# EDGAR Filing Document

**Accession Number:** 0001282693
**File Stem:** 0000894189-26-003837
**Filing Date:** 2026-2
**Character Count:** 146979
**Document Hash:** f964f0ec51b7797bfc77d0c012827813
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000894189-26-003837.hdr.sgml**: 20260217

**ACCESSION NUMBER**: 0000894189-26-003837

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260217

**DATE AS OF CHANGE**: 20260217

**PERIOD START**: 20251231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** BAIRD FUNDS INC
- **CENTRAL INDEX KEY:** 0001282693

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** WI
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-09997
- **FILM NUMBER:** 26637267

**BUSINESS ADDRESS:**
- **STREET 1:** 777 EAST WISCONSIN AVENUE
- **CITY:** MILWAUKEE
- **STATE:** WI
- **ZIP:** 53202
- **BUSINESS PHONE:** 414-765-3500

**MAIL ADDRESS:**
- **STREET 1:** 777 EAST WISCONSIN AVENUE
- **CITY:** MILWAUKEE
- **STATE:** WI
- **ZIP:** 53202

## Series and Classes Contracts Data

### Baird Ultra Short Bond Fund (Series ID: S000043689)

| Class ID   | Class Name          | Ticker Symbol   |
|:---|:---|:---|
| C000135467 | Institutional Class | BUBIX           |
| C000135468 | Investor Class      | BUBSX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Baird Funds Inc

- **b. Investment Company Act file number:** 811-09997

- **c. CIK number of Registrant:** 0001282693

- **d. LEI of Registrant:** 5493007JR2NWYBC7PO06

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

  - **Street Address 1:** 777 East Wisconsin Avenue

  - **City:** Milwaukee

  - **State:** WI

  - **Foreign country:** US

  - **Zip / Postal Code:** 53202

  - **Telephone number:** 4147653614

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

- **a. Name of Series:** Baird Ultra Short Bond Fund

- **b. EDGAR series identifier (if any):** S000043689

- **c. LEI of Series:** 5493002ENF40J7P07867

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

- **a. Date of fiscal year-end:** 2025-12-31

- **b. Date as of which information is reported:** 2025-12-31

**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:** $9290695357.80

**Total Liabilities:** $2349888.35

**Net Assets:** $9288345469.45

**Cash Not Reported:** $5354.86

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 211343.750407000000 | **1-Year:** 211882.890807000000 | **5-Year:** 5491.236713000000 | **10-Year:** 0.000000000000 | **30-Year:** 0.000000000000

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

- **3-Month:** 5316.159730000000 | **1-Year:** 3847.453677000000 | **5-Year:** 0.000000000000 | **10-Year:** 0.000000000000 | **30-Year:** 0.000000000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000135467 | 0.34%                | 0.35%                | 0.36%                |
| Class ID C000135468 | 0.32%                | 0.33%                | 0.33%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $100844.14               | $-1985226.64                               |
| Month 2  | $860246.55               | $376890.19                                 |
| Month 3  | $1230407.96              | $2343594.47                                |

