# EDGAR Filing Document

**Accession Number:** 0001547580
**File Stem:** 0001752724-25-210058
**Filing Date:** 2025-8
**Character Count:** 365344
**Document Hash:** 9f1e07a90ab33c81cb9257f6d910688a
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-210058.hdr.sgml**: 20250828

**ACCESSION NUMBER**: 0001752724-25-210058

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250828

**DATE AS OF CHANGE**: 20250828

**PERIOD START**: 20250630

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Victory Portfolios II
- **CENTRAL INDEX KEY:** 0001547580

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0630

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22696
- **FILM NUMBER:** 251268233

**BUSINESS ADDRESS:**
- **STREET 1:** 4900 TIEDEMAN ROAD, 4TH FLOOR
- **CITY:** BROOKLYN
- **STATE:** OH
- **ZIP:** 44144
- **BUSINESS PHONE:** 216-898-2411

**MAIL ADDRESS:**
- **STREET 1:** 4900 TIEDEMAN ROAD, 4TH FLOOR
- **CITY:** BROOKLYN
- **STATE:** OH
- **ZIP:** 44144

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** Compass EMP Funds Trust
- **DATE OF NAME CHANGE:** 20120417

## Series and Classes Contracts Data

### VictoryShares Short-Term Bond ETF formerly VictoryShares USAA Core Short-Term Bond ETF (Series ID: S000065159)

| Class ID   | Class Name                        | Ticker Symbol   |
|:---|:---|:---|
| C000210928 | VictoryShares Short-Term Bond ETF | USTB            |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Victory Portfolios II

- **b. Investment Company Act file number:** 811-22696

- **c. CIK number of Registrant:** 0001547580

- **d. LEI of Registrant:** 5493002SUQLUY3T5P040

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

  - **Street Address 1:** 4900 Tiedeman Road 4th Floor

  - **City:** Brooklyn

  - **State:** OH

  - **Foreign country:** US

  - **Zip / Postal Code:** 44144

  - **Telephone number:** 800-539-3863

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

- **a. Name of Series:** VictoryShares Short-Term Bond ETF

- **b. EDGAR series identifier (if any):** S000065159

- **c. LEI of Series:** 549300I98QP59UGN5H87

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

- **a. Date of fiscal year-end:** 2025-06-30

- **b. Date as of which information is reported:** 2025-06-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $1304931650.30

**Total Liabilities:** $15691705.15

**Net Assets:** $1289239945.15

**Cash Not Reported:** $885623.82

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -5108.45983914 | **1-Year:** -68032.51970709 | **5-Year:** -92504.43569396 | **10-Year:** -15027.99990444 | **30-Year:** -6040.04957302

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

- **3-Month:** -735.75874841 | **1-Year:** -4691.85692719 | **5-Year:** -4495.21300763 | **10-Year:** -2684.12630515 | **30-Year:** -673.67788559

