial Co., Inc., Sr. Unsecd. Note, 2.900%, 2/26/2025 | &nbsp;&nbsp; 2029654 |
| &nbsp;&nbsp; 5000000 | General Motors Financial Co., Inc., Sr. Unsecd. Note, 4.943%, 10/15/2024 | &nbsp;&nbsp; 4918037 |
| &nbsp;&nbsp; 5000000 | General Motors Financial Co., Inc., Sr. Unsecd. Note, 5.245%, 2/26/2027 | &nbsp;&nbsp; 4831614 |
| &nbsp;&nbsp; 5000000 | Hyundai Capital America, Sr. Unsecd. Note, 144A, 1.000%, 9/17/2024 | &nbsp;&nbsp; 4671661 |

---

**1**

------

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount**<br> **or Shares**<br>|  | **Value** |
|  | CORPORATE BONDS—continued |  |
|  | **Consumer Cyclical - Automotive—continued** |  |
| $6000000 | Hyundai Capital America, Sr. Unsecd. Note, 144A, 1.800%, 10/15/2025 | $5475349 |
| &nbsp;&nbsp; 4285000 | Mercedes-Benz Finance NA LLC, Sr. Unsecd. Note, 144A, 0.750%, 3/1/2024 | &nbsp;&nbsp; 4095841 |
| &nbsp;&nbsp; 4250000 | Stellantis Finance US, Inc., Sr. Unsecd. Note, 144A, 1.711%, 1/29/2027 | &nbsp;&nbsp; 3749617 |
| &nbsp;&nbsp; 7000000 | Volkswagen Group of America Finance LLC, Sr. Unsecd. Note, 144A, 0.875%, 11/22/2023 | &nbsp;&nbsp; 6756004 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 58653386 |
|  | **Consumer Cyclical - Services—0.1%** |  |
| &nbsp;&nbsp; 1900000 | Amazon.com, Inc., Sr. Unsecd. Note, 2.400%, 2/22/2023 | &nbsp;&nbsp; 1897535 |
|  | **Consumer Non-Cyclical - Food/Beverage—1.7%** |  |
| &nbsp;&nbsp; 7345000 | Coca-Cola European Partners PLC, Sr. Unsecd. Note, 144A, 0.500%, 5/5/2023 | &nbsp;&nbsp; 7262173 |
| &nbsp;&nbsp; 1500000 | Coca-Cola European Partners PLC, Sr. Unsecd. Note, 144A, 1.500%, 1/15/2027 | &nbsp;&nbsp; 1326628 |
| &nbsp;&nbsp; 3635000 | Conagra Brands, Inc., Sr. Unsecd. Note, 0.500%, 8/11/2023 | &nbsp;&nbsp; 3549507 |
| &nbsp;&nbsp; 800000 | Constellation Brands, Inc., Sr. Unsecd. Note, 5.000%, 2/2/2026 | &nbsp;&nbsp; 800902 |
| &nbsp;&nbsp; 1390000<br><sup>2</sup> <br>| General Mills, Inc., Sr. Unsecd. Note, 5.839% (3-month USLIBOR +1.010%), 10/17/2023 | &nbsp;&nbsp; 1396005 |
| &nbsp;&nbsp; 4190000 | JDE Peet's B.V., Sr. Unsecd. Note, 144A, 0.800%, 9/24/2024 | &nbsp;&nbsp; 3871780 |
| &nbsp;&nbsp; 1460000 | Keurig Dr Pepper, Inc., Sr. Unsecd. Note, 0.750%, 3/15/2024 | &nbsp;&nbsp; 1395320 |
| &nbsp;&nbsp; 2000000 | PepsiCo, Inc., Sr. Unsecd. Note, 0.400%, 10/7/2023 | &nbsp;&nbsp; 1940877 |
| &nbsp;&nbsp; 3385000 | PepsiCo, Inc., Sr. Unsecd. Note, 2.250%, 3/19/2025 | &nbsp;&nbsp; 3245060 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 24788252 |
|  | **Consumer Non-Cyclical - Health Care—1.2%** |  |
| &nbsp;&nbsp; 6640000 | PerkinElmer, Inc., Sr. Unsecd. Note, 0.850%, 9/15/2024 | &nbsp;&nbsp; 6216214 |
| &nbsp;&nbsp; 4075000 | Stryker Corp., Sr. Unsecd. Note, 0.600%, 12/1/2023 | &nbsp;&nbsp; 3929396 |
| &nbsp;&nbsp; 6650000 | Thermo Fisher Scientific, Inc., Sr. Unsecd. Note, 4.853%, 10/18/2024 | &nbsp;&nbsp; 6635160 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 16780770 |
|  | **Consumer Non-Cyclical - Pharmaceuticals—1.9%** |  |
| &nbsp;&nbsp; 4705000 | AstraZeneca PLC, Sr. Unsecd. Note, 0.700%, 4/8/2026 | &nbsp;&nbsp; 4200223 |
| &nbsp;&nbsp; 4550000<br><sup>2</sup> <br>| Bayer US Finance II LLC, Sr. Unsecd. Note, 144A, 5.779% (3-month USLIBOR +1.010%), 12/15/2023 | &nbsp;&nbsp; 4561892 |
| &nbsp;&nbsp; 1770000 | Bristol-Myers Squibb Co., Sr. Unsecd. Note, 0.537%, 11/13/2023 | &nbsp;&nbsp; 1712195 |
| &nbsp;&nbsp; 5000000 | Bristol-Myers Squibb Co., Sr. Unsecd. Note, 0.750%, 11/13/2025 | &nbsp;&nbsp; 4539515 |
| &nbsp;&nbsp; 3845000 | Bristol-Myers Squibb Co., Sr. Unsecd. Note, Series WI, 2.900%, 7/26/2024 | &nbsp;&nbsp; 3754966 |
| &nbsp;&nbsp; 3941000 | Gilead Sciences, Inc., Sr. Unsecd. Note, 0.750%, 9/29/2023 | &nbsp;&nbsp; 3833056 |
| &nbsp;&nbsp; 2370000 | Merck & Co., Inc., Sr. Unsecd. Note, 2.900%, 3/7/2024 | &nbsp;&nbsp; 2322687 |
| &nbsp;&nbsp; 2790000 | Royalty Pharma PLC, Sr. Unsecd. Note, Series WI, 1.200%, 9/2/2025 | &nbsp;&nbsp; 2531945 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 27456479 |
|  | **Consumer Non-Cyclical - Products—0.2%** |  |
| &nbsp;&nbsp; 2615000 | Unilever Capital Corp., Sr. Unsecd. Note, 0.375%, 9/14/2023 | &nbsp;&nbsp; 2545329 |
|  | **Consumer Non-Cyclical - Tobacco—0.6%** |  |
| &nbsp;&nbsp; 5600000 | BAT International Finance PLC, Sr. Unsecd. Note, 1.668%, 3/25/2026 | &nbsp;&nbsp; 5056937 |
| &nbsp;&nbsp; 3635000 | Philip Morris International, Inc., Sr. Unsecd. Note, 1.125%, 5/1/2023 | &nbsp;&nbsp; 3600438 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8657375 |
|  | **Energy - Integrated—0.9%** |  |
| &nbsp;&nbsp; 3430000 | Chevron U.S.A., Inc., Sr. Unsecd. Note, 0.687%, 8/12/2025 | &nbsp;&nbsp; 3128339 |
| &nbsp;&nbsp; 4740000 | Exxon Mobil Corp., Sr. Unsecd. Note, 2.992%, 3/19/2025 | &nbsp;&nbsp; 4610422 |
| &nbsp;&nbsp; 5780000 | Shell International Finance B.V., Sr. Unsecd. Note, 0.375%, 9/15/2023 | &nbsp;&nbsp; 5625015 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13363776 |
|  | **Energy - Midstream—0.1%** |  |
| &nbsp;&nbsp; 1445000 | Boardwalk Pipeline Partners LP, Sr. Unsecd. Note, 4.800%, 5/3/2029 | &nbsp;&nbsp; 1424546 |
|  | **Energy - Refining—1.0%** |  |
| &nbsp;&nbsp; 8000000 | Marathon Petroleum Corp., Sr. Unsecd. Note, 4.700%, 5/1/2025 | &nbsp;&nbsp; 7987638 |
| &nbsp;&nbsp; 6085000 | Valero Energy Corp., Sr. Unsecd. Note, 1.200%, 3/15/2024 | &nbsp;&nbsp; 5836242 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 13823880 |

---

**2**

------

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount**<br> **or Shares**<br>|  | **Value** |
|  | CORPORATE BONDS—continued |  |
|  | **Financial Institution - Banking—14.3%** |  |
| $4000000 | American Express Co., Sr. Unsecd. Note, 2.550%, 3/4/2027 | $3711886 |
| &nbsp;&nbsp; 1700000 | ANZ New Zealand National (Int'l) Ltd., Sr. Unsecd. Note, 144A, 4.766%, 2/18/2025 | &nbsp;&nbsp; 1696152 |
| &nbsp;&nbsp; 2655000 | Associated Banc-Corp., Sub. Note, 4.250%, 1/15/2025 | &nbsp;&nbsp; 2592568 |
| &nbsp;&nbsp; 3000000 | Bank of America Corp., Sr. Unsecd. Note, Series MTN, 0.810%, 10/24/2024 | &nbsp;&nbsp; 2902440 |
| &nbsp;&nbsp; 1500000 | Bank of America Corp., Sr. Unsecd. Note, Series MTN, 3.458%, 3/15/2025 | &nbsp;&nbsp; 1471314 |
| &nbsp;&nbsp; 3850000 | Bank of America Corp., Sr. Unsecd. Note, Series MTN, 3.559%, 4/23/2027 | &nbsp;&nbsp; 3688508 |
| &nbsp;&nbsp; 2500000<br><sup>2</sup> <br>| Bank of America Corp., Sr. Unsecd. Note, Series MTN, 4.963% (3-month BSBY +0.430%), 5/28/2024 | &nbsp;&nbsp; 2486700 |
| &nbsp;&nbsp; 10000000 | Bank of Montreal, Sr. Unsecd. Note, 0.450%, 12/8/2023 | &nbsp;&nbsp; 9634623 |
| &nbsp;&nbsp; 2500000 | Bank of New York Mellon Corp., Sr. Unsecd. Note, Series J, 4.522%, 10/25/2024 | &nbsp;&nbsp; 2480894 |
| &nbsp;&nbsp; 7000000 | Bank of New York Mellon Corp., Sr. Unsecd. Note, Series MTN, 0.350%, 12/7/2023 | &nbsp;&nbsp; 6745578 |
| &nbsp;&nbsp; 5000000 | Bank of New Zealand (BNZ), Sr. Unsecd. Note, 144A, 0.957%, 1/27/2027 | &nbsp;&nbsp; 4951236 |
| &nbsp;&nbsp; 3880000 | Bank of Nova Scotia, Sr. Unsecd. Note, 0.550%, 9/15/2023 | &nbsp;&nbsp; 3778031 |
| &nbsp;&nbsp; 6000000 | Bank of Nova Scotia, Sr. Unsecd. Note, 0.650%, 7/31/2024 | &nbsp;&nbsp; 5639123 |
| &nbsp;&nbsp; 3280000 | Barclays PLC, Sr. Unsecd. Note, 1.007%, 12/10/2024 | &nbsp;&nbsp; 3156711 |
| &nbsp;&nbsp; 5000000 | BPCE SA, Sub., 144A, 5.700%, 10/22/2023 | &nbsp;&nbsp; 4997991 |
| &nbsp;&nbsp; 5000000<br><sup>1</sup> <br>| Canadian Imperial Bank of Commerce, Sr. Unsecd. Note, 0.500%, 12/14/2023 | &nbsp;&nbsp; 4813772 |
| &nbsp;&nbsp; 2000000 | Canadian Imperial Bank of Commerce, Sr. Unsecd. Note, 0.950%, 6/23/2023 | &nbsp;&nbsp; 1968597 |
| &nbsp;&nbsp; 5000000 | Canadian Imperial Bank of Commerce, Sr. Unsecd. Note, 4.743%, 10/18/2024 | &nbsp;&nbsp; 4979002 |
| &nbsp;&nbsp; 4000000 | Capital One Financial Corp., Sr. Unsecd. Note, 5.468%, 2/1/2029 | &nbsp;&nbsp; 4027483 |
| &nbsp;&nbsp; 3000000 | Citigroup, Inc., Sr. Unsecd. Note, 1.122%, 1/28/2027 | &nbsp;&nbsp; 2674198 |
| &nbsp;&nbsp; 2900000 | Citigroup, Inc., Sr. Unsecd. Note, 3.352%, 4/24/2025 | &nbsp;&nbsp; 2838184 |
| &nbsp;&nbsp; 1155000 | Citigroup, Inc., Sr. Unsecd. Note, 5.016%, 1/25/2026 | &nbsp;&nbsp; 1142064 |
| &nbsp;&nbsp; 3670000 | Citigroup, Inc., Sr. Unsecd. Note, 5.610%, 9/29/2026 | &nbsp;&nbsp; 3730141 |
| &nbsp;&nbsp; 3000000 | Citizens Bank, N.A., Providence, Sr. Unsecd. Note, 6.064%, 10/24/2025 | &nbsp;&nbsp; 3044550 |
| &nbsp;&nbsp; 3450000 | Citizens Bank, N.A., Providence, Sr. Unsecd. Note, Series BKNT, 2.250%, 4/28/2025 | &nbsp;&nbsp; 3243805 |
| &nbsp;&nbsp; 6835000 | Commonwealth Bank of Australia, Sr. Unsecd. Note, 144A, 4.733%, 7/7/2025 | &nbsp;&nbsp; 6794335 |
| &nbsp;&nbsp; 7000000 | Credit Suisse AG of New York, Sr. Unsecd. Note, 0.495%, 2/2/2024 | &nbsp;&nbsp; 6578693 |
| &nbsp;&nbsp; 5000000 | Credit Suisse AG of New York, Sr. Unsecd. Note, Series FRN, 4.495%, 8/9/2023 | &nbsp;&nbsp; 4934975 |
| &nbsp;&nbsp; 3110000 | Deutsche Bank AG New York, 6.119%, 7/14/2026 | &nbsp;&nbsp; 3145228 |
| &nbsp;&nbsp; 1990000 | FNB Corp. (PA), Sr. Unsecd. Note, 5.150%, 8/25/2025 | &nbsp;&nbsp; 1983477 |
| &nbsp;&nbsp; 4090000 | Goldman Sachs Group, Inc., Sr. Unsecd. Note, 5.243%, 10/21/2027 | &nbsp;&nbsp; 3978330 |
| &nbsp;&nbsp; 3750000 | Goldman Sachs Group, Inc., Sr. Unsecd. Note, 5.315%, 2/24/2028 | &nbsp;&nbsp; 3677974 |
| &nbsp;&nbsp; 2000000<br><sup>2</sup> <br>| Goldman Sachs Group, Inc., Sr. Unsecd. Note, 5.441% (3-month USLIBOR +0.750%), 2/23/2023 | &nbsp;&nbsp; 2000767 |
| &nbsp;&nbsp; 7835000 | HSBC Holdings PLC, Sr. Unsecd. Note, 1.589%, 5/24/2027 | &nbsp;&nbsp; 6945235 |
| &nbsp;&nbsp; 2145000 | HSBC Holdings PLC, Sr. Unsecd. Note, 1.645%, 4/18/2026 | &nbsp;&nbsp; 1975710 |
| &nbsp;&nbsp; 3000000 | Huntington National Bank, Sr. Unsecd. Note, 5.699%, 11/18/2025 | &nbsp;&nbsp; 3035016 |
| &nbsp;&nbsp; 5000000 | JPMorgan Chase & Co., Sr. Unsecd. Note, 4.885%, 12/10/2025 | &nbsp;&nbsp; 4940370 |
| &nbsp;&nbsp; 2500000 | JPMorgan Chase & Co., Sr. Unsecd. Note, 5.088%, 9/22/2027 | &nbsp;&nbsp; 2438720 |
| &nbsp;&nbsp; 5000000 | Mitsubishi UFJ Financial Group, Inc., Sr. Unsecd. Note, 0.848%, 9/15/2024 | &nbsp;&nbsp; 4851421 |
| &nbsp;&nbsp; 3000000 | Morgan Stanley, Sr. Unsecd. Note, 0.731%, 4/5/2024 | &nbsp;&nbsp; 2974105 |
| &nbsp;&nbsp; 2140000 | Morgan Stanley, Sr. Unsecd. Note, 4.947%, 1/24/2025 | &nbsp;&nbsp; 2128557 |
| &nbsp;&nbsp; 705000 | Morgan Stanley, Sr. Unsecd. Note, Series I, 0.864%, 10/21/2025 | &nbsp;&nbsp; 653596 |
| &nbsp;&nbsp; 855000 | Morgan Stanley, Sr. Unsecd. Note, Series MTN, 2.720%, 7/22/2025 | &nbsp;&nbsp; 825823 |
| &nbsp;&nbsp; 1855000 | Morgan Stanley, Sr. Unsecd. Note, Series MTN, 4.598%, 11/10/2023 | &nbsp;&nbsp; 1854569 |
| &nbsp;&nbsp; 3000000 | Morgan Stanley, Sr. Unsecd. Note, Series MTN, 4.777%, 1/25/2024 | &nbsp;&nbsp; 2998066 |
| &nbsp;&nbsp; 5000000<br><sup>1</sup> <br>| National Bank of Canada, Montreal, Sr. Unsecd. Note, Series FXD, 0.750%, 8/6/2024 | &nbsp;&nbsp; 4711003 |
| &nbsp;&nbsp; 4430000 | NatWest Markets PLC, Sr. Unsecd. Note, 144A, 0.800%, 8/12/2024 | &nbsp;&nbsp; 4149878 |
| &nbsp;&nbsp; 6000000 | NatWest Markets PLC, Sr. Unsecd. Note, 144A, 5.083%, 9/29/2026 | &nbsp;&nbsp; 5792135 |
| &nbsp;&nbsp; 1800000 | PNC Financial Services Group, Inc., Sr. Unsecd. Note, 3.500%, 1/23/2024 | &nbsp;&nbsp; 1775008 |
| &nbsp;&nbsp; 2000000 | PNC Financial Services Group, Inc., Sr. Unsecd. Note, 4.758%, 1/26/2027 | &nbsp;&nbsp; 2004008 |