**Designated Index Information**

- **Index Name:** N/A

- **Index Identifier:** N/A

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ALLIANT ENERGY FINANCE         | Alliant Energy Finance LLC                                         | CUSIP: 01882YAC0<br>LEI: 54930033ER6EOI5DL570 | Long             | DBT              | CORP              | US        |   6868000 | PA      | $6822263.86   | 0.07%             | 2026-03-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| APACHE CORP                    | Apache Corp                                                        | CUSIP: 037411AK1<br>LEI: 72ZZ1XRHOOU9P9X16K08 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2018404.84   | 0.02%             | 2026-04-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| ARCELORMITTAL                  | ArcelorMittal SA                                                   | CUSIP: 03938LBA1<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |   4700000 | PA      | $4701625.50   | 0.05%             | 2026-03-11      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust            | COMM 2014-UBS5 Mortgage Trust                                      | CUSIP: 12592KBE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  13331339 | PA      | $13098173.76  | 0.14%             | 2047-09-10      | Variable      | 4.19%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust            | COMM 2016-COR1 Mortgage Trust                                      | CUSIP: 12594MBC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  20200300 | PA      | $19985374.87  | 0.22%             | 2049-10-10      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY               | Deutsche Bank AG/New York NY                                       | CUSIP: 25160PAN7<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   4677000 | PA      | $4748662.91   | 0.05%             | 2027-07-13      | Variable      | 7.15%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS       | Santander UK Group Holdings PLC                                    | CUSIP: 80281LAR6<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |   8430000 | PA      | $8284762.73   | 0.09%             | 2028-01-11      | Variable      | 2.47%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE               | Societe Generale SA                                                | CUSIP: 83368RBQ4<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |  12800000 | PA      | $12807030.14  | 0.14%             | 2027-01-12      | Variable      | 6.45%                 | No            |                  2 | On Loan: No      |
| SOFI CONSUMER LOAN PROGRAM TRU | SoFi Consumer Loan Program 2025-1 Trust                            | CUSIP: 83406YAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6427304 | PA      | $6450808.38   | 0.07%             | 2034-02-27      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC         | Standard Chartered PLC                                             | CUSIP: 853254CG3<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   5200000 | PA      | $5118425.99   | 0.06%             | 2028-01-12      | Variable      | 2.61%                 | No            |                  2 | On Loan: No      |
| Starwood Residential Mortgage  | STAR 2021-1 Trust                                                  | CUSIP: 85573GAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4400063 | PA      | $4152335.85   | 0.04%             | 2065-05-25      | Variable      | 1.22%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                   | CUSIP: 91282CKS9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 365000000 | PA      | $366892488.50 | 3.95%             | 2026-05-31      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA       | Volkswagen Group of America Finance LLC                            | CUSIP: 928668BB7<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |  21516000 | PA      | $21363832.61  | 0.23%             | 2026-09-26      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY          | Wells Fargo & Co                                                   | CUSIP: 95000U2F9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   6352000 | PA      | $6326798.88   | 0.07%             | 2027-06-17      | Variable      | 3.20%                 | No            |                  2 | On Loan: No      |
| firstkey homes 2020-sfr1 trust | FirstKey Homes 2021-SFR1 Trust                                     | CUSIP: 33767WAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9673289 | PA      | $9511395.02   | 0.10%             | 2038-08-17      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC       | Ford Motor Credit Co LLC                                           | CUSIP: 345397F81<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   4500000 | PA      | $4524776.73   | 0.05%             | 2026-11-05      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| General Motors                 | GMF Floorplan Owner Revolving Trust                                | CUSIP: 361886CR3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  56374000 | PA      | $56711511.14  | 0.61%             | 2028-06-15      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO         | General Motors Financial Co Inc                                    | CUSIP: 37045XBT2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |  10450000 | PA      | $10472428.31  | 0.11%             | 2027-01-17      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust | Morgan Stanley Capital I Trust 2016-UBS12                          | CUSIP: 61691EBA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  37206000 | PA      | $36818726.47  | 0.40%             | 2049-12-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust | Morgan Stanley Capital I Trust 2017-H1                             | CUSIP: 61691JAU8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  22285000 | PA      | $22054894.00  | 0.24%             | 2050-06-15      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY        | Nationwide Building Society                                        | CUSIP: 63859WAE9<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |  46248000 | PA      | $46166430.09  | 0.50%             | 2026-09-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC              | NatWest Group PLC                                                  | CUSIP: 639057AC2<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   8475000 | PA      | $8383113.97   | 0.09%             | 2027-06-14      | Variable      | 1.64%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Receivables Owner  | Nissan Auto Receivables 2025-A Owner Trust                         | CUSIP: 65481GAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  22275000 | PA      | $22346767.82  | 0.24%             | 2028-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                    | OVINTIV INC                                                        | CUSIP: 69047KAG0<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |  36325000 | PA      | $36257791.49  | 0.39%             | 2026-01-16      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| PFS Financing Corp.            | PFS Financing Corp                                                 | CUSIP: 69335PEY7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  25741000 | PA      | $26032923.53  | 0.28%             | 2028-10-15      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitiz | SFS Auto Receivables Securitization Trust 2024-3                   | CUSIP: 78436XAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1061165 | PA      | $1062243.55   | 0.01%             | 2028-05-22      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| SMBC AVIATION CAPITAL FI       | SMBC Aviation Capital Finance DAC                                  | CUSIP: 78448TAG7<br>LEI: 549300OD7VKRVNWB2J98 | Long             | DBT              | CORP              | IE        |   7296000 | PA      | $7171886.87   | 0.08%             | 2026-10-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE               | Societe Generale SA                                                | CUSIP: 83368RBH4<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |  19633000 | PA      | $19335336.43  | 0.21%             | 2028-01-19      | Variable      | 2.80%                 | No            |                  2 | On Loan: No      |
| SOLVENTUM CORP                 | Solventum Corp                                                     | CUSIP: 83444MAN1<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |  23040000 | PA      | $23373357.24  | 0.25%             | 2027-02-25      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Loan Extended Note | Toyota Auto Loan Extended Note Trust 2021-1                        | CUSIP: 89237MAA7<br>LEI: 54930055QDKD6LCRW256 | Long             | ABS-O            | CORP              | US        |  14758000 | PA      | $14693364.39  | 0.16%             | 2034-02-27      | Fixed         | 1.07%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                   | CUSIP: 91282CKY6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 150000000 | PA      | $150778125.00 | 1.62%             | 2026-06-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE         | VICI Properties LP / VICI Note Co Inc                              | CUSIP: 92564RAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2075000 | PA      | $2061629.92   | 0.02%             | 2027-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| WEEHAWKEN TWP NJ               | Township of Weehawken NJ                                           | CUSIP: 948560VX2<br>LEI: 549300NEPL206Q5RBR93 | Long             | DBT              | MUN               | US        |   9047000 | PA      | $9129944.71   | 0.10%             | 2026-10-29      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2016-C34                     | CUSIP: 95000DBD2<br>LEI: 549300FWFHJGIW2B2U59 | Long             | ABS-MBS          | CORP              | US        |  21343000 | PA      | $21233794.27  | 0.23%             | 2049-06-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2016-C35                     | CUSIP: 95000FAT3<br>LEI: 549300MZIB10PDVAE312 | Long             | ABS-MBS          | CORP              | US        |    658300 | PA      | $652975.54    | 0.01%             | 2048-07-15      | Fixed         | 2.93%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2016-NXS6                    | CUSIP: 95000KBB0<br>LEI: 549300CFP9NBBMZH1008 | Long             | ABS-MBS          | CORP              | US        |  73298000 | PA      | $72660945.09  | 0.78%             | 2049-11-15      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC         | Williams Cos Inc/The                                               | CUSIP: 969457CH1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   4583000 | PA      | $4592998.04   | 0.05%             | 2026-03-02      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| USAA Auto Owner Trust          | USAA Auto Owner Trust 2025-A                                       | CUSIP: 90327HAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  17425000 | PA      | $17444327.81  | 0.19%             | 2028-03-15      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE         | VICI Properties LP / VICI Note Co Inc                              | CUSIP: 92564RAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  54227000 | PA      | $54222147.77  | 0.58%             | 2026-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust   | CSMC Trust 2016-NXSR                                               | CUSIP: 12594PAV3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2145000 | PA      | $2133139.65   | 0.02%             | 2049-12-15      | Variable      | 3.79%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                | CVS Health Corp                                                    | CUSIP: 126650CU2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |  18591000 | PA      | $18497129.58  | 0.20%             | 2026-06-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| COX COMMUNICATIONS INC         | Cox Communications Inc                                             | CUSIP: 224044CG0<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |  13284000 | PA      | $13214410.84  | 0.14%             | 2026-09-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Dell Equipment Finance Trust   | Dell Equipment Finance Trust 2024-2                                | CUSIP: 24704EAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4323998 | PA      | $4331788.70   | 0.05%             | 2030-08-22      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                   | Enbridge Inc                                                       | CUSIP: 29250NAL9<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |  22650000 | PA      | $22694525.82  | 0.24%             | 2026-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC       | Ford Motor Credit Co LLC                                           | CUSIP: 345397D26<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |  21897000 | PA      | $22087406.24  | 0.24%             | 2026-06-10      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC       | Ford Motor Credit Co LLC                                           | CUSIP: 345397XU2<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |  20174000 | PA      | $20175258.66  | 0.22%             | 2026-01-08      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC            | Global Payments Inc                                                | CUSIP: 37940XAE2<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |  10385000 | PA      | $10336551.27  | 0.11%             | 2026-03-01      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC              | HSBC Holdings PLC                                                  | CUSIP: 404280DZ9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |  36883000 | PA      | $37272550.50  | 0.40%             | 2027-08-14      | Variable      | 5.89%                 | No            |                  2 | On Loan: No      |