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000210928 | 0.47%                | 0.31%                | 0.80%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $163782.93               | $703234.34                                 |
| Month 2  | $159496.38               | $-1170424.98                               |
| Month 3  | $571354.55               | $4503543.05                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| FCCU AUTO RECEIVABLES TRUST                                                                    | FCCU AUTO RECEIVABLES TRUST 2024 1                 | CUSIP: 30336CAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1142000 | PA      | $1169450.26   | 0.09%             | 2030-07-15      | Fixed         | 5.71%                 | Yes           |                  2 | On Loan: No      |
| CREDIT ACCEPTANCE AUTO LOAN TRUST                                                              | CREDIT ACCEPTANCE AUTO LOAN TRUST 2022 3           | CUSIP: 22534QAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1050000 | PA      | $1066768.49   | 0.08%             | 2033-02-15      | Fixed         | 8.45%                 | Yes           |                  2 | On Loan: No      |
| VAR ENERGI ASA                                                                                 | VAR ENERGI ASA                                     | CUSIP: 92212WAF7<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |   1000000 | PA      | $1025935.77   | 0.08%             | 2030-05-22      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| U.S. BANCORP                                                                                   | US BANCORP                                         | CUSIP: 91159HJM3<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1556805.00   | 0.12%             | 2029-06-12      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc.                                                                                  | ENBRIDGE INC                                       | CUSIP: 29250NCB9<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $1027525.99   | 0.08%             | 2029-04-05      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| OLD REPUBLIC INTERNATIONAL CORPORATION                                                         | OLD REPUBLIC INTERNATIONAL CORP                    | CUSIP: 680223AK0<br>LEI: 549300IV6O2YY2A1KH37 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1489730.74   | 0.12%             | 2026-08-26      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Healthcare Realty Holdings, L.P.                                                               | HEALTHCARE REALTY HOLDINGS LP                      | CUSIP: 42225UAF1<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |    300000 | PA      | $295836.50    | 0.02%             | 2027-07-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SANTANDER BANK, N.A.                                                                           | SANTANDER BANK AUTO CREDIT LINKED NOTES SERIES 202 | CUSIP: 80280BAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1396000 | PA      | $1399169.24   | 0.11%             | 2033-01-18      | Fixed         | 5.48%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                                       | U S TREASURY NOTE                                  | CUSIP: 91282CJR3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  17000000 | PA      | $17015937.50  | 1.32%             | 2028-12-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MID-AMERICA APARTMENTS, L.P.                                                                   | MID AMERICA APARTMENTS LP                          | CUSIP: 59523UAW7<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1033294.39   | 0.08%             | 2032-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| HUMANA INC.                                                                                    | HUMANA INC                                         | CUSIP: 444859CA8<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1278072.11   | 0.10%             | 2031-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL AUTOMOBILE LEASING TRUST                                                          | GM FINANCIAL AUTOMOBILE LEASING TRUST 2023 2       | CUSIP: 362548AF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    417000 | PA      | $417609.16    | 0.03%             | 2027-05-20      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| CARMAX SELECT RECEIVABLES TRUST                                                                | CARMAX SELECT RECEIVABLES TRUST 2025 A             | CUSIP: 14319UAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1023613.13   | 0.08%             | 2031-07-15      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORPORATION                                                                | TOYOTA MOTOR CREDIT CORP                           | CUSIP: 89236TNJ0<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2031234.00   | 0.16%             | 2030-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| LG ENERGY SOLUTION, LTD.                                                                       | LG ENERGY SOLUTION LTD                             | CUSIP: 50205MAF6<br>LEI: 988400QX6P286XA6ZS85 | Long             | DBT              | CORP              | KR        |   2000000 | PA      | $2012581.27   | 0.16%             | 2028-04-02      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| HPEFS EQUIPMENT TRUST                                                                          | HPEFS EQUIPMENT TRUST                              | CUSIP: 40441RAF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    159311 | PA      | $159044.35    | 0.01%             | 2029-11-20      | Fixed         | 2.40%                 | Yes           |                  2 | On Loan: No      |
| ANTERO RESOURCES CORPORATION                                                                   | ANTERO RESOURCES CORP                              | CUSIP: 03674XAQ9<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2567479.77   | 0.20%             | 2029-02-01      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| BANQUE NATIONALE DU CANADA                                                                     | NATIONAL BANK OF CANADA                            | CUSIP: 63307A3G8<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |   2000000 | PA      | $2000687.52   | 0.16%             | 2027-03-05      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS LP                                                                    | TARGA RESOURCES PARTNERS                           | CUSIP: 87612BBQ4<br>LEI: 6OQWTZ1SPC04IFT4T704 | Long             | DBT              | CORP              | US        |   1035000 | PA      | $1049945.12   | 0.08%             | 2030-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Synovus Bank                                                                                   | SYNOVUS BANK COLUMBUS GA                           | CUSIP: 87164DVJ6<br>LEI: DX0JX77PRMOELF7VG772 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1011069.92   | 0.08%             | 2028-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC.                                                                                 | AEP TEXAS INC                                      | CUSIP: 00108WAS9<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1033573.55   | 0.08%             | 2029-05-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| CREDIT ACCEPTANCE AUTO LOAN TRUST                                                              | CREDIT ACCEPTANCE AUTO LOAN TRUST 2023 1           | CUSIP: 224927AC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1013987.44   | 0.08%             | 2033-05-16      | Fixed         | 7.02%                 | Yes           |                  2 | On Loan: No      |
| VB-S1 ISSUER, LLC                                                                              | VB S1 ISSUER LLC VBTEL                             | CUSIP: 91823ABE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    167000 | PA      | $171254.01    | 0.01%             | 2054-05-15      | Fixed         | 6.64%                 | Yes           |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                                              | NATWEST GROUP PLC                                  | CUSIP: 639057AG3<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $504900.00    | 0.04%             | 2026-11-10      | Fixed         | 7.47%                 | No            |                  2 | On Loan: No      |
| VERIDIAN AUTO RECEIVABLES TRUST                                                                | VERIDIAN AUTO RECEIVABLES TRUST 2023 1             | CUSIP: 92347BAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    720927 | PA      | $723044.96    | 0.06%             | 2028-03-15      | Fixed         | 5.56%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                                       | U S TREASURY NOTE                                  | CUSIP: 91282CAH4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  28000000 | PA      | $26140625.00  | 2.03%             | 2027-08-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| VERDANT RECEIVABLES LLC                                                                        | VERDANT RECEIVABLES 2023 1 LLC                     | CUSIP: 92339GAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    374000 | PA      | $385335.35    | 0.03%             | 2031-01-13      | Fixed         | 6.73%                 | Yes           |                  2 | On Loan: No      |
| CROSSROADS ASSET TRUST                                                                         | CROSSROADS ASSET TRUST                             | CUSIP: 22767VAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    303000 | PA      | $305432.18    | 0.02%             | 2032-02-20      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| FRONTIER ISSUER LLC                                                                            | FRONTIER ISSUER LLC                                | CUSIP: 35910EAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    466667 | PA      | $481270.69    | 0.04%             | 2053-08-20      | Fixed         | 8.30%                 | Yes           |                  2 | On Loan: No      |
| AUXILIOR TERM FUNDING LLC                                                                      | AUXILIOR TERM FUNDING 2023 1 LLC                   | CUSIP: 05335JAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    413000 | PA      | $425204.56    | 0.03%             | 2030-06-17      | Fixed         | 6.05%                 | Yes           |                  2 | On Loan: No      |
| GOODMAN US FINANCE THREE, LLC                                                                  | GOODMAN US FIN THREE                               | CUSIP: 38239JAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    750000 | PA      | $734543.63    | 0.06%             | 2028-03-15      | Fixed         | 3.70%                 | Yes           |                  2 | On Loan: No      |
| RIO TINTO FINANCE (USA) PLC                                                                    | RIO TINTO FINANCE USA PLC                          | CUSIP: 76720AAQ9<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $1005442.93   | 0.08%             | 2027-03-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| SANTANDER BANK, N.A.                                                                           | SANTANDER BANK AUTO CREDIT LINKED NOTES SERIES 202 | CUSIP: 80290CBV5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     33344 | PA      | $33464.69     | 0.00%             | 2033-06-15      | Fixed         | 6.74%                 | Yes           |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING LLC                                                                 | ENTERPRISE FLEET FINANCING 2023 2 LLC              | CUSIP: 29375NAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    465160 | PA      | $467882.54    | 0.04%             | 2030-04-22      | Fixed         | 5.56%                 | Yes           |                  2 | On Loan: No      |