---

**3**

------

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount**<br> **or Shares**<br>|  | **Value** |
|  | CORPORATE BONDS—continued |  |
|  | **Financial Institution - Banking—continued** |  |
| $3260000 | Regions Financial Corp., Sr. Unsecd. Note, 2.250%, 5/18/2025 | $3081382 |
| &nbsp;&nbsp; 3000000 | Royal Bank of Canada, Sr. Unsecd. Note, 5.660%, 10/25/2024 | &nbsp;&nbsp; 3051225 |
| &nbsp;&nbsp; 5000000 | Royal Bank of Canada, Sr. Unsecd. Note, Series GMTN, 0.425%, 1/19/2024 | &nbsp;&nbsp; 4792985 |
| &nbsp;&nbsp; 2915000<br><sup>1</sup> <br>| Royal Bank of Canada, Sr. Unsecd. Note, Series MTN, 0.500%, 10/26/2023 | &nbsp;&nbsp; 2822624 |
| &nbsp;&nbsp; 4250000 | Standard Chartered PLC, Sr. Unsecd. Note, 144A, 0.991%, 1/12/2025 | &nbsp;&nbsp; 4069731 |
| &nbsp;&nbsp; 905000 | Sumitomo Mitsui Financial Group, Inc., Sr. Unsecd. Note, 0.508%, 1/12/2024 | &nbsp;&nbsp; 867002 |
| &nbsp;&nbsp; 1180000 | Truist Financial Corp., Sr. Unsecd. Note, Series MTN, 4.873%, 1/26/2029 | &nbsp;&nbsp; 1187215 |
| &nbsp;&nbsp; 3000000 | UBS AG London, Sr. Unsecd. Note, 144A, 0.700%, 8/9/2024 | &nbsp;&nbsp; 2815249 |
| &nbsp;&nbsp; 2500000 | Wells Fargo & Co., Sr. Unsecd. Note, Series MTN, 0.805%, 5/19/2025 | &nbsp;&nbsp; 2366924 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL | &nbsp;&nbsp;&nbsp;&nbsp; 204596887 |
|  | **Financial Institution - Finance Companies—1.5%** |  |
| &nbsp;&nbsp; 6195000 | AerCap Ireland Capital Ltd. / AerCap Global Aviation Trust, Sr. Unsecd. Note, 1.750%, 1/30/2026 | &nbsp;&nbsp; 5571039 |
| &nbsp;&nbsp; 1430000 | AerCap Ireland Capital Ltd. / AerCap Global Aviation Trust, Sr. Unsecd. Note, 4.875%, 1/16/2024 | &nbsp;&nbsp; 1422188 |
| &nbsp;&nbsp; 5000000 | AerCap Ireland Capital Ltd. / AerCap Global Aviation Trust, Sr. Unsecd. Note, Series 3NC1, 1.750%, 10/29/2024 | &nbsp;&nbsp; 4664695 |
| &nbsp;&nbsp; 8745000 | Air Lease Corp., Sr. Unsecd. Note, Series MTN, 0.700%, 2/15/2024 | &nbsp;&nbsp; 8342913 |
| &nbsp;&nbsp; 1770000 | NTT Finance Corp., Sr. Unsecd. Note, 144A, 4.239%, 7/25/2025 | &nbsp;&nbsp; 1748199 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 21749034 |
|  | **Financial Institution - Insurance - Health—0.3%** |  |
| &nbsp;&nbsp; 2760000 | CIGNA Corp., Sr. Unsecd. Note, 0.613%, 3/15/2024 | &nbsp;&nbsp; 2631701 |
| &nbsp;&nbsp; 2000000 | UnitedHealth Group, Inc., Sr. Unsecd. Note, 1.250%, 1/15/2026 | &nbsp;&nbsp; 1843223 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4474924 |
|  | **Financial Institution - Insurance - Life—3.0%** |  |
| &nbsp;&nbsp; 6000000 | AIG Global Funding, Sec. Fac. Bond, 144A, 0.900%, 9/22/2025 | &nbsp;&nbsp; 5422207 |
| &nbsp;&nbsp; 1910000 | AIG Global Funding, Sr. Note, 144A, 0.650%, 6/17/2024 | &nbsp;&nbsp; 1804095 |
| &nbsp;&nbsp; 2270000 | AIG Global Funding, Sr. Secd. Note, 144A, 0.800%, 7/7/2023 | &nbsp;&nbsp; 2229767 |
| &nbsp;&nbsp; 5000000 | Met Life Global Funding I, Sec. Fac. Bond, 144A, 0.400%, 1/7/2024 | &nbsp;&nbsp; 4794830 |
| &nbsp;&nbsp; 1460000 | Met Life Global Funding I, Sec. Fac. Bond, 144A, 0.550%, 6/7/2024 | &nbsp;&nbsp; 1376307 |
| &nbsp;&nbsp; 3000000 | New York Life Global Funding, Sec. Fac. Bond, 144A, 0.400%, 10/21/2023 | &nbsp;&nbsp; 2903001 |
| &nbsp;&nbsp; 5000000 | New York Life Global Funding, Sec. Fac. Bond, 144A, 4.653%, 1/14/2025 | &nbsp;&nbsp; 4973923 |
| &nbsp;&nbsp; 2415000 | Northwestern Mutual Global, Sr. Secd. Note, 144A, 0.800%, 1/14/2026 | &nbsp;&nbsp; 2164881 |
| &nbsp;&nbsp; 4000000 | Pacific Life Global Funding II, Term Loan - 2nd Lien, 144A, 0.500%, 9/23/2023 | &nbsp;&nbsp; 3887063 |
| &nbsp;&nbsp; 10370000 | Principal Life Global Funding II, Sec. Fac. Bond, 144A, 0.500%, 1/8/2024 | &nbsp;&nbsp; 9949826 |
| &nbsp;&nbsp; 3000000 | Principal Life Global Funding II, Sec. Fac. Bond, 144A, 4.581%, 8/23/2024 | &nbsp;&nbsp; 2967910 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 42473810 |
|  | **Financial Institution - Insurance - P&C—0.5%** |  |
| &nbsp;&nbsp; 7635000 | Allstate Corp., Sr. Unsecd. Note, 0.750%, 12/15/2025 | &nbsp;&nbsp; 6867815 |
| &nbsp;&nbsp; 1000000<br><sup>2</sup> <br>| HSB Group, Inc., Company Guarantee, Series B, 5.702% (3-month USLIBOR +0.910%), 7/15/2027 | &nbsp;&nbsp; 910519 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7778334 |
|  | **Technology—2.3%** |  |
| &nbsp;&nbsp; 4165000 | Broadcom, Inc., Sr. Unsecd. Note, 2.250%, 11/15/2023 | &nbsp;&nbsp; 4081040 |
| &nbsp;&nbsp; 2500000 | Dell International LLC / EMC Corp., Sr. Unsecd. Note, 4.000%, 7/15/2024 | &nbsp;&nbsp; 2466380 |
| &nbsp;&nbsp; 2985000 | Dell International LLC / EMC Corp., Sr. Unsecd. Note, 5.850%, 7/15/2025 | &nbsp;&nbsp; 3042875 |
| &nbsp;&nbsp; 2650000 | Fidelity National Information Services, Inc., Sr. Unsecd. Note, 0.375%, 3/1/2023 | &nbsp;&nbsp; 2641579 |
| &nbsp;&nbsp; 2500000 | Fidelity National Information Services, Inc., Sr. Unsecd. Note, 4.500%, 7/15/2025 | &nbsp;&nbsp; 2475520 |
| &nbsp;&nbsp; 1975000 | Fiserv, Inc., Sr. Unsecd. Note, 2.750%, 7/1/2024 | &nbsp;&nbsp; 1914343 |
| &nbsp;&nbsp; 2520000 | Fiserv, Inc., Sr. Unsecd. Note, 3.800%, 10/1/2023 | &nbsp;&nbsp; 2500019 |
| &nbsp;&nbsp; 2290000 | Skyworks Solutions, Inc., Sr. Unsecd. Note, 0.900%, 6/1/2023 | &nbsp;&nbsp; 2254803 |
| &nbsp;&nbsp; 12355000 | VMware, Inc., Sr. Unsecd. Note, 1.000%, 8/15/2024 | &nbsp;&nbsp; 11619923 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 32996482 |

---

**4**

------

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount**<br> **or Shares**<br>|  | **Value** |
|  | CORPORATE BONDS—continued |  |
|  | **Transportation - Services—0.4%** |  |
| $3340000 | Penske Truck Leasing Co. LP & PTL Finance Corp., Sr. Unsecd. Note, 144A, 5.700%, 2/1/2028 | $3426008 |
| &nbsp;&nbsp; 3000000 | Ryder System, Inc., Sr. Unsecd. Note, Series MTN, 3.650%, 3/18/2024 | &nbsp;&nbsp; 2948057 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6374065 |
|  | **Utility - Electric—6.2%** |  |
| &nbsp;&nbsp; 1760000 | American Electric Power Co., Inc., Jr. Sub. Note, 2.031%, 3/15/2024 | &nbsp;&nbsp; 1701121 |
| &nbsp;&nbsp; 4670000<br><sup>2</sup> <br>| American Electric Power Co., Inc., Sr. Unsecd. Note, Series A, 5.293% (3-month USLIBOR +0.480%), 11/1/2023 | &nbsp;&nbsp; 4652380 |
| &nbsp;&nbsp; 2810000 | Avangrid, Inc., Sr. Unsecd. Note, 3.200%, 4/15/2025 | &nbsp;&nbsp; 2703110 |
| &nbsp;&nbsp; 6315000 | Black Hills Corp., Sr. Unsecd. Note, 1.037%, 8/23/2024 | &nbsp;&nbsp; 5934233 |
| &nbsp;&nbsp; 3750000 | CenterPoint Energy, Inc., Sr. Unsecd. Note, 4.777%, 5/13/2024 | &nbsp;&nbsp; 3707855 |
| &nbsp;&nbsp; 4595000 | Emera US Finance LP, Sr. Unsecd. Note, 0.833%, 6/15/2024 | &nbsp;&nbsp; 4320745 |
| &nbsp;&nbsp; 2660000 | Enel Finance International NV, Sr. Unsecd. Note, 144A, 6.800%, 10/14/2025 | &nbsp;&nbsp; 2757801 |
| &nbsp;&nbsp; 8620000 | EverSource Energy, Sr. Unsecd. Note, Series Q, 0.800%, 8/15/2025 | &nbsp;&nbsp; 7772466 |
| &nbsp;&nbsp; 5040000 | Exelon Generation Co. LLC, Sr. Unsecd. Note, 3.250%, 6/1/2025 | &nbsp;&nbsp; 4852651 |
| &nbsp;&nbsp; 4000000 | Fells Point Funding Trust, Sr. Unsecd. Note, 3.046%, 1/31/2027 | &nbsp;&nbsp; 3724010 |
| &nbsp;&nbsp; 2625000 | Florida Power & Light Co., Sr. Unsecd. Note, 4.703%, 1/12/2024 | &nbsp;&nbsp; 2619357 |
| &nbsp;&nbsp; 3530000 | Mississippi Power Co., Sr. Unsecd. Note, Series A, 4.624%, 6/28/2024 | &nbsp;&nbsp; 3485305 |
| &nbsp;&nbsp; 7370000 | National Rural Utilities Cooperative Finance Corp., Sr. Unsecd. Note, Series D, 4.653%, 10/18/2024 | &nbsp;&nbsp; 7284991 |
| &nbsp;&nbsp; 1430000 | NextEra Energy Capital Holdings, Inc., Sr. Unsecd. Note, 4.775%, 3/1/2023 | &nbsp;&nbsp; 1430057 |
| &nbsp;&nbsp; 5440000 | OGE Energy Corp., Sr. Unsecd. Note, 0.703%, 5/26/2023 | &nbsp;&nbsp; 5366379 |
| &nbsp;&nbsp; 6155000 | Oncor Electric Delivery Co. LLC, Sr. Unsecd. Note, Series WI, 0.550%, 10/1/2025 | &nbsp;&nbsp; 5540144 |
| &nbsp;&nbsp; 2995000 | PPL Electric Utilities Corp., 4.653%, 6/24/2024 | &nbsp;&nbsp; 2960268 |
| &nbsp;&nbsp; 1465000 | Public Service Enterprises Group, Inc., Sr. Unsecd. Note, 2.875%, 6/15/2024 | &nbsp;&nbsp; 1424927 |
| &nbsp;&nbsp; 5000000 | Southern Co., Sr. Unsecd. Note, Series 21-A, 0.600%, 2/26/2024 | &nbsp;&nbsp; 4778608 |
| &nbsp;&nbsp; 8000000 | WEC Energy Group, Inc., Sr. Unsecd. Note, 0.550%, 9/15/2023 | &nbsp;&nbsp; 7786051 |
| &nbsp;&nbsp; 3860000 | Xcel Energy, Inc., Sr. Unsecd. Note, 0.500%, 10/15/2023 | &nbsp;&nbsp; 3747023 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 88549482 |
|  | **Utility - Natural Gas—1.0%** |  |
| &nbsp;&nbsp; 6950000 | National Fuel Gas Co., Sr. Unsecd. Note, 5.500%, 1/15/2026 | &nbsp;&nbsp; 6983897 |
| &nbsp;&nbsp; 7500000 | TransCanada PipeLines Ltd., Sr. Unsecd. Note, 1.000%, 10/12/2024 | &nbsp;&nbsp; 7019026 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 14002923 |
|  | **Utility - Natural Gas Distributor—0.3%** |  |
| &nbsp;&nbsp; 3830000<br><sup>2</sup> <br>| Southern California Gas Co., Sr. Unsecd. Note, 5.102% (3-month USLIBOR +0.350%), 9/14/2023 | &nbsp;&nbsp; 3822320 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL CORPORATE BONDS <br>(IDENTIFIED COST $693,668,939)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 666507632 |
|  | ASSET-BACKED SECURITIES—45.5% |  |
|  | **Auto Receivables—28.2%** |  |
| &nbsp;&nbsp; 3000000 | AmeriCredit Automobile Receivables Trust 2020-1, Class D, 1.800%, 12/18/2025 | &nbsp;&nbsp; 2874522 |
| &nbsp;&nbsp; 2000000 | AmeriCredit Automobile Receivables Trust 2020-2, Class D, 2.130%, 3/18/2026 | &nbsp;&nbsp; 1872622 |
| &nbsp;&nbsp; 1760000 | AmeriCredit Automobile Receivables Trust 2020-3, Class C, 1.060%, 8/18/2026 | &nbsp;&nbsp; 1653950 |
| &nbsp;&nbsp; 2000000 | AmeriCredit Automobile Receivables Trust 2020-3, Class D, 1.490%, 9/18/2026 | &nbsp;&nbsp; 1852940 |
| &nbsp;&nbsp; 2025000 | AmeriCredit Automobile Receivables Trust 2021-1, Class C, 0.890%, 10/19/2026 | &nbsp;&nbsp; 1868375 |
| &nbsp;&nbsp; 5100000 | AmeriCredit Automobile Receivables Trust 2021-1, Class D, 1.210%, 12/18/2026 | &nbsp;&nbsp; 4578922 |
| &nbsp;&nbsp; 4500000 | AmeriCredit Automobile Receivables Trust 2021-2, Class C, 1.010%, 1/19/2027 | &nbsp;&nbsp; 4137675 |
| &nbsp;&nbsp; 3635000 | AmeriCredit Automobile Receivables Trust 2022-2, Class C, 5.320%, 4/18/2028 | &nbsp;&nbsp; 3569770 |
| &nbsp;&nbsp; 4250000 | Canadian Pacer Auto Receivable 2020-1A, Class B, 2.000%, 7/21/2025 | &nbsp;&nbsp; 4143556 |
| &nbsp;&nbsp; 4250000 | Canadian Pacer Auto Receivable 2020-1A, Class C, 2.490%, 5/19/2026 | &nbsp;&nbsp; 4143578 |
| &nbsp;&nbsp; 5750000 | Canadian Pacer Auto Receivable 2021-1A, Class C, 1.460%, 12/20/2027 | &nbsp;&nbsp; 5363402 |
| &nbsp;&nbsp; 7250000 | CarMax Auto Owner Trust 2022-1, Class C, 2.200%, 11/15/2027 | &nbsp;&nbsp; 6627461 |
| &nbsp;&nbsp; 6000000 | CarMax Auto Owner Trust 2022-1, Class D, 2.470%, 7/17/2028 | &nbsp;&nbsp; 5480626 |
| &nbsp;&nbsp; 1693279 | Chase Auto Credit Linked Notes 2021-1, Class D, 1.174%, 9/25/2028 | &nbsp;&nbsp; 1627817 |

---

**5**

------

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount**<br> **or Shares**<br>|  | **Value** |
|  | ASSET-BACKED SECURITIES—continued |  |
|  | **Auto Receivables—continued** |  |
| $2215027 | Chase Auto Credit Linked Notes 2021-2, Class B, 0.889%, 12/26/2028 | $2130850 |
| &nbsp;&nbsp; 604098 | Chase Auto Credit Linked Notes 2021-2, Class E, 2.280%, 12/26/2028 | &nbsp;&nbsp; 572562 |
| &nbsp;&nbsp; 2467506 | Chase Auto Credit Linked Notes 2021-3, Class D, 1.009%, 2/26/2029 | &nbsp;&nbsp; 2331255 |
| &nbsp;&nbsp; 6000000 | Drive Auto Receivables Trust 2020-1, Class D, 2.700%, 5/17/2027 | &nbsp;&nbsp; 5887877 |
| &nbsp;&nbsp; 3997558 | Drive Auto Receivables Trust 2021-1, Class C, 1.020%, 6/15/2027 | &nbsp;&nbsp; 3919256 |
| &nbsp;&nbsp; 5696786 | Drive Auto Receivables Trust 2021-2, Class B, 0.580%, 12/15/2025 | &nbsp;&nbsp; 5654346 |
| &nbsp;&nbsp; 2400000 | Ford Credit Auto Lease Trust 2021-A, Class B, 0.470%, 5/15/2024 | &nbsp;&nbsp; 2360356 |
| &nbsp;&nbsp; 1900000 | Ford Credit Auto Lease Trust 2021-A, Class C, 0.780%, 9/15/2025 | &nbsp;&nbsp; 1866419 |
| &nbsp;&nbsp; 18800000 | Ford Credit Auto Lease Trust 2021-B, Class C, 0.900%, 5/15/2026 | &nbsp;&nbsp; 17820771 |
| &nbsp;&nbsp; 3500000 | Ford Credit Auto Lease Trust 2023-A, Class C, 5.540%, 12/15/2026 | &nbsp;&nbsp; 3510400 |
| &nbsp;&nbsp; 2000000 | Ford Credit Auto Owner Trust 2019-B, Class B, 2.400%, 11/15/2024 | &nbsp;&nbsp; 1991211 |
| &nbsp;&nbsp; 4000000 | Ford Credit Auto Owner Trust 2019-B, Class C, 2.580%, 12/15/2025 | &nbsp;&nbsp; 3982906 |
| &nbsp;&nbsp; 2000000 | Ford Credit Auto Owner Trust 2019-C, Class C, 2.250%, 5/15/2026 | &nbsp;&nbsp; 1958639 |
| &nbsp;&nbsp; 3000000 | Ford Credit Auto Owner Trust 2020-C, Class B, 0.790%, 8/15/2026 | &nbsp;&nbsp; 2775812 |
| &nbsp;&nbsp; 5000000 | Ford Credit Auto Owner Trust 2022-C, Class B, 5.030%, 2/15/2028 | &nbsp;&nbsp; 5015989 |
| &nbsp;&nbsp; 2500000 | Ford Credit Auto Owner Trust 2022-C, Class C, 5.220%, 3/15/2030 | &nbsp;&nbsp; 2507547 |
| &nbsp;&nbsp; 3000000 | Ford Credit Auto Owner Trust/Ford Credit 2020-2, Class C, 1.740%, 4/15/2033 | &nbsp;&nbsp; 2607082 |
| &nbsp;&nbsp; 6000000 | Ford Credit Floorplan Master Owner Trust 2020-1, Class C, 1.420%, 9/15/2025 | &nbsp;&nbsp; 5814136 |
| &nbsp;&nbsp; 5000000 | Ford Credit Floorplan Master Owner Trust 2020-1, Class D, 2.120%, 9/15/2025 | &nbsp;&nbsp; 4849145 |
| &nbsp;&nbsp; 3804000 | General Motors 2019-2, Class C, 3.300%, 4/15/2026 | &nbsp;&nbsp; 3689690 |
| &nbsp;&nbsp; 3000000 | General Motors 2020-1, Class B, 1.030%, 8/15/2025 | &nbsp;&nbsp; 2927509 |
| &nbsp;&nbsp; 1500000 | General Motors 2020-1, Class C, 1.480%, 8/15/2025 | &nbsp;&nbsp; 1456389 |
| &nbsp;&nbsp; 2750000 | General Motors 2020-2, Class B, 0.960%, 10/15/2025 | &nbsp;&nbsp; 2654084 |
| &nbsp;&nbsp; 1500000 | General Motors 2020-2, Class C, 1.310%, 10/15/2025 | &nbsp;&nbsp; 1448874 |
| &nbsp;&nbsp; 10000000 | GM Financial Automobile Leasing Trust 2020-3, Class D, 1.710%, 2/20/2025 | &nbsp;&nbsp; 9938233 |
| &nbsp;&nbsp; 4250000 | GM Financial Automobile Leasing Trust 2021-1, Class D, 1.010%, 7/21/2025 | &nbsp;&nbsp; 4147846 |
| &nbsp;&nbsp; 3500000 | GM Financial Automobile Leasing Trust 2021-2, Class C, 1.010%, 5/20/2025 | &nbsp;&nbsp; 3368765 |
| &nbsp;&nbsp; 5000000 | GM Financial Automobile Leasing Trust 2021-3, Class C, 1.030%, 7/21/2025 | &nbsp;&nbsp; 4739603 |
| &nbsp;&nbsp; 2000000 | GM Financial Securitized Term 2020-3, Class B, 0.810%, 1/16/2026 | &nbsp;&nbsp; 1885154 |
| &nbsp;&nbsp; 1750000 | GM Financial Securitized Term 2020-3, Class C, 1.370%, 1/16/2026 | &nbsp;&nbsp; 1660819 |
| &nbsp;&nbsp; 1100000 | GM Financial Securitized Term 2020-3, Class D, 1.910%, 9/16/2027 | &nbsp;&nbsp; 1044186 |
| &nbsp;&nbsp; 4000000 | GM Financial Securitized Term 2021-4, Class B, 1.250%, 10/18/2027 | &nbsp;&nbsp; 3620565 |
| &nbsp;&nbsp; 5000000 | GM Financial Securitized Term 2021-4, Class C, 1.370%, 3/16/2028 | &nbsp;&nbsp; 4524630 |
| &nbsp;&nbsp; 4000000 | GM Financial Securitized Term 2022-1, Class B, 1.790%, 4/17/2028 | &nbsp;&nbsp; 3672643 |
| &nbsp;&nbsp; 4800000 | GM Financial Securitized Term 2022-1, Class C, 1.940%, 4/17/2028 | &nbsp;&nbsp; 4375888 |
| &nbsp;&nbsp; 6685000 | Great America Leasing Receivables 2020-1, Class C, 2.120%, 2/15/2027 | &nbsp;&nbsp; 6469298 |
| &nbsp;&nbsp; 8500000 | Great America Leasing Receivables 2021-2, Class B, 1.310%, 9/15/2027 | &nbsp;&nbsp; 7679115 |
| &nbsp;&nbsp; 8000000 | Great America Leasing Receivables 2021-2, Class C, 1.560%, 9/15/2028 | &nbsp;&nbsp; 7133695 |
| &nbsp;&nbsp; 2000000 | Hyundai Auto Lease Securitization Trust 2020-B, Class B, 0.810%, 10/15/2024 | &nbsp;&nbsp; 1989214 |
| &nbsp;&nbsp; 4000000 | Hyundai Auto Receivables Trust 2019-A, Class C, 3.030%, 11/17/2025 | &nbsp;&nbsp; 3980360 |
| &nbsp;&nbsp; 1500000 | Hyundai Auto Receivables Trust 2019-B, Class B, 2.210%, 4/15/2025 | &nbsp;&nbsp; 1468975 |
| &nbsp;&nbsp; 2000000 | Hyundai Auto Receivables Trust 2019-B, Class C, 2.400%, 6/15/2026 | &nbsp;&nbsp; 1941102 |
| &nbsp;&nbsp; 2000000 | Hyundai Auto Receivables Trust 2020-B, Class C, 1.600%, 12/15/2026 | &nbsp;&nbsp; 1895577 |
| &nbsp;&nbsp; 5000000 | Hyundai Auto Receivables Trust 2021-B, Class C, 1.120%, 2/15/2028 | &nbsp;&nbsp; 4547695 |
| &nbsp;&nbsp; 7000000 | NextGear Floorplan Master Owner Trust 2020-1A, Class B, 1.790%, 2/15/2025 | &nbsp;&nbsp; 6986789 |
| &nbsp;&nbsp; 10000000 | NextGear Floorplan Master Owner Trust 2021-1A, Class A, 0.850%, 7/15/2026 | &nbsp;&nbsp; 9397148 |
| &nbsp;&nbsp; 3800000 | Nissan Auto Lease Trust 2022-A, Class A4, 4.120%, 7/15/2027 | &nbsp;&nbsp; 3722544 |
| &nbsp;&nbsp; 2525000 | Nissan Auto Lease Trust 2023-A, Class A4, 4.800%, 7/15/2027 | &nbsp;&nbsp; 2521830 |
| &nbsp;&nbsp; 700000 | PenFed Auto Receivables Owner Trust 2022-A, Class B, 5.450%, 12/15/2028 | &nbsp;&nbsp; 689533 |
| &nbsp;&nbsp; 800000 | PenFed Auto Receivables Owner Trust 2022-A, Class D, 7.160%, 6/17/2030 | &nbsp;&nbsp; 787936 |