| JABIL INC                      | Jabil Inc                                                          | CUSIP: 466313AL7<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |  17507000 | PA      | $17385429.99  | 0.19%             | 2026-04-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| JACKSON NATL LIFE GLOBAL       | Jackson National Life Global Funding                               | CUSIP: 46849LUZ2<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |   8105000 | PA      | $8137800.85   | 0.09%             | 2026-04-10      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor | JPMCC Commercial Mortgage Securities Trust 2017-JP6                | CUSIP: 48128KAU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1120000 | PA      | $1098524.00   | 0.01%             | 2050-07-15      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| Kubota Credit Owner Trust      | Kubota Credit Owner Trust 2024-1                                   | CUSIP: 50117BAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3125502 | PA      | $3128685.48   | 0.03%             | 2027-01-15      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| KYNDRYL HOLDINGS INC           | Kyndryl Holdings Inc                                               | CUSIP: 50155QAJ9<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |  53768000 | PA      | $52887683.42  | 0.57%             | 2026-10-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| LIBERTY MUTUAL INSURANCE       | Liberty Mutual Insurance Co                                        | CUSIP: 53079QAC1<br>LEI: CNC20I6IOMGF7KY49D67 | Long             | DBT              | CORP              | US        |   1020000 | PA      | $1045424.79   | 0.01%             | 2026-10-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC       | Lloyds Banking Group PLC                                           | CUSIP: 539439AY5<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |  30776000 | PA      | $31116541.98  | 0.34%             | 2027-08-07      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| LYB FINANCE CO BV              | LYB Finance Co BV                                                  | CUSIP: 61238QAA6<br>LEI: 549300BBGA3CFHX0KS75 | Long             | DBT              | CORP              | NL        |  30280000 | PA      | $31582096.93  | 0.34%             | 2027-03-15      | Fixed         | 8.10%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust      | Morgan Stanley Bank of America Merrill Lynch Trust 2016-C28        | CUSIP: 61766LBS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  32907357 | PA      | $32844306.17  | 0.35%             | 2049-01-15      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BLDG SOCIETY        | Nationwide Building Society                                        | CUSIP: 63861VAJ6<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |   9225000 | PA      | $9399378.24   | 0.10%             | 2027-10-18      | Variable      | 6.56%                 | No            |                  2 | On Loan: No      |
| PORT OF MORROW OR              | Port of Morrow OR                                                  | CUSIP: 73473RFG5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |  15295000 | PA      | $15297330.96  | 0.16%             | 2026-10-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC       | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                | CUSIP: 77313LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  24998000 | PA      | $24633366.67  | 0.27%             | 2026-10-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE               | Societe Generale SA                                                | CUSIP: 83368RBC5<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |  18925000 | PA      | $18720825.56  | 0.20%             | 2027-06-09      | Variable      | 1.79%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE               | Societe Generale SA                                                | CUSIP: 83368RBV3<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   3100000 | PA      | $3139519.45   | 0.03%             | 2028-01-19      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| SOFI CONSUMER LOAN PROGRAM TRU | SoFi Consumer Loan Program 2025-2 Trust                            | CUSIP: 83407HAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7587084 | PA      | $7630894.26   | 0.08%             | 2034-06-25      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| SONOCO PRODUCTS CO             | Sonoco Products Co                                                 | CUSIP: 835495AN2<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |  23477000 | PA      | $23027431.41  | 0.25%             | 2027-02-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| TD SYNNEX CORP                 | TD SYNNEX Corp                                                     | CUSIP: 87162WAF7<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |  72427000 | PA      | $71348756.80  | 0.77%             | 2026-08-09      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL            | Synchrony Financial                                                | CUSIP: 87165BAL7<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |  19007000 | PA      | $18940456.87  | 0.20%             | 2026-08-04      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust      | Towd Point Mortgage Trust 2018-6                                   | CUSIP: 89176LAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2176642 | PA      | $2166568.99   | 0.02%             | 2058-03-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC            | Global Payments Inc                                                | CUSIP: 891906AC3<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |  16511000 | PA      | $16514365.27  | 0.18%             | 2026-04-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                   | CUSIP: 91282CLY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 200000000 | PA      | $201228124.00 | 2.17%             | 2026-11-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE         | VICI Properties LP / VICI Note Co Inc                              | CUSIP: 92564RAJ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1011308.20   | 0.01%             | 2027-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| VMWARE LLC                     | VMware LLC                                                         | CUSIP: 928563AJ4<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |  22311000 | PA      | $21982218.19  | 0.24%             | 2026-08-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| VOYA FINANCIAL INC             | Voya Financial Inc                                                 | CUSIP: 929089AB6<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |  23391000 | PA      | $23340755.20  | 0.25%             | 2026-06-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2016-C36                     | CUSIP: 95000MBP5<br>LEI: 549300BSYX29G4VVM177 | Long             | ABS-MBS          | CORP              | US        |   2134000 | PA      | $2110872.35   | 0.02%             | 2059-11-15      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trus | CSAIL 2018-CX11 Commercial Mortgage Trust                          | CUSIP: 12652UAT6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1312787 | PA      | $1303967.18   | 0.01%             | 2051-04-15      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC               | Crown Castle Inc                                                   | CUSIP: 22822VAV3<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |  41362000 | PA      | $40679605.59  | 0.44%             | 2026-07-15      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank Commercial Mortg | DBJPM 16-C1 Mortgage Trust                                         | CUSIP: 23312LAS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  34592241 | PA      | $34491760.92  | 0.37%             | 2049-05-10      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| First National Master Note Tru | First National Master Note Trust                                   | CUSIP: 32113CBY5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  43367000 | PA      | $43919027.22  | 0.47%             | 2029-09-15      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| FISERV INC                     | Fiserv Inc                                                         | CUSIP: 337738AT5<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   2375000 | PA      | $2364779.69   | 0.03%             | 2026-07-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| FISERV INC                     | Fiserv Inc                                                         | CUSIP: 337738BJ6<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |  18540000 | PA      | $18737103.00  | 0.20%             | 2027-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO         | General Motors Financial Co Inc                                    | CUSIP: 37045XDD5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4997547.85   | 0.05%             | 2026-01-08      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| HANOVER INSURANCE GROUP        | Hanover Insurance Group Inc/The                                    | CUSIP: 410867AF2<br>LEI: JJYR6MFKFF6CF8DBZ078 | Long             | DBT              | CORP              | US        |  38450000 | PA      | $38457751.52  | 0.41%             | 2026-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA        | Hyundai Capital America                                            | CUSIP: 44891ABW6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |  26887000 | PA      | $26574773.91  | 0.29%             | 2026-06-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                   | ING Groep NV                                                       | CUSIP: 456837AV5<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |  16300000 | PA      | $16198447.41  | 0.17%             | 2027-04-01      | Variable      | 1.73%                 | No            |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked N | Ally Bank Auto Credit-Linked Notes Series 2025-A                   | CUSIP: 02007G5D1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  16606427 | PA      | $16688530.94  | 0.18%             | 2033-06-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| AMCOR FINANCE USA INC          | Amcor Finance USA Inc                                              | CUSIP: 02343UAG0<br>LEI: 549300ZMT7FVT8R77U18 | Long             | DBT              | CORP              | US        |   5085000 | PA      | $5075207.56   | 0.05%             | 2026-04-28      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Arroyo Mortgage Trust          | Arroyo Mortgage Trust 2019-2                                       | CUSIP: 042858AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3858238 | PA      | $3770406.63   | 0.04%             | 2049-04-25      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP         | Aviation Capital Group LLC                                         | CUSIP: 05369AAL5<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |  22123000 | PA      | $21762574.74  | 0.23%             | 2026-09-20      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Barclays Dryrock Issuance Trus | Barclays Dryrock Issuance Trust                                    | CUSIP: 06742LAX1<br>LEI: 213800R4G3N2G68CHU37 | Long             | ABS-O            | CORP              | US        |  36805000 | PA      | $36890612.11  | 0.40%             | 2029-02-15      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC       | Baxter International Inc                                           | CUSIP: 071813CL1<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |  18392000 | PA      | $17948553.06  | 0.19%             | 2027-02-01      | Fixed         | 1.92%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC               | Berry Global Inc                                                   | CUSIP: 08576PAH4<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |  59899000 | PA      | $59839047.69  | 0.64%             | 2026-01-15      | Fixed         | 1.57%                 | No            |                  2 | On Loan: No      |
| BOARDWALK PIPELINES LP         | Boardwalk Pipelines LP                                             | CUSIP: 096630AE8<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |   5801000 | PA      | $5818766.49   | 0.06%             | 2026-06-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Discover Card Execution Note T | Discover Card Execution Note Trust                                 | CUSIP: 254683CY9<br>LEI: 549300CKCX1QE4RUW216 | Long             | ABS-O            | CORP              | US        |  25004000 | PA      | $25029414.07  | 0.27%             | 2028-03-15      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANK INC           | Fifth Third Bank NA                                                | CUSIP: 31677AAB0<br>LEI: QFROUN1UWUYU0DVIWD51 | Long             | DBT              | CORP              | US        |  21226000 | PA      | $21209388.96  | 0.23%             | 2026-03-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| ITC HOLDINGS CORP              | ITC Holdings Corp                                                  | CUSIP: 465685AK1<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |  31904000 | PA      | $31752813.32  | 0.34%             | 2026-06-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Secu | JPMDB Commercial Mortgage Securities Trust 2016-C2                 | CUSIP: 46590LAT9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  23885000 | PA      | $23734706.03  | 0.26%             | 2049-06-15      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC        | Jefferies Financial Group Inc                                      | CUSIP: 47233WKS7<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |  19700000 | PA      | $19701765.12  | 0.21%             | 2026-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust | Morgan Stanley Capital I Trust 2017-H1                             | CUSIP: 61691JAV6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $4954473.50   | 0.05%             | 2050-06-15      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust | Morgan Stanley Capital I Trust 2016-UBS9                           | CUSIP: 61766CAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    230440 | PA      | $229937.45    | 0.00%             | 2049-03-15      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| SK HYNIX INC                   | SK hynix Inc                                                       | CUSIP: 78392BAB3<br>LEI: 988400XAIK6XISWQV045 | Long             | DBT              | CORP              | KR        |  12316000 | PA      | $12299594.35  | 0.13%             | 2026-01-19      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitiz | SFS Auto Receivables Securitization Trust 2025-3                   | CUSIP: 78398KAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  44675000 | PA      | $44765989.57  | 0.48%             | 2029-03-20      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP          | Truist Financial Corp                                              | CUSIP: 89788MAN2<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |  28013000 | PA      | $28239860.48  | 0.30%             | 2027-06-08      | Variable      | 6.05%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                   | UBS Group AG                                                       | CUSIP: 902613AS7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |  13989000 | PA      | $14038696.34  | 0.15%             | 2027-08-05      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                   | UBS Group AG                                                       | CUSIP: 902613AU2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   8265000 | PA      | $8268139.71   | 0.09%             | 2027-01-12      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA       | Volkswagen Group of America Finance LLC                            | CUSIP: 928668CE0<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   1223000 | PA      | $1226173.07   | 0.01%             | 2026-03-20      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| WEIR