| SWCH COMMERCIAL MORTGAGE TRUST                                                                 | SWCH COMMERCIAL MORTGAGE TRUST 2025 DATA           | CUSIP: 78489CAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1983240.50   | 0.15%             | 2042-03-15      | Floating      | 5.75%                 | Yes           |                  2 | On Loan: No      |
| B.A.T. INTERNATIONAL FINANCE P.L.C.                                                            | BAT INTERNATIONAL FINANCE PLC                      | CUSIP: 05530QAP5<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $1002010.48   | 0.08%             | 2028-03-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| GRANITE PARK EQUIPMENT LEASING LLC                                                             | GRANITE PARK EQUIPMENT LEASING 2023 1 LLC          | CUSIP: 387422AF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $205063.70    | 0.02%             | 2033-08-22      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| OCCU AUTO RECEIVABLES TRUST                                                                    | OCCU AUTO RECEIVABLES TRUST 2023 1                 | CUSIP: 674921AE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1037581.71   | 0.08%             | 2029-09-17      | Fixed         | 6.51%                 | Yes           |                  2 | On Loan: No      |
| FOURSIGHT CAPITAL AUTOMOBILE RECEIVABLES TRUST                                                 | FOURSIGHT CAPITAL AUTOMOBILE RECEIVABLES TRUST 202 | CUSIP: 35105AAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    714000 | PA      | $717386.26    | 0.06%             | 2029-05-15      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: No      |
| CCG RECEIVABLES TRUST                                                                          | CCG RECEIVABLES TRUST 2023 1                       | CUSIP: 12512XAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1777778 | PA      | $1805335.33   | 0.14%             | 2030-09-16      | Fixed         | 6.28%                 | Yes           |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LIMITED                                                                | AVOLON HOLDINGS FUNDING LTD                        | CUSIP: 05401AAS0<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   1000000 | PA      | $1042277.68   | 0.08%             | 2028-05-04      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST                                                   | AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST 2024  | CUSIP: 024945AE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1002192.90   | 0.08%             | 2031-08-12      | Fixed         | 4.91%                 | Yes           |                  2 | On Loan: No      |
| BERRY GLOBAL, INC.                                                                             | BERRY GLOBAL INC                                   | CUSIP: 08576PAH4<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |   2941000 | PA      | $2885182.20   | 0.22%             | 2026-01-15      | Fixed         | 1.57%                 | No            |                  2 | On Loan: No      |
| GUADALUPE VALLEY ELECTRIC COOPERATIVE, INC.                                                    | GUADALUPE VAL ELEC                                 | CUSIP: 40064AUG9<br>LEI: TBXDF1BZ4WKPIZYR5I09 | Long             | STIV             | CORP              | US        |  10300000 | PA      | $10279915.00  | 0.80%             |  |  |  | Yes           |                  2 | On Loan: No      |
| MOLEX ELECTRONIC TECHNOLOGIES, LLC                                                             | MOLEX ELECTRONIC TECHNOLOGIES LLC                  | CUSIP: 60856BAE4<br>LEI: 549300WTBVUFUPSIWI20 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2011941.88   | 0.16%             | 2028-04-30      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| ARES CAPITAL CORPORATION.                                                                      | ARES CAPITAL CORP                                  | CUSIP: 04010LAY9<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    750000 | PA      | $749246.07    | 0.06%             | 2025-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Regal Rexnord Corporation                                                                      | REGAL REXNORD CORP                                 | CUSIP: 758750AL7<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |   4414000 | PA      | $4438585.98   | 0.34%             | 2026-02-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| EMERGENT AUTO RECEIVABLES TRUST                                                                | ENT AUTO RECEIVABLES TRUST 2023 1                  | CUSIP: 293601AL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    327600 | PA      | $341254.08    | 0.03%             | 2030-04-15      | Fixed         | 6.77%                 | Yes           |                  2 | On Loan: No      |
| SBA TOWER TRUST                                                                                | SBA TOWER TRUST                                    | CUSIP: 78403DAZ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    421000 | PA      | $432648.44    | 0.03%             | 2052-11-15      | Fixed         | 6.60%                 | Yes           |                  2 | On Loan: No      |
| ZAYO ISSUER, LLC                                                                               | ZAYO ISSUER LLC                                    | CUSIP: 98919WAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1012358.53   | 0.08%             | 2055-03-20      | Fixed         | 6.09%                 | Yes           |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES LIMITED                                                                  | TRANSCANADA PIPELINES LTD                          | CUSIP: 89352HAT6<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |   1038000 | PA      | $1037564.49   | 0.08%             | 2026-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon Corporation                                                        | BANK OF NEW YORK MELLON CORP THE                   | CUSIP: 064058AH3<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   6812000 | PA      | $6798123.92   | 0.53%             | 2199-12-31      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| FMC CORPORATION                                                                                | FMC CORP                                           | CUSIP: 34410WU34<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | STIV             | CORP              | US        |   1600000 | PA      | $1599316.80   | 0.12%             |  |  |  | Yes           |                  2 | On Loan: No      |
| SANTANDER BANK, N.A.                                                                           | SANTANDER BANK AUTO CREDIT LINKED NOTES SERIES 202 | CUSIP: 80290CBJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     20052 | PA      | $20107.86     | 0.00%             | 2032-12-15      | Fixed         | 11.37%                | Yes           |                  2 | On Loan: No      |
| CITGO PETROLEUM CORPORATION                                                                    | CITGO PETROLEUM CORP                               | CUSIP: 17302XAN6<br>LEI: YX52P86PXMLYDOTUQ225 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1040314.47   | 0.08%             | 2029-01-15      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| METROPOLITAN LIFE INSURANCE COMPANY                                                            | METROPOLITAN LIFE INSURANCE CO                     | CUSIP: 592173AE8<br>LEI: 549300H7EXFMRS487544 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1262333.65   | 0.10%             | 2025-11-01      | Fixed         | 7.80%                 | Yes           |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST                                                          | WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2023 4       | CUSIP: 96041AAN6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2625000 | PA      | $2718254.75   | 0.21%             | 2029-07-16      | Fixed         | 7.19%                 | Yes           |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                                                                  | GOLDMAN SACHS GROUP INC THE                        | CUSIP: 38141GC77<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1008296.90   | 0.08%             | 2028-04-23      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING, LLC                                                          | CHARTER COMMUNICATIONS OPERATING LLC               | CUSIP: 161175CQ5<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1047057.09   | 0.08%             | 2029-06-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| FARM CREDIT BANK OF TEXAS                                                                      | FARM CREDIT BANK OF TEXAS                          | CUSIP: 30767EAD1<br>LEI: V1EBJIOLRNYDHDF63Z33 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3985404.90   | 0.31%             | 2199-12-31      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| TRILLIUM CREDIT CARD TRUST II                                                                  | TRILLIUM CREDIT CARD TRUST II                      | CUSIP: 89621ABN8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1008084.39   | 0.08%             | 2031-03-26      | Fixed         | 5.23%                 | Yes           |                  2 | On Loan: No      |
| SECURITIZED TERM AUTO RECEIVABLES TRUST                                                        | SECURITIZED TERM AUTO RECEIVABLES TRUST 2025 B     | CUSIP: 81378WAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1470000 | PA      | $1474319.83   | 0.11%             | 2032-12-29      | Fixed         | 5.46%                 | Yes           |                  2 | On Loan: No      |
| CBRE SERVICES, INC.                                                                            | CBRE SERVICES INC                                  | CUSIP: 12505BAJ9<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2008351.16   | 0.16%             | 2030-06-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| PVH CORP.                                                                                      | PVH CORP                                           | CUSIP: 693656AC4<br>LEI: 123WALMHY1GZXG2YDL90 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2000150.99   | 0.16%             | 2025-07-10      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING LLC                                                                 | ENTERPRISE FLEET FINANCING 2022 4 LLC              | CUSIP: 29374GAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1012860.63   | 0.08%             | 2029-10-22      | Fixed         | 6.35%                 | Yes           |                  2 | On Loan: No      |
| UNITED AIRLINES, INC.                                                                          | UNITED AIRLINES INC                                | CUSIP: 90932LAG2<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1737559.80   | 0.13%             | 2026-04-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST                                                          | WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2025 1       | CUSIP: 96043VAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $504615.46    | 0.04%             | 2030-10-15      | Fixed         | 5.14%                 | Yes           |                  2 | On Loan: No      |
| VERIZON MASTER TRUST                                                                           | VERIZON MASTER TRUST                               | CUSIP: 92348KDU4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1516467.84   | 0.12%             | 2031-01-21      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| GLS AUTO RECEIVABLES TRUST                                                                     | GLS AUTO RECEIVABLES ISSUER TRUST 2021 3           | CUSIP: 36263LAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1967104.77   | 0.15%             | 2028-10-16      | Fixed         | 3.20%                 | Yes           |                  2 | On Loan: No      |