---

**6**

------

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount**<br> **or Shares**<br>|  | **Value** |
|  | ASSET-BACKED SECURITIES—continued |  |
|  | **Auto Receivables—continued** |  |
| $2114479 | Santander Bank Auto Credit-Linked Notes 2021-1A, Class B, 1.833%, 12/15/2031 | $2045254 |
| &nbsp;&nbsp; 746287 | Santander Bank Auto Credit-Linked Notes 2021-1A, Class C, 3.268%, 12/15/2031 | &nbsp;&nbsp; 720241 |
| &nbsp;&nbsp; 3255323 | Santander Bank Auto Credit-Linked Notes 2022-A, Class B, 5.281%, 5/15/2032 | &nbsp;&nbsp; 3156933 |
| &nbsp;&nbsp; 1215415 | Santander Bank Auto Credit-Linked Notes 2022-B, Class C, 5.916%, 8/16/2032 | &nbsp;&nbsp; 1210607 |
| &nbsp;&nbsp; 2025691 | Santander Bank Auto Credit-Linked Notes 2022-B, Class D, 6.793%, 8/16/2032 | &nbsp;&nbsp; 2017751 |
| &nbsp;&nbsp; 1417984 | Santander Bank Auto Credit-Linked Notes 2022-B, Class E, 8.681%, 8/16/2032 | &nbsp;&nbsp; 1412518 |
| &nbsp;&nbsp; 2000000 | Santander Consumer Auto Receivables Trust 2020-B, Class D, 2.140%, 12/15/2026 | &nbsp;&nbsp; 1912493 |
| &nbsp;&nbsp; 3750000 | Santander Consumer Auto Receivables Trust 2021-AA, Class B, 0.710%, 8/17/2026 | &nbsp;&nbsp; 3475334 |
| &nbsp;&nbsp; 540000 | Santander Consumer Auto Receivables Trust 2021-AA, Class C, 1.030%, 11/16/2026 | &nbsp;&nbsp; 496316 |
| &nbsp;&nbsp; 2909147 | Santander Drive Auto Receivables Trust 2019-3, Class D, 2.680%, 10/15/2025 | &nbsp;&nbsp; 2888887 |
| &nbsp;&nbsp; 3275000 | Santander Drive Auto Receivables Trust 2020-2, Class D, 2.220%, 9/15/2026 | &nbsp;&nbsp; 3202620 |
| &nbsp;&nbsp; 3165000 | Santander Drive Auto Receivables Trust 2020-4, Class D, 1.480%, 1/15/2027 | &nbsp;&nbsp; 3038253 |
| &nbsp;&nbsp; 15000000 | Santander Drive Auto Receivables Trust 2021-1, Class D, 1.130%, 11/16/2026 | &nbsp;&nbsp; 14296000 |
| &nbsp;&nbsp; 10000000 | Santander Drive Auto Receivables Trust 2021-3, Class C, 0.950%, 9/15/2027 | &nbsp;&nbsp; 9696268 |
| &nbsp;&nbsp; 10000000 | Santander Drive Auto Receivables Trust 2021-3, Class D, 1.330%, 9/15/2027 | &nbsp;&nbsp; 9393716 |
| &nbsp;&nbsp; 2500000 | Santander Drive Auto Receivables Trust 2022-6, Class C, 4.960%, 11/15/2028 | &nbsp;&nbsp; 2485272 |
| &nbsp;&nbsp; 3000000 | Santander Drive Auto Receivables Trust 2023-1, Class C, 5.090%, 5/15/2030 | &nbsp;&nbsp; 3007299 |
| &nbsp;&nbsp; 6500000 | Santander Retail Auto Lease Trust 2020-A, Class D, 2.520%, 11/20/2024 | &nbsp;&nbsp; 6469412 |
| &nbsp;&nbsp; 2250000 | Santander Retail Auto Lease Trust 2020-B, Class C, 1.180%, 12/20/2024 | &nbsp;&nbsp; 2156114 |
| &nbsp;&nbsp; 6750000 | Santander Retail Auto Lease Trust 2020-B, Class D, 1.980%, 10/20/2025 | &nbsp;&nbsp; 6465745 |
| &nbsp;&nbsp; 5000000 | Santander Retail Auto Lease Trust 2021-A, Class D, 1.380%, 3/22/2027 | &nbsp;&nbsp; 4722542 |
| &nbsp;&nbsp; 6400000 | Santander Retail Auto Lease Trust 2021-B, Class C, 1.100%, 6/20/2025 | &nbsp;&nbsp; 6062043 |
| &nbsp;&nbsp; 14000000 | Santander Retail Auto Lease Trust 2021-B, Class D, 1.410%, 11/20/2025 | &nbsp;&nbsp; 13191287 |
| &nbsp;&nbsp; 13000000 | Santander Retail Auto Lease Trust 2021-C, Class D, 1.390%, 8/20/2026 | &nbsp;&nbsp; 12005452 |
| &nbsp;&nbsp; 4870000 | Tesla Auto Lease Trust 2020-A, Class C, 1.680%, 2/20/2024 | &nbsp;&nbsp; 4852534 |
| &nbsp;&nbsp; 6330000 | Tesla Auto Lease Trust 2021-A, Class E, 2.640%, 3/20/2025 | &nbsp;&nbsp; 5953922 |
| &nbsp;&nbsp; 6220000 | Tesla Auto Lease Trust 2021-B, Class D, 1.320%, 9/22/2025 | &nbsp;&nbsp; 5777011 |
| &nbsp;&nbsp; 1628147 | Toyota Auto Receivables Owner Trust 2020-C, Class A3, 0.440%, 10/15/2024 | &nbsp;&nbsp; 1604283 |
| &nbsp;&nbsp; 3000000 | World Omni Auto Receivables Trust 2020-C, Class B, 0.870%, 10/15/2026 | &nbsp;&nbsp; 2774931 |
| &nbsp;&nbsp; 1800000 | World Omni Auto Receivables Trust 2021-B, Class B, 1.040%, 6/15/2027 | &nbsp;&nbsp; 1642496 |
| &nbsp;&nbsp; 1500000 | World Omni Auto Receivables Trust 2021-B, Class C, 1.290%, 12/15/2027 | &nbsp;&nbsp; 1367805 |
| &nbsp;&nbsp; 1750000 | World Omni Auto Receivables Trust 2021-C, Class B, 0.840%, 9/15/2027 | &nbsp;&nbsp; 1606847 |
| &nbsp;&nbsp; 1375000 | World Omni Auto Receivables Trust 2021-C, Class C, 1.060%, 4/17/2028 | &nbsp;&nbsp; 1259690 |
| &nbsp;&nbsp; 7110000 | World Omni Auto Receivables Trust 2021-D, Class C, 1.720%, 6/15/2028 | &nbsp;&nbsp; 6542306 |
| &nbsp;&nbsp; 3000000 | World Omni Select Auto Trust 2020-A, Class B, 0.840%, 6/15/2026 | &nbsp;&nbsp; 2917490 |
| &nbsp;&nbsp; 3750000 | World Omni Select Auto Trust 2020-A, Class D, 1.700%, 10/15/2026 | &nbsp;&nbsp; 3526475 |
| &nbsp;&nbsp; 3500000 | World Omni Select Auto Trust 2021-A, Class C, 1.090%, 11/15/2027 | &nbsp;&nbsp; 3197558 |
| &nbsp;&nbsp; 2550000 | World Omni Select Auto Trust 2021-A, Class D, 1.440%, 11/15/2027 | &nbsp;&nbsp; 2312635 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL | &nbsp;&nbsp;&nbsp;&nbsp; 404581804 |
|  | **Credit Card—4.8%** |  |
| &nbsp;&nbsp; 9914000<br><sup>2</sup> <br>| American Express Credit Account Master Trust 2018-5, Class B, 5.004% (1-month USLIBOR +0.550%), 12/15/2025 | &nbsp;&nbsp; 9914621 |
| &nbsp;&nbsp; 3000000<br><sup>2</sup> <br>| American Express Credit Account Master Trust 2018-7, Class B, 5.024% (1-month USLIBOR +0.570%), 2/17/2026 | &nbsp;&nbsp; 3002631 |
| &nbsp;&nbsp; 6000000 | Cards II Trust 2021-1A, Class B, 0.931%, 4/15/2027 | &nbsp;&nbsp; 5687546 |
| &nbsp;&nbsp; 6000000 | Evergreen Credit Card Trust 2022-CRT1, Class C, 6.190%, 7/15/2026 | &nbsp;&nbsp; 5914934 |
| &nbsp;&nbsp; 13500000 | Evergreen Credit Card Trust Series 2021-1, Class B, 1.150%, 10/15/2026 | &nbsp;&nbsp; 12638359 |
| &nbsp;&nbsp; 7000000 | Golden Credit Card Trust 2021-1A, Class B, 1.440%, 8/15/2028 | &nbsp;&nbsp; 6190823 |
| &nbsp;&nbsp; 3000000 | Golden Credit Card Trust 2021-1A, Class C, 1.740%, 8/15/2028 | &nbsp;&nbsp; 2660802 |
| &nbsp;&nbsp; 4000000 | Golden Credit Card Trust 2022-2A, Class B, 1.730%, 1/15/2026 | &nbsp;&nbsp; 3865210 |
| &nbsp;&nbsp; 2000000 | Golden Credit Card Trust 2022-2A, Class C, 2.030%, 1/15/2026 | &nbsp;&nbsp; 1934439 |
| &nbsp;&nbsp; 4082000 | Master Credit Card Trust 2020-1A, Class B, 2.270%, 9/21/2024 | &nbsp;&nbsp; 4065796 |

---

**7**

------

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount**<br> **or Shares**<br>|  | **Value** |
|  | ASSET-BACKED SECURITIES—continued |  |
|  | **Credit Card—continued** |  |
| $5250000 | Master Credit Card Trust 2020-1A, Class C, 2.590%, 9/21/2024 | $5226586 |
| &nbsp;&nbsp; 2450000 | Master Credit Card Trust 2021-1A, Class B, 0.790%, 11/21/2025 | &nbsp;&nbsp; 2301040 |
| &nbsp;&nbsp; 2349000 | Master Credit Card Trust 2022-1A, Class B, 1.970%, 7/21/2026 | &nbsp;&nbsp; 2223476 |
| &nbsp;&nbsp; 1361000 | Master Credit Card Trust 2022-1A, Class C, 2.270%, 7/21/2026 | &nbsp;&nbsp; 1287433 |
| &nbsp;&nbsp; 2000000 | Master Credit Card Trust 2023-1A, Class C, 5.870%, 6/21/2027 | &nbsp;&nbsp; 1992938 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 68906634 |
|  | **Equipment Lease—5.2%** |  |
| &nbsp;&nbsp; 3325000 | CNH Equipment Trust 2021-B, Class B, 0.900%, 1/16/2029 | &nbsp;&nbsp; 2991770 |
| &nbsp;&nbsp; 9260000 | CNH Equipment Trust 2021-C, Class B, 1.410%, 4/16/2029 | &nbsp;&nbsp; 8466967 |
| &nbsp;&nbsp; 1970000 | Daimler Trucks Retail Trust 2022-1, Class A4, 5.390%, 1/15/2030 | &nbsp;&nbsp; 1953873 |
| &nbsp;&nbsp; 1000000 | Dell Equipment Finance Trust 2020-2, Class C, 1.370%, 1/22/2024 | &nbsp;&nbsp; 983689 |
| &nbsp;&nbsp; 2000000 | Dell Equipment Finance Trust 2020-2, Class D, 1.920%, 3/23/2026 | &nbsp;&nbsp; 1968329 |
| &nbsp;&nbsp; 6000000 | Dell Equipment Finance Trust 2021-1, Class D, 1.030%, 11/23/2026 | &nbsp;&nbsp; 5817078 |
| &nbsp;&nbsp; 1250000 | Dell Equipment Finance Trust 2022-2, Class C, 5.580%, 7/22/2027 | &nbsp;&nbsp; 1224558 |
| &nbsp;&nbsp; 2000000 | Dell Equipment Finance Trust 2022-2, Class D, 5.720%, 1/24/2028 | &nbsp;&nbsp; 1957925 |
| &nbsp;&nbsp; 4000000 | DLLAD LLC 2023-1A, Class A3, 4.790%, 1/20/2028 | &nbsp;&nbsp; 3999035 |
| &nbsp;&nbsp; 49561 | Great America Leasing Receivables 2020-1, Class A3, 1.760%, 8/15/2023 | &nbsp;&nbsp; 49506 |
| &nbsp;&nbsp; 4650000 | Great America Leasing Receivables 2021-1, Class C, 0.920%, 12/15/2027 | &nbsp;&nbsp; 4296208 |
| &nbsp;&nbsp; 3500000 | HPEFS Equipment Trust 2020-2A, Class D, 2.790%, 7/22/2030 | &nbsp;&nbsp; 3461582 |
| &nbsp;&nbsp; 5000000 | HPEFS Equipment Trust 2021-1A, Class D, 1.030%, 3/20/2031 | &nbsp;&nbsp; 4734082 |
| &nbsp;&nbsp; 3900000 | HPEFS Equipment Trust 2021-2A, Class C, 0.880%, 9/20/2028 | &nbsp;&nbsp; 3725406 |
| &nbsp;&nbsp; 2800000 | HPEFS Equipment Trust 2021-2A, Class D, 1.290%, 3/20/2029 | &nbsp;&nbsp; 2605095 |
| &nbsp;&nbsp; 3850000 | HPEFS Equipment Trust 2022-1A, Class C, 1.960%, 5/21/2029 | &nbsp;&nbsp; 3618625 |
| &nbsp;&nbsp; 3600000 | HPEFS Equipment Trust 2022-1A, Class D, 2.400%, 11/20/2029 | &nbsp;&nbsp; 3357992 |
| &nbsp;&nbsp; 1000000 | HPEFS Equipment Trust 2022-3A, Class C, 6.130%, 8/20/2029 | &nbsp;&nbsp; 1008666 |
| &nbsp;&nbsp; 4000000 | John Deere Owner Trust 2022-C, Class A4, 5.200%, 9/17/2029 | &nbsp;&nbsp; 4054974 |
| &nbsp;&nbsp; 425765 | Kubota Credit Owner Trust 2020-1A, Class A3, 1.960%, 3/15/2024 | &nbsp;&nbsp; 423492 |
| &nbsp;&nbsp; 3178000 | Transportation Finance Equipment Trust 2019-1, Class D, 2.570%, 1/25/2027 | &nbsp;&nbsp; 3141326 |
| &nbsp;&nbsp; 3000000 | Volvo Financial Equipment LLC 2019-2A, Class C, 2.500%, 5/17/2027 | &nbsp;&nbsp; 2948545 |
| &nbsp;&nbsp; 8625000 | Volvo Financial Equipment LLC 2020-1A, Class A4, 0.600%, 3/15/2028 | &nbsp;&nbsp; 8174281 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 74963004 |
|  | **Home Equity Loan—0.0%** |  |
| &nbsp;&nbsp; 6338<br><sup>2</sup> <br>| ContiMortgage Home Equity Loan Trust 1996-4, Class A10, 4.934% (1-month USLIBOR +0.480%), 1/15/2028 | &nbsp;&nbsp; 5846 |
| &nbsp;&nbsp; 2069120 | Green Tree Home Improvement Loan Trust 1997-C, Class HEB2, 7.590%, 8/15/2028 | &nbsp;&nbsp; 138666 |
| &nbsp;&nbsp; 328248<br><sup>3</sup> <br>| NC Finance Trust 1999-1, Class D, 8.750%, 1/25/2029 | &nbsp;&nbsp; 0 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 144512 |
|  | **Other—5.5%** |  |
| &nbsp;&nbsp; 3537085 | Chesapeake Funding II LLC 2019-1A, Class D, 3.800%, 4/15/2031 | &nbsp;&nbsp; 3533574 |
| &nbsp;&nbsp; 1000000 | Chesapeake Funding II LLC 2020-1A, Class B, 1.240%, 8/15/2032 | &nbsp;&nbsp; 986072 |
| &nbsp;&nbsp; 1000000 | Chesapeake Funding II LLC 2020-1A, Class D, 2.830%, 8/15/2032 | &nbsp;&nbsp; 988466 |
| &nbsp;&nbsp; 1950000 | Chesapeake Funding II LLC 2021-1A, Class C, 1.230%, 4/15/2033 | &nbsp;&nbsp; 1824661 |
| &nbsp;&nbsp; 2000000 | Chesapeake Funding II LLC 2021-1A, Class D, 1.520%, 4/15/2033 | &nbsp;&nbsp; 1869027 |
| &nbsp;&nbsp; 1550000 | Enterprise Fleet Financing LLC 2022-4, Class A2, 5.760%, 10/22/2029 | &nbsp;&nbsp; 1560649 |
| &nbsp;&nbsp; 5000000 | PFS Financing Corp. 2020-E, Class A, 1.000%, 10/15/2025 | &nbsp;&nbsp; 4853694 |
| &nbsp;&nbsp; 6000000 | PFS Financing Corp. 2020-E, Class B, 1.570%, 10/15/2025 | &nbsp;&nbsp; 5792477 |
| &nbsp;&nbsp; 3120000 | PFS Financing Corp. 2020-G, Class A, 0.970%, 2/15/2026 | &nbsp;&nbsp; 2986077 |
| &nbsp;&nbsp; 1525000 | PFS Financing Corp. 2020-G, Class B, 1.570%, 2/15/2026 | &nbsp;&nbsp; 1460105 |
| &nbsp;&nbsp; 5000000 | PFS Financing Corp. 2021-A, Class A, 0.710%, 4/15/2026 | &nbsp;&nbsp; 4772928 |
| &nbsp;&nbsp; 2000000 | PFS Financing Corp. 2021-A, Class B, 0.960%, 4/15/2026 | &nbsp;&nbsp; 1906719 |
| &nbsp;&nbsp; 2500000 | PFS Financing Corp. 2021-B, Class B, 1.095%, 8/15/2026 | &nbsp;&nbsp; 2314860 |

---

**8**

------

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount**<br> **or Shares**<br>|  | **Value** |
|  | ASSET-BACKED SECURITIES—continued |  |
|  | **Other—continued** |  |
| $685956 | Public Service New Hampshire 2018-1, Class A1, 3.094%, 2/1/2026 | $677464 |
| &nbsp;&nbsp; 1490234 | Sierra Receivables Funding Co. 2020-2A, Class A, 1.330%, 7/20/2037 | &nbsp;&nbsp; 1406083 |
| &nbsp;&nbsp; 2250000 | Sofi Consumer Loan Program Trust 2021-1, Class B, 1.300%, 9/25/2030 | &nbsp;&nbsp; 2129782 |
| &nbsp;&nbsp; 13500000 | Verizon Master Trust 2021-2, Class C, 1.380%, 4/20/2028 | &nbsp;&nbsp; 12395735 |
| &nbsp;&nbsp; 3250000 | Verizon Master Trust 2022-1, Class B, 1.270%, 1/20/2027 | &nbsp;&nbsp; 3185726 |
| &nbsp;&nbsp; 1750000 | Verizon Master Trust 2022-1, Class C, 1.390%, 1/20/2027 | &nbsp;&nbsp; 1715191 |
| &nbsp;&nbsp; 1598 | Verizon Owner Trust 2019-C, Class A1A, 1.940%, 4/22/2024 | &nbsp;&nbsp; 1595 |
| &nbsp;&nbsp; 7500000 | Verizon Owner Trust 2019-C, Class C, 2.160%, 4/22/2024 | &nbsp;&nbsp; 7492881 |
| &nbsp;&nbsp; 4250000 | Verizon Owner Trust 2020-A, Class C, 2.060%, 7/22/2024 | &nbsp;&nbsp; 4212052 |
| &nbsp;&nbsp; 6500000 | Verizon Owner Trust 2020-B, Class C, 0.830%, 2/20/2025 | &nbsp;&nbsp; 6185005 |
| &nbsp;&nbsp; 4000000 | Verizon Owner Trust 2020-C, Class C, 0.770%, 4/21/2025 | &nbsp;&nbsp; 3817315 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 78068138 |
|  | **Student Loans—1.8%** |  |
| &nbsp;&nbsp; 775938<br><sup>2</sup> <br>| Mississippi Higher Education Assistance Corp. 2014-1, Class A1, 5.185% (1-month USLIBOR +0.680%), 10/25/2035 | &nbsp;&nbsp; 761210 |
| &nbsp;&nbsp; 3237976 | Navient Student Loan Trust 2019-D, Class A2A, 3.010%, 12/15/2059 | &nbsp;&nbsp; 3039439 |
| &nbsp;&nbsp; 2570664 | Navient Student Loan Trust 2020-GA, Class A, 1.170%, 9/16/2069 | &nbsp;&nbsp; 2306095 |
| &nbsp;&nbsp; 1850848 | Navient Student Loan Trust 2020-HA, Class A, 1.310%, 1/15/2069 | &nbsp;&nbsp; 1702515 |
| &nbsp;&nbsp; 6394186 | Navient Student Loan Trust 2021-CA, Class A, 1.060%, 10/15/2069 | &nbsp;&nbsp; 5467064 |
| &nbsp;&nbsp; 12450820<br><sup>2</sup> <br>| Nelnet Student Loan Trust 2021-DA, Class AFL, 5.175% (1-month USLIBOR +0.690%), 4/20/2062 | &nbsp;&nbsp; 12183319 |
| &nbsp;&nbsp; 73073<br><sup>2</sup> <br>| Social Professional Loan Program LLC 2017-A, Class A1, 5.205% (1-month USLIBOR +0.700%), 3/26/2040 | &nbsp;&nbsp; 72901 |
| &nbsp;&nbsp; 22795<br><sup>2</sup> <br>| Social Professional Loan Program LLC 2018-A, Class A1, 4.855% (1-month USLIBOR +0.350%), 2/25/2042 | &nbsp;&nbsp; 22672 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 25555215 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL ASSET-BACKED SECURITIES <br>(IDENTIFIED COST $686,054,283)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 652219307 |
|  | U.S. TREASURIES—2.1% |  |
|  | **U.S. Treasury Notes—2.1%** |  |
| &nbsp;&nbsp; 20000000 | 3.500%, 9/15/2025 | &nbsp;&nbsp; 19775076 |
| &nbsp;&nbsp; 10000000 | 4.500%, 11/30/2024 | &nbsp;&nbsp; 10031395 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL U.S. TREASURIES <br>(IDENTIFIED COST $29,682,273)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 29806471 |
|  | COMMERCIAL MORTGAGE-BACKED SECURITIES—2.0% |  |
|  | **Commercial Mortgage—2.0%** |  |
| &nbsp;&nbsp; 5000000<br><sup>2</sup> <br>| BHMS Mortgage Trust 2018-ATLS, Class A, 5.709% (1-month USLIBOR +1.250%), 7/15/2035 | &nbsp;&nbsp; 4865381 |
| &nbsp;&nbsp; 4000000<br><sup>2</sup> <br>| DBWF Mortgage Trust 2018-GLKS, Class A, 5.600% (1-month USLIBOR +1.030%), 12/19/2030 | &nbsp;&nbsp; 3919998 |
| &nbsp;&nbsp; 8550000<br><sup>2</sup> <br>| DBWF Mortgage Trust 2018-GLKS, Class B, 5.920% (1-month USLIBOR +1.350%), 12/19/2030 | &nbsp;&nbsp; 8314862 |
| &nbsp;&nbsp; 12000000 | Fontainebleau Miami Beach Trust, Class B, 3.447%, 12/10/2036 | &nbsp;&nbsp; 11254602 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL COMMERCIAL MORTGAGE-BACKED SECURITIES <br>(IDENTIFIED COST $29,632,216)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 28354843 |
|  | COLLATERALIZED MORTGAGE OBLIGATIONS—1.7% |  |
|  | **Federal Home Loan Mortgage Corporation—1.1%** |  |
| &nbsp;&nbsp; 9 | FHLMC REMIC, Series 1686, Class PJ, 5.000%, 2/15/2024 | &nbsp;&nbsp; 9 |
| &nbsp;&nbsp; 3727 | FHLMC REMIC, Series 2091, Class PG, 6.000%, 11/15/2028 | &nbsp;&nbsp; 3804 |
| &nbsp;&nbsp; 14695 | FHLMC REMIC, Series 2647, Class A, 3.250%, 4/15/2032 | &nbsp;&nbsp; 14145 |
| &nbsp;&nbsp; 7097 | FHLMC REMIC, Series 2694, Class BA, 4.000%, 6/15/2031 | &nbsp;&nbsp; 7015 |
| &nbsp;&nbsp; 2281 | FHLMC REMIC, Series 2756, Class NA, 5.000%, 2/15/2024 | &nbsp;&nbsp; 2275 |
| &nbsp;&nbsp; 326328<br><sup>2</sup> <br>| FHLMC REMIC, Series 3117, Class FE, 4.759% (1-month USLIBOR +0.300%), 2/15/2036 | &nbsp;&nbsp; 323096 |
| &nbsp;&nbsp; 38236<br><sup>2</sup> <br>| FHLMC REMIC, Series 3152, Class WF, 4.919% (1-month USLIBOR +0.460%), 2/15/2034 | &nbsp;&nbsp; 38066 |
| &nbsp;&nbsp; 101891<br><sup>2</sup> <br>| FHLMC REMIC, Series 3317, Class F, 4.859% (1-month USLIBOR +0.400%), 7/15/2036 | &nbsp;&nbsp; 101081 |
| &nbsp;&nbsp; 47371<br><sup>2</sup> <br>| FHLMC REMIC, Series 3542, Class NF, 5.209% (1-month USLIBOR +0.750%), 7/15/2036 | &nbsp;&nbsp; 47635 |
| &nbsp;&nbsp; 170324<br><sup>2</sup> <br>| FHLMC REMIC, Series 3556, Class FA, 5.369% (1-month USLIBOR +0.910%), 7/15/2037 | &nbsp;&nbsp; 171449 |
| &nbsp;&nbsp; 10184059 | FHLMC REMIC, Series K105, Class A1, 1.536%, 9/25/2029 | &nbsp;&nbsp; 9118250 |