GROUP PLC (THE)           | Weir Group PLC/The                                                 | CUSIP: 94876QAA4<br>LEI: 549300KDR56WHY9I3D10 | Long             | DBT              | CORP              | GB        |  40324000 | PA      | $39958483.91  | 0.43%             | 2026-05-13      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Chesapeake Funding II LLC      | Chesapeake Funding II LLC                                          | CUSIP: 165183CZ5<br>LEI: 5493000HT7H4OFOD6Z12 | Long             | ABS-O            | CORP              | US        |   6036719 | PA      | $6100522.80   | 0.07%             | 2035-10-15      | Fixed         | 6.16%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage  | Citigroup Commercial Mortgage Trust 2015-GC35                      | CUSIP: 17324KAP3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7967497 | PA      | $7939148.19   | 0.09%             | 2048-11-10      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust   | GS Mortgage Securities Trust 2016-GS3                              | CUSIP: 36251PAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  17525000 | PA      | $17348414.60  | 0.19%             | 2049-10-10      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| ILLUMINA INC                   | Illumina Inc                                                       | CUSIP: 452327AQ2<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |   2833000 | PA      | $2842190.25   | 0.03%             | 2026-09-09      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| SPIRE INC                      | Spire Inc                                                          | CUSIP: 84857LAC5<br>LEI: 549300NXSY15DRY2R511 | Long             | DBT              | CORP              | US        |  15173000 | PA      | $15194312.15  | 0.16%             | 2026-03-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Stellantis Financial Underwrit | Stellantis Financial Underwritten Enhanced Lease Trust 2025-B      | CUSIP: 858933AB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  25025000 | PA      | $25104787.21  | 0.27%             | 2028-05-22      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| Synchrony Card Issuance Trust  | Synchrony Card Funding LLC                                         | CUSIP: 87166PAK7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  72424000 | PA      | $73033151.02  | 0.79%             | 2029-07-15      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| TANGER PROPERTIES LP           | Tanger Properties LP                                               | CUSIP: 875484AJ6<br>LEI: PQPGJDNFN35EXH363L31 | Long             | DBT              | CORP              | US        |  16812000 | PA      | $16687617.59  | 0.18%             | 2026-09-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| ARI Fleet Lease Trust          | ARI Fleet Lease Trust 2023-A                                       | CUSIP: 00218GAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    893682 | PA      | $894114.65    | 0.01%             | 2032-02-17      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| Arroyo Mortgage Trust          | Arroyo Mortgage Trust 2019-3                                       | CUSIP: 04285AAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7768754 | PA      | $7476462.91   | 0.08%             | 2048-10-25      | Variable      | 2.96%                 | No            |                  2 | On Loan: No      |
| BPCE SA                        | BPCE SA                                                            | CUSIP: 05571AAQ8<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |  10615000 | PA      | $10814878.65  | 0.12%             | 2027-10-19      | Variable      | 6.61%                 | No            |                  2 | On Loan: No      |
| Banc of America Commercial Mor | Bank of America Merrill Lynch Commercial Mortgage Trust 2016-UBS10 | CUSIP: 06054MAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  14820233 | PA      | $14768811.49  | 0.16%             | 2049-07-15      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                   | Barclays PLC                                                       | CUSIP: 06738ECJ2<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |  20853000 | PA      | $21178679.65  | 0.23%             | 2027-09-13      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE LLC           | Bayer US Finance LLC                                               | CUSIP: 07274EAH6<br>LEI: 54930093Q75GSEM74I71 | Long             | DBT              | CORP              | US        |   7345000 | PA      | $7450266.70   | 0.08%             | 2026-11-21      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE            | CDW LLC / CDW Finance Corp                                         | CUSIP: 12513GBG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  51256000 | PA      | $50579131.72  | 0.54%             | 2026-12-01      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| Chase Auto Owner Trust         | Chase Auto Owner Trust 2024-3                                      | CUSIP: 16144LAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    749037 | PA      | $749719.88    | 0.01%             | 2027-09-27      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage  | Citigroup Commercial Mortgage Trust 2016-C2                        | CUSIP: 17291CBR5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5714752 | PA      | $5665475.41   | 0.06%             | 2049-08-10      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage  | Citigroup Commercial Mortgage Trust 2016-P6                        | CUSIP: 17291EAW1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    736000 | PA      | $723362.51    | 0.01%             | 2049-12-10      | Variable      | 3.72%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage  | Citigroup Commercial Mortgage Trust 2016-GC36                      | CUSIP: 17324TAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1302188 | PA      | $1296003.64   | 0.01%             | 2049-02-10      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| COLORADO INT GAS CO/ISS        | Colorado Interstate Gas Co LLC / Colorado Interstate Issuing Corp  | CUSIP: 196500AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  25755000 | PA      | $25717145.30  | 0.28%             | 2026-08-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA       | Cooperatieve Rabobank UA                                           | CUSIP: 21684AAF3<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |  69656000 | PA      | $69498112.14  | 0.75%             | 2026-07-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCK FINAN NA         | Daimler Truck Finance North America LLC                            | CUSIP: 233853AP5<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |   4850000 | PA      | $4851596.47   | 0.05%             | 2026-01-16      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY               | Deutsche Bank AG/New York NY                                       | CUSIP: 25160PAH0<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |  39983000 | PA      | $39324616.33  | 0.42%             | 2028-01-07      | Variable      | 2.55%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage  | Citigroup Commercial Mortgage Trust 2016-P4                        | CUSIP: 29429EAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4300000 | PA      | $4266585.56   | 0.05%             | 2049-07-10      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| FELLS POINT FUNDING TR         | Fells Point Funding Trust                                          | CUSIP: 314382AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  31104000 | PA      | $30730804.25  | 0.33%             | 2027-01-31      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| FLEX LTD                       | Flex Ltd                                                           | CUSIP: 33938XAC9<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |  46622000 | PA      | $46581452.38  | 0.50%             | 2026-02-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust/F | Ford Credit Auto Owner Trust 2021-REV2                             | CUSIP: 345285AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  13738000 | PA      | $13458817.74  | 0.14%             | 2034-05-15      | Fixed         | 1.53%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust   | GS Mortgage Securities Trust 2014-GC22                             | CUSIP: 36253BAU7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5318711 | PA      | $5143746.56   | 0.06%             | 2047-06-10      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| GXO LOGISTICS INC              | GXO Logistics Inc                                                  | CUSIP: 36262GAB7<br>LEI: 5493007CNWMXN78JRN66 | Long             | DBT              | CORP              | US        |  72258000 | PA      | $71226962.16  | 0.77%             | 2026-07-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| GM Financial Revolving Receiva | GM Financial Revolving Receivables Trust 2021-1                    | CUSIP: 36263HAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8850000 | PA      | $8683186.35   | 0.09%             | 2034-06-12      | Fixed         | 1.17%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO         | General Motors Financial Co Inc                                    | CUSIP: 37045XBQ8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   2277000 | PA      | $2276108.83   | 0.02%             | 2026-10-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO         | General Motors Financial Co Inc                                    | CUSIP: 37045XEF9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |  14675000 | PA      | $14726113.76  | 0.16%             | 2026-04-06      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC        | Goldman Sachs Group Inc/The                                        | CUSIP: 38141GZT4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  49240000 | PA      | $49319260.64  | 0.53%             | 2027-06-15      | Variable      | 4.39%                 | No            |                  2 | On Loan: No      |
| PRA HEALTH SCIENCES INC        | PRA Health Sciences Inc                                            | CUSIP: 45569KAA1<br>LEI: 549300R1HR1VWWHIAK47 | Long             | DBT              | CORP              | US        |  38131000 | PA      | $37822593.04  | 0.41%             | 2026-07-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor | JP Morgan Chase Commercial Mortgage Securities Trust 2016-JP3      | CUSIP: 46590RAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3291150 | PA      | $3259853.14   | 0.04%             | 2049-08-15      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| MACQUARIE GROUP LTD            | Macquarie Group Ltd                                                | CUSIP: 55608JAR9<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |  32034000 | PA      | $32007880.12  | 0.34%             | 2027-01-12      | Variable      | 1.34%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust      | Morgan Stanley Bank of America Merrill Lynch Trust 2016-C29        | CUSIP: 61766EBE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5501050 | PA      | $5471822.92   | 0.06%             | 2049-05-15      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust      | Morgan Stanley Bank of America Merrill Lynch Trust 2016-C31        | CUSIP: 61766RAZ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4270000 | PA      | $4217800.96   | 0.05%             | 2049-11-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                    | Oracle Corp                                                        | CUSIP: 68389XBM6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |  70213000 | PA      | $69637553.21  | 0.75%             | 2026-07-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL       | Penske Truck Leasing Co Lp / PTL Finance Corp                      | CUSIP: 709599BE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2491000 | PA      | $2491830.67   | 0.03%             | 2026-01-29      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| SK HYNIX INC                   | SK hynix Inc                                                       | CUSIP: 78392BAD9<br>LEI: 988400XAIK6XISWQV045 | Long             | DBT              | CORP              | KR        |  15888000 | PA      | $15905731.01  | 0.17%             | 2026-01-17      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SG Commercial Mortgage Securit | SG Commercial Mortgage Securities Trust 2016-C5                    | CUSIP: 78419CAD6<br>LEI: 549300SZQW4U3UN4A157 | Long             | ABS-MBS          | CORP              | US        |  21518421 | PA      | $21306585.06  | 0.23%             | 2048-10-10      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC         | Standard Chartered PLC                                             | CUSIP: 853254BZ2<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |  22868000 | PA      | $22846177.30  | 0.25%             | 2027-01-14      | Variable      | 1.46%                 | No            |                  2 | On Loan: No      |
| BPCE SA                        | BPCE SA                                                            | CUSIP: 05583JAK8<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   6590000 | PA      | $6482996.59   | 0.07%             | 2027-10-19      | Variable      | 2.04%                 | No            |                  2 | On Loan: No      |