| WINGSPIRE EQUIPMENT FINANCE LLC                                                                | WINGSPIRE EQUIPMENT FINANCE 2024 1 LLC             | CUSIP: 97415AAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    583579 | PA      | $584139.91    | 0.05%             | 2032-09-20      | Fixed         | 5.28%                 | Yes           |                  2 | On Loan: No      |
| DRIVETIME AUTO OWNER TRUST                                                                     | DT AUTO OWNER TRUST 2021 2                         | CUSIP: 23345EAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2500000 | PA      | $2487718.85   | 0.19%             | 2028-07-17      | Fixed         | 2.97%                 | Yes           |                  2 | On Loan: No      |
| LG ENERGY SOLUTION, LTD.                                                                       | LG ENERGY SOLUTION LTD                             | CUSIP: 50205MAC3<br>LEI: 988400QX6P286XA6ZS85 | Long             | DBT              | CORP              | KR        |    952000 | PA      | $960890.34    | 0.07%             | 2027-07-02      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| CREDIT ACCEPTANCE AUTO LOAN TRUST                                                              | CREDIT ACCEPTANCE AUTO LOAN TRUST 2023 2           | CUSIP: 22537EAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1025634.83   | 0.08%             | 2033-09-15      | Fixed         | 7.15%                 | Yes           |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                                   | BARCLAYS PLC                                       | CUSIP: 06738ECC7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | RF                | GB        |   1000000 | PA      | $1008310.00   | 0.08%             | 2026-11-02      | Fixed         | 7.33%                 | No            |                  2 | On Loan: No      |
| VERIZON MASTER TRUST                                                                           | VERIZON MASTER TRUST                               | CUSIP: 92348KCT8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    417000 | PA      | $424525.16    | 0.03%             | 2030-04-22      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| CHESAPEAKE FUNDING LLC                                                                         | CHESAPEAKE FUNDING II LLC                          | CUSIP: 165183CX0<br>LEI: 549300LG5AUFDML64706 | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $201603.25    | 0.02%             | 2035-05-15      | Fixed         | 6.07%                 | Yes           |                  2 | On Loan: No      |
| ASPEN INSURANCE HOLDINGS LIMITED                                                               | ASPEN INSURANCE HOLDINGS LTD                       | CUSIP: 04530DAE2<br>LEI: 549300YX6HECG9XQCQ75 | Long             | DBT              | CORP              | BM        |    606000 | PA      | $616076.99    | 0.05%             | 2030-07-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HIKMA FINANCE USA LLC                                                                          | HIKMA FINANCE USA LLC                              | CUSIP: N/A<br>LEI: 213800BU7YH2WTM1QL87       | Long             | DBT              | CORP              | US        |   3400000 | PA      | $3387168.19   | 0.26%             | 2025-07-09      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| MGIC INVESTMENT CORPORATION                                                                    | MGIC INVESTMENT CORP                               | CUSIP: 552848AG8<br>LEI: 254900S8483WM4M98R28 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $999997.13    | 0.08%             | 2028-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST                                                          | WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2025 1       | CUSIP: 96043VAF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    312000 | PA      | $313074.75    | 0.02%             | 2030-09-15      | Fixed         | 4.98%                 | Yes           |                  2 | On Loan: No      |
| SFS AUTO RECEIVABLES SECURITIZATION TRUST                                                      | SFS AUTO RECEIVABLES SECURITIZATION TRUST 2024 1   | CUSIP: 78435VAF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $510105.68    | 0.04%             | 2032-01-20      | Fixed         | 5.51%                 | Yes           |                  2 | On Loan: No      |
| RADIAN GROUP INC.                                                                              | RADIAN GROUP INC                                   | CUSIP: 750236AY7<br>LEI: 54930005OUP720S5U385 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1559260.10   | 0.12%             | 2029-05-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| FCCU AUTO RECEIVABLES TRUST                                                                    | FCCU AUTO RECEIVABLES TRUST 2025 1                 | CUSIP: 31424YAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1012593.05   | 0.08%             | 2031-05-15      | Fixed         | 5.18%                 | Yes           |                  2 | On Loan: No      |
| CARMEL IND WTRWKS REV                                                                          | CITY OF CARMEL IN WATERWORKS REVENUE               | CUSIP: 143321KM8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    225000 | PA      | $227655.58    | 0.02%             | 2028-05-01      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| ESSENT GROUP LTD                                                                               | ESSENT GROUP LTD                                   | CUSIP: 29669JAA7<br>LEI: 254900QUO860OUT6ZF83 | Long             | DBT              | CORP              | BM        |   2000000 | PA      | $2071283.83   | 0.16%             | 2029-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FMC CORPORATION                                                                                | FMC CORP                                           | CUSIP: 34410WUH3<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | STIV             | CORP              | US        |   1000000 | PA      | $997557.70    | 0.08%             |  |  |  | Yes           |                  2 | On Loan: No      |
| GECU AUTO RECEIVABLES TRUST                                                                    | GECU AUTO RECEIVABLES TRUST 2023 1                 | CUSIP: 36169EAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $259369.71    | 0.02%             | 2030-04-15      | Fixed         | 6.33%                 | Yes           |                  2 | On Loan: No      |
| PEACEHEALTH                                                                                    | PEACEHEALTH OBLIGATED GROUP                        | CUSIP: 70462GAB4<br>LEI: PLDU35L52IYZUL5SMS69 | Long             | DBT              | CORP              | US        |   3250000 | PA      | $3203288.70   | 0.25%             | 2025-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| GLS AUTO RECEIVABLES TRUST                                                                     | GLS AUTO RECEIVABLES ISSUER TRUST 2023 1           | CUSIP: 36266XAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    750000 | PA      | $766662.49    | 0.06%             | 2029-01-16      | Fixed         | 7.01%                 | Yes           |                  2 | On Loan: No      |
| HILCORP ENERGY I, L.P.                                                                         | HILCORP ENERGY I LP HILCORP FINANCE CO             | CUSIP: 431318AY0<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |   1667000 | PA      | $1623642.40   | 0.13%             | 2030-04-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                                          | WELLS FARGO COMPANY                                | CUSIP: 949746TD3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   5100000 | PA      | $5053700.06   | 0.39%             | 2199-12-31      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| PRA GROUP, INC.                                                                                | PRA GROUP INC                                      | CUSIP: 69354NAE6<br>LEI: 549300Q5HW3JSSB86K27 | Long             | DBT              | CORP              | US        |    944000 | PA      | $969015.03    | 0.08%             | 2028-02-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| JDE Peet's N.V.                                                                                | JDE PEET S NV                                      | CUSIP: 47216QAC7<br>LEI: 724500EHG519SE5ZRT89 | Long             | DBT              | CORP              | NL        |   1135000 | PA      | $967653.73    | 0.08%             | 2031-09-24      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| SAN FRANCISCO CALIF CITY & CNTY REDEV AGY SUCCESSOR AGY TAX ALLOCATION                         | SAN FRANCISCO CITY COUNTY REDEVELOPMENT AGENCY S   | CUSIP: 79770GKB1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1240000 | PA      | $1240255.62   | 0.10%             | 2025-08-01      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| DLLAD LLC                                                                                      | DLLAD 2024 1 LLC                                   | CUSIP: 23346MAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    644898 | PA      | $666452.33    | 0.05%             | 2031-09-22      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                                       | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 38384PYV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1486439 | PA      | $1483053.72   | 0.12%             | 2064-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                       | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 38384KED9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    942873 | PA      | $939418.99    | 0.07%             | 2053-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING, LLC                                                          | CHARTER COMMUNICATIONS OPERATING LLC CHARTER COM   | CUSIP: 161175AY0<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |   1929000 | PA      | $1928795.29   | 0.15%             | 2025-07-23      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| PROVIDENCE R I REDEV AGY SPL OBLIG                                                             | PROVIDENCE RI REDEV AGY SPL OBOBLIG                | CUSIP: 74381XAA9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    210000 | PA      | $206392.56    | 0.02%             | 2026-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UNITED AUTO CREDIT SECURITIZATION TRUST                                                        | UNITED AUTO CREDIT SECURITIZATION TRUST 2024 1     | CUSIP: 90945DAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1077886 | PA      | $1079952.68   | 0.08%             | 2027-06-10      | Fixed         | 6.57%                 | Yes           |                  2 | On Loan: No      |
| TRILLIUM CREDIT CARD TRUST II                                                                  | TRILLIUM CREDIT CARD TRUST II                      | CUSIP: 89621ACB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    560000 | PA      | $561336.90    | 0.04%             | 2028-12-27      | Fixed         | 5.99%                 | Yes           |                  2 | On Loan: No      |
| CNO GLOBAL FUNDING                                                                             | CNO GLOBAL FUNDING                                 | CUSIP: 18977W2F6<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |    651000 | PA      | $658283.96    | 0.05%             | 2029-09-09      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| AMUR EQUIPMENT FINANCE RECEIVABLES LLC                                                         | AMUR EQUIPMENT FINANCE RECEIVABLES XV LLC          | CUSIP: 03237FAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1015814.82   | 0.08%             | 2032-01-20      | Fixed         | 5.39%                 | Yes           |                  2 | On Loan: No      |