---

**9**

------

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount**<br> **or Shares**<br>|  | **Value** |
|  | COLLATERALIZED MORTGAGE OBLIGATIONS—continued |  |
|  | **Federal Home Loan Mortgage Corporation—continued** |  |
| $6552041<br><sup>2</sup> <br>| FHLMC REMIC, Series KF95, Class AL, 4.651% (1-month USLIBOR +0.260%), 11/25/2030 | $6468027 |
| &nbsp;&nbsp; 77106 | FHLMC REMIC, Series T-51, Class 1A, 6.500%, 9/25/2043 | &nbsp;&nbsp; 84289 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 16379141 |
|  | **Federal National Mortgage Association—0.5%** |  |
| &nbsp;&nbsp; 11 | FNMA REMIC, Series 1993-32, Class H, 6.000%, 3/25/2023 | &nbsp;&nbsp; 10 |
| &nbsp;&nbsp; 292<br><sup>2</sup> <br>| FNMA REMIC, Series 1993-113, Class SB, 9.748% (10-year Constant Maturity Treasury +48.285%, Cap 9.749%), 7/25/2023 | &nbsp;&nbsp; 292 |
| &nbsp;&nbsp; 53<br><sup>2</sup> <br>| FNMA REMIC, Series 1993-179, Class FO, 5.097% (3-month Constant Maturity Treasury +0.700%, Floor <br> 4.000%), 10/25/2023<br>| &nbsp;&nbsp; 53 |
| &nbsp;&nbsp; 27277 | FNMA REMIC, Series 1997-81, Class PD, 6.350%, 12/18/2027 | &nbsp;&nbsp; 27540 |
| &nbsp;&nbsp; 21646<br><sup>2</sup> <br>| FNMA REMIC, Series 2002-52, Class FG, 5.005% (1-month USLIBOR +0.500%), 9/25/2032 | &nbsp;&nbsp; 21627 |
| &nbsp;&nbsp; 3045 | FNMA REMIC, Series 2003-35, Class UC, 3.750%, 5/25/2033 | &nbsp;&nbsp; 2980 |
| &nbsp;&nbsp; 79203<br><sup>2</sup> <br>| FNMA REMIC, Series 2006-44, Class FK, 4.935% (1-month USLIBOR +0.430%), 6/25/2036 | &nbsp;&nbsp; 78814 |
| &nbsp;&nbsp; 414484<br><sup>2</sup> <br>| FNMA REMIC, Series 2007-97, Class FE, 4.955% (1-month USLIBOR +0.450%), 7/25/2037 | &nbsp;&nbsp; 412358 |
| &nbsp;&nbsp; 50805<br><sup>2</sup> <br>| FNMA REMIC, Series 2008-69, Class FB, 5.505% (1-month USLIBOR +1.000%), 6/25/2037 | &nbsp;&nbsp; 51504 |
| &nbsp;&nbsp; 114165<br><sup>2</sup> <br>| FNMA REMIC, Series 2009-69, Class F, 5.355% (1-month USLIBOR +0.850%), 4/25/2037 | &nbsp;&nbsp; 115224 |
| &nbsp;&nbsp; 177004<br><sup>2</sup> <br>| FNMA REMIC, Series 2010-74, Class AF, 5.045% (1-month USLIBOR +0.540%), 7/25/2037 | &nbsp;&nbsp; 176585 |
| &nbsp;&nbsp; 134509<br><sup>2</sup> <br>| FNMA REMIC, Series 2011-17, Class FP, 4.955% (1-month USLIBOR +0.450%), 3/25/2041 | &nbsp;&nbsp; 133628 |
| &nbsp;&nbsp; 918696<br><sup>2</sup> <br>| FNMA REMIC, Series 2012-1, Class PF, 4.905% (1-month USLIBOR +0.400%), 2/25/2042 | &nbsp;&nbsp; 908101 |
| &nbsp;&nbsp; 761904<br><sup>2</sup> <br>| FNMA REMIC, Series 2017-24, Class FB, 4.855% (1-month USLIBOR +0.350%), 4/25/2047 | &nbsp;&nbsp; 750461 |
| &nbsp;&nbsp; 3990753<br><sup>2</sup> <br>| FNMA REMIC, Series 2020-68, Class FB, 4.805% (1-month USLIBOR +0.300%), 10/25/2060 | &nbsp;&nbsp; 3922009 |
| &nbsp;&nbsp; 8008<br><sup>2</sup> <br>| FNMA REMIC, Class FB, 5.005% (1-month USLIBOR +0.500%), 8/25/2039 | &nbsp;&nbsp; 8010 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6609196 |
|  | **Government National Mortgage Association—0.1%** |  |
| &nbsp;&nbsp; 1168029<br><sup>2</sup> <br>| GNMA REMIC, Series 2013-H16, Class FA, 4.724% (1-month USLIBOR +0.540%), 7/20/2063 | &nbsp;&nbsp; 1163787 |
| &nbsp;&nbsp; 1005102<br><sup>2</sup> <br>| GNMA REMIC, Series 2013-H17, Class FA, 4.734% (1-month USLIBOR +0.550%), 7/20/2063 | &nbsp;&nbsp; 1002226 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2166013 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL COLLATERALIZED MORTGAGE OBLIGATIONS <br>(IDENTIFIED COST $26,461,157)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 25154350 |
|  | NON-AGENCY MORTGAGE-BACKED SECURITIES—0.1% |  |
|  | **Non-Agency Mortgage—0.1%** |  |
| &nbsp;&nbsp; 2044 | Banc of America Mortgage Securities 2003-B, Class 2A2, 4.365%, 3/25/2033 | &nbsp;&nbsp; 1904 |
| &nbsp;&nbsp; 2198 | Countrywide Alternative Loan Trust 2003-J3, Class 2A1, 6.250%, 12/25/2033 | &nbsp;&nbsp; 2113 |
| &nbsp;&nbsp; 68733 | Residential Accredit Loans, Inc. 2004-QA4, Class NB1, 4.556%, 9/25/2034 | &nbsp;&nbsp; 46498 |
| &nbsp;&nbsp; 604665 | Sequoia Mortgage Trust 2012-6, Class A2, 1.808%, 12/25/2042 | &nbsp;&nbsp; 503918 |
| &nbsp;&nbsp; 420419 | Sequoia Mortgage Trust 2013-2, Class A, 1.874%, 2/25/2043 | &nbsp;&nbsp; 348571 |
| &nbsp;&nbsp; 17124 | Vendee Mortgage Trust 1994-3A, Class 1ZB, 6.500%, 9/15/2024 | &nbsp;&nbsp; 17115 |
| &nbsp;&nbsp; 171107<br><sup>2</sup> <br>| Washington Mutual 2006-AR15, Class 1A, 3.267% (Fed Reserve 12Mo Cumulative Avg 1 Yr CMT +0.840%), 11/25/2046 | &nbsp;&nbsp; 156998 |
| &nbsp;&nbsp; 195189<br><sup>2</sup> <br>| Washington Mutual 2006-AR17, Class 1A, 2.869% (Fed Reserve 12Mo Cumulative Avg 1 Yr CMT +0.820%), 12/25/2046 | &nbsp;&nbsp; 173467 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL NON-AGENCY MORTGAGE-BACKED SECURITIES <br>(IDENTIFIED COST $1,482,406)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1250584 |
| <sup>2</sup> <br>| ADJUSTABLE RATE MORTGAGES—0.0% |  |
|  | **Federal Home Loan Mortgage Corporation—0.0%** |  |
| &nbsp;&nbsp; 165174 | FHLMC ARM, 2.292%, 3/1/2033 | &nbsp;&nbsp; 166260 |
| &nbsp;&nbsp; 1410 | FHLMC ARM, 5.342%, 11/1/2030 | &nbsp;&nbsp; 1429 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 167689 |
|  | **Federal National Mortgage Association—0.0%** |  |
| &nbsp;&nbsp; 191262 | FNMA ARM, 2.839%, 8/1/2033 | &nbsp;&nbsp; 182317 |
| &nbsp;&nbsp; 174597 | FNMA ARM, 3.146%, 5/1/2034 | &nbsp;&nbsp; 169192 |
| &nbsp;&nbsp; 78054 | FNMA ARM, 3.171%, 4/1/2028 | &nbsp;&nbsp; 76140 |
| &nbsp;&nbsp; 8646 | FNMA ARM, 3.380%, 10/1/2027 | &nbsp;&nbsp; 8453 |

---

**10**

------

---

| | | |
|:---|:---|:---|
| **Principal**<br> **Amount**<br> **or Shares**<br>|  | **Value** |
| <sup>2</sup> <br>| ADJUSTABLE RATE MORTGAGES—continued |  |
|  | **Federal National Mortgage Association—continued** |  |
| $76472 | FNMA ARM, 3.828%, 5/1/2040 | $75823 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 511925 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL ADJUSTABLE RATE MORTGAGES <br>(IDENTIFIED COST $702,815)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 679614 |
|  | MORTGAGE-BACKED SECURITIES—0.0% |  |
|  | **Federal National Mortgage Association—0.0%** |  |
| &nbsp;&nbsp; 34989 | FNMA, Pool 728568, 6.500%, 10/1/2033 | &nbsp;&nbsp; 37328 |
|  | **Government National Mortgage Association—0.0%** |  |
| &nbsp;&nbsp; 236 | GNMA, Pool 354754, 7.500%, 2/15/2024 | &nbsp;&nbsp; 236 |
| &nbsp;&nbsp; 593 | GNMA, Pool 423843, 8.500%, 8/15/2026 | &nbsp;&nbsp; 601 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 837 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL MORTGAGE-BACKED SECURITIES <br>(IDENTIFIED COST $37,839)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 38165 |
|  | INVESTMENT COMPANIES—2.7% |  |
| &nbsp;&nbsp;&nbsp; 1756743 | Bank Loan Core Fund | &nbsp;&nbsp; 15459341 |
| &nbsp;&nbsp;&nbsp; 4211875 | Federated Hermes Government Obligations Fund, Premier Shares, 4.19%<sup>4</sup> <br>| &nbsp;&nbsp; 4211875 |
| &nbsp;&nbsp; 18661858 | Federated Hermes Institutional Prime Value Obligations Fund, Institutional Shares, 4.41%<sup>4</sup> <br>| &nbsp;&nbsp; 18661858 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL INVESTMENT COMPANIES <br>(IDENTIFIED COST $40,476,559)<br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 38333074 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL INVESTMENT IN SECURITIES—100.6% <br>(IDENTIFIED COST $1,508,198,487)<br>| &nbsp;&nbsp; 1442344040 |
|  | &nbsp;&nbsp;&nbsp;&nbsp; OTHER ASSETS AND LIABILITIES - NET—(0.6)%<sup>5</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (8041911) |
|  | &nbsp;&nbsp;&nbsp;&nbsp; TOTAL NET ASSETS—100% | $1434302129 |

---

At January 31, 2023, the Fund had the following outstanding futures contracts:

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Description** | **Number of** <br>**Contracts**<br>| &nbsp;&nbsp; **Notional** <br>**Value**<br>| &nbsp;&nbsp;&nbsp; **Expiration** <br>**Date**<br>| &nbsp;&nbsp; **Value and** <br>**Unrealized** <br>**Appreciation** <br>**(Depreciation)**<br>|
| **Long Futures:** |  |  |  |  |
| United States Treasury Notes 2-Year Long Futures | &nbsp;&nbsp; 350 | $71976954 | March 2023 | $264801 |
| United States Treasury Notes 5-Year Long Futures | 1150 | $125628516 | March 2023 | $(211506) |
| &nbsp;&nbsp;&nbsp;&nbsp; NET UNREALIZED APPRECIATION ON FUTURES CONTRACTS | &nbsp;&nbsp;&nbsp;&nbsp; NET UNREALIZED APPRECIATION ON FUTURES CONTRACTS | &nbsp;&nbsp;&nbsp;&nbsp; NET UNREALIZED APPRECIATION ON FUTURES CONTRACTS | &nbsp;&nbsp;&nbsp;&nbsp; NET UNREALIZED APPRECIATION ON FUTURES CONTRACTS | $53295 |

---

The average notional value of long and short futures contracts held by the Fund throughout the period was $117,937,227 and $41,703,299, respectively. This is based on the contracts held as of each month-end throughout the nine-month fiscal period.

Net Unrealized Appreciation on Futures Contracts is included in "Other Assets and Liabilities—Net."

Affiliated fund holdings are investment companies which are managed by the Adviser or an affiliate of the Adviser. Transactions with affiliated fund holdings during the period ended January 31, 2023, were as follows:

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Affiliates** | **Value as of** <br>**4/30/2022**<br>| **Purchases** <br>**at Cost**<br>| **Proceeds** <br>**from Sales**<br>| **Change in** <br>**Unrealized** <br>**Appreciation/** <br>**Depreciation**<br>| **Net** <br>**Realized** <br>**Gain/** <br>**(Loss)**<br>| **Value as of** <br>**1/31/2023**<br>| **Shares** <br>**Held as of** <br>**1/31/2023**<br>| **Dividend** <br>**Income**<br>|
| Bank Loan Core Fund | $93077142 | $2152657 | $(74851000) | $697320 | $(5616778) | $15459341 | &nbsp;&nbsp; 1756743 | $2152625 |
| Federated Hermes Government Obligations <br> Fund, Premier Shares\*<br>| $1226233 | $54418590 | $(51432948) | $— | $— | $4211875 | &nbsp;&nbsp; 4211875 | $94128 |
| Federated Hermes Institutional Prime Value <br> Obligations Fund, Institutional Shares<br>| $7060826 | $775261638 | $(763671870) | $197 | $11067 | $18661858 | 18661858 | $477555 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL OF AFFILIATED TRANSACTIONS | $101364201 | $831832885 | $(889955818) | $697517 | $(5605711) | $38333074 | 24630476 | $2724308 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

\* *All or a portion of the balance/activity for the fund relates to cash collateral received on securities lending transactions.*

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | |
|:---|:---|
| 1 | *All or a portion of these securities are temporarily on loan to unaffiliated broker/dealers. As of January 31, 2023, securities subject to this type of arrangement* <br> *and related collateral were as follows:*<br>|

---

**11**

------

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | |
|:---|:---|
| **Fair Value of** <br>**Securities Loaned**<br>| **Collateral** <br>**Received**<br>|
| $4111161 | $4211875 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | |
|:---|:---|
| 2 | *Floating/adjustable note with current rate and current maturity or next reset date shown. Adjustable rate mortgage security coupons are based on the weighted* <br> *average note rates of the underlying mortgages less the guarantee and servicing fees. These securities do not indicate an index and spread in their description* <br> *above.*<br>|
| 3 | *Market quotations and price valuations are not available. Fair value determined using significant unobservable inputs in accordance with procedures established* <br> *by and under the general supervision of the Fund's Adviser acting through its Valuation Committee.*<br>|
| 4 | *7-day net yield.* |
| 5 | *Assets, other than investments in securities, less liabilities.* |

---

Note: The categories of investments are shown as a percentage of total net assets at January 31, 2023.

**Investment Valuation** 

In calculating its net asset value (NAV), the Fund generally values investments as follows:

◾ Fixed-income securities are fair valued using price evaluations provided by a pricing service approved by Federated Investment Management Company (the "Adviser").

◾ Shares of other mutual funds or non-exchange-traded investment companies are valued based upon their reported NAVs, or NAV per share practical expedient, as applicable.

◾ Derivative contracts listed on exchanges are valued at their reported settlement or closing price, except that options are valued at the mean of closing bid and ask quotations.

◾ Over-the-counter (OTC) derivative contracts are fair valued using price evaluations provided by a pricing service approved by the Adviser.

◾ For securities that are fair valued in accordance with procedures established by and under the general supervision of the Adviser, certain factors may be considered, such as: the last traded or purchase price of the security, information obtained by contacting the issuer or dealers, analysis of the issuer's financial statements or other available documents, fundamental analytical data, the nature and duration of restrictions on disposition, the movement of the market in which the security is normally traded, public trading in similar securities or derivative contracts of the issuer or comparable issuers, movement of a relevant index, or other factors including but not limited to industry changes and relevant government actions.

If any price, quotation, price evaluation or other pricing source is not readily available when the NAV is calculated, if the Fund cannot obtain price evaluations from a pricing service or from more than one dealer for an investment within a reasonable period of time as set forth in the Adviser's valuation policies and procedures for the Fund, or if information furnished by a pricing service, in the opinion of the Adviser's valuation committee ("Valuation Committee"), is deemed not representative of the fair value of such security, the Fund uses the fair value of the investment determined in accordance with the procedures described below. There can be no assurance that the Fund could obtain the fair value assigned to an investment if it sold the investment at approximately the time at which the Fund determines its NAV per share, and the actual value obtained could be materially different.

**Fair Valuation and Significant Events Procedures** 

Pursuant to Rule 2a-5 under the Act, the Fund's Board of Trustees (the "Trustees") has designated the Adviser as the Fund's valuation designee to perform any fair value determinations for securities and other assets held by the Fund. The Adviser is subject to the Trustees' oversight and certain reporting and other requirements intended to provide the Trustees the information needed to oversee the Adviser's fair value determinations.

The Adviser, acting through its Valuation Committee, is responsible for determining the fair value of investments for which market quotations are not readily available. The Valuation Committee is comprised of officers of the Adviser and certain of the Adviser's affiliated companies and determines fair value and oversees the calculation of the NAV. The Valuation Committee is also authorized to use pricing services to provide fair value evaluations of the current value of certain investments for purposes of calculating the NAV. The Valuation Committee employs various methods for reviewing third-party pricing-service evaluations including periodic reviews of third-party pricing services' policies, procedures and valuation methods (including key inputs, methods, models and assumptions), transactional back-testing, comparisons of evaluations of different pricing services, and review of price challenges by the Adviser based on recent market activity. In the event that market quotations and price evaluations are not available for an investment, the Valuation Committee determines the fair value of the investment in accordance with procedures adopted by the Adviser. The Trustees periodically review the fair valuations made by the Valuation Committee. The Trustees have also approved the Adviser's fair valuation and significant events procedures as part of the Fund's compliance program and will review any changes made to the procedures.