| BOEING CO                      | Boeing Co/The                                                      | CUSIP: 097023DG7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |  48530000 | PA      | $48437719.72  | 0.52%             | 2026-02-04      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| BOSTON MEDICAL CTR CORP        | Boston Medical Center Corp                                         | CUSIP: 10103DAA4<br>LEI: 54930000C3BLYBHD3L38 | Long             | DBT              | CORP              | US        |   1365000 | PA      | $1364007.11   | 0.01%             | 2026-07-01      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| BROOKLYN UNION GAS CO          | Brooklyn Union Gas Co/The                                          | CUSIP: 114259AN4<br>LEI: 83BQ1DXS6VA5GZFK8S35 | Long             | DBT              | CORP              | US        |   1229000 | PA      | $1227427.42   | 0.01%             | 2026-03-10      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| CFCRE Commercial Mortgage Trus | CFCRE Commercial Mortgage Trust 2016-C4                            | CUSIP: 12531YAN8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2913902 | PA      | $2909557.07   | 0.03%             | 2058-05-10      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA       | Volkswagen Group of America Finance LLC                            | CUSIP: 928668BV3<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |  38187000 | PA      | $38585705.12  | 0.42%             | 2026-09-12      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA       | Volkswagen Group of America Finance LLC                            | CUSIP: 928668CA8<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   6525000 | PA      | $6630742.39   | 0.07%             | 2026-11-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WP CAREY INC                   | WP Carey Inc                                                       | CUSIP: 92936UAE9<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              | CORP              | US        |  18333000 | PA      | $18355189.16  | 0.20%             | 2026-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ALGONQUIN PWR & UTILITY        | Algonquin Power & Utilities Corp                                   | CUSIP: 015857AF2<br>LEI: 549300K5VIUTJXQL7X75 | Long             | DBT              | CORP              | CA        |  67045000 | PA      | $67362345.44  | 0.73%             | 2026-06-15      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| AVNET INC                      | Avnet Inc                                                          | CUSIP: 053807AS2<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | DBT              | CORP              | US        |  39998000 | PA      | $39982911.15  | 0.43%             | 2026-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Bank of America Credit Card Tr | BA Credit Card Trust                                               | CUSIP: 05522RDG0<br>LEI: 5493006DQ60M1CRKHH19 | Long             | ABS-O            | CORP              | US        |  26593000 | PA      | $26681719.57  | 0.29%             | 2028-05-15      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP           | Boston Properties LP                                               | CUSIP: 10112RAX2<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |  21164000 | PA      | $21148433.03  | 0.23%             | 2026-02-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| CFCRE Commercial Mortgage Trus | CFCRE Commercial Mortgage Trust 2016-C6                            | CUSIP: 12532AAZ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  43820000 | PA      | $43481792.86  | 0.47%             | 2049-11-10      | Variable      | 3.22%                 | No            |                  2 | On Loan: No      |
| Capital One Multi-Asset Execut | Capital One Multi-Asset Execution Trust                            | CUSIP: 14041NGD7<br>LEI: R42WS16M9R97TJJKGU15 | Long             | ABS-O            | CORP              | US        |  26466000 | PA      | $26516764.43  | 0.29%             | 2028-05-15      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| Chase Auto Owner Trust         | Chase Auto Owner Trust 2023-A                                      | CUSIP: 16144KAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9415561 | PA      | $9514337.55   | 0.10%             | 2029-01-25      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC               | Crown Castle Inc                                                   | CUSIP: 22822VAB7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   1688000 | PA      | $1687665.54   | 0.02%             | 2026-02-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| EQT CORP                       | EQT Corp                                                           | CUSIP: 26884LAM1<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |  21593000 | PA      | $21469019.47  | 0.23%             | 2026-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage  | Citigroup Commercial Mortgage Trust 2016-P3                        | CUSIP: 29429CAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  28550478 | PA      | $28460789.53  | 0.31%             | 2049-04-15      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| First American Government Obli | First American Government Obligations Fund                         | CUSIP: 31846V211<br>LEI: 549300R5MYM6VZF1RM44 | Long             | STIV             | RF                | US        | 192543355 | NS      | $192543355.20 | 2.07%             |  |  |  | No            |                  1 | On Loan: No      |
| FLOWERS FOODS INC              | Flowers Foods Inc                                                  | CUSIP: 343498AB7<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | DBT              | CORP              | US        |   4925000 | PA      | $4899406.20   | 0.05%             | 2026-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC       | Ford Motor Credit Co LLC                                           | CUSIP: 345397C43<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   9125000 | PA      | $9145593.48   | 0.10%             | 2026-03-06      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| GATX CORP                      | GATX Corp                                                          | CUSIP: 361448AY9<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |   5795000 | PA      | $5764913.75   | 0.06%             | 2026-09-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust   | GS Mortgage Securities Trust 2015-GC34                             | CUSIP: 36250VAD4<br>LEI: 54930070360RBP384M53 | Long             | ABS-MBS          | CORP              | US        |    611746 | PA      | $604105.11    | 0.01%             | 2048-10-10      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| Harley-Davidson Motorcycle Tru | Harley-Davidson Motorcycle Trust 2024-B                            | CUSIP: 41284PAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3120336 | PA      | $3122045.61   | 0.03%             | 2027-08-16      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO               | Hewlett Packard Enterprise Co                                      | CUSIP: 42824CBK4<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |  20339000 | PA      | $20205558.06  | 0.22%             | 2026-04-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| GEN LUX SARL/GEN USA INC       | Genpact Luxembourg SARL/Genpact USA Inc                            | CUSIP: 37190AAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |  37669000 | PA      | $37421161.33  | 0.40%             | 2026-04-10      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC            | Global Payments Inc                                                | CUSIP: 37940XAG7<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |  14463000 | PA      | $14160032.69  | 0.15%             | 2027-01-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| HEXCEL CORP                    | Hexcel Corp                                                        | CUSIP: 428291AN8<br>LEI: S6Q7LW43WUBUHXY2QP69 | Long             | DBT              | CORP              | US        |   2495000 | PA      | $2489722.03   | 0.03%             | 2027-02-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu | JPMBB Commercial Mortgage Securities Trust 2015-C32                | CUSIP: 46590JAW7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  20225361 | PA      | $19820854.12  | 0.21%             | 2048-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| The Huntington National Bank   | Huntington Bank Auto Credit-Linked Notes Series 2024-1             | CUSIP: 44644NAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3077770 | PA      | $3129345.45   | 0.03%             | 2032-05-20      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA        | Hyundai Capital America                                            | CUSIP: 44891ABS5<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   9874000 | PA      | $9869331.38   | 0.11%             | 2026-01-08      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu | JPMBB Commercial Mortgage Securities Trust 2015-C27                | CUSIP: 46644ABF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    113991 | PA      | $111145.95    | 0.00%             | 2048-02-15      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor | JPMCC Commercial Mortgage Securities Trust 2017-JP5                | CUSIP: 46647TAS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  37490000 | PA      | $37271433.30  | 0.40%             | 2050-03-15      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE       | Plains All American Pipeline LP / PAA Finance Corp                 | CUSIP: 72650RBL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3070000 | PA      | $3079242.27   | 0.03%             | 2026-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| POSCO                          | POSCO                                                              | CUSIP: 73730EAG8<br>LEI: 9884000N94NH7G6LQ816 | Long             | DBT              | CORP              | KR        |  28898000 | PA      | $29104268.43  | 0.31%             | 2027-01-23      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust | Hyundai Auto Receivables Trust 2023-C                              | CUSIP: 44918CAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  19319451 | PA      | $19514173.49  | 0.21%             | 2028-10-16      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST ENERGY RESEARCH &  | New York State Energy Research & Development Authority             | CUSIP: 64985VBE5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1625000 | PA      | $1626725.10   | 0.02%             | 2026-04-01      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN       | Rogers Communications Inc                                          | CUSIP: 775109CG4<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |   6850000 | PA      | $6782229.18   | 0.07%             | 2027-03-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES        | Royal Caribbean Cruises Ltd                                        | CUSIP: 780153BH4<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |  31306000 | PA      | $31302838.72  | 0.34%             | 2026-07-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PFS Financing Corp.            | PFS Financing Corp                                                 | CUSIP: 69335PET8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  25306000 | PA      | $25392624.97  | 0.27%             | 2028-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| SILGAN HOLDINGS INC            | Silgan Holdings Inc                                                | CUSIP: 827048AX7<br>LEI: KAF673KJXD92C8KSLU49 | Long             | DBT              | CORP              | US        |  21516000 | PA      | $21333765.29  | 0.23%             | 2026-04-01      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| WOODSIDE FINANCE LTD           | Woodside Finance Ltd                                               | CUSIP: 980236AN3<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |  18788000 | PA      | $18717355.05  | 0.20%             | 2026-09-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC         | Standard Chartered PLC                                             | CUSIP: 853254CQ1<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   2000000 | PA      | $2000617.86   | 0.02%             | 2027-01-09      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| TRITON CONTAINER               | Triton Container International Ltd                                 | CUSIP: 89680YAA3<br>LEI: 549300O4LZFLCX53XZ54 | Long             | DBT              | CORP              | BM        |  42140000 | PA      | $41809892.10  | 0.45%             | 2026-04-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                   | CUSIP: 91282CKK6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 330000000 | PA      | $331340625.00 | 3.57%             | 2026-04-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA        | Hyundai Capital America                                            | CUSIP: 44891ABZ9<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   1148000 | PA      | $1129256.01   | 0.01%             | 2026-09-17      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor | JP Morgan Chase Commercial Mortgage Securities Trust 2016-JP2      | CUSIP: 46590MAR1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1615650 | PA      | $1604344.49   | 0.02%             | 2049-08-15      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Secu | JPMDB Commercial Mortgage Securities Trust 2016-C4                 | CUSIP: 46646RAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6840176 | PA      | $6730374.76   | 0.07%             | 2049-12-15      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| M&T Equipment Notes            | M&T Equipment 2024-LEAF1 Notes                                     | CUSIP: 55376YAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9410445 | PA      | $9439992.11   | 0.10%             | 2031-08-18      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ AUTO RECEIVABLES | Mercedes-Benz Auto Receivables Trust 2024-1                        | CUSIP: 587918AD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  35499935 | PA      | $35747667.50  | 0.38%             | 2029-04-16      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                   | CUSIP: 91282CBH3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 171500000 | PA      | $171054161.74 | 1.84%             | 2026-01-31      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV               | ABN AMRO Bank NV                                                   | CUSIP: 00084DBA7<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |  17625000 | PA      | $17896582.22  | 0.19%             | 2027-09-18      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| ALLEGIANCE CORP                | Allegiance Corp                                                    | CUSIP: 017475AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4925000 | PA      | $5016664.40   | 0.05%             | 2026-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING          | Athene Global Funding                                              | CUSIP: 04685A3T6<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |  21488000 | PA      | $21822490.37  | 0.23%             | 2027-03-25      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD       | Avolon Holdings Funding Ltd                                        | CUSIP: 05401AAM3<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   5842000 | PA      | $5822702.12   | 0.06%             | 2026-02-21      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP             | Energy Transfer LP                                                 | CUSIP: 29273RBG3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   3294000 | PA      | $3294582.18   | 0.04%             | 2026-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP         | Extra Space Storage LP                                             | CUSIP: 30225VAL1<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |  41832000 | PA      | $41703780.32  | 0.45%             | 2026-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust/F | Ford Credit Auto Owner Trust 2021-REV1                             | CUSIP: 345340AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  64783000 | PA      | $64269206.03  | 0.69%             | 2033-10-17      | Fixed         | 1.37%                 | No            |                  2 | On Loan: No      |