| FOURSIGHT CAPITAL AUTOMOBILE RECEIVABLES TRUST                                                 | FOURSIGHT CAPITAL AUTOMOBILE RECEIVABLES TRUST 202 | CUSIP: 35105NAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    626000 | PA      | $626641.76    | 0.05%             | 2028-03-15      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| CHARLES RIVER LABORATORIES INTERNATIONAL, INC.                                                 | CHARLES RIVER LABORATORIES INTERNATIONAL INC       | CUSIP: 159864AE7<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2910144.61   | 0.23%             | 2028-05-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST                                                   | AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST       | CUSIP: 02582JKH2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $2038985.92   | 0.16%             | 2029-04-16      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| HEALTH CARE SERVICE CORP MUT LEG RES CO                                                        | HEALTH CARE SERVICE CORP A MUTUAL LEGAL RESERVE CO | CUSIP: 42218SAK4<br>LEI: 549300TMJ1FKCKECR148 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2040597.29   | 0.16%             | 2029-06-15      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| ALLY AUTO RECEIVABLES TRUST                                                                    | ALLY AUTO RECEIVABLES TRUST 2023 1                 | CUSIP: 02007WAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    422000 | PA      | $433881.75    | 0.03%             | 2034-04-15      | Fixed         | 6.74%                 | Yes           |                  2 | On Loan: No      |
| CROWN CASTLE INC.                                                                              | CROWN CASTLE INTL CORP                             | CUSIP: 22823PUN1<br>LEI: 54930012H97VSM0I2R19 | Long             | STIV             | CORP              | US        |    300000 | PA      | $299081.94    | 0.02%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                                       | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 38384YNM9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1417723 | PA      | $1400580.95   | 0.11%             | 2062-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO RECEIVABLES TRUST                                                                 | HYUNDAI AUTO RECEIVABLES TRUST 2024 C              | CUSIP: 448976AF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    471000 | PA      | $475082.85    | 0.04%             | 2031-01-15      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| AMERICAN HERITAGE AUTO RECEIVABLES TRUST                                                       | AMERICAN HERITAGE AUTO RECEIVABLES TRUST 2024 1    | CUSIP: 026944AE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    333333 | PA      | $338513.38    | 0.03%             | 2030-09-16      | Fixed         | 5.32%                 | Yes           |                  2 | On Loan: No      |
| SCF EQUIPMENT LEASING LLC                                                                      | SCF EQUIPMENT TRUST 2016 1 LLC                     | CUSIP: 78437DAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1250000 | PA      | $1275265.80   | 0.10%             | 2034-09-20      | Fixed         | 5.23%                 | Yes           |                  2 | On Loan: No      |
| ZAYO ISSUER, LLC                                                                               | ZAYO ISSUER LLC                                    | CUSIP: 98919WAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1026953.70   | 0.08%             | 2055-06-20      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| NMEF FUNDING LLC                                                                               | NMEF FUNDING 2022 A LLC                            | CUSIP: 62920KAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     73277 | PA      | $73213.94     | 0.01%             | 2028-10-16      | Fixed         | 3.35%                 | Yes           |                  2 | On Loan: No      |
| INTERNATIONAL GAME TECHNOLOGY PLC                                                              | INTERNATIONAL GAME TECHNOLOGY PLC                  | CUSIP: 460599AF0<br>LEI: 549300UQ6KHRCZDRGZ76 | Long             | DBT              | CORP              | GB        |   2999000 | PA      | $2999000.00   | 0.23%             | 2026-04-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| SYNOVUS FINANCIAL CORP.                                                                        | SYNOVUS FINANCIAL CORP                             | CUSIP: 87161CAM7<br>LEI: 549300EIUS8UN5JTLE54 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1539284.66   | 0.12%             | 2029-02-07      | Fixed         | 7.54%                 | No            |                  2 | On Loan: No      |
| BANQUE CANADIENNE IMPERIALE DE COMMERCE                                                        | CANADIAN IMPERIAL BANK OF COMMERCE                 | CUSIP: 13607PH98<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   1500000 | PA      | $1515886.28   | 0.12%             | 2029-03-30      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| VANTAGE DATA CENTERS ISSUER LLC                                                                | VANTAGE DATA CENTERS LLC                           | CUSIP: 92212KAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $992546.96    | 0.08%             | 2045-09-15      | Fixed         | 1.65%                 | Yes           |                  2 | On Loan: No      |
| GREATAMERICA LEASING RECEIVABLES FUNDING, L.L.C.                                               | GREATAMERICA LEASING RECEIVABLES FUNDING LLC       | CUSIP: 39154GAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1999318.90   | 0.16%             | 2032-01-15      | Fixed         | 4.77%                 | Yes           |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY, INC.                                                         | GENERAL MOTORS FINANCIAL CO INC                    | CUSIP: 37045XEX0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1014690.00   | 0.08%             | 2027-07-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| CREDIT ACCEPTANCE AUTO LOAN TRUST                                                              | CREDIT ACCEPTANCE AUTO LOAN TRUST 2025 1           | CUSIP: 22536KAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1021085.32   | 0.08%             | 2035-07-16      | Fixed         | 5.71%                 | Yes           |                  2 | On Loan: No      |
| WEIR GROUP PLC(THE)                                                                            | WEIR GROUP PLC THE                                 | CUSIP: 94876QAA4<br>LEI: 549300KDR56WHY9I3D10 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $487338.68    | 0.04%             | 2026-05-13      | Fixed         | 2.20%                 | Yes           |                  2 | On Loan: No      |
| AIR LEASE CORPORATION                                                                          | AIR LEASE CORP                                     | CUSIP: 00913WUJ2<br>LEI: 5493004NW4M4P8TMMK63 | Long             | STIV             | CORP              | US        |   6600000 | PA      | $6584200.26   | 0.51%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                                       | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 38384BM40<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    853446 | PA      | $859788.42    | 0.07%             | 2046-01-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WHEELS FLEET LEASE FUNDING LLC                                                                 | WHEELS FLEET LEASE FUNDING 1 LLC                   | CUSIP: 96328GAS6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    450184 | PA      | $453255.92    | 0.04%             | 2038-04-18      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| COTY INC.                                                                                      | COTY INC HFC PRESTIGE PRODUCTS INC                 | CUSIP: 222070AG9<br>LEI: 549300BO9IWPF3S48F93 | Long             | DBT              | CORP              | US        |    500000 | PA      | $488793.54    | 0.04%             | 2029-01-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| JH NORTH AMERICA HOLDINGS INC.                                                                 | JH NORTH AMERICA HOLDINGS INC                      | CUSIP: 46593WAA3<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |    375000 | PA      | $378284.27    | 0.03%             | 2031-01-31      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| NMEF FUNDING LLC                                                                               | NMEF FUNDING 2025 A LLC                            | CUSIP: 62919VAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1890909 | PA      | $1905985.43   | 0.15%             | 2032-04-25      | Fixed         | 5.18%                 | Yes           |                  2 | On Loan: No      |
| ESSEX PORTFOLIO, L.P.                                                                          | ESSEX PORTFOLIO LP                                 | CUSIP: 29717PAY3<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |    500000 | PA      | $466042.23    | 0.04%             | 2028-03-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| ROCKET MORTGAGE, LLC                                                                           | ROCKET MORTGAGE LLC ROCKET MORTGAGE CO ISSUER IN   | CUSIP: 77313LAA1<br>LEI: 549300FGXN1K3HLB1R50 | Long             | DBT              | CORP              | US        |   2855000 | PA      | $2785419.47   | 0.22%             | 2026-10-15      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| Smithfield Foods, Inc.                                                                         | SMITHFIELD FOODS INC                               | CUSIP: 832248AZ1<br>LEI: CVTIPZRZJC0JQEZLL598 | Long             | DBT              | CORP              | US        |   1138000 | PA      | $1127804.56   | 0.09%             | 2027-02-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| POST ROAD EQUIPMENT FINANCE LLC                                                                | POST ROAD EQUIPMENT FINANCE 2025 1 LLC             | CUSIP: 73747LAF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    941000 | PA      | $954048.56    | 0.07%             | 2032-05-17      | Fixed         | 8.58%                 | Yes           |                  2 | On Loan: No      |
| FCCU AUTO RECEIVABLES TRUST                                                                    | FCCU AUTO RECEIVABLES TRUST 2025 1                 | CUSIP: 31424YAF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    342000 | PA      | $347796.52    | 0.03%             | 2031-12-15      | Fixed         | 5.61%                 | Yes           |                  2 | On Loan: No      |
| APA CORPORATION                                                                                | APA CORP                                           | CUSIP: 03743QAE8<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |    750000 | PA      | $805961.99    | 0.06%             | 2029-12-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| CHESAPEAKE FUNDING LLC                                                                         | CHESAPEAKE FUNDING II LLC                          | CUSIP: 165183CW2<br>LEI: 549300LG5AUFDML64706 | Long             | ABS-MBS          | CORP              | US        |    176000 | PA      | $176703.87    | 0.01%             | 2035-05-15      | Fixed         | 5.59%                 | Yes           |                  2 | On Loan: No      |
| HPEFS EQUIPMENT TRUST                                                                          | HPEFS EQUIPMENT TRUST                              | CUSIP: 40444MAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    714286 | PA      | $722537.21    | 0.06%             | 2032-04-20      | Fixed         | 5.82%                 | Yes           |                  2 | On Loan: No      |
| DLLAD LLC                                                                                      | DLLAD 2024 1 LLC                                   | CUSIP: 23346MAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1019739.57   | 0.08%             | 2029-07-20      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| TESLA AUTO LEASE TRUST                                                                         | TESLA AUTO LEASE TRUST 2023 A                      | CUSIP: 88167PAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1502165.64   | 0.12%             | 2027-07-20      | Fixed         | 6.41%                 | Yes           |                  2 | On Loan: No      |