Factors considered by pricing services in evaluating an investment include the yields or prices of investments of comparable quality, coupon, maturity, call rights and other potential prepayments, terms and type, reported transactions, indications as to values from dealers and general market conditions. Some pricing services provide a single price evaluation reflecting the bid-side of the market for an investment (a "bid" evaluation). Other pricing services offer both bid evaluations and price evaluations indicative of a price between the prices bid and ask for the investment (a "mid" evaluation). The Fund normally uses bid evaluations for any U.S. Treasury and Agency securities, mortgage-backed securities and municipal securities. The Fund normally uses mid evaluations for any other types of fixed-income securities and any OTC derivative contracts. In the event that market quotations and price evaluations are not available for an investment, the fair value of the investment is determined in accordance with procedures adopted by the Adviser.

The Adviser has also adopted procedures requiring an investment to be priced at its fair value whenever the Valuation Committee determines that a significant event affecting the value of the investment has occurred between the time as of which the price of the investment would otherwise be determined and the time as of which the NAV is computed. An event is considered significant if there is

**12**

------

both an affirmative expectation that the investment's value will change in response to the event and a reasonable basis for quantifying the resulting change in value. Examples of significant events that may occur after the close of the principal market on which a security is traded, or after the time of a price evaluation provided by a pricing service or a dealer, include:

◾ With respect to securities traded principally in foreign markets, significant trends in U.S. equity markets or in the trading of foreign securities index futures contracts;

◾ Political or other developments affecting the economy or markets in which an issuer conducts its operations or its securities are traded;

◾ Announcements concerning matters such as acquisitions, recapitalizations, litigation developments, or a natural disaster affecting the issuer's operations or regulatory changes or market developments affecting the issuer's industry.

The Adviser has adopted procedures whereby the Valuation Committee uses a pricing service to provide factors to update the fair value of equity securities traded principally in foreign markets from the time of the close of their respective foreign stock exchanges to the pricing time of the Fund. For other significant events, the Fund may seek to obtain more current quotations or price evaluations from alternative pricing sources. If a reliable alternative pricing source is not available, the Valuation Committee will determine the fair value of the investment in accordance with the fair valuation procedures approved by the Adviser. The Trustees periodically review fair valuations made in response to significant events.

Various inputs are used in determining the value of the Fund's investments. These inputs are summarized in the three broad levels listed below:

Level 1—quoted prices in active markets for identical securities.

Level 2—other significant observable inputs (including quoted prices for similar securities, interest rates, prepayment speeds, credit risk, etc.). Also includes securities valued at amortized cost.

Level 3—significant unobservable inputs (including the Fund's own assumptions in determining the fair value of investments).

The inputs or methodology used for valuing securities are not an indication of the risk associated with investing in those securities.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; <br>The following is a summary of the inputs used, as of January 31, 2023, in valuing the Fund's assets carried at fair value:

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Valuation Inputs** | **Valuation Inputs** | **Valuation Inputs** | **Valuation Inputs** | **Valuation Inputs** |
|  | **Level 1—** <br>**Quoted** <br>**Prices**<br>| **Level 2—** <br>**Other** <br>**Significant** <br>**Observable** <br>**Inputs**<br>| **Level 3—** <br>**Significant** <br>**Unobservable** <br>**Inputs**<br>| **Total** |
| **Debt Securities:** |  |  |  |  |
| Corporate Bonds | $— | $666507632 | $0 | $666507632 |
| Asset-Backed Securities | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 652219307 | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 652219307 |
| U.S. Treasuries | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 29806471 | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 29806471 |
| Commercial Mortgage-Backed Securities | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 28354843 | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 28354843 |
| Collateralized Mortgage Obligations | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 25154350 | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 25154350 |
| Non-Agency Mortgage-Backed Securities | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1250584 | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1250584 |
| Adjustable Rate Mortgages | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 679614 | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 679614 |
| Mortgage-Backed Securities | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 38165 | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 38165 |
| **Investment Companies** | &nbsp;&nbsp; 38333074 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 38333074 |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL SECURITIES | $38333074 | $1404010966 | $0 | $1442344040 |
| **Other Financial Instruments:**<sup>1</sup> <br>|  |  |  |  |
| Assets | $264801 | $— | $— | $264801 |
| Liabilities | &nbsp;&nbsp;&nbsp;&nbsp; (211506) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; (211506) |
| &nbsp;&nbsp;&nbsp;&nbsp; TOTAL OTHER FINANCIAL INSTRUMENTS | $53295 | $— | $— | $53295 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

1 *Other financial instruments are futures contracts.*

**13**

------

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | |
|:---|:---|
| The following acronym(s) are used throughout this portfolio: | The following acronym(s) are used throughout this portfolio: |
| ARM | —Adjustable Rate Mortgage |
| BKNT | —Bank Notes |
| BSBY | —Bloomberg Short-Term Bank Yield Index |
| CMT | —Constant Maturity Treasury |
| FHLMC | —Federal Home Loan Mortgage Corporation |
| FNMA | —Federal National Mortgage Association |
| GMTN | —Global Medium Term Note |
| GNMA | —Government National Mortgage Association |
| LIBOR | —London Interbank Offered Rate |
| MTN | —Medium Term Note |
| REMIC | —Real Estate Mortgage Investment Conduit |

---

**14**

------

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Federated Hermes Income Securities Trust

- **b. Investment Company Act file number:** 811-04577

- **c. CIK number of Registrant:** 0000789281

- **d. LEI of Registrant:** 254900ZSL64R3SX7WJ45

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

  - **Street Address 1:** Federated Hermes Funds

  - **City:** Warrendale

  - **State:** PA

  - **Foreign country:** US

  - **Zip / Postal Code:** 15086-7561

  - **Telephone number:** 8003417400

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

- **a. Name of Series:** Federated Hermes Short-Term Income Fund

- **b. EDGAR series identifier (if any):** S000009077

- **c. LEI of Series:** 4BQWWIPPC5NRMP9CZO12

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

- **a. Date of fiscal year-end:** 2023-04-30

- **b. Date as of which information is reported:** 2023-01-31

**Item A.4. Final filing**

Does the Fund anticipate that this will be its final filing on Form N-PORT? **No**

### Fund Information

**Total Assets:** $1448987778.59

**Total Liabilities:** $16773650.78

**Net Assets:** $1432214127.81

**Cash Not Reported:** $2096579.38

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -7591.867681000000 | **1-Year:** -107213.500843000000 | **5-Year:** -69797.644293000000 | **10-Year:** -1432.446350000000 | **30-Year:** 0.000000000000

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

- **3-Month:** -66.221207000000 | **1-Year:** -2316.703170000000 | **5-Year:** -3329.804156000000 | **10-Year:** -2165.030596000000 | **30-Year:** -58.184003000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000024660 | 0.64%                | 0.24%                | 0.89%                |
| Class ID C000024661 | 0.78%                | 0.26%                | 0.91%                |
| Class ID C000024662 | 0.64%                | 0.24%                | 0.89%                |
| Class ID C000176845 | 0.66%                | 0.26%                | 0.91%                |
| Class ID C000232323 | 0.64%                | 0.24%                | 0.89%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-1150928.34             | $8137055.81                                |
| Month 2  | $-587071.41              | $2540066.16                                |
| Month 3  | $-390123.52              | $10977451.28                               |