| FORTIS INC                     | Fortis Inc/Canada                                                  | CUSIP: 349553AM9<br>LEI: 549300MQYQ9Y065XPR71 | Long             | DBT              | CORP              | CA        |   5186000 | PA      | $5143485.43   | 0.06%             | 2026-10-04      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust | Hyundai Auto Receivables Trust 2024-B                              | CUSIP: 44934QAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6726607 | PA      | $6737013.42   | 0.07%             | 2027-06-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor | JP Morgan Chase Commercial Mortgage Securities Trust 2015-JP1      | CUSIP: 46590KAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1852522 | PA      | $1845111.42   | 0.02%             | 2049-01-15      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu | JPMBB Commercial Mortgage Securities Trust 2014-C24                | CUSIP: 46643GAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1752713 | PA      | $1725907.64   | 0.02%             | 2047-11-15      | Fixed         | 3.64%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu | JPMBB Commercial Mortgage Securities Trust 2014-C25                | CUSIP: 46643PBE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10082476 | PA      | $9969753.62   | 0.11%             | 2047-11-15      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust      | Morgan Stanley Bank of America Merrill Lynch Trust 2015-C22        | CUSIP: 61690FAM5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    842758 | PA      | $830125.34    | 0.01%             | 2048-04-15      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust      | Morgan Stanley Bank of America Merrill Lynch Trust 2016-C30        | CUSIP: 61766NBA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11782954 | PA      | $11751839.17  | 0.13%             | 2049-09-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust      | Morgan Stanley Bank of America Merrill Lynch Trust 2016-C30        | CUSIP: 61766NBB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  26374000 | PA      | $26108171.18  | 0.28%             | 2049-09-15      | Fixed         | 2.86%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FUNDING LLC         | NXP BV / NXP Funding LLC                                           | CUSIP: 62947QBB3<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   5575000 | PA      | $5575397.83   | 0.06%             | 2026-03-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| OLD REPUBLIC INTL CORP         | Old Republic International Corp                                    | CUSIP: 680223AK0<br>LEI: 549300IV6O2YY2A1KH37 | Long             | DBT              | CORP              | US        |  43316000 | PA      | $43265856.10  | 0.47%             | 2026-08-26      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| REGAL REXNORD CORP             | Regal Rexnord Corp                                                 | CUSIP: 758750AL7<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |  68574000 | PA      | $68686137.69  | 0.74%             | 2026-02-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| RENESAS ELECTRONICS CORP       | Renesas Electronics Corp                                           | CUSIP: 75972BAB7<br>LEI: 5299000EPC47VJQOFB81 | Long             | DBT              | CORP              | JP        |  15655000 | PA      | $15369961.27  | 0.17%             | 2026-11-25      | Fixed         | 2.17%                 | No            |                  2 | On Loan: No      |
| SEALED AIR CORP                | Sealed Air Corp                                                    | CUSIP: 81211KAZ3<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |   9327000 | PA      | $9128249.93   | 0.10%             | 2026-10-15      | Fixed         | 1.57%                 | No            |                  2 | On Loan: No      |
| CIG CS2 LLC                    | CIG CS2 LLC                                                        | CUSIP: 1255YAAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  17275000 | PA      | $17296679.26  | 0.19%             | 2026-10-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                  | Citigroup Inc                                                      | CUSIP: 172967LD1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   4792000 | PA      | $4783525.44   | 0.05%             | 2028-01-10      | Variable      | 3.89%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage  | Citigroup Commercial Mortgage Trust 2015-GC31                      | CUSIP: 17323YAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5252675 | PA      | $5169174.06   | 0.06%             | 2048-06-10      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage  | Citigroup Commercial Mortgage Trust 2016-P5                        | CUSIP: 17325DAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  27865000 | PA      | $27465421.47  | 0.30%             | 2049-10-10      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| CLEBURNE TX INDEP SCH DIST     | Cleburne Independent School District                               | CUSIP: 185486PD3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   7750000 | PA      | $7709159.83   | 0.08%             | 2026-02-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP               | Duke Energy Corp                                                   | CUSIP: 26441CAS4<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |  10897000 | PA      | $10803868.90  | 0.12%             | 2026-09-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY              | Eversource Energy                                                  | CUSIP: 30040WAV0<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |  14239000 | PA      | $14275352.59  | 0.15%             | 2026-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| First National Master Note Tru | First National Master Note Trust                                   | CUSIP: 32113CBV1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  14009000 | PA      | $14054497.03  | 0.15%             | 2029-04-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC       | Ford Motor Credit Co LLC                                           | CUSIP: 345397ZW6<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |  14173000 | PA      | $14154484.11  | 0.15%             | 2026-08-01      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| FRESENIUS MED CARE III         | Fresenius Medical Care US Finance III Inc                          | CUSIP: 35805BAC2<br>LEI: 5299006ZHLMXOOUVTU44 | Long             | DBT              | CORP              | US        |   7120000 | PA      | $6959553.72   | 0.07%             | 2026-12-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE        | Nissan Motor Acceptance Co LLC                                     | CUSIP: 654740BS7<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |   1410000 | PA      | $1400884.91   | 0.02%             | 2026-03-09      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                      | ONEOK Inc                                                          | CUSIP: 682680CL5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |  50360000 | PA      | $50457661.64  | 0.54%             | 2026-07-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL       | Penske Truck Leasing Co Lp / PTL Finance Corp                      | CUSIP: 709599BM5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8433000 | PA      | $8336229.30   | 0.09%             | 2026-06-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL       | Penske Truck Leasing Co Lp / PTL Finance Corp                      | CUSIP: 709599BU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8115000 | PA      | $8154250.39   | 0.09%             | 2026-05-24      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| RELIANCE STAND LIFE II         | Reliance Standard Life Global Funding II                           | CUSIP: 75951AAN8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5540000 | PA      | $5456972.35   | 0.06%             | 2027-01-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| 7-ELEVEN INC                   | 7-Eleven Inc                                                       | CUSIP: 817826AC4<br>LEI: 549300K23JPL0SS3LB18 | Long             | DBT              | CORP              | US        |  69196000 | PA      | $68951494.55  | 0.74%             | 2026-02-10      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD       | Avolon Holdings Funding Ltd                                        | CUSIP: 05401AAG6<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   2700000 | PA      | $2700811.51   | 0.03%             | 2026-05-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BPCE SA                        | BPCE SA                                                            | CUSIP: 05583JAN2<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |  15335000 | PA      | $15344304.51  | 0.17%             | 2027-01-18      | Variable      | 5.97%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP           | Bank of America Corp                                               | CUSIP: 06051GJS9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  94625000 | PA      | $93423673.17  | 1.01%             | 2027-07-22      | Variable      | 1.73%                 | No            |                  2 | On Loan: No      |
| Baptist Memorial Health        | Baptist Memorial Health                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | CORP              | US        |  28100000 | PA      | $28101090.28  | 0.30%             | 2026-02-11      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                   | Barclays PLC                                                       | CUSIP: 06738ECF0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |  45425000 | PA      | $45681845.21  | 0.49%             | 2027-05-09      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S | BBCMS MORTGAGE TRUST 2017-C1                                       | CUSIP: 07332VBD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1750000 | PA      | $1732476.55   | 0.02%             | 2050-02-15      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV               | ABN AMRO Bank NV                                                   | CUSIP: 00084DAL4<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |   1000000 | PA      | $1001356.95   | 0.01%             | 2026-04-18      | Fixed         | 4.80%                 | 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        |  17139000 | PA      | $17109373.01  | 0.18%             | 2026-01-30      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S | BBCMS Mortgage Trust 2022-C14                                      | CUSIP: 07336AAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3141973 | PA      | $3101707.64   | 0.03%             | 2055-02-15      | Fixed         | 1.73%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC               | Berry Global Inc                                                   | CUSIP: 085770AA3<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |   1142000 | PA      | $1142210.34   | 0.01%             | 2026-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                    | BNP Paribas SA                                                     | CUSIP: 09659W2N3<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |  31422000 | PA      | $31392252.48  | 0.34%             | 2027-01-13      | Variable      | 1.32%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                    | BNP Paribas SA                                                     | CUSIP: 09659W2T0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |  27100000 | PA      | $26683474.36  | 0.29%             | 2028-01-20      | Variable      | 2.59%                 | No            |                  2 | On Loan: No      |
| CMS ENERGY CORP                | CMS Energy Corp                                                    | CUSIP: 125896BQ2<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |  10092000 | PA      | $10056394.01  | 0.11%             | 2026-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAP LLC         | CNH Industrial Capital LLC                                         | CUSIP: 12592BAM6<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |  63399000 | PA      | $62461783.36  | 0.67%             | 2026-07-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust        | Carmax Auto Owner Trust 2024-3                                     | CUSIP: 14319GAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4888586 | PA      | $4898169.49   | 0.05%             | 2027-09-15      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC             | Conagra Brands Inc                                                 | CUSIP: 205887CJ9<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |  19603000 | PA      | $19768127.05  | 0.21%             | 2026-10-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE NA                 | Capital One NA                                                     | CUSIP: 25466AAJ0<br>LEI: 207ALC1P1YM0OVDV0K75 | Long             | DBT              | CORP              | US        |   9832000 | PA      | $9802461.53   | 0.11%             | 2026-07-27      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| HEALTHCARE RLTY HLDGS LP       | Healthcare Realty Holdings LP                                      | CUSIP: 42225UAD6<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |  12183000 | PA      | $12117834.96  | 0.13%             | 2026-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Honda Auto Receivables Owner T | Honda Auto Receivables 2023-4 Owner Trust                          | CUSIP: 438123AC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3259983 | PA      | $3295563.24   | 0.04%             | 2028-06-21      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA        | Hyundai Capital America                                            | CUSIP: 44891AAK3<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   2823000 | PA      | $2794649.32   | 0.03%             | 2026-09-27      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA        | Hyundai Capital America                                            | CUSIP: 44891ACB1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   9154000 | PA      | $9183580.51   | 0.10%             | 2026-03-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA        | Hyundai Capital America                                            | CUSIP: 44891ACT2<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   4708000 | PA      | $4762074.06   | 0.05%             | 2027-01-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Stellantis Financial Underwrit | Stellantis Financial Underwritten Enhanced Lease Trust 2025-A      | CUSIP: 858928AB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  37710961 | PA      | $37835210.79  | 0.41%             | 2027-07-20      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| TELEDYNE TECHNOLOGIES IN       | Teledyne Technologies Inc                                          | CUSIP: 879360AC9<br>LEI: 549300VSMO9KYQWDND94 | Long             | DBT              | CORP              | US        |   6495000 | PA      | $6452963.26   | 0.07%             | 2026-04-01      