| CANADIAN NATURAL RESOURCES LIMITED                                                             | CANADIAN NAT RES                                   | CUSIP: 13638WUF7<br>LEI: 549300T15RIMIKZC5Q38 | Long             | STIV             | CORP              | CA        |   9500000 | PA      | $9480449.00   | 0.74%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Highwoods Realty Limited Partnership                                                           | HIGHWOODS REALTY LP                                | CUSIP: 431282AQ5<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              | CORP              | US        |    500000 | PA      | $489965.00    | 0.04%             | 2028-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS EDL FING AUTH ED LN REV                                                          | MASSACHUSETTS EDUCATIONAL FINANCING AUTHORITY      | CUSIP: 57563RUE7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    940000 | PA      | $960862.27    | 0.07%             | 2035-07-01      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI SELECT AUTO TRUST                                                                   | WORLD OMNI SELECT AUTO TRUST 2023 A                | CUSIP: 98163UAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1250000 | PA      | $1264290.01   | 0.10%             | 2029-01-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UNITI FIBER ABS ISSUER LLC                                                                     | UNITI FIBER ABS ISSUER LLC                         | CUSIP: 91326EAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2917000 | PA      | $2947764.51   | 0.23%             | 2055-04-20      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| OCCU AUTO RECEIVABLES TRUST                                                                    | OCCU AUTO RECEIVABLES TRUST 2022 1                 | CUSIP: 67115YAF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $517477.24    | 0.04%             | 2029-11-15      | Fixed         | 6.52%                 | Yes           |                  2 | On Loan: No      |
| NXP B.V.                                                                                       | NXP BV NXP FUNDING LLC                             | CUSIP: 62947QBB3<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | NL        |   2500000 | PA      | $2507473.87   | 0.19%             | 2026-03-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| FIRSTKEY HOMES TRUST                                                                           | FIRSTKEY HOMES 2020 SFR1 TRUST                     | CUSIP: 33768JBM2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $967887.90    | 0.08%             | 2038-12-17      | Fixed         | 2.44%                 | Yes           |                  2 | On Loan: No      |
| VB-S1 ISSUER, LLC                                                                              | VB S1 ISSUER LLC VBTEL                             | CUSIP: 91823ABC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1455000 | PA      | $1473736.18   | 0.11%             | 2054-05-15      | Fixed         | 5.59%                 | Yes           |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING LLC                                                                 | ENTERPRISE FLEET FINANCING 2022 2 LLC              | CUSIP: 29374JAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6737 | PA      | $6732.51      | 0.00%             | 2029-05-21      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| POST ROAD EQUIPMENT FINANCE LLC                                                                | POST ROAD EQUIPMENT FINANCE 2025 1 LLC             | CUSIP: 73747LAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1120000 | PA      | $1128880.38   | 0.09%             | 2031-05-15      | Fixed         | 6.79%                 | Yes           |                  2 | On Loan: No      |
| AVENTURA MALL VENTURE                                                                          | AVENTURA MALL TRUST                                | CUSIP: 05359AAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $965689.33    | 0.07%             | 2040-07-05      | Variable      | 4.11%                 | Yes           |                  2 | On Loan: No      |
| USB AUTO OWNER TRUST                                                                           | USB AUTO OWNER TRUST 2025 1                        | CUSIP: 90367VAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    933000 | PA      | $941810.94    | 0.07%             | 2032-12-15      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| CNO GLOBAL FUNDING                                                                             | CNO GLOBAL FUNDING                                 | CUSIP: 18977W2D1<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1026954.13   | 0.08%             | 2027-06-04      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST                                                          | WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2021 3       | CUSIP: 96043JAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    530383 | PA      | $527307.63    | 0.04%             | 2027-01-15      | Fixed         | 2.12%                 | Yes           |                  2 | On Loan: No      |
| DLLAA LLC                                                                                      | DLLAA 2023 1 LLC                                   | CUSIP: 23292HAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1011674.83   | 0.08%             | 2028-02-22      | Fixed         | 5.64%                 | Yes           |                  2 | On Loan: No      |
| DENTSPLY SIRONA INC.                                                                           | DENTSPLY SIRONA INC                                | CUSIP: 24906PAA7<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | DBT              | CORP              | US        |   2100000 | PA      | $1916565.86   | 0.15%             | 2030-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| DOC DR, LLC                                                                                    | PHYSICIANS REALTY LP                               | CUSIP: 71951QAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    750000 | PA      | $748503.17    | 0.06%             | 2027-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| VERDANT RECEIVABLES LLC                                                                        | VERDANT RECEIVABLES 2023 1 LLC                     | CUSIP: 92339GAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    289436 | PA      | $293860.13    | 0.02%             | 2031-01-13      | Fixed         | 6.24%                 | Yes           |                  2 | On Loan: No      |
| Element Fleet Management Corp.                                                                 | ELEMENT FLEET MANAGEMENT CORP                      | CUSIP: 286181AM4<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $1016503.01   | 0.08%             | 2027-03-13      | Fixed         | 5.64%                 | Yes           |                  2 | On Loan: No      |
| GREENVILLE SPARTANBURG S C ARPT DIST ARPT SYS REV                                              | GREENVILLE SPARTANBURG AIRPORT DISTRICT            | CUSIP: 396613DM0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    350000 | PA      | $352586.07    | 0.03%             | 2027-07-01      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| JAPAN TOBACCO INC.                                                                             | JAPAN TOBACCO INC                                  | CUSIP: 471105AC0<br>LEI: 353800Z0ENYBQO0XRJ31 | Long             | DBT              | CORP              | JP        |   2000000 | PA      | $2029211.69   | 0.16%             | 2028-05-15      | Fixed         | 4.85%                 | Yes           |                  2 | On Loan: No      |
| JONES LANG LASALLE INCORPORATED                                                                | JONES LANG LASALLE INC                             | CUSIP: 48020QAB3<br>LEI: 6SYKCME112RT8TQUO411 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3219735.90   | 0.25%             | 2028-12-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST                                                          | WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2025 P1      | CUSIP: 96043LAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1014300.45   | 0.08%             | 2030-11-15      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| SFS AUTO RECEIVABLES SECURITIZATION TRUST                                                      | SFS AUTO RECEIVABLES SECURITIZATION TRUST 2024 1   | CUSIP: 78435VAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    840000 | PA      | $857007.26    | 0.07%             | 2031-01-21      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| FLUTTER TREASURY DESIGNATED ACTIVITY COMPANY                                                   | FLUTTER TREASURY DAC                               | CUSIP: 344045AB5<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |    133000 | PA      | $134025.53    | 0.01%             | 2031-06-04      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| FLAGSHIP CREDIT AUTO TRUST                                                                     | FLAGSHIP CREDIT AUTO TRUST 2021 4                  | CUSIP: 33845AAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    867380 | PA      | $857829.74    | 0.07%             | 2027-12-15      | Fixed         | 1.96%                 | Yes           |                  2 | On Loan: No      |
| HEALTH CARE SERVICE CORP MUT LEG RES CO                                                        | HEALTH CARE SERVICE CORP A MUTUAL LEGAL RESERVE CO | CUSIP: 42218SAF5<br>LEI: 549300TMJ1FKCKECR148 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $895816.73    | 0.07%             | 2030-06-01      | Fixed         | 2.20%                 | Yes           |                  2 | On Loan: No      |
| SECURITIZED TERM AUTO RECEIVABLES TRUST                                                        | SECURITIZED TERM AUTO RECEIVABLES TRUST            | CUSIP: 81378RAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    541285 | PA      | $544649.62    | 0.04%             | 2031-07-25      | Fixed         | 5.04%                 | Yes           |                  2 | On Loan: No      |
| GECU AUTO RECEIVABLES TRUST                                                                    | GECU AUTO RECEIVABLES TRUST 2023 1                 | CUSIP: 36169EAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1020250.79   | 0.08%             | 2029-10-15      | Fixed         | 5.79%                 | Yes           |                  2 | On Loan: No      |
| MERCHANTS FLEET FUNDING LLC                                                                    | MERCHANTS FLEET FUNDING LLC                        | CUSIP: 588926AJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2467000 | PA      | $2523297.64   | 0.20%             | 2037-04-20      | Fixed         | 6.85%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                                       | U S TREASURY NOTE                                  | CUSIP: 91282CHK0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15000000 | PA      | $15128906.25  | 1.17%             | 2028-06-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MERCHANTS FLEET FUNDING LLC                                                                    | MERCHANTS FLEET FUNDING LLC                        | CUSIP: 588926AH8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $2040120.28   | 0.16%             | 2037-04-20      | Fixed         | 6.18%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137FKWD4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1117790 | PA      | $1110911.23   | 0.09%             | 2026-01-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TRILLIUM CREDIT CARD TRUST II                                                                  | TRILLIUM CREDIT CARD TR                            | CUSIP: 89621ABV0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1002006.48   | 0.08%             | 2028-08-28      | Fixed         | 6.94%                 | Yes           |                  2 | On Loan: No      |