**Designated Index Information**

- **Index Name:** Bloomberg 1-3 Government Credit Index

- **Index Identifier:** LGC3TRUU

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| AmeriCredit Automobile Receivables Trust                    | AmeriCredit Automobile Receivables Trust 2020-1                | CUSIP: 03067DAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $2874522.00   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC                                             | AstraZeneca PLC                                                | CUSIP: 046353AV0<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |   4705000 | PA      | $4200222.71   | 0.29%             | 2026-04-08      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                     | Bristol-Myers Squibb Co                                        | CUSIP: 110122CM8<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   3845000 | PA      | $3754965.98   | 0.26%             | 2024-07-26      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                     | Dell International LLC / EMC Corp                              | CUSIP: 24703TAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2466380.35   | 0.17%             | 2024-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                  | Fannie Mae Pool                                                | CUSIP: 31385HHU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8646 | PA      | $8452.73      | 0.00%             | 2027-10-01      | Floating      | 3.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                 | Freddie Mac REMICS                                             | CUSIP: 31396R3N5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     38236 | PA      | $38065.60     | 0.00%             | 2034-02-15      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| FELLS POINT FUNDING TR                                      | Fells Point Funding Trust                                      | CUSIP: 314382AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3724009.48   | 0.26%             | 2027-01-31      | Fixed         | 3.05%                 | Yes           |                  2 | On Loan: No      |
| Ford Credit Auto Lease Trust                                | Ford Credit Auto Lease Trust 2023-A                            | CUSIP: 345287AG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3500000 | PA      | $3510400.25   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust                                | Ford Credit Auto Owner Trust 2022-C                            | CUSIP: 34535AAF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $5015989.00   | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| GM Financial Securitized Term Auto Receivables Tr           | GM Financial Consumer Automobile Receivables Trust 2020-3      | CUSIP: 362590AE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $1885153.50   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                        | Glencore Funding LLC                                           | CUSIP: 378272BD9<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4503864.05   | 0.31%             | 2026-04-27      | Fixed         | 1.63%                 | Yes           |                  2 | On Loan: No      |
| HPEFS Equipment Trust                                       | HPEFS Equipment Trust                                          | CUSIP: 40441RAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3600000 | PA      | $3357991.80   | 0.23%             |  |  |  | Yes           |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                         | JPMorgan Chase & Co                                            | CUSIP: 46647PCQ7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2438720.18   | 0.17%             | 2027-09-22      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, NA - CACLN                             | JPMorgan Chase Bank NA - CACLN                                 | CUSIP: 48128U2M0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2215027 | PA      | $2130850.12   | 0.15%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Master Credit Card Trust                                    | Master Credit Card Trust                                       | CUSIP: 576339CK9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | CA        |   2450000 | PA      | $2301039.88   | 0.16%             |  |  |  | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY                                              | Morgan Stanley                                                 | CUSIP: 6174468J1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    855000 | PA      | $825823.14    | 0.06%             | 2025-07-22      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| CITIZENS BANK NA/RI                                         | Citizens Bank NA/Providence RI                                 | CUSIP: 75524KNH3<br>LEI: DRMSV1Q0EKMEXLAU1P80 | Long             | DBT              | CORP              | US        |   3450000 | PA      | $3243804.64   | 0.23%             | 2025-04-28      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                      | Santander Drive Auto Receivables Trust 2020-2                  | CUSIP: 80285RAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3275000 | PA      | $3202620.04   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes                     | Santander Bank Auto Credit-Linked Notes Series 2022-B          | CUSIP: 80290CAY0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1215415 | PA      | $1210607.43   | 0.08%             |  |  |  | Yes           |                  2 | On Loan: No      |
| SOFI CONSUMER LOAN PROGRAM TRUST                            | SoFi Consumer Loan Program 2021-1 Trust                        | CUSIP: 83407CAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2250000 | PA      | $2129782.28   | 0.15%             |  |  |  | Yes           |                  2 | On Loan: No      |
| COREBRIDGE GLOB FUNDING                                     | AIG Global Funding                                             | CUSIP: 00138CAM0<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |   2270000 | PA      | $2229766.82   | 0.16%             | 2023-07-07      | Fixed         | 0.80%                 | Yes           |                  2 | On Loan: No      |
| ALPHABET INC                                                | Alphabet Inc                                                   | CUSIP: 02079KAH0<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   2940000 | PA      | $2682992.87   | 0.19%             | 2025-08-15      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE GLOB FUNDING                                     | AIG Global Funding                                             | CUSIP: 00138CAS7<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |   1910000 | PA      | $1804094.89   | 0.13%             | 2024-06-17      | Fixed         | 0.65%                 | Yes           |                  2 | On Loan: No      |
| AVANGRID INC                                                | Avangrid Inc                                                   | CUSIP: 05351WAC7<br>LEI: 549300OX0Q38NLSKPB49 | Long             | DBT              | CORP              | US        |   2810000 | PA      | $2703110.44   | 0.19%             | 2025-04-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                            | Bank of Montreal                                               | CUSIP: 06368EA36<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |  10000000 | PA      | $9634623.00   | 0.67%             | 2023-12-08      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| Dell Equipment Finance Trust                                | Dell Equipment Finance Trust 2022-2                            | CUSIP: 24702CAL8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $1957925.50   | 0.14%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust                                | Ford Credit Auto Owner Trust 2020-C                            | CUSIP: 34533YAF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $2775811.50   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Dell Equipment Finance Trust                                | Dell Equipment Finance Trust 2020-2                            | CUSIP: 24704GAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $1968329.60   | 0.14%             |  |  |  | Yes           |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                    | Florida Power & Light Co                                       | CUSIP: 341081GH4<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |   2625000 | PA      | $2619356.80   | 0.18%             | 2024-01-12      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| GM Financial Securitized Term Auto Receivables Tr           | GM Financial Consumer Automobile Receivables Trust 2020-3      | CUSIP: 362590AF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1750000 | PA      | $1660819.30   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| GREAT AMERICA LEASING RECEIVABLES                           | GreatAmerica Leasing Receivables Funding LLC Series 2021-1     | CUSIP: 39154TBM9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4650000 | PA      | $4296207.77   | 0.30%             |  |  |  | Yes           |                  2 | On Loan: No      |
| General Motors                                              | GMF Floorplan Owner Revolving Trust                            | CUSIP: 361886CK8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1456389.23   | 0.10%             |  |  |  | Yes           |                  2 | On Loan: No      |
| GOLDEN CREDIT CARD TRUST                                    | GOLDEN CREDIT CARD TRUST                                       | CUSIP: 380881FD9<br>LEI: 549300BEDPMEONLTJX58 | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $2660802.30   | 0.19%             |  |  |  | Yes           |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                      | Bank of New York Mellon Corp/The                               | CUSIP: 06406RAP2<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $6745578.35   | 0.47%             | 2023-12-07      | Fixed         | 0.35%                 | No            |                  2 | On Loan: No      |
| CARDS II Trust                                              | CARDS II Trust                                                 | CUSIP: 14161GBZ2<br>LEI: 549300GWPYLNK6X47W76 | Long             | ABS-O            | CORP              | CA        |   6000000 | PA      | $5687546.10   | 0.40%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Nissan Auto Lease Trust                                     | Nissan Auto Lease Trust 2022-A                                 | CUSIP: 65480LAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3800000 | PA      | $3722544.03   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| PFS Financing Corp.                                         | PFS Financing Corp                                             | CUSIP: 69335PDZ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $4772928.50   | 0.33%             |  |  |  | Yes           |                  2 | On Loan: No      |
| HPEFS Equipment Trust                                       | Hpefs Equipment Trust 2022-3                                   | CUSIP: 403951AE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1008666.35   | 0.07%             |  |  |  | Yes           |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                           | HSBC Holdings PLC                                              | CUSIP: 404280CJ6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   2145000 | PA      | $1975710.06   | 0.14%             | 2026-04-18      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                        | Verizon Master Trust                                           | CUSIP: 92348KAN3<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |   1750000 | PA      | $1715191.10   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| HPEFS Equipment Trust                                       | HPEFS Equipment Trust                                          | CUSIP: 40438PAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3500000 | PA      | $3461582.08   | 0.24%             |  |  |  | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY                                              | Morgan Stanley                                                 | CUSIP: 6174468R3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    705000 | PA      | $653595.69    | 0.05%             | 2025-10-21      | Fixed         | 0.86%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                      | PNC Financial Services Group Inc/The                           | CUSIP: 693475AV7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1775008.51   | 0.12%             | 2024-01-23      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Santander Retail Auto Lease Trust                           | Santander Retail Auto Lease Trust 2017-A                       | CUSIP: 80286DAF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6400000 | PA      | $6062043.20   | 0.42%             |  |  |  | Yes           |                  2 | On Loan: No      |
| DBWF Mortgage Trust                                         | DBWF 2018-GLKS Mortgage Trust                                  | CUSIP: 23307GAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4000000 | PA      | $3919997.60   | 0.27%             | 2030-12-19      | Floating      | 5.60%                 | Yes           |                  2 | On Loan: No      |
| DLLAD LLC                                                   | DLLAD 2023-1 LLC                                               | CUSIP: 233258AC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4000000 | PA      | $3999034.80   | 0.28%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Verizon Master Trust                                        | Verizon Master Trust                                           | CUSIP: 92348KAG8<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |  13500000 | PA      | $12395735.10  | 0.87%             |  |  |  | No            |                  2 | On Loan: No      |
| Verizon Owner Trust                                         | Verizon Owner Trust 2020-A                                     | CUSIP: 92348TAD6<br>LEI: 549300XY7L2MRX0BQH89 | Long             | ABS-O            | CORP              | US        |   4250000 | PA      | $4212051.75   | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                           | Eversource Energy                                              | CUSIP: 30040WAJ7<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |   8620000 | PA      | $7772465.83   | 0.54%             | 2025-08-15      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| FNB CORP                                                    | FNB Corp/PA                                                    | CUSIP: 302520AC5<br>LEI: PCYSKIGYNYFDTBLVZU83 | Long             | DBT              | CORP              | US        |   1990000 | PA      | $1983476.72   | 0.14%             | 2025-08-25      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| World OMNI Select Auto Trust                                | World Omni Select Auto Trust 2021-A                            | CUSIP: 98163HAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3500000 | PA      | $3197558.00   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                 | Freddie Mac REMICS                                             | CUSIP: 3133T4EL6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |         9 | PA      | $8.55         | 0.00%             | 2024-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                  | Fannie Mae REMICS                                              | CUSIP: 31358UEP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        10 | PA      | $10.40        | 0.00%             | 2023-03-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE GLOB FUNDING                                     | AIG Global Funding                                             | CUSIP: 00138CAN8<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $5422206.60   | 0.38%             | 2025-09-22      | Fixed         | 0.90%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                         | American Express Co                                            | CUSIP: 025816CS6<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3711885.80   | 0.26%             | 2027-03-04      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| AmeriCredit Automobile Receivables Trust                    | AmeriCredit Automobile Receivables Trust 2021-2                | CUSIP: 03066RAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4500000 | PA      | $4137674.63   | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust/Ford Credit                    | Ford Credit Auto Owner Trust 2020-REV2                         | CUSIP: 34532JAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $2607081.75   | 0.18%             |  |  |  | Yes           |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                      | General Motors Financial Co Inc                                | CUSIP: 37045XCV6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   2125000 | PA      | $2029654.27   | 0.14%             | 2025-02-26      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                      | Bank of New York Mellon Corp/The                               | CUSIP: 06406RAY3<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2480894.50   | 0.17%             | 2024-10-25      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                         | Bank of Nova Scotia/The                                        | CUSIP: 0641596E1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   6000000 | PA      | $5639122.80   | 0.39%             | 2024-07-31      | Fixed         | 0.65%                 | No            |                  2 | On Loan: No      |
| DBWF Mortgage Trust                                         | DBWF 2018-GLKS Mortgage Trust                                  | CUSIP: 23307GAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8550000 | PA      | $8314862.18   | 0.58%             | 2030-12-19      | Floating      | 5.92%                 | Yes           |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                     | John Deere Capital Corp                                        | CUSIP: 24422EVQ9<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $5672530.68   | 0.40%             | 2024-06-07      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                     | Hyundai Capital America                                        | CUSIP: 44891ABN6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $5475348.60   | 0.38%             | 2025-10-15      | Fixed         | 1.80%                 | Yes           |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust                              | Hyundai Auto Receivables Trust 2019-B                          | CUSIP: 44891JAF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $1941102.10   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                 | Freddie Mac REMICS                                             | CUSIP: 31398EK29<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    170324 | PA      | $171449.02    | 0.01%             | 2037-07-15      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| Fiserv Inc                                                  | Fiserv Inc                                                     | CUSIP: 337738AQ1<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   2520000 | PA      | $2500018.67   | 0.17%             | 2023-10-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Fontainebleau Miami Beach Trust                             | Fontainebleau Miami Beach Trust 2019-FBLU                      | CUSIP: 34461LAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  12000000 | PA      | $11254602.00  | 0.79%             | 2036-12-10      | Fixed         | 3.45%                 | Yes           |                  2 | On Loan: No      |
| GREAT AMERICA LEASING RECEIVABLES                           | GreatAmerica Leasing Receivables Funding LLC Series 2020-1     | CUSIP: 39154TBF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6685000 | PA      | $6469298.11   | 0.45%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust                              | Hyundai Auto Receivables Trust 2019-B                          | CUSIP: 44891JAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1468974.98   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust                              | Hyundai Auto Receivables Trust 2021-B                          | CUSIP: 44934KAF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $4547694.50   | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                         | JPMorgan Chase & Co                                            | CUSIP: 46647PCS3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4940369.80   | 0.34%             | 2025-12-10      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| MET LIFE GLOB FUNDING I                                     | Metropolitan Life Global Funding I                             | CUSIP: 59217GEN5<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |   1460000 | PA      | $1376306.67   | 0.10%             | 2024-06-07      | Fixed         | 0.55%                 | Yes           |                  2 | On Loan: No      |
| JDE PEET'S NV                                               | JDE Peet's NV                                                  | CUSIP: 47216QAA1<br>LEI: 724500EHG519SE5ZRT89 | Long             | DBT              | CORP              | NL        |   4190000 | PA      | $3871780.31   | 0.27%             | 2024-09-24      | Fixed         | 0.80%                 | Yes           |                  2 | On Loan: No      |
| NATIONAL BANK OF CANADA                                     | National Bank of Canada                                        | CUSIP: 63307A2P9<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |   5000000 | PA      | $4711002.55   | 0.33%             | 2024-08-06      | Fixed         | 0.75%                 | No            |                  2 | On Loan: —       |
| Nissan Auto Lease Trust                                     | Nissan Auto Lease Trust 2023-A                                 | CUSIP: 65480VAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2525000 | PA      | $2521830.24   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| PFS Financing Corp.                                         | PFS Financing Corp                                             | CUSIP: 69335PDU6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6000000 | PA      | $5792476.80   | 0.40%             |  |  |  | Yes           |                  2 | On Loan: No      |
| PenFed Auto Receivables Owner Trust                         | PenFed Auto Receivables Owner Trust 2022-A                     | CUSIP: 706874AE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    700000 | PA      | $689533.01    | 0.05%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Ryder System Inc                                            | Ryder System Inc                                               | CUSIP: 78355HKL2<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2948056.86   | 0.21%             | 2024-03-18      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Social Professional Loan Program LLC                        | Sofi Professional Loan Program 2018-A LLC                      | CUSIP: 83406EAA3<br>LEI: 5493002WMPR84WZ75V46 | Long             | ABS-O            | CORP              | US        |     22795 | PA      | $22671.97     | 0.00%             | 2042-02-25      | Floating      | 2.83%                 | Yes           |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                                        | WEC Energy Group Inc                                           | CUSIP: 92939UAC0<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |   8000000 | PA      | $7786051.28   | 0.54%             | 2023-09-15      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust                           | World Omni Auto Receivables Trust 2021-B                       | CUSIP: 98163LAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1800000 | PA      | $1642496.13   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| PFS Financing Corp.                                         | PFS Financing Corp                                             | CUSIP: 69335PDT9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $4853694.50   | 0.34%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Residential Accredit Loans, Inc.                            | RALI Series 2004-QA4 Trust                                     | CUSIP: 76110HZF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     68733 | PA      | $46497.90     | 0.00%             | 2034-09-25      | Variable      | 4.56%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                    | AerCap Ireland Capital DAC / AerCap Global Aviation Trust      | CUSIP: 00774MBB0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   5000000 | PA      | $4664694.85   | 0.33%             | 2024-10-29      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                              | Amazon.com Inc                                                 | CUSIP: 023135AW6<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1897535.23   | 0.13%             | 2023-02-22      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                         | American Tower Corp                                            | CUSIP: 03027XBH2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |   7815000 | PA      | $7494443.94   | 0.52%             | 2024-01-15      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                        | Royal Bank of Canada                                           | CUSIP: 78016FZR8<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   3000000 | PA      | $3051224.97   | 0.21%             | 2024-10-25      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                      | Santander Drive Auto Receivables Trust 2020-4                  | CUSIP: 80286WAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3165000 | PA      | $3038252.83   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| AmeriCredit Automobile Receivables Trust                    | AmeriCredit Automobile Receivables Trust 2021-1                | CUSIP: 03063FAF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5100000 | PA      | $4578921.53   | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| CK HUTCH INTL 17 II LTD                                     | CK Hutchison International 17 II Ltd                           | CUSIP: 12563XAB7<br>LEI: 254900F7C0PB6TKONV55 | Long             | DBT              | CORP              | KY        |   3000000 | PA      | $2990295.06   | 0.21%             | 2023-03-29      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| CITIGROUP INC                                               | Citigroup Inc                                                  | CUSIP: 17327CAP8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1155000 | PA      | $1142063.79   | 0.08%             | 2026-01-25      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                        | Verizon Master Trust                                           | CUSIP: 92348KAM5<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |   3250000 | PA      | $3185725.73   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Daimler Trucks Retail Trust                                 | Daimler Trucks Retail Trust 2022-1                             | CUSIP: 233869AD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1970000 | PA      | $1953873.38   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                  | Fannie Mae Pool                                                | CUSIP: 31385HH54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     78054 | PA      | $76140.08     | 0.01%             | 2028-04-01      | Floating      | 3.17%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                  | Fannie Mae REMICS                                              | CUSIP: 3136A3UA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    918696 | PA      | $908100.76    | 0.06%             | 2042-02-25      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Lease Trust                                | Ford Credit Auto Lease Trust 2021-B                            | CUSIP: 345329AF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  18800000 | PA      | $17820770.98  | 1.24%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                           | HSBC Holdings PLC                                              | CUSIP: 404280CM9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   7835000 | PA      | $6945235.54   | 0.48%             | 2027-05-24      | Fixed         | 1.59%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON INGALLS INDUS                                    | Huntington Ingalls Industries Inc                              | CUSIP: 446413AW6<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |   4960000 | PA      | $4843042.31   | 0.34%             | 2023-08-16      | Fixed         | 0.67%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust                       | GM Financial Automobile Leasing Trust 2020-3                   | CUSIP: 362569AG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10000000 | PA      | $9938233.50   | 0.69%             |  |  |  | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                                  | Navient Private Education Refi Loan Trust 2020-H               | CUSIP: 63935BAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1850848 | PA      | $1702515.00   | 0.12%             |  |  |  | Yes           |                  2 | On Loan: No      |
| John Deere Owner Trust                                      | John Deere Owner Trust 2022-C                                  | CUSIP: 47800BAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4000000 | PA      | $4054973.80   | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                              | Morgan Stanley                                                 | CUSIP: 6174468T9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1855000 | PA      | $1854569.44   | 0.13%             | 2023-11-10      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                      | PNC Financial Services Group Inc/The                           | CUSIP: 693475BL8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2004007.94   | 0.14%             | 2027-01-26      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes                     | Santander Bank NA - SBCLN                                      | CUSIP: 80290CAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    746287 | PA      | $720240.67    | 0.05%             |  |  |  | Yes           |                  2 | On Loan: No      |
| SKYWORKS SOLUTIONS INC                                      | Skyworks Solutions Inc                                         | CUSIP: 83088MAJ1<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | DBT              | CORP              | US        |   2290000 | PA      | $2254802.45   | 0.16%             | 2023-06-01      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                              | Morgan Stanley                                                 | CUSIP: 6174468W2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2998065.90   | 0.21%             | 2024-01-25      | Variable      | 4.78%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                        | Royal Bank of Canada                                           | CUSIP: 78015K7L2<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   5000000 | PA      | $4792984.65   | 0.33%             | 2024-01-19      | Fixed         | 0.43%                 | No            |                  2 | On Loan: —       |
| Santander Retail Auto Lease Trust                           | Santander Retail Auto Lease Trust 2021-C                       | CUSIP: 80286CAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  13000000 | PA      | $12005451.90  | 0.84%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes                     | Santander Bank NA - SBCLN                                      | CUSIP: 80290CAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2114479 | PA      | $2045253.62   | 0.14%             |  |  |  | Yes           |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN                                     | Shell International Finance BV                                 | CUSIP: 822582CJ9<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |   5780000 | PA      | $5625014.91   | 0.39%             | 2023-09-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Social Professional Loan Program LLC                        | SoFi Professional Loan Program 2017-A LLC                      | CUSIP: 83404FAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     73073 | PA      | $72901.22     | 0.01%             | 2040-03-26      | Floating      | 3.18%                 | Yes           |                  2 | On Loan: No      |
| STRYKER CORP                                                | Stryker Corp                                                   | CUSIP: 863667BB6<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |   4075000 | PA      | $3929395.89   | 0.27%             | 2023-12-01      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| Textron Inc                                                 | Textron Inc                                                    | CUSIP: 883203CA7<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |   2335000 | PA      | $2190301.50   | 0.15%             | 2029-09-17      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                                     | American Electric Power Co Inc                                 | CUSIP: 025537AK7<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |   1760000 | PA      | $1701120.92   | 0.12%             | 2024-03-15      | Fixed         | 2.03%                 | No            |                  2 | On Loan: No      |
| AmeriCredit Automobile Receivables Trust                    | AmeriCredit Automobile Receivables Trust 2021-1                | CUSIP: 03063FAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2025000 | PA      | $1868375.36   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                         | Bank of Nova Scotia/The                                        | CUSIP: 064159YM2<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   3880000 | PA      | $3778031.39   | 0.26%             | 2023-09-15      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| Canadian Pacer Auto Receivables Trust                       | Canadian Pacer Auto Receivables Trust                          | CUSIP: 13645YAF6<br>LEI: 549300G7ER2PTT19ZV22 | Long             | ABS-O            | CORP              | CA        |   4250000 | PA      | $4143555.78   | 0.29%             |  |  |  | Yes           |                  2 | On Loan: No      |
| COCA-COLA EUROPACIFIC                                       | Coca-Cola European Partners PLC                                | CUSIP: 19123MAF0<br>LEI: 549300LTH67W4GWMRF57 | Long             | DBT              | CORP              | GB        |   1500000 | PA      | $1326628.47   | 0.09%             | 2027-01-15      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                                     | Exxon Mobil Corp                                               | CUSIP: 30231GBH4<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |   4740000 | PA      | $4610421.96   | 0.32%             | 2025-03-19      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                  | Fannie Mae REMICS                                              | CUSIP: 3136BB3Z3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3990753 | PA      | $3922008.65   | 0.27%             | 2060-10-25      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.            | Freddie Mac Multifamily Structured Pass Through Certificates   | CUSIP: 3137F84M2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6552041 | PA      | $6468026.90   | 0.45%             | 2030-11-25      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                      | General Motors Financial Co Inc                                | CUSIP: 37045XDQ6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4831614.40   | 0.34%             | 2027-02-26      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL LFE GLB FND II                                    | Principal Life Global Funding II                               | CUSIP: 74256LEJ4<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |  10370000 | PA      | $9949826.16   | 0.69%             | 2024-01-08      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| CITIZENS BANK NA/RI                                         | Citizens Bank NA/Providence RI                                 | CUSIP: 75524KPT5<br>LEI: DRMSV1Q0EKMEXLAU1P80 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3044550.24   | 0.21%             | 2025-10-24      | Fixed         | 6.06%                 | No            |                  2 | On Loan: No      |
| Santander Retail Auto Lease Trust                           | Santander Retail Auto Lease Trust 2021-A                       | CUSIP: 80286TAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $4722541.75   | 0.33%             |  |  |  | Yes           |                  2 | On Loan: No      |
| VALERO ENERGY CORP                                          | Valero Energy Corp                                             | CUSIP: 91913YBA7<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |   6085000 | PA      | $5836242.04   | 0.41%             | 2024-03-15      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                    | AerCap Ireland Capital DAC / AerCap Global Aviation Trust      | CUSIP: 00774MAK1<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   1430000 | PA      | $1422187.57   | 0.10%             | 2024-01-16      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| American Express Credit Account Master Trust                | American Express Credit Account Master Trust                   | CUSIP: 02582JJC5<br>LEI: 549300Y4SA5G3GIJTP18 | Long             | ABS-O            | CORP              | US        |   9914000 | PA      | $9914620.62   | 0.69%             | 2025-12-15      | Floating      | 3.02%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                     | Bristol-Myers Squibb Co                                        | CUSIP: 110122DN5<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4539514.95   | 0.32%             | 2025-11-13      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                          | Alternative Loan Trust 2003-J3                                 | CUSIP: 12669FFD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2198 | PA      | $2113.34      | 0.00%             | 2033-12-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                        | Bank of America Corp                                           | CUSIP: 06051GHR3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1471313.70   | 0.10%             | 2025-03-15      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                      | Canadian Imperial Bank of Commerce                             | CUSIP: 13607HYE6<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   5000000 | PA      | $4979002.30   | 0.35%             | 2024-10-18      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                  | Fannie Mae REMICS                                              | CUSIP: 31392EGV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21646 | PA      | $21626.84     | 0.00%             | 2032-09-25      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                  | Fiserv Inc                                                     | CUSIP: 337738AS7<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   1975000 | PA      | $1914342.87   | 0.13%             | 2024-07-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                     | John Deere Capital Corp                                        | CUSIP: 24422EVV8<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   2105000 | PA      | $2094471.27   | 0.15%             | 2024-10-11      | Floating      | 4.52%                 | No            |                  2 | On Loan: —       |
| Evergreen Credit Card Trust                                 | Evergreen Credit Card Trust                                    | CUSIP: 30023JBT4<br>LEI: 5493002G9KVV6J3CNU15 | Long             | ABS-O            | CORP              | CA        |  13500000 | PA      | $12638358.45  | 0.88%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                    | Ginnie Mae I Pool                                              | CUSIP: 36203PBX0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       235 | PA      | $235.72       | 0.00%             | 2024-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| HPEFS Equipment Trust                                       | HPEFS Equipment Trust 2021-2                                   | CUSIP: 40441JAF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2800000 | PA      | $2605095.08   | 0.18%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Federated Hermes Institutional Prime Value Obligations Fund | Federated Institutional Prime Value Obligations Fund           | CUSIP: 60934N583<br>LEI: 254900OXLDDVEP8MMK94 | Long             | EC               | RF                | US        |  18661858 | NS      | $18661857.95  | 1.30%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                    | National Rural Utilities Cooperative Finance Corp              | CUSIP: 63743HFA5<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |   7370000 | PA      | $7284991.25   | 0.51%             | 2024-10-18      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| Golden Credit Card Trust                                    | Golden Credit Card Trust                                       | CUSIP: 380881FC1<br>LEI: 549300BEDPMEONLTJX58 | Long             | ABS-O            | CORP              | US        |   7000000 | PA      | $6190823.10   | 0.43%             |  |  |  | Yes           |                  2 | On Loan: No      |