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust      | Towd Point Mortgage Trust 2017-6                                   | CUSIP: 89175JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3560168 | PA      | $3513858.23   | 0.04%             | 2057-10-25      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked N | Ally Bank Auto Credit-Linked Notes Series 2024-B                   | CUSIP: 02007G4B6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  16994497 | PA      | $17159777.03  | 0.18%             | 2032-09-15      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| AMEREN CORP                    | Ameren Corp                                                        | CUSIP: 023608AG7<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |   3095000 | PA      | $3091673.62   | 0.03%             | 2026-02-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL INC            | Ashtead Capital Inc                                                | CUSIP: 045054AN3<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |  26464000 | PA      | $26013263.03  | 0.28%             | 2026-08-12      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Capital One Prime Auto Receiva | Capital One Prime Auto Receivables Trust 2022-1                    | CUSIP: 14043QAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1121188 | PA      | $1120414.90   | 0.01%             | 2027-04-15      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| CENTRL PLAINS ENERGY PROJ NE G | Central Plains Energy Project                                      | CUSIP: 154872AZ8<br>LEI: SVQOT7V5CPLIGNP5BE29 | Long             | DBT              | MUN               | US        |   1150000 | PA      | $1158304.15   | 0.01%             | 2026-08-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC               | T-Mobile USA Inc                                                   | CUSIP: 87264ABR5<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   6370000 | PA      | $6355439.45   | 0.07%             | 2026-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust      | Towd Point Mortgage Trust 2017-4                                   | CUSIP: 89173UAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2229040 | PA      | $2190960.03   | 0.02%             | 2057-06-25      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                   | CUSIP: 91282CKB6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 323675000 | PA      | $324094764.40 | 3.49%             | 2026-02-28      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT       | Western Midstream Operating LP                                     | CUSIP: 958254AF1<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |  35399000 | PA      | $35405540.67  | 0.38%             | 2026-07-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| WESTINGHOUSE AIR BRAKE         | Westinghouse Air Brake Technologies Corp                           | CUSIP: 960386AL4<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |  19000000 | PA      | $18904469.90  | 0.20%             | 2026-11-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| WIPRO IT SERVICE               | Wipro IT Services LLC                                              | CUSIP: 97654MAA4<br>LEI: 549300S6XZZ65F0EJS98 | Long             | DBT              | CORP              | US        |   2875000 | PA      | $2837920.78   | 0.03%             | 2026-06-23      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BOEING CO                      | Boeing Co/The                                                      | CUSIP: 097023DA0<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   5545000 | PA      | $5538487.06   | 0.06%             | 2026-02-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| DLLAD LLC                      | Dllad 2024-1 LLC                                                   | CUSIP: 23346MAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2919580 | PA      | $2932508.62   | 0.03%             | 2027-08-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DLLAD LLC                      | DLLAD 2025-1 LLC                                                   | CUSIP: 23347BAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9575000 | PA      | $9624619.57   | 0.10%             | 2028-11-20      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| ELEMENT FLEET MANAGEMENT       | Element Fleet Management Corp                                      | CUSIP: 286181AH5<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |   6342000 | PA      | $6398268.63   | 0.07%             | 2026-06-26      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                    | Equinix Inc                                                        | CUSIP: 29444UBD7<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |  23012000 | PA      | $22784747.07  | 0.25%             | 2026-11-18      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| UTAH ACQUISITION SUB           | Utah Acquisition Sub Inc                                           | CUSIP: 62854AAN4<br>LEI: 254900JOFV74IJ7H9933 | Long             | DBT              | CORP              | US        |  70652000 | PA      | $70493364.36  | 0.76%             | 2026-06-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                   | UBS Group AG                                                       | CUSIP: 902613AC2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |  38030000 | PA      | $37944730.27  | 0.41%             | 2027-01-30      | Variable      | 1.36%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                   | CUSIP: 91282CKH3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 325000000 | PA      | $325685548.50 | 3.51%             | 2026-03-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA       | Volkswagen Group of America Finance LLC                            | CUSIP: 928668CK6<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   2655000 | PA      | $2665639.20   | 0.03%             | 2026-08-14      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2016-C34                     | CUSIP: 95000DBC4<br>LEI: 549300FWFHJGIW2B2U59 | Long             | ABS-MBS          | CORP              | US        |   9704545 | PA      | $9685447.92   | 0.10%             | 2049-06-15      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag | Wells Fargo Commercial Mortgage Trust 2016-BNK1                    | CUSIP: 95000GAY0<br>LEI: 549300DNBJ7A0SEFVK31 | Long             | ABS-MBS          | CORP              | US        |   2575000 | PA      | $2548045.67   | 0.03%             | 2049-08-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| BLACK HILLS CORP               | Black Hills Corp                                                   | CUSIP: 092113AM1<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |   5094000 | PA      | $5043963.78   | 0.05%             | 2027-01-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| BOEING CO                      | Boeing Co/The                                                      | CUSIP: 097023BR5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |  12825000 | PA      | $12711683.69  | 0.14%             | 2026-06-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BROADRIDGE FINANCIAL SOL       | Broadridge Financial Solutions Inc                                 | CUSIP: 11133TAC7<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | DBT              | CORP              | US        |  35258000 | PA      | $35126959.41  | 0.38%             | 2026-06-27      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| CIG DS2 LLC                    | CIG DS2 LLC                                                        | CUSIP: 1255YBAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  42650000 | PA      | $42689639.34  | 0.46%             | 2026-10-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO       | Capital One Financial Corp                                         | CUSIP: 14040HDB8<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |  36745000 | PA      | $37623553.84  | 0.41%             | 2027-10-29      | Variable      | 7.15%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust        | CarMax Auto Owner Trust 2023-1                                     | CUSIP: 14318DAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  12144900 | PA      | $12170866.02  | 0.13%             | 2027-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CIG CS2 LLC                    | CIG CS2 LLC                                                        | CUSIP: 171940AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8125000 | PA      | $8135247.25   | 0.09%             | 2026-10-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| HCA INC                        | HCA Inc                                                            | CUSIP: 404119BT5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |  44076000 | PA      | $44110429.97  | 0.47%             | 2026-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA        | Hyundai Capital America                                            | CUSIP: 44891ACG0<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4028844.96   | 0.04%             | 2026-06-26      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitizat | Hyundai Auto Lease Securitization Trust 2023-C                     | CUSIP: 44935VAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9212228 | PA      | $9220447.59   | 0.10%             | 2026-12-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC        | Jefferies Financial Group Inc                                      | CUSIP: 47233WKM0<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |  46850000 | PA      | $46892762.81  | 0.50%             | 2026-08-11      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| KEYSPAN GAS EAST CORP          | KeySpan Gas East Corp                                              | CUSIP: 49338CAB9<br>LEI: K8TS3HOE1568DUBUJL44 | Long             | DBT              | CORP              | US        |  16182000 | PA      | $16014884.44  | 0.17%             | 2026-08-15      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| KITE REALTY GROUP LP           | Kite Realty Group LP                                               | CUSIP: 49803XAA1<br>LEI: 549300X6R2GYI8Y3OD81 | Long             | DBT              | CORP              | US        |  29983000 | PA      | $29935140.54  | 0.32%             | 2026-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MPLX LP                        | MPLX LP                                                            | CUSIP: 55336VBR0<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |  28013000 | PA      | $27902617.57  | 0.30%             | 2026-03-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| MACQUARIE GROUP LTD            | Macquarie Group Ltd                                                | CUSIP: 55607PAF2<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |  18401000 | PA      | $18072785.41  | 0.19%             | 2027-09-23      | Variable      | 1.63%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust      | Morgan Stanley Bank of America Merrill Lynch Trust 2016-C32        | CUSIP: 61691GAS9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9967000 | PA      | $9887496.23   | 0.11%             | 2049-12-15      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| Nissan Master Owner Trust Rece | Nissan Master Owner Trust Receivables                              | CUSIP: 65479VAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  40775000 | PA      | $41263084.91  | 0.44%             | 2029-02-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| PFS Financing Corp.            | PFS Financing Corp                                                 | CUSIP: 69335PFE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  31842000 | PA      | $32174519.64  | 0.35%             | 2029-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA           | Royal Bank of Canada                                               | CUSIP: 780082AD5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |  40357000 | PA      | $40371079.75  | 0.43%             | 2026-01-27      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES        | Royal Caribbean Cruises Ltd                                        | CUSIP: 780153BJ0<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |  34641000 | PA      | $34694417.11  | 0.37%             | 2026-08-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SBA COMMUNICATIONS CORP        | SBA Communications Corp                                            | CUSIP: 78410GAD6<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              | CORP              | US        |  14257000 | PA      | $14150115.27  | 0.15%             | 2027-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SONOCO PRODUCTS CO             | Sonoco Products Co                                                 | CUSIP: 835495AQ5<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |  41429000 | PA      | $41512812.52  | 0.45%             | 2026-09-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC         | Standard Chartered PLC                                             | CUSIP: 853254CT5<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |  37904000 | PA      | $38287431.56  | 0.41%             | 2027-07-06      | Variable      | 6.19%                 | No            |                  2 | On Loan: No      |
| STELLANTIS FIN US INC          | Stellantis Finance US Inc                                          | CUSIP: 85855CAA8<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |  30168000 | PA      | $29323816.70  | 0.32%             | 2027-01-29      | Fixed         | 1.71%                 | No            |                  2 | On Loan: No      |
| DXC TECHNOLOGY CO              | DXC Technology Co                                                  | CUSIP: 23355LAL0<br>LEI: 549300DOVZ3EDJB7O259 | Long             | DBT              | CORP              | US        |  39317000 | PA      | $38654999.62  | 0.42%             | 2026-09-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| EMERA US FINANCE LP            | Emera US Finance LP                                                | CUSIP: 29103DAJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  15103000 | PA      | $15054427.09  | 0.16%             | 2026-06-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO         | General Motors Financial Co Inc                                    | CUSIP: 37045XBG0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   4250000 | PA      | $4253311.86   | 0.05%             | 2026-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GRAPHIC PACKAGING INTERN       | Graphic Packaging International LLC                                | CUSIP: 38869PAP9<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |  23336000 | PA      | $23123012.79  | 0.25%             | 2026-04-15      | Fixed         | 1.51%                 | No            |                  2 | On Loan: No      |