| FCCU AUTO RECEIVABLES TRUST                                                                    | FCCU AUTO RECEIVABLES TRUST 2024 1                 | CUSIP: 30336CAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1212000 | PA      | $1232668.11   | 0.10%             | 2030-04-15      | Fixed         | 5.46%                 | Yes           |                  2 | On Loan: No      |
| MARS, INCORPORATED                                                                             | MARS INC                                           | CUSIP: 571676AW5<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2008316.77   | 0.16%             | 2027-03-01      | Fixed         | 4.45%                 | Yes           |                  2 | On Loan: No      |
| COMERICA INCORPORATED                                                                          | COMERICA INC                                       | CUSIP: 200340AU1<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | DBT              | CORP              | US        |   4615000 | PA      | $4615000.00   | 0.36%             | 2199-12-31      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| BPR TRUST                                                                                      | BPR TRUST 2021 TY                                  | CUSIP: 05592AAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $997886.43    | 0.08%             | 2038-09-15      | Floating      | 5.48%                 | Yes           |                  2 | On Loan: No      |
| BROWN & BROWN, INC.                                                                            | BROWN BROWN INC                                    | CUSIP: 115236AH4<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    500000 | PA      | $501317.50    | 0.04%             | 2026-12-23      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| NSTAR ELECTRIC COMPANY                                                                         | NSTAR ELECTRIC CO                                  | CUSIP: 67021CAX5<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1017200.49   | 0.08%             | 2030-03-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| NUSTAR LOGISTICS, L.P.                                                                         | NUSTAR LOGISTICS LP                                | CUSIP: 67059TAF2<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |    708000 | PA      | $710786.12    | 0.06%             | 2026-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BEAZLEY INSURANCE DESIGNATED ACTIVITY COMPANY                                                  | BEAZLEY INSURANCE DAC                              | CUSIP: N/A<br>LEI: 549300WWULDAFCPEU084       | Long             | DBT              | CORP              | IE        |   3802000 | PA      | $3781110.47   | 0.29%             | 2029-09-10      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCK FINANCE NORTH AMERICA LLC                                                        | DAIMLER TRUCK FINANCE NORTH AMERICA LLC            | CUSIP: 233853AY6<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1014196.43   | 0.08%             | 2027-09-25      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| HPEFS EQUIPMENT TRUST                                                                          | HPEFS EQUIPMENT TRUST 2023 2                       | CUSIP: 44328UAF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $507254.73    | 0.04%             | 2031-07-21      | Fixed         | 6.97%                 | Yes           |                  2 | On Loan: No      |
| WHEELS FLEET LEASE FUNDING LLC                                                                 | WHEELS FLEET LEASE FUNDING 1 LLC                   | CUSIP: 96328GAT4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1009367.72   | 0.08%             | 2038-04-18      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| SHR TRUST                                                                                      | SHR TRUST 2024 LXRY                                | CUSIP: 784234AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    842105 | PA      | $840943.05    | 0.07%             | 2041-10-15      | Floating      | 6.26%                 | Yes           |                  2 | On Loan: No      |
| KUBOTA CREDIT OWNER TRUST                                                                      | KUBOTA CREDIT OWNER TRUST 2024 2                   | CUSIP: 50117DAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    650000 | PA      | $664986.73    | 0.05%             | 2030-05-15      | Fixed         | 5.19%                 | Yes           |                  2 | On Loan: No      |
| ARCH CAPITAL FINANCE LLC                                                                       | ARCH CAPITAL FINANCE LLC                           | CUSIP: 03939CAA1<br>LEI: 549300XG4URFY0200M65 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $995568.11    | 0.08%             | 2026-12-15      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| VORNADO REALTY L.P.                                                                            | VORNADO REALTY LP                                  | CUSIP: 929043AK3<br>LEI: 549300BMOJ05INE4YK86 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1457154.66   | 0.11%             | 2026-06-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                                                         | STANDARD CHARTERED PLC                             | CUSIP: 853254BT6<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   3000000 | PA      | $3001210.81   | 0.23%             | 2199-12-31      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| CMS ENERGY CORPORATION                                                                         | CMS ENERGY CORP                                    | CUSIP: 125896BU3<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1208564.89   | 0.09%             | 2050-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SANTANDER BANK, N.A.                                                                           | SANTANDER BANK AUTO CREDIT LINKED NOTES SERIES 202 | CUSIP: 80290CBW3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    135076 | PA      | $135566.38    | 0.01%             | 2033-06-15      | Fixed         | 7.08%                 | Yes           |                  2 | On Loan: No      |
| PENFED AUTO RECEIVABLES OWNER TRUST                                                            | PENFED AUTO RECEIVABLES OWNER TRUST 2022 A         | CUSIP: 706874AD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    514845 | PA      | $514244.33    | 0.04%             | 2028-12-15      | Fixed         | 4.18%                 | Yes           |                  2 | On Loan: No      |
| Essential Utilities, Inc.                                                                      | ESSENTIAL UTILITIES INC                            | CUSIP: 29670GAJ1<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1516440.85   | 0.12%             | 2027-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| TRILLIUM CREDIT CARD TRUST II                                                                  | TRILLIUM CREDIT CARD TRUST II                      | CUSIP: 89621ABP3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    375000 | PA      | $383253.90    | 0.03%             | 2031-03-26      | Fixed         | 6.06%                 | Yes           |                  2 | On Loan: No      |
| CARS DB                                                                                        | CAPITAL AUTOMOTIVE REIT                            | CUSIP: 12510HAZ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    732449 | PA      | $710018.30    | 0.06%             | 2054-10-15      | Fixed         | 4.40%                 | Yes           |                  2 | On Loan: No      |
| WHEELS FLEET LEASE FUNDING LLC                                                                 | WHEELS FLEET LEASE FUNDING 1 LLC                   | CUSIP: 96328GBK2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    911000 | PA      | $947267.24    | 0.07%             | 2038-08-18      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| PEAC SOLUTIONS RECEIVABLES                                                                     | PEAC SOLUTIONS RECEIVABLES 2025 1 LLC              | CUSIP: 69392HAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1200000 | PA      | $1206352.77   | 0.09%             | 2032-07-20      | Fixed         | 5.49%                 | Yes           |                  2 | On Loan: No      |
| EXPAND ENERGY CORPORATION                                                                      | SOUTHWESTERN ENERGY CO                             | CUSIP: 845467AR0<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    677000 | PA      | $677891.22    | 0.05%             | 2029-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                                          | ATHENE GLOBAL FUNDING                              | CUSIP: 04685A4E8<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2013413.49   | 0.16%             | 2027-01-07      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| SBA TOWER TRUST                                                                                | SBA TOWER TRUST                                    | CUSIP: 78403DBD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2002090.00   | 0.16%             | 2029-10-15      | Fixed         | 4.83%                 | Yes           |                  2 | On Loan: No      |
| LINEAGE OP, LP                                                                                 | LINEAGE OP LP                                      | CUSIP: 53567YAA7<br>LEI: 254900CSRDL1G4SRQE89 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1509279.64   | 0.12%             | 2030-07-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| TAPESTRY, INC.                                                                                 | TAPESTRY INC                                       | CUSIP: 876030AK3<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1013093.31   | 0.08%             | 2030-03-11      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| BIMBO BAKERIES USA, INC.                                                                       | BIMBO BAKERIES USA INC                             | CUSIP: 09031WAC7<br>LEI: 549300HOXXHHT7926W92 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1045492.00   | 0.08%             | 2029-01-15      | Fixed         | 6.05%                 | Yes           |                  2 | On Loan: No      |
| OCCU AUTO RECEIVABLES TRUST                                                                    | OCCU AUTO RECEIVABLES TRUST 2023 1                 | CUSIP: 674921AG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1052390.08   | 0.08%             | 2031-12-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| CVS HEALTH CORPORATION                                                                         | CVS CORP                                           | CUSIP: 12665JUB3<br>LEI: 549300EJG376EN5NQE29 | Long             | STIV             | CORP              | US        |   2200000 | PA      | $2196713.64   | 0.17%             |  |  |  | Yes           |                  2 | On Loan: No      |
| DTE ENERGY COMPANY                                                                             | DTE ENERGY CO                                      | CUSIP: 233331BM8<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1011878.70   | 0.08%             | 2027-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL FLAVORS & FRAGRANCES INC.                                                        | INTERNATIONAL FLAVORS FRAGRANCES INC               | CUSIP: 459506AN1<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |   5810000 | PA      | $5754248.17   | 0.45%             | 2025-10-01      | Fixed         | 1.23%                 | Yes           |                  2 | On Loan: No      |