| HPEFS Equipment Trust                                       | HPEFS Equipment Trust 2021-2                                   | CUSIP: 40441JAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3900000 | PA      | $3725405.78   | 0.26%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust                              | Hyundai Auto Receivables Trust 2019-A                          | CUSIP: 44932NAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4000000 | PA      | $3980360.20   | 0.28%             | 2025-11-17      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, NA - CACLN                             | Chase Auto Credit Linked Notes Series 2021-1                   | CUSIP: 46591HBT6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1693279 | PA      | $1627817.37   | 0.11%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes                     | Santander Bank Auto Credit-Linked Notes Series 2022-B          | CUSIP: 80290CBA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1417984 | PA      | $1412518.05   | 0.10%             |  |  |  | Yes           |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                    | Thermo Fisher Scientific Inc                                   | CUSIP: 883556CQ3<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |   6650000 | PA      | $6635160.26   | 0.46%             | 2024-10-18      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| NATWEST MARKETS PLC                                         | NatWest Markets PLC                                            | CUSIP: 63906YAB4<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |   4430000 | PA      | $4149877.94   | 0.29%             | 2024-08-12      | Fixed         | 0.80%                 | Yes           |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes                     | Santander Bank Auto Credit-Linked Notes Series 2022-A          | CUSIP: 80290CAS3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3255324 | PA      | $3156933.47   | 0.22%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Verizon Owner Trust                                         | Verizon Owner Trust 2019-C                                     | CUSIP: 92348AAD7<br>LEI: 549300WANFF5OIMC3D47 | Long             | ABS-O            | CORP              | US        |   7500000 | PA      | $7492881.00   | 0.52%             |  |  |  | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                                    | Volkswagen Group of America Finance LLC                        | CUSIP: 928668BJ0<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $6756003.87   | 0.47%             | 2023-11-22      | Fixed         | 0.88%                 | Yes           |                  2 | On Loan: No      |
| World OMNI Select Auto Trust                                | World Omni Select Auto Trust 2020-A                            | CUSIP: 98163DAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $2917489.65   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Certificates                     | WaMu Mortgage Pass-Through Certificates Series 2006-AR15 Trust | CUSIP: 93363QAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    171107 | PA      | $156998.12    | 0.01%             | 2046-11-25      | Floating      | 3.27%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                      | American Honda Finance Corp                                    | CUSIP: 02665WDY4<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   4545000 | PA      | $4284782.80   | 0.30%             | 2024-08-09      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| BHMS Mortgage Trust                                         | BHMS 2018-ATLS                                                 | CUSIP: 05549GAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $4865381.00   | 0.34%             | 2035-07-15      | Floating      | 5.71%                 | Yes           |                  2 | On Loan: No      |
| AmeriCredit Automobile Receivables Trust                    | AmeriCredit Automobile Receivables Trust 2020-3                | CUSIP: 03066PAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $1852940.10   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Inc                                               | Citigroup Inc                                                  | CUSIP: 172967MF5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2900000 | PA      | $2838184.18   | 0.20%             | 2025-04-24      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| UBS AG LONDON                                               | UBS AG/London                                                  | CUSIP: 902674YK0<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | DBT              | CORP              | CH        |   3000000 | PA      | $2815249.05   | 0.20%             | 2024-08-09      | Fixed         | 0.70%                 | Yes           |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Certificates                     | WaMu Mortgage Pass-Through Certificates Series 2006-AR17 Trust | CUSIP: 92925DAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    195189 | PA      | $173466.68    | 0.01%             | 2046-12-25      | Floating      | 2.87%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                        | Bank of America Corp                                           | CUSIP: 06051GJH3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2902439.73   | 0.20%             | 2024-10-24      | Fixed         | 0.81%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                   | Boeing Co/The                                                  | CUSIP: 097023CS2<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2995438.44   | 0.21%             | 2023-05-01      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| Chesapeake Funding II LLC                                   | Chesapeake Funding II LLC                                      | CUSIP: 165183CS1<br>LEI: 5493000HT7H4OFOD6Z12 | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $1869027.30   | 0.13%             |  |  |  | Yes           |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                     | Walt Disney Co/The                                             | CUSIP: 254687FV3<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4633435.95   | 0.32%             | 2026-01-13      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                 | Freddie Mac Non Gold Pool                                      | CUSIP: 31346AGD1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1410 | PA      | $1428.78      | 0.00%             | 2030-11-01      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                  | Fannie Mae REMICS                                              | CUSIP: 31397QYR3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    134509 | PA      | $133628.08    | 0.01%             | 2041-03-25      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| GREAT AMERICA LEASING RECEIVABLES                           | GreatAmerica Leasing Receivables Funding LLC Series 2021-2     | CUSIP: 39154TBS6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8500000 | PA      | $7679115.05   | 0.54%             |  |  |  | Yes           |                  2 | On Loan: No      |
| HPEFS Equipment Trust                                       | HPEFS Equipment Trust                                          | CUSIP: 40440YAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $4734081.75   | 0.33%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Kubota Credit Owner Trust                                   | Kubota Credit Owner Trust 2020-1                               | CUSIP: 50117WAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    425765 | PA      | $423491.75    | 0.03%             |  |  |  | Yes           |                  2 | On Loan: No      |
| MISSISSIPPI POWE                                            | Mississippi Power Co                                           | CUSIP: 605417CC6<br>LEI: LNZ0J6YZ5SC6ILIRU850 | Long             | DBT              | CORP              | US        |   3530000 | PA      | $3485304.91   | 0.24%             | 2024-06-28      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                      | Mitsubishi UFJ Financial Group Inc                             | CUSIP: 606822BV5<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   5000000 | PA      | $4851421.40   | 0.34%             | 2024-09-15      | Fixed         | 0.85%                 | No            |                  2 | On Loan: No      |
| PFS Financing Corp.                                         | PFS Financing Corp                                             | CUSIP: 69335PDX0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3120000 | PA      | $2986076.81   | 0.21%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                      | Santander Drive Auto Receivables Trust 2019-3                  | CUSIP: 80286HAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2909147 | PA      | $2888886.73   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Santander Retail Auto Lease Trust                           | Santander Retail Auto Lease Trust 2020-B                       | CUSIP: 80286RAG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6750000 | PA      | $6465744.68   | 0.45%             |  |  |  | Yes           |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                      | Canadian Imperial Bank of Commerce                             | CUSIP: 13607GRK2<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   2000000 | PA      | $1968596.86   | 0.14%             | 2023-06-23      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| Canadian Pacer Auto Receivables Trust                       | Canadian Pacer Auto Receivables Trust 2021-1                   | CUSIP: 13646CAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | CA        |   5750000 | PA      | $5363402.49   | 0.37%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Chesapeake Funding II LLC                                   | Chesapeake Funding II LLC                                      | CUSIP: 165183CR3<br>LEI: 5493000HT7H4OFOD6Z12 | Long             | ABS-O            | CORP              | US        |   1950000 | PA      | $1824660.63   | 0.13%             |  |  |  | Yes           |                  2 | On Loan: No      |
| CROWN CASTLE INC                                            | Crown Castle Inc                                               | CUSIP: 22822VBA8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |   4050000 | PA      | $4099619.67   | 0.29%             | 2028-01-11      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                  | Fannie Mae REMICS                                              | CUSIP: 31359BRE9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       292 | PA      | $292.51       | 0.00%             | 2023-07-25      | Floating      | 9.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                  | Fannie Mae Pool                                                | CUSIP: 31388XVV3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    191262 | PA      | $182317.09    | 0.01%             | 2033-08-01      | Floating      | 2.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                  | Fannie Mae REMICS                                              | CUSIP: 31398RV36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    177004 | PA      | $176585.18    | 0.01%             | 2037-07-25      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust                                | Ford Credit Auto Owner Trust 2019-C                            | CUSIP: 34531KAG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $1958638.50   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL INC                                         | Ashtead Capital Inc                                            | CUSIP: 045054AN3<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |   2825000 | PA      | $2488185.70   | 0.17%             | 2026-08-12      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                        | Bank of America Corp                                           | CUSIP: 06051GJX8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2486700.00   | 0.17%             | 2024-05-28      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                                      | CenterPoint Energy Inc                                         | CUSIP: 15189TAZ0<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |   3750000 | PA      | $3707855.18   | 0.26%             | 2024-05-13      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| Chesapeake Funding II LLC                                   | Chesapeake Funding II LLC                                      | CUSIP: 165183CC6<br>LEI: 5493000HT7H4OFOD6Z12 | Long             | ABS-O            | CORP              | US        |   3537085 | PA      | $3533573.75   | 0.25%             | 2031-04-15      | Fixed         | 3.80%                 | Yes           |                  2 | On Loan: No      |
| BROADCOM INC                                                | Broadcom Inc                                                   | CUSIP: 11135FAV3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   4165000 | PA      | $4081040.10   | 0.28%             | 2023-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Chesapeake Funding II LLC                                   | Chesapeake Funding II LLC                                      | CUSIP: 165183CN2<br>LEI: 5493000HT7H4OFOD6Z12 | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $988466.15    | 0.07%             |  |  |  | Yes           |                  2 | On Loan: No      |
| CHEVRON USA INC                                             | Chevron USA Inc                                                | CUSIP: 166756AE6<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |   3430000 | PA      | $3128339.63   | 0.22%             | 2025-08-12      | Fixed         | 0.69%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust                                | Drive Auto Receivables Trust 2021-1                            | CUSIP: 262108AE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3997558 | PA      | $3919256.18   | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Ford Credit Floorplan Master Owner Trust                    | Ford Credit Floorplan Master Owner Trust A                     | CUSIP: 34528QHP2<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $4849145.00   | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                              | Morgan Stanley                                                 | CUSIP: 61772BAA1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2974104.75   | 0.21%             | 2024-04-05      | Fixed         | 0.73%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                                    | Penske Truck Leasing Co Lp / PTL Finance Corp                  | CUSIP: 709599BS2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3340000 | PA      | $3426008.67   | 0.24%             | 2028-02-01      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| Santander Consumer Auto Receivables Trust                   | Santander Consumer Auto Receivables Trust 2020-B               | CUSIP: 802830AU3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $1912493.10   | 0.13%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Santander Retail Auto Lease Trust                           | Santander Retail Auto Lease Trust 2020-A                       | CUSIP: 80286KAG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6500000 | PA      | $6469412.30   | 0.45%             |  |  |  | Yes           |                  2 | On Loan: No      |
| United States Treasury                                      | United States Treasury Note/Bond                               | CUSIP: 91282CFX4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $10031395.00  | 0.70%             | 2024-11-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Verizon Owner Trust                                         | Verizon Owner Trust 2019-C                                     | CUSIP: 92348AAA3<br>LEI: 549300WANFF5OIMC3D47 | Long             | ABS-O            | CORP              | US        |      1598 | PA      | $1595.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CREDIT SUISSE NEW YORK                                      | Credit Suisse AG/New York NY                                   | CUSIP: 22550L2E0<br>LEI: 549300D0YARF5HYP1809 | Long             | DBT              | CORP              | CH        |   7000000 | PA      | $6578692.75   | 0.46%             | 2024-02-02      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Dell Equipment Finance Trust                                | Dell Equipment Finance Trust 2022-2                            | CUSIP: 24702CAJ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1250000 | PA      | $1224558.06   | 0.09%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                  | Fannie Mae Pool                                                | CUSIP: 31402GMR1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     34989 | PA      | $37327.61     | 0.00%             | 2033-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GM Financial Securitized Term Auto Receivables Tr           | GM Financial Consumer Automobile Receivables Trust 2022-1      | CUSIP: 380146AE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4000000 | PA      | $3672642.60   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Master Credit Card Trust                                    | Master Credit Card Trust II                                    | CUSIP: 576339CH6<br>LEI: 549300G7G68IV2D8IM76 | Long             | ABS-O            | CORP              | CA        |   5250000 | PA      | $5226585.53   | 0.36%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Navient Student Loan Trust                                  | Navient Private Education Refi Loan Trust 2020-G               | CUSIP: 63941UAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2570664 | PA      | $2306095.13   | 0.16%             |  |  |  | Yes           |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                     | Oncor Electric Delivery Co LLC                                 | CUSIP: 68233JBZ6<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |   6155000 | PA      | $5540144.00   | 0.39%             | 2025-10-01      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                    | AT&T Inc                                                       | CUSIP: 00206RMH2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    960000 | PA      | $960052.68    | 0.07%             | 2024-03-25      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                      | Santander Drive Auto Receivables Trust 2021-1                  | CUSIP: 80286NAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  15000000 | PA      | $14295999.75  | 1.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                      | Sequoia Mortgage Trust 2013-2                                  | CUSIP: 81745MAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    420418 | PA      | $348570.63    | 0.02%             | 2043-02-25      | Variable      | 1.87%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                    | AerCap Ireland Capital DAC / AerCap Global Aviation Trust      | CUSIP: 00774MAS4<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   6195000 | PA      | $5571038.92   | 0.39%             | 2026-01-30      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| American Express Credit Account Master Trust                | American Express Credit Account Master Trust                   | CUSIP: 02582JJE1<br>LEI: 549300Y4SA5G3GIJTP18 | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $3002630.70   | 0.21%             | 2026-02-17      | Floating      | 3.04%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FIN NA                                        | Daimler Finance North America LLC                              | CUSIP: 233851EB6<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |   4285000 | PA      | $4095841.42   | 0.29%             | 2024-03-01      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| General Motors                                              | GMF Floorplan Owner Revolving Trust                            | CUSIP: 361886CF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3804000 | PA      | $3689689.61   | 0.26%             |  |  |  | Yes           |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust                       | GM Financial Automobile Leasing Trust 2021-3                   | CUSIP: 36262XAF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $4739603.00   | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| PFS Financing Corp.                                         | PFS Financing Corp                                             | CUSIP: 69335PEB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $1906719.40   | 0.13%             |  |  |  | Yes           |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                        | Royal Bank of Canada                                           | CUSIP: 78015K7J7<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   2915000 | PA      | $2822623.85   | 0.20%             | 2023-10-26      | Fixed         | 0.50%                 | No            |                  2 | On Loan: —       |
| Enterprise Fleet Financing LLC                              | Enterprise Fleet Financing 2022-4 LLC                          | CUSIP: 29374GAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1550000 | PA      | $1560649.20   | 0.11%             |  |  |  | Yes           |                  2 | On Loan: No      |
| CONSTELLATION EN GEN LLC                                    | Exelon Generation Co LLC                                       | CUSIP: 30161MAS2<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |   5040000 | PA      | $4852650.85   | 0.34%             | 2025-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                      | American Honda Finance Corp                                    | CUSIP: 02665WDM0<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4872505.90   | 0.34%             | 2023-09-08      | Fixed         | 0.65%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                      | American Honda Finance Corp                                    | CUSIP: 02665WDS7<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1883369.08   | 0.13%             | 2024-07-12      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                     | BPCE SA                                                        | CUSIP: 05578QAA1<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   5000000 | PA      | $4997990.85   | 0.35%             | 2023-10-22      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| GM Financial Securitized Term Auto Receivables Tr           | GM Financial Consumer Automobile Receivables Trust 2020-3      | CUSIP: 362590AG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1100000 | PA      | $1044186.22   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| GENERAL DYNAMICS CORP                                       | General Dynamics Corp                                          | CUSIP: 369550BN7<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |   1920000 | PA      | $1733083.81   | 0.12%             | 2026-06-01      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| CIGNA CORP                                                  | Cigna Corp                                                     | CUSIP: 125523CN8<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   2760000 | PA      | $2631700.96   | 0.18%             | 2024-03-15      | Fixed         | 0.61%                 | No            |                  2 | On Loan: No      |
| Canadian Pacer Auto Receivables Trust                       | Canadian Pacer Auto Receivables Trust                          | CUSIP: 13645YAG4<br>LEI: 549300G7ER2PTT19ZV22 | Long             | ABS-O            | CORP              | CA        |   4250000 | PA      | $4143577.88   | 0.29%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Bayer US Finance II LLC                                     | Bayer US Finance II LLC                                        | CUSIP: 07274NAG8<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |   4550000 | PA      | $4561892.52   | 0.32%             | 2023-12-15      | Floating      | 5.78%                 | Yes           |                  2 | On Loan: No      |
| CREDIT SUISSE NEW YORK                                      | Credit Suisse AG/New York NY                                   | CUSIP: 22550UAD3<br>LEI: 549300D0YARF5HYP1809 | Long             | DBT              | CORP              | CH        |   5000000 | PA      | $4934975.05   | 0.34%             | 2023-08-09      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                                     | CarMax Auto Owner Trust 2022-1                                 | CUSIP: 14317CAG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6000000 | PA      | $5480625.90   | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                            | Deutsche Bank AG/New York NY                                   | CUSIP: 25160PAJ6<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   3110000 | PA      | $3145228.43   | 0.22%             | 2026-07-14      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                  | Fannie Mae REMICS                                              | CUSIP: 31359EGB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        53 | PA      | $52.61        | 0.00%             | 2023-10-25      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                  | Fannie Mae Pool                                                | CUSIP: 31385HJ52<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    174597 | PA      | $169192.53    | 0.01%             | 2034-05-01      | Floating      | 3.15%                 | No            |                  2 | On Loan: No      |
| AmeriCredit Automobile Receivables Trust                    | AmeriCredit Automobile Receivables Trust 2020-2                | CUSIP: 03066EAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $1872622.10   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUST                                      | Commonwealth Bank of Australia                                 | CUSIP: 2027A0KG3<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |   6835000 | PA      | $6794334.69   | 0.47%             | 2025-07-07      | Floating      | 4.72%                 | Yes           |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                    | Constellation Brands Inc                                       | CUSIP: 21036PBN7<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    800000 | PA      | $800901.78    | 0.06%             | 2026-02-02      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust                                | Drive Auto Receivables Trust 2021-2                            | CUSIP: 262104AD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5696786 | PA      | $5654345.73   | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| General Motors                                              | GMF Floorplan Owner Revolving Trust                            | CUSIP: 361886CP7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1448874.00   | 0.10%             |  |  |  | Yes           |                  2 | On Loan: No      |
| MARATHON PETROLEUM CORP                                     | Marathon Petroleum Corp                                        | CUSIP: 56585ABH4<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |   8000000 | PA      | $7987638.48   | 0.56%             | 2025-05-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                 | Freddie Mac REMICS                                             | CUSIP: 31396HUS6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    326328 | PA      | $323095.76    | 0.02%             | 2036-02-15      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                  | Fannie Mae REMICS                                              | CUSIP: 31396QVX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8008 | PA      | $8010.18      | 0.00%             | 2039-08-25      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| Mississippi Higher Education Assistance Corp.               | Mississippi Higher Education Assistance Corp                   | CUSIP: 60535YAA1<br>LEI: 549300HWPV47979HMV21 | Long             | ABS-O            | CORP              | US        |    775938 | PA      | $761209.82    | 0.05%             | 2035-10-25      | Floating      | 3.16%                 | No            |                  2 | On Loan: No      |
| General Mills Inc                                           | General Mills Inc                                              | CUSIP: 370334CC6<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |   1390000 | PA      | $1396005.24   | 0.10%             | 2023-10-17      | Floating      | 5.84%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust                       | GM Financial Leasing Trust                                     | CUSIP: 380144AF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3500000 | PA      | $3368765.40   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| PRINCIPAL LFE GLB FND II                                    | Principal Life Global Funding II                               | CUSIP: 74256LER6<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2967910.02   | 0.21%             | 2024-08-23      | Floating      | 4.58%                 | Yes           |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust                           | World Omni Auto Receivables Trust 2020-C                       | CUSIP: 98163CAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $2774931.15   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                 | Freddie Mac REMICS                                             | CUSIP: 3133TGT74<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3727 | PA      | $3804.17      | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust                                | Ford Credit Auto Owner Trust 2022-C                            | CUSIP: 34535AAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2500000 | PA      | $2507546.75   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| COCA-COLA EUROPACIFIC                                       | Coca-Cola European Partners PLC                                | CUSIP: 19123MAD5<br>LEI: 549300LTH67W4GWMRF57 | Long             | DBT              | CORP              | GB        |   7345000 | PA      | $7262173.23   | 0.51%             | 2023-05-05      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| Contimortgage Home Equity Loan Trust                        | Contimortgage Home Equity Loan Trust 1996-4                    | CUSIP: 21075WDS1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6338 | PA      | $5846.13      | 0.00%             | 2028-01-15      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                    | Ford Motor Credit Co LLC                                       | CUSIP: 345397C43<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5118825.00   | 0.36%             | 2026-03-06      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                         | Gilead Sciences Inc                                            | CUSIP: 375558BW2<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |   3941000 | PA      | $3833055.81   | 0.27%             | 2023-09-29      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust                                | Drive Auto Receivables Trust 2020-1                            | CUSIP: 26208QAG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6000000 | PA      | $5887877.40   | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                  | Fannie Mae REMICS                                              | CUSIP: 31359RLA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     27277 | PA      | $27539.60     | 0.00%             | 2027-12-18      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON NATIONAL BANK                                    | Huntington National Bank/The                                   | CUSIP: 44644MAH4<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3035015.85   | 0.21%             | 2025-11-18      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| LENNOX INTERNATIONAL INC                                    | Lennox International Inc                                       | CUSIP: 526107AE7<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | DBT              | CORP              | US        |    775000 | PA      | $709417.88    | 0.05%             | 2025-08-01      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                 | Freddie Mac REMICS                                             | CUSIP: 31397GZ94<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    101891 | PA      | $101081.29    | 0.01%             | 2036-07-15      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust                                | Ford Credit Auto Owner Trust 2019-B                            | CUSIP: 34532DAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $1991210.50   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.            | Freddie Mac Multifamily Structured Pass Through Certificates   | CUSIP: 3137FRUH2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  10184059 | PA      | $9118249.62   | 0.64%             | 2029-09-25      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| Federated Core Trust - Federated Bank Loan Core Fund        | FEDERATED CORE TR FEDERATED BANK LOAN CORE FUND                | CUSIP: 31409N804<br>LEI: 549300FJK5JF0KIC2N83 | Long             | EC               | RF                | US        |   1743878 | NS      | $15346130.23  | 1.07%             |  |  |  | No            |                  1 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                     | Honeywell International Inc                                    | CUSIP: 438516CB0<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |   2015000 | PA      | $1878673.62   | 0.13%             | 2025-06-01      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| Chase Auto Credit Linked Notes                              | JPMorgan Chase Bank NA - CACLN                                 | CUSIP: 46591HCF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2467506 | PA      | $2331255.32   | 0.16%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Master Credit Card Trust                                    | Master Credit Card Trust II                                    | CUSIP: 576339CG8<br>LEI: 549300G7G68IV2D8IM76 | Long             | ABS-O            | CORP              | CA        |   4082000 | PA      | $4065796.09   | 0.28%             |  |  |  | Yes           |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                      | Roper Technologies Inc                                         | CUSIP: 776743AH9<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |   2380000 | PA      | $2284661.01   | 0.16%             | 2024-09-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                      | Santander Drive Auto Receivables Trust 2021-3                  | CUSIP: 80287EAF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10000000 | PA      | $9393716.50   | 0.66%             |  |  |  | No            |                  2 | On Loan: No      |
| Tesla Auto Lease Trust                                      | Tesla Auto Lease Trust 2021-B                                  | CUSIP: 88161KAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6220000 | PA      | $5777011.29   | 0.40%             |  |  |  | Yes           |                  2 | On Loan: No      |
| FIDELITY NATL INFO SERV                                     | Fidelity National Information Services Inc                     | CUSIP: 31620MBP0<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |   2650000 | PA      | $2641578.78   | 0.18%             | 2023-03-01      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Lease Trust                                | Ford Credit Auto Lease Trust 2021-A                            | CUSIP: 34532QAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2400000 | PA      | $2360355.72   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Ford Credit Auto Lease Trust                                | Ford Credit Auto Lease Trust 2021-A                            | CUSIP: 34532QAF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1900000 | PA      | $1866418.83   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Golden Credit Card Trust                                    | Golden Credit Card Trust                                       | CUSIP: 380881FJ6<br>LEI: 549300BEDPMEONLTJX58 | Long             | ABS-O            | CORP              | CA        |   4000000 | PA      | $3865209.40   | 0.27%             |  |  |  | Yes           |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                     | Goldman Sachs Group Inc/The                                    | CUSIP: 38141GYR9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   4090000 | PA      | $3978330.36   | 0.28%             | 2027-10-21      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                    | Government National Mortgage Association                       | CUSIP: 38375B4Y5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1168029 | PA      | $1163787.06   | 0.08%             | 2063-07-20      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                    | Ginnie Mae I Pool                                              | CUSIP: 36206WZG3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       593 | PA      | $601.49       | 0.00%             | 2026-08-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| GM Financial Securitized Term Auto Receivables Tr           | GM Financial Consumer Automobile Receivables Trust 2021-4      | CUSIP: 362554AE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4000000 | PA      | $3620564.80   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| EMERA US FINANCE LP                                         | Emera US Finance LP                                            | CUSIP: 29103DAS5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4595000 | PA      | $4320744.99   | 0.30%             | 2024-06-15      | Fixed         | 0.83%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                  | Fannie Mae REMICS                                              | CUSIP: 3136AVR27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    761904 | PA      | $750460.79    | 0.05%             | 2047-04-25      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| Santander Consumer Auto Receivables Trust                   | Santander Consumer Auto Receivables Trust 2021-A               | CUSIP: 80282YAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3750000 | PA      | $3475333.50   | 0.24%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes                     | Santander Bank Auto Credit-Linked Notes Series 2022-B          | CUSIP: 80290CAZ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2025691 | PA      | $2017750.85   | 0.14%             |  |  |  | Yes           |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                    | Sumitomo Mitsui Financial Group Inc                            | CUSIP: 86562MCC2<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    905000 | PA      | $867002.19    | 0.06%             | 2024-01-12      | Fixed         | 0.51%                 | No            |                  2 | On Loan: No      |
| VMWARE INC                                                  | VMware Inc                                                     | CUSIP: 928563AH8<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |  12355000 | PA      | $11619922.97  | 0.81%             | 2024-08-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                                  | Navient Private Education Refi Loan Trust 2021-c               | CUSIP: 63942JAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6394186 | PA      | $5467063.67   | 0.38%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                   | Nelnet Student Loan Trust 2021-D                               | CUSIP: 64034YAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  12450820 | PA      | $12183319.44  | 0.85%             |  |  |  | Yes           |                  2 | On Loan: No      |