| NY STATE ELECTRIC & GAS        | New York State Electric & Gas Corp                                 | CUSIP: 649840CQ6<br>LEI: 549300GEC6J0YHUXA160 | Long             | DBT              | CORP              | US        |   2125000 | PA      | $2109607.16   | 0.02%             | 2026-12-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC               | T-Mobile USA Inc                                                   | CUSIP: 87264ABZ7<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   6910000 | PA      | $6887412.45   | 0.07%             | 2026-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                   | CUSIP: 91282CLH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 250000000 | PA      | $250269530.00 | 2.69%             | 2026-08-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                | United States Treasury Note/Bond                                   | CUSIP: 91282CLS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 365000000 | PA      | $366562656.25 | 3.95%             | 2026-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE         | VICI Properties LP / VICI Note Co Inc                              | CUSIP: 92564RAH8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  10263000 | PA      | $10273279.63  | 0.11%             | 2026-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VONTIER CORP                   | Vontier Corp                                                       | CUSIP: 928881AB7<br>LEI: 549300VVSQLG4P5K4639 | Long             | DBT              | CORP              | US        |  68581000 | PA      | $68142369.64  | 0.73%             | 2026-04-01      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA       | AerCap Ireland Capital DAC / AerCap Global Aviation Trust          | CUSIP: 00774MAL9<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |  38481000 | PA      | $38484048.85  | 0.41%             | 2026-04-03      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA       | AerCap Ireland Capital DAC / AerCap Global Aviation Trust          | CUSIP: 00774MAV7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   8650000 | PA      | $8533037.55   | 0.09%             | 2026-10-29      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                 | Air Lease Corp                                                     | CUSIP: 00914AAB8<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |  22162000 | PA      | $22119911.04  | 0.24%             | 2026-06-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                 | Air Lease Corp                                                     | CUSIP: 00914AAM4<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |  11523000 | PA      | $11352680.96  | 0.12%             | 2026-08-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LTD                  | Aircastle Ltd                                                      | CUSIP: 00928QAS0<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |  20740000 | PA      | $20739297.74  | 0.22%             | 2026-06-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked N | Ally Bank Auto Credit-Linked Notes Series 2025-B                   | CUSIP: 02007G6N8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6067632 | PA      | $6083093.58   | 0.07%             | 2033-09-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked N | Ally Bank Auto Credit-Linked Notes Series 2024-A                   | CUSIP: 02007GZ48<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4192096 | PA      | $4265895.64   | 0.05%             | 2032-05-17      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| Arroyo Mortgage Trust          | Arroyo Mortgage Trust 2019-1                                       | CUSIP: 042859AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2242271 | PA      | $2193752.35   | 0.02%             | 2049-01-25      | Variable      | 3.81%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD       | Avolon Holdings Funding Ltd                                        | CUSIP: 05401AAJ0<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   6251000 | PA      | $6182146.30   | 0.07%             | 2027-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AMCOR FLEXIBLES NORTH AM       | Amcor Flexibles North America Inc                                  | CUSIP: 081437AS4<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |   3645000 | PA      | $3612905.88   | 0.04%             | 2026-09-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust       | Benchmark 2020-B19 Mortgage Trust                                  | CUSIP: 08162WBA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1100000 | PA      | $1068556.50   | 0.01%             | 2053-09-15      | Fixed         | 1.79%                 | No            |                  2 | On Loan: No      |
| CCL INDUSTRIES INC             | CCL Industries Inc                                                 | CUSIP: 124900AB7<br>LEI: 549300TD3EMSRRC0YH75 | Long             | DBT              | CORP              | CA        |   7991000 | PA      | $7920658.34   | 0.09%             | 2026-10-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CD Commercial Mortgage Trust   | CD 2016-CD1 Mortgage Trust                                         | CUSIP: 12514MBC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2700000 | PA      | $2658939.21   | 0.03%             | 2049-08-10      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trus | CSAIL 2017-C8 Commercial Mortgage Trust                            | CUSIP: 12595BAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3536738 | PA      | $3511951.99   | 0.04%             | 2050-06-15      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trus | CSAIL 2016-C7 Commercial Mortgage Trust                            | CUSIP: 12637UAW9<br>LEI: 5493006MX7HG5PC85C29 | Long             | ABS-MBS          | CORP              | US        |   1068000 | PA      | $1060138.13   | 0.01%             | 2049-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO       | Capital One Financial Corp                                         | CUSIP: 14040HCH6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |  20896000 | PA      | $20504201.67  | 0.22%             | 2027-11-02      | Variable      | 1.88%                 | No            |                  2 | On Loan: No      |
| Chase Auto Owner Trust         | Chase Auto Owner Trust 2025-1                                      | CUSIP: 16145NAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  15419753 | PA      | $15460707.44  | 0.17%             | 2028-07-25      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage  | Citigroup Commercial Mortgage Trust 2016-GC37                      | CUSIP: 17290XAT7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    235152 | PA      | $234866.79    | 0.00%             | 2049-04-10      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINE HOLDCO       | Columbia Pipelines Holding Co LLC                                  | CUSIP: 19828AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  19599000 | PA      | $19779996.77  | 0.21%             | 2026-08-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| CONCENTRIX CORP                | Concentrix Corp                                                    | CUSIP: 20602DAA9<br>LEI: 5493000EAJN1KMPVA737 | Long             | DBT              | CORP              | US        |  69466000 | PA      | $70141944.47  | 0.76%             | 2026-08-02      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| AMRIZE FINANCE US LLC          | Amrize Finance US LLC                                              | CUSIP: 43475RAN6<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |   6987000 | PA      | $6946959.88   | 0.07%             | 2026-09-22      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust | Morgan Stanley Capital I Trust 2016-UBS11                          | CUSIP: 61767FAZ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1660032 | PA      | $1649163.26   | 0.02%             | 2049-08-15      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC              | NatWest Group PLC                                                  | CUSIP: 639057AJ7<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |  17400000 | PA      | $17446787.90  | 0.19%             | 2027-03-02      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| PFS Financing Corp.            | PFS Financing Corp                                                 | CUSIP: 69335PEV3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5637000 | PA      | $5662551.39   | 0.06%             | 2028-05-15      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EMISIONES SAU       | Telefonica Emisiones SA                                            | CUSIP: 87938WAT0<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |  11810000 | PA      | $11800625.46  | 0.13%             | 2027-03-08      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| U.S. Bank National Association | US Bank NA                                                         | CUSIP: 90357PAV6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1668996 | PA      | $1686081.23   | 0.02%             | 2032-08-25      | Fixed         | 6.79%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                 | Air Lease Corp                                                     | CUSIP: 00914AAJ1<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |  26875000 | PA      | $26860521.63  | 0.29%             | 2026-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                    | BNP Paribas SA                                                     | CUSIP: 05581KAC5<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   4800000 | PA      | $4818499.25   | 0.05%             | 2027-03-13      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BANK OF IRELAND GROUP          | Bank of Ireland Group PLC                                          | CUSIP: 06279JAB5<br>LEI: 635400C8EK6DRI12LJ39 | Long             | DBT              | CORP              | IE        |  63663000 | PA      | $62661256.33  | 0.67%             | 2027-09-30      | Variable      | 2.03%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust      | Towd Point Mortgage Trust 2020-MH1                                 | CUSIP: 89178YAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4167280 | PA      | $4087114.92   | 0.04%             | 2060-02-25      | Variable      | 2.25%                 | No            |                  2 | On Loan: No      |
| TRINITY ACQUISITION PLC        | Trinity Acquisition PLC                                            | CUSIP: 89641UAC5<br>LEI: 549300FJZWZN6MJNGB63 | Long             | DBT              | CORP              | GB        |  19825000 | PA      | $19828995.93  | 0.21%             | 2026-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| UNIVERSAL HEALTH SVCS          | Universal Health Services Inc                                      | CUSIP: 913903AZ3<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |  38379000 | PA      | $37732288.52  | 0.41%             | 2026-09-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FINANCE CORP         | Bunge Ltd Finance Corp                                             | CUSIP: 120568BL3<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2484536.53   | 0.03%             | 2026-04-21      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE NA                 | Capital One NA                                                     | CUSIP: 25466AAE1<br>LEI: 207ALC1P1YM0OVDV0K75 | Long             | DBT              | CORP              | US        |   6888000 | PA      | $6889980.23   | 0.07%             | 2026-03-13      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO         | General Motors Financial Co Inc                                    | CUSIP: 37045XDK9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |  26261000 | PA      | $25964346.55  | 0.28%             | 2026-06-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO         | General Motors Financial Co Inc                                    | CUSIP: 37045XDR4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   7175000 | PA      | $7031435.14   | 0.08%             | 2027-02-26      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC           | Glencore Funding LLC                                               | CUSIP: 378272BD9<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |  43450000 | PA      | $43091838.17  | 0.46%             | 2026-04-27      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| GREAT AMERICA LEASING RECEIVAB | GreatAmerica Leasing Receivables Funding LLC Series 2024-2         | CUSIP: 39154GAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6197670 | PA      | $6223073.77   | 0.07%             | 2027-03-15      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                     | Humana Inc                                                         | CUSIP: 444859BF8<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |   6463000 | PA      | $6449220.24   | 0.07%             | 2027-03-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA        | Hyundai Capital America                                            | CUSIP: 44891ACM7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |  13060000 | PA      | $13228258.38  | 0.14%             | 2026-09-21      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu | JPMBB Commercial Mortgage Securities Trust 2016-C1                 | CUSIP: 46645LAY3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4716089 | PA      | $4707436.85   | 0.05%             | 2049-03-17      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| JOHNSON CONTROLS INTL PL       | Johnson Controls International plc                                 | CUSIP: 478375AR9<br>LEI: 549300XQ6S1GYKGBL205 | Long             | DBT              | CORP              | IE        |  47593000 | PA      | $47579795.32  | 0.51%             | 2026-02-14      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS       | Santander UK Group Holdings PLC                                    | CUSIP: 80281LAQ8<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |  12722000 | PA      | $12580408.47  | 0.14%             | 2027-06-14      | Variable      | 1.67%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY               | Deutsche Bank AG/New York NY                                       | CUSIP: 251526CP2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |  18526000 | PA      | $18227116.71  | 0.20%             | 2027-11-16      | Variable      | 2.31%                 | No            |                  2 | On Loan: No      |
| Ford Credit Floorplan Master O | Ford Credit Floorplan Master Owner Trust A                         | CUSIP: 34528QHV9<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-O            | CORP              | US        |  71656000 | PA      | $71884489.49  | 0.77%             | 2028-05-15      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY PENN ELECTRI       | FirstEnergy Pennsylvania Electric Co                               | CUSIP: 708696CA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   9720000 | PA      | $9743041.75   | 0.10%             | 2026-03-30      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-01-27

**Name of Applicant:** Baird Funds Inc

**Signature:** Baird Funds Inc

**Name of Signer:** Peter Hammond

**Title:** Vice President