| WESTINGHOUSE AIR BRAKE                                      | Westinghouse Air Brake Technologies Corp                       | CUSIP: 960386AQ3<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |   1585000 | PA      | $1500376.47   | 0.10%             | 2025-06-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                      | US 5YR NOTE (CBT) MAR23                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      1150 | NC      | $-211506.15   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| GREAT AMERICA LEASING RECEIVABLES                           | GreatAmerica Leasing Receivables Funding LLC Series 2021-2     | CUSIP: 39154TBT4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8000000 | PA      | $7133694.80   | 0.50%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Master Credit Card Trust                                    | Master Credit Card Trust II                                    | CUSIP: 576339CP8<br>LEI: 549300G7G68IV2D8IM76 | Long             | ABS-O            | CORP              | CA        |   1361000 | PA      | $1287433.32   | 0.09%             |  |  |  | Yes           |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                      | NextEra Energy Capital Holdings Inc                            | CUSIP: 65339KBV1<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   1430000 | PA      | $1430056.83   | 0.10%             | 2023-03-01      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORP                                        | Parker-Hannifin Corp                                           | CUSIP: 701094AQ7<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3441996.64   | 0.24%             | 2024-06-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                 | Freddie Mac REMICS                                             | CUSIP: 31394PXG3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2281 | PA      | $2274.87      | 0.00%             | 2024-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| General Motors                                              | GMF Floorplan Owner Revolving Trust                            | CUSIP: 361886CJ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $2927508.60   | 0.20%             |  |  |  | Yes           |                  2 | On Loan: No      |
| GM Financial Securitized Term Auto Receivables Tr           | GM Financial Consumer Automobile Receivables Trust 2021-4      | CUSIP: 362554AF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $4524629.50   | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                     | Goldman Sachs Group Inc/The                                    | CUSIP: 38141GZL1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   3750000 | PA      | $3677974.05   | 0.26%             | 2028-02-24      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                              | Merck & Co Inc                                                 | CUSIP: 58933YAU9<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   2370000 | PA      | $2322687.05   | 0.16%             | 2024-03-07      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| PFS Financing Corp.                                         | PFS Financing Corp                                             | CUSIP: 69335PEE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2500000 | PA      | $2314859.50   | 0.16%             |  |  |  | Yes           |                  2 | On Loan: No      |
| PPL ELECTRIC UTI                                            | PPL Electric Utilities Corp                                    | CUSIP: 69351UAY9<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |   2995000 | PA      | $2960267.64   | 0.21%             | 2024-06-24      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                 | PepsiCo Inc                                                    | CUSIP: 713448FB9<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1940876.52   | 0.14%             | 2023-10-07      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| HPEFS Equipment Trust                                       | HPEFS Equipment Trust                                          | CUSIP: 40441RAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3850000 | PA      | $3618625.40   | 0.25%             |  |  |  | Yes           |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FDG                                    | New York Life Global Funding                                   | CUSIP: 64952WDT7<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2903001.36   | 0.20%             | 2023-10-21      | Fixed         | 0.40%                 | Yes           |                  2 | On Loan: No      |
| REGIONS FINANCIAL CORP                                      | Regions Financial Corp                                         | CUSIP: 7591EPAQ3<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |   3260000 | PA      | $3081381.96   | 0.22%             | 2025-05-18      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| NEW CENTURY                                                 | NEW CENTURY CLASS D 1999 1                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    328248 | PA      | $0.00         | 0.00%             | 2029-01-25      | Variable      | 8.75%                 | No            |                  3 | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                                    | Public Service Enterprise Group Inc                            | CUSIP: 744573AN6<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |   1465000 | PA      | $1424927.18   | 0.10%             | 2024-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Santander Consumer Auto Receivables Trust                   | Santander Consumer Auto Receivables Trust 2021-A               | CUSIP: 80282YAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    540000 | PA      | $496316.32    | 0.03%             |  |  |  | Yes           |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FDG                                    | New York Life Global Funding                                   | CUSIP: 64952WEL3<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4973923.55   | 0.35%             | 2025-01-14      | Floating      | 4.65%                 | Yes           |                  2 | On Loan: No      |
| Public Service New Hampshire Funding Llc.                   | PSNH Funding LLC 3                                             | CUSIP: 69363PAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    685956 | PA      | $677463.61    | 0.05%             | 2026-02-01      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                      | Santander Drive Auto Receivables Trust 2021-3                  | CUSIP: 80287EAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10000000 | PA      | $9696268.50   | 0.68%             |  |  |  | No            |                  2 | On Loan: No      |
| Tesla Auto Lease Trust                                      | Tesla Auto Lease Trust 2021-A                                  | CUSIP: 88161FAH9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6330000 | PA      | $5953922.36   | 0.42%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Santander Retail Auto Lease Trust                           | Santander Retail Auto Lease Trust 2017-A                       | CUSIP: 80286DAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  14000000 | PA      | $13191287.20  | 0.92%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Tesla Auto Lease Trust                                      | Tesla Auto Lease Trust 2020-A                                  | CUSIP: 88167HAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4870000 | PA      | $4852534.48   | 0.34%             |  |  |  | Yes           |                  2 | On Loan: No      |
| PenFed Auto Receivables Owner Trust                         | PenFed Auto Receivables Owner Trust 2022-A                     | CUSIP: 706874AG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    800000 | PA      | $787935.60    | 0.06%             |  |  |  | Yes           |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                      | Philip Morris International Inc                                | CUSIP: 718172CQ0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   3635000 | PA      | $3600438.13   | 0.25%             | 2023-05-01      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| Boardwalk Pipelines LP                                      | Boardwalk Pipelines LP                                         | CUSIP: 096630AG3<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |   1445000 | PA      | $1424546.27   | 0.10%             | 2029-05-03      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAP LLC                                      | CNH Industrial Capital LLC                                     | CUSIP: 12592BAL8<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |   2200000 | PA      | $2037586.83   | 0.14%             | 2026-01-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Chesapeake Funding II LLC                                   | Chesapeake Funding II LLC                                      | CUSIP: 165183CL6<br>LEI: 5493000HT7H4OFOD6Z12 | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $986071.90    | 0.07%             |  |  |  | Yes           |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                          | Royalty Pharma PLC                                             | CUSIP: 78081BAH6<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |   2790000 | PA      | $2531945.06   | 0.18%             | 2025-09-02      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Transportation Finance Equipment Trust                      | Transportation Finance Equipment Trust 2019-1                  | CUSIP: 89389JAG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3178000 | PA      | $3141326.04   | 0.22%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Evergreen Credit Card Trust                                 | Evergreen Credit Card Trust Series 2022-CRT1                   | CUSIP: 30023JBW7<br>LEI: 5493002G9KVV6J3CNU15 | Long             | ABS-O            | CORP              | CA        |   6000000 | PA      | $5914934.10   | 0.41%             |  |  |  | Yes           |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                     | Hyundai Capital America                                        | CUSIP: 44891ABY2<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4671661.00   | 0.33%             | 2024-09-17      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| Master Credit Card Trust                                    | Master Credit Card Trust II                                    | CUSIP: 576339CN3<br>LEI: 549300G7G68IV2D8IM76 | Long             | ABS-O            | CORP              | CA        |   2349000 | PA      | $2223476.37   | 0.16%             |  |  |  | Yes           |                  2 | On Loan: No      |
| PACIFIC LIFE GF II                                          | Pacific Life Global Funding II                                 | CUSIP: 6944PL2C2<br>LEI: 6354003EUPCHXTWUU869 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3887063.00   | 0.27%             | 2023-09-23      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO                                       | Southern California Gas Co                                     | CUSIP: 842434CV2<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |   3830000 | PA      | $3822319.62   | 0.27%             | 2023-09-14      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                             | Xcel Energy Inc                                                | CUSIP: 98389BAZ3<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |   3860000 | PA      | $3747023.32   | 0.26%             | 2023-10-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Volvo Financial Equipment LLC                               | Volvo Financial Equipment LLC                                  | CUSIP: 92888EAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8625000 | PA      | $8174280.79   | 0.57%             |  |  |  | Yes           |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                       | Wells Fargo & Co                                               | CUSIP: 95000U2T9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2366924.48   | 0.17%             | 2025-05-19      | Fixed         | 0.81%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                       | Truist Financial Corp                                          | CUSIP: 89788MAL6<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   1180000 | PA      | $1187214.72   | 0.08%             | 2029-01-26      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Vendee Mortgage Trust                                       | Vendee Mortgage Trust 1994-3                                   | CUSIP: 911760ET9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     17124 | PA      | $17115.24     | 0.00%             | 2024-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust                           | World Omni Auto Receivables Trust 2021-C                       | CUSIP: 98164CAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1750000 | PA      | $1606847.46   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust                           | World Omni Auto Receivables Trust 2021-C                       | CUSIP: 98164CAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1375000 | PA      | $1259690.03   | 0.09%             | 2028-04-17      | Fixed         | 1.06%                 | No            |                  2 | On Loan: No      |
| ANZ NEW ZEALAND INTL/LDN                                    | ANZ New Zealand Int'l Ltd/London                               | CUSIP: 00182EBQ1<br>LEI: 213800VD256NU2D97H12 | Long             | DBT              | CORP              | NZ        |   1700000 | PA      | $1696151.61   | 0.12%             | 2025-02-18      | Floating      | 4.77%                 | Yes           |                  2 | On Loan: No      |
| ALLSTATE CORP                                               | Allstate Corp/The                                              | CUSIP: 020002BH3<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |   7635000 | PA      | $6867814.43   | 0.48%             | 2025-12-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Banc of America Mortgage Securities                         | Banc of America Mortgage 2003-B Trust                          | CUSIP: 06050HD39<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2044 | PA      | $1904.06      | 0.00%             | 2033-03-25      | Variable      | 4.37%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                        | Bank of America Corp                                           | CUSIP: 06051GHT9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3850000 | PA      | $3688508.40   | 0.26%             | 2027-04-23      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| BANK OF NEW ZEALAND                                         | Bank of New Zealand                                            | CUSIP: 06407EAD7<br>LEI: N7LGVZM7X4UQ66T7LT74 | Long             | DBT              | CORP              | NZ        |   5000000 | PA      | $4951235.65   | 0.35%             | 2027-01-27      | Floating      | 5.13%                 | Yes           |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAP LLC                                      | CNH Industrial Capital LLC                                     | CUSIP: 12592BAK0<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |   1920000 | PA      | $1894685.20   | 0.13%             | 2023-07-02      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                    | Capital One Financial Corp                                     | CUSIP: 14040HCX1<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4027482.64   | 0.28%             | 2029-02-01      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCK FINAN NA                                      | Daimler Trucks Finance North America LLC                       | CUSIP: 233853AE0<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $5966126.10   | 0.42%             | 2024-12-13      | Floating      | 5.06%                 | Yes           |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                     | Dell International LLC / EMC Corp                              | CUSIP: 24703TAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2985000 | PA      | $3042875.24   | 0.21%             | 2025-07-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Dell Equipment Finance Trust                                | Dell Equipment Finance Trust 2020-2                            | CUSIP: 24704GAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $983688.80    | 0.07%             |  |  |  | Yes           |                  2 | On Loan: No      |
| GM Financial Securitized Term Auto Receivables Tr           | GM Financial Consumer Automobile Receivables Trust 2022-1      | CUSIP: 380146AF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4800000 | PA      | $4375887.84   | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| Golden Credit Card Trust                                    | Golden Credit Card Trust                                       | CUSIP: 380881FK3<br>LEI: 549300BEDPMEONLTJX58 | Long             | ABS-O            | CORP              | CA        |   2000000 | PA      | $1934439.30   | 0.14%             |  |  |  | Yes           |                  2 | On Loan: No      |
| GREAT AMERICA LEASING RECEIVABLES                           | GreatAmerica Leasing Receivables Funding LLC Series 2020-1     | CUSIP: 39154TBC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     49561 | PA      | $49506.02     | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitization Trust                     | Hyundai Auto Lease Securitization Trust 2020-B                 | CUSIP: 44891PAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $1989214.30   | 0.14%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust                              | Hyundai Auto Receivables Trust 2020-B                          | CUSIP: 44933FAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $1895576.60   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| MET LIFE GLOB FUNDING I                                     | Metropolitan Life Global Funding I                             | CUSIP: 59217GGV5<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4794829.70   | 0.33%             | 2024-01-07      | Fixed         | 0.40%                 | Yes           |                  2 | On Loan: No      |
| Navient Student Loan Trust                                  | Navient Private Education Refi Loan Trust 2019-D               | CUSIP: 63941CAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3237976 | PA      | $3039439.22   | 0.21%             |  |  |  | Yes           |                  2 | On Loan: No      |
| AIR LEASE CORP                                              | Air Lease Corp                                                 | CUSIP: 00914AAL6<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   8745000 | PA      | $8342913.47   | 0.58%             | 2024-02-15      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                                     | American Electric Power Co Inc                                 | CUSIP: 025537AS0<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |   4670000 | PA      | $4652379.76   | 0.32%             | 2023-11-01      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| PFS Financing Corp.                                         | PFS Financing Corp                                             | CUSIP: 69335PDY8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1525000 | PA      | $1460105.15   | 0.10%             |  |  |  | Yes           |                  2 | On Loan: No      |
| PEPSICO INC                                                 | PepsiCo Inc                                                    | CUSIP: 713448EQ7<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |   3385000 | PA      | $3245060.04   | 0.23%             | 2025-03-19      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| AmeriCredit Automobile Receivables Trust                    | AmeriCredit Automobile Receivables Trust 2022-2                | CUSIP: 03065WAF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3635000 | PA      | $3569769.56   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                | Barclays PLC                                                   | CUSIP: 06738EBQ7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   3280000 | PA      | $3156710.93   | 0.22%             | 2024-12-10      | Fixed         | 1.01%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                                 | Southern Co/The                                                | CUSIP: 842587DG9<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4778607.65   | 0.33%             | 2024-02-26      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| Verizon Owner Trust                                         | Verizon Owner Trust 2020-B                                     | CUSIP: 92290BAD3<br>LEI: 549300ESLK4DH2NBDS67 | Long             | ABS-O            | CORP              | US        |   6500000 | PA      | $6185005.45   | 0.43%             |  |  |  | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                      | Canadian Imperial Bank of Commerce                             | CUSIP: 13607GRS5<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   5000000 | PA      | $4813772.40   | 0.34%             | 2023-12-14      | Fixed         | 0.50%                 | No            |                  2 | On Loan: —       |
| JOHN DEERE CAPITAL CORP                                     | John Deere Capital Corp                                        | CUSIP: 24422EVJ5<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   3550000 | PA      | $3442859.62   | 0.24%             | 2023-10-10      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| World OMNI Select Auto Trust                                | World Omni Select Auto Trust 2021-A                            | CUSIP: 98163HAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2550000 | PA      | $2312635.42   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                 | Freddie Mac Non Gold Pool                                      | CUSIP: 31342AP45<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    165174 | PA      | $166260.13    | 0.01%             | 2033-03-01      | Floating      | 2.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                  | Fannie Mae Pool                                                | CUSIP: 31385YCQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     76472 | PA      | $75823.03     | 0.01%             | 2040-05-01      | Floating      | 3.45%                 | No            |                  2 | On Loan: No      |
| FHLMC Structured Pass Through Securities                    | Freddie Mac Structured Pass-Through Certificates               | CUSIP: 31392W7B0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     77106 | PA      | $84289.25     | 0.01%             | 2043-09-25      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                  | Fannie Mae REMICS                                              | CUSIP: 31395NAY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     79203 | PA      | $78813.75     | 0.01%             | 2036-06-25      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                  | Fannie Mae REMICS                                              | CUSIP: 31396XB29<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    414484 | PA      | $412358.50    | 0.03%             | 2037-07-25      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                  | Fannie Mae REMICS                                              | CUSIP: 31397MGS0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     50805 | PA      | $51503.54     | 0.00%             | 2037-06-25      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| General Motors                                              | GMF Floorplan Owner Revolving Trust                            | CUSIP: 361886CN2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2750000 | PA      | $2654083.99   | 0.19%             |  |  |  | Yes           |                  2 | On Loan: No      |
| NTT FINANCE CORP                                            | NTT Finance Corp                                               | CUSIP: 62954WAJ4<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |   1770000 | PA      | $1748198.72   | 0.12%             | 2025-07-25      | Fixed         | 4.24%                 | Yes           |                  2 | On Loan: No      |
| NATIONAL FUEL GAS CO                                        | National Fuel Gas Co                                           | CUSIP: 636180BQ3<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |   6950000 | PA      | $6983896.89   | 0.49%             | 2026-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NextGear Floorplan Master Owner Trust                       | NextGear Floorplan Master Owner Trust                          | CUSIP: 65341KBQ8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10000000 | PA      | $9397148.00   | 0.66%             |  |  |  | Yes           |                  2 | On Loan: No      |
| PERKINELMER INC                                             | PerkinElmer Inc                                                | CUSIP: 714046AL3<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |   6640000 | PA      | $6216214.08   | 0.43%             | 2024-09-15      | Fixed         | 0.85%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                      | Santander Drive Auto Receivables Trust 2022-6                  | CUSIP: 802918AE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2500000 | PA      | $2485272.00   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                      | Standard Chartered PLC                                         | CUSIP: 853254BY5<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   4250000 | PA      | $4069731.41   | 0.28%             | 2025-01-12      | Fixed         | 0.99%                 | Yes           |                  2 | On Loan: No      |
| STELLANTIS FIN US INC                                       | Stellantis Finance US Inc                                      | CUSIP: 85855CAA8<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |   4250000 | PA      | $3749617.45   | 0.26%             | 2027-01-29      | Fixed         | 1.71%                 | Yes           |                  2 | On Loan: No      |
| World OMNI Select Auto Trust                                | World Omni Select Auto Trust 2020-A                            | CUSIP: 98163DAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3750000 | PA      | $3526475.06   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust                           | World Omni Auto Receivables Trust 2021-B                       | CUSIP: 98163LAF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1367805.15   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| ASSOC BANC-CORP                                             | Associated Banc-Corp                                           | CUSIP: 045487AB1<br>LEI: 549300N3CIN473IW5094 | Long             | DBT              | CORP              | US        |   2655000 | PA      | $2592567.54   | 0.18%             | 2025-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC                                          | Conagra Brands Inc                                             | CUSIP: 205887CG5<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |   3635000 | PA      | $3549506.80   | 0.25%             | 2023-08-11      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Green Tree Home Improvement Loan Trust                      | Green Tree Home Improvement Loan Trust                         | CUSIP: 393505VQ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2069120 | PA      | $138665.60    | 0.01%             | 2028-08-15      | Fixed         | 7.59%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                     | Honeywell International Inc                                    | CUSIP: 438516CE4<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |   2335000 | PA      | $2074196.92   | 0.14%             | 2027-03-01      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                              | Morgan Stanley                                                 | CUSIP: 61747YEJ0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2140000 | PA      | $2128557.27   | 0.15%             | 2025-01-24      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| NextGear Floorplan Master Owner Trust                       | NextGear Floorplan Master Owner Trust                          | CUSIP: 65341KBP0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7000000 | PA      | $6986788.90   | 0.49%             |  |  |  | Yes           |                  2 | On Loan: No      |
| NORTHWESTERN MUTUAL GLBL                                    | Northwestern Mutual Global Funding                             | CUSIP: 66815L2A6<br>LEI: 635400LZXFVELZDVP257 | Long             | DBT              | CORP              | US        |   2415000 | PA      | $2164880.84   | 0.15%             | 2026-01-14      | Fixed         | 0.80%                 | Yes           |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC                           | Sierra Timeshare 2020-2 Receivables Funding LLC                | CUSIP: 826525AA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1490234 | PA      | $1406083.07   | 0.10%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Verizon Owner Trust                                         | Verizon Owner Trust 2020-C                                     | CUSIP: 92348CAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4000000 | PA      | $3817314.80   | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Volvo Financial Equipment LLC                               | Volvo Financial Equipment LLC                                  | CUSIP: 92888BAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $2948545.50   | 0.21%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Chicago Board of Trade                                      | US 2YR NOTE (CBT) MAR23                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       350 | NC      | $264800.90    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                  | Fannie Mae REMICS                                              | CUSIP: 31393BL86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3045 | PA      | $2980.32      | 0.00%             | 2033-05-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                 | Freddie Mac REMICS                                             | CUSIP: 31394GBQ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     14695 | PA      | $14145.28     | 0.00%             | 2032-04-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                  | Fannie Mae REMICS                                              | CUSIP: 31396Q6Q7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    114165 | PA      | $115224.02    | 0.01%             | 2037-04-25      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                        | Keurig Dr Pepper Inc                                           | CUSIP: 49271VAL4<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |   1460000 | PA      | $1395319.69   | 0.10%             | 2024-03-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                      | Roper Technologies Inc                                         | CUSIP: 776743AM8<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |   1820000 | PA      | $1651829.60   | 0.12%             | 2025-09-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                                       | TransCanada PipeLines Ltd                                      | CUSIP: 89352HBB4<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |   7500000 | PA      | $7019025.83   | 0.49%             | 2024-10-12      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| AmeriCredit Automobile Receivables Trust                    | AmeriCredit Automobile Receivables Trust 2020-3                | CUSIP: 03066PAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1760000 | PA      | $1653950.06   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                     | Bristol-Myers Squibb Co                                        | CUSIP: 110122DT2<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   1770000 | PA      | $1712195.20   | 0.12%             | 2023-11-13      | Fixed         | 0.54%                 | No            |                  2 | On Loan: No      |
| CNH Equipment Trust                                         | CNH Equipment Trust 2021-B                                     | CUSIP: 12657WAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3325000 | PA      | $2991770.16   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                        | Enel Finance International NV                                  | CUSIP: 29278GAZ1<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |   2660000 | PA      | $2757801.36   | 0.19%             | 2025-10-14      | Fixed         | 6.80%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                 | Freddie Mac REMICS                                             | CUSIP: 31394LJU7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      7097 | PA      | $7015.02      | 0.00%             | 2031-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                 | Freddie Mac REMICS                                             | CUSIP: 31398EDL5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     47371 | PA      | $47635.47     | 0.00%             | 2036-07-15      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL INFO SERV                                     | Fidelity National Information Services Inc                     | CUSIP: 31620MBV7<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2475520.28   | 0.17%             | 2025-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Master Credit Card Trust                                    | Master Credit Card Trust II                                    | CUSIP: 576339DH5<br>LEI: 549300G7G68IV2D8IM76 | Long             | ABS-O            | CORP              | CA        |   2000000 | PA      | $1992938.40   | 0.14%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                      | Sequoia Mortgage Trust 2012-6                                  | CUSIP: 81744NAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    604665 | PA      | $503918.39    | 0.04%             | 2042-12-25      | Variable      | 1.81%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables Owner Trust                         | Toyota Auto Receivables 2020-C Owner Trust                     | CUSIP: 89237VAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1628147 | PA      | $1604283.08   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| BAT INTL FINANCE PLC                                        | BAT International Finance PLC                                  | CUSIP: 05530QAN0<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |   5600000 | PA      | $5056936.81   | 0.35%             | 2026-03-25      | Fixed         | 1.67%                 | No            |                  2 | On Loan: No      |
| BLACK HILLS CORP                                            | Black Hills Corp                                               | CUSIP: 092113AU3<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |   6315000 | PA      | $5934233.03   | 0.41%             | 2024-08-23      | Fixed         | 1.04%                 | No            |                  2 | On Loan: No      |
| CNH Equipment Trust                                         | CNH Equipment Trust 2021-C                                     | CUSIP: 12598LAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9260000 | PA      | $8466966.66   | 0.59%             |  |  |  | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                                     | CarMax Auto Owner Trust 2022-1                                 | CUSIP: 14317CAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7250000 | PA      | $6627460.63   | 0.46%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                               | Citigroup Inc                                                  | CUSIP: 172967NX5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   3670000 | PA      | $3730141.10   | 0.26%             | 2026-09-29      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                               | Citigroup Inc                                                  | CUSIP: 17327CAM5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2674197.57   | 0.19%             | 2027-01-28      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Dell Equipment Finance Trust                                | Dell Equipment Finance Trust 2021-1                            | CUSIP: 24703QAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6000000 | PA      | $5817077.70   | 0.41%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Ford Credit Floorplan Master Owner Trust                    | Ford Credit Floorplan Master Owner Trust A                     | CUSIP: 34528QHN7<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-O            | CORP              | US        |   6000000 | PA      | $5814136.50   | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust                                | Ford Credit Auto Owner Trust 2019-B                            | CUSIP: 34532DAG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4000000 | PA      | $3982906.40   | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust                       | GM Financial Leasing Trust                                     | CUSIP: 36261RAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4250000 | PA      | $4147846.15   | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                      | General Motors Financial Co Inc                                | CUSIP: 37045XDN3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4918036.50   | 0.34%             | 2024-10-15      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                     | Goldman Sachs Group Inc/The                                    | CUSIP: 38141GWU4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2000767.02   | 0.14%             | 2023-02-23      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                    | Government National Mortgage Association                       | CUSIP: 38375B3Y6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1005102 | PA      | $1002226.11   | 0.07%             | 2063-07-20      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| HSB Group Inc                                               | HSB Group Inc                                                  | CUSIP: 40428NAC3<br>LEI: 549300YBYP3KZS5URX14 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $910519.31    | 0.06%             | 2027-07-15      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, NA - CACLN                             | JPMorgan Chase Bank NA - CACLN                                 | CUSIP: 48128U2Q1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    604098 | PA      | $572561.81    | 0.04%             |  |  |  | Yes           |                  2 | On Loan: No      |
| NATWEST MARKETS PLC                                         | NatWest Markets PLC                                            | CUSIP: 63906YAE8<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |   6000000 | PA      | $5792134.68   | 0.40%             | 2026-09-29      | Floating      | 5.08%                 | Yes           |                  2 | On Loan: No      |
| OGE ENERGY CORP                                             | OGE Energy Corp                                                | CUSIP: 670837AC7<br>LEI: CE5OG6JPOZMDSA0LAQ19 | Long             | DBT              | CORP              | US        |   5440000 | PA      | $5366378.96   | 0.37%             | 2023-05-26      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| Santander Retail Auto Lease Trust                           | Santander Retail Auto Lease Trust 2020-B                       | CUSIP: 80286RAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2250000 | PA      | $2156113.69   | 0.15%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                      | Santander Drive Auto Receivables Trust 2023-1                  | CUSIP: 80287GAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $3007299.30   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| UNILEVER CAPITAL CORP                                       | Unilever Capital Corp                                          | CUSIP: 904764BJ5<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |   2615000 | PA      | $2545329.03   | 0.18%             | 2023-09-14      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                      | United States Treasury Note/Bond                               | CUSIP: 91282CFK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  20000000 | PA      | $19775076.00  | 1.38%             | 2025-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                      | UnitedHealth Group Inc                                         | CUSIP: 91324PDW9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1843222.84   | 0.13%             | 2026-01-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust                           | World Omni Auto Receivables Trust                              | CUSIP: 98163KAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7110000 | PA      | $6542306.32   | 0.46%             |  |  |  | No            |                  2 | On Loan: No      |
| FEDERATED HERMES INC                                        | Federated Government Obligations Fund                          | CUSIP: 60934N104<br>LEI: 254900VAJ9169N7JRF45 | Long             | EC               | RF                | US        |   4211875 | PA      | $4211875.00   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2023-03-23

**Name of Applicant:** Federated Hermes Income Securities Trust

**Signature:** Stephen Van Meter

**Name of Signer:** Federated Hermes Income Securities Trust

**Title:** Chief Compliance Officer