| GUADALUPE VALLEY ELECTRIC COOPERATIVE, INC.                                                    | GUADALUPE VAL ELEC                                 | CUSIP: 40064AV60<br>LEI: TBXDF1BZ4WKPIZYR5I09 | Long             | STIV             | CORP              | US        |   2400000 | PA      | $2387976.00   | 0.19%             |  |  |  | Yes           |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING LLC                                                                 | ENTERPRISE FLEET FINANCING 2025 2 LLC              | CUSIP: 29375TAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1008512.50   | 0.08%             | 2031-12-22      | Fixed         | 5.33%                 | Yes           |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                                   | BARCLAYS PLC                                       | CUSIP: 06738ECT0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | RF                | GB        |   1000000 | PA      | $1007527.31   | 0.08%             | 2028-09-10      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| GLS AUTO SELECT RECEIVABLES TRUST                                                              | GLS AUTO SELECT RECEIVABLES TRUST 2025 1           | CUSIP: 36271FAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1083000 | PA      | $1094295.38   | 0.08%             | 2031-03-15      | Fixed         | 5.26%                 | Yes           |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT COMPANY                                                                  | FLORIDA POWER LIGHT CO                             | CUSIP: 341081GK7<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1024576.39   | 0.08%             | 2028-04-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| GRANITE PARK EQUIPMENT LEASING LLC                                                             | GRANITE PARK EQUIPMENT LEASING 2023 1 LLC          | CUSIP: 387422AE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    300000 | PA      | $315373.69    | 0.02%             | 2033-08-22      | Fixed         | 6.97%                 | Yes           |                  2 | On Loan: No      |
| EQM MIDSTREAM PARTNERS, LP                                                                     | EQM MIDSTREAM PARTNERS LP                          | CUSIP: 26885BAH3<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |   1375000 | PA      | $1404107.10   | 0.11%             | 2027-07-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| GLS AUTO RECEIVABLES TRUST                                                                     | GLS AUTO RECEIVABLES ISSUER TRUST 2025 1           | CUSIP: 36271KAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $3017601.95   | 0.23%             | 2030-11-15      | Fixed         | 5.07%                 | Yes           |                  2 | On Loan: No      |
| MERCHANTS FLEET FUNDING LLC                                                                    | MERCHANTS FLEET FUNDING LLC                        | CUSIP: 588926AG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1520441.90   | 0.12%             | 2037-04-20      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| AMCOR GROUP FINANCE PLC                                                                        | AMCOR GROUP FINANCE PLC                            | CUSIP: 02344BAA4<br>LEI: 2549008XHB8M1L64J275 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $1028505.01   | 0.08%             | 2029-05-23      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA INFRASTRUCTURE & ECONOMIC DEV BK REV                                                | CALIFORNIA INFRASTRUCTURE ECONOMIC DEVELOPMENT B   | CUSIP: 13034A5P1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1025319.21   | 0.08%             | 2031-07-01      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| POST ROAD EQUIPMENT FINANCE LLC                                                                | POST ROAD EQUIPMENT FINANCE 2024 1 LLC             | CUSIP: 737473AC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    564000 | PA      | $570660.66    | 0.04%             | 2030-10-15      | Fixed         | 5.58%                 | Yes           |                  2 | On Loan: No      |
| CALIFORNIA INFRASTRUCTURE & ECONOMIC DEV BK REV                                                | CALIFORNIA INFRASTRUCTURE ECONOMIC DEVELOPMENT B   | CUSIP: 13034A5N6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1024272.61   | 0.08%             | 2030-07-01      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| HUDSON YARDS MORTGAGE TRUST                                                                    | HUDSON YARDS 2025 SPRL MORTGAGE TRUST              | CUSIP: 44855PAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    663000 | PA      | $682973.31    | 0.05%             | 2040-01-13      | Fixed         | 5.47%                 | Yes           |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST                                                                   | FORD CREDIT AUTO OWNER TRUST 2023 REV1             | CUSIP: 34535QAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    822000 | PA      | $837814.28    | 0.06%             | 2035-08-15      | Fixed         | 5.29%                 | Yes           |                  2 | On Loan: No      |
| LOBEL AUTOMOBILE RECEIVABLES TRUST                                                             | LOBEL AUTOMOBILE RECEIVABLES TRUST 2025 1          | CUSIP: 53948RAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1750000 | PA      | $1777158.51   | 0.14%             | 2030-02-15      | Fixed         | 6.19%                 | Yes           |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST                                                                     | LAD AUTO RECEIVABLES TRUST 2021 1                  | CUSIP: 501683AC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    264376 | PA      | $263671.80    | 0.02%             | 2027-04-15      | Fixed         | 2.35%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL REALTY OP LP                                                                           | FEDERAL REALTY OP LP                               | CUSIP: 313747BC0<br>LEI: 549300LI6XZ51GOCJ427 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2049852.69   | 0.16%             | 2028-05-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| VERDANT RECEIVABLES LLC                                                                        | VERDANT RECEIVABLES 2025 1 LLC                     | CUSIP: 92340GAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    522000 | PA      | $528092.57    | 0.04%             | 2033-05-12      | Fixed         | 4.96%                 | Yes           |                  2 | On Loan: No      |
| WISCONSIN ELECTRIC POWER COMPANY                                                               | WISCONSIN ELECTRIC POWER CO                        | CUSIP: 976656CQ9<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2052188.22   | 0.16%             | 2029-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| COLORADO HEALTH FACS AUTH REV                                                                  | COLORADO HEALTH FACILITIES AUTHORITY               | CUSIP: 19648FRX4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    305000 | PA      | $297093.23    | 0.02%             | 2026-12-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CREDIT INCOME CORP.                                                                   | BLUE OWL CREDIT INCOME                             | CUSIP: 69120VAP6<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1048480.09   | 0.08%             | 2027-09-16      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| EVERGREEN CREDIT CARD TRUST                                                                    | EVERGREEN CREDIT CARD TRUST                        | CUSIP: 30023JCT3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    452000 | PA      | $454251.86    | 0.04%             | 2028-10-16      | Fixed         | 5.64%                 | Yes           |                  2 | On Loan: No      |
| DELTA AIR LINES, INC.                                                                          | SKYMILES IP LTD                                    | CUSIP: 24736CBS2<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | LON              | CORP              | KY        |    459938 | PA      | $462182.46    | 0.04%             | 2027-10-20      | Floating      | 8.02%                 | No            |                  2 | On Loan: No      |
| NMI HOLDINGS, INC.                                                                             | NMI HOLDINGS INC                                   | CUSIP: 629209AC1<br>LEI: 529900KNNGFXJX1C3Z08 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2055941.86   | 0.16%             | 2029-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SANTANDER BANK, N.A.                                                                           | SANTANDER BANK AUTO CREDIT LINKED NOTES SERIES 202 | CUSIP: 80290CCC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    329788 | PA      | $332870.76    | 0.03%             | 2033-12-15      | Fixed         | 5.93%                 | Yes           |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY COMPANY LLC                                                            | ONCOR ELECTRIC DELIVERY CO LLC                     | CUSIP: 68233JCY8<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1508055.45   | 0.12%             | 2027-03-20      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| GREATAMERICA LEASING RECEIVABLES FUNDING, L.L.C.                                               | GREATAMERICA LEASING RECEIVABLES                   | CUSIP: 39154TCM8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    325000 | PA      | $330295.76    | 0.03%             | 2031-12-15      | Fixed         | 5.43%                 | Yes           |                  2 | On Loan: No      |
| GEORGIA-PACIFIC LLC                                                                            | GEORGIA PACIFIC LLC                                | CUSIP: 37331NAR2<br>LEI: L2EVHWFHVAQK72TMH265 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1005146.79   | 0.08%             | 2028-06-30      | Fixed         | 4.40%                 | Yes           |                  2 | On Loan: No      |
| DLLMT LLC                                                                                      | DLLMT 2023 1 LLC                                   | CUSIP: 232989AD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    571429 | PA      | $579087.60    | 0.04%             | 2031-03-20      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| AFG ABS I, LLC                                                                                 | AFG ABS I LLC                                      | CUSIP: 00111LAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     93796 | PA      | $93971.97     | 0.01%             | 2030-09-16      | Fixed         | 6.30%                 | Yes           |                  2 | On Loan: No      |
| PEAC SOLUTIONS RECEIVABLES                                                                     | PEAC SOLUTIONS RECEIVABLES 2024 1 LLC              | CUSIP: 69433BAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1530280.96   | 0.12%             | 2030-11-20      | Fixed         | 5.64%                 | Yes           |                  2 | On Loan: No      |
| ADVANCE AUTO PARTS, INC.                                                                       | ADVANCE AUTO PARTS INC                             | CUSIP: 00751YAJ5<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1023752.27   | 0.08%             | 2028-03-09      | Fixed         | 5.95%                 | No            |                  2 | On Loan: —       |
| AMERICREDIT AUTOMOBILE RECEIVABLES TRUST                                                       | AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2021 2    | CUSIP: 03066RAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1607807 | PA      | $1592444.08   | 0.12%             | 2027-01-19      | Fixed         | 1.01%                 | No            |                  2 | On Loan: No      |
| MASTER CREDIT CARD TRUST II                                                                    | MASTER CREDIT CARD TRUST II                        | CUSIP: 576339DY8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    840000 | PA      | $842590.15    | 0.07%             | 2028-01-21      | Fixed         | 6.02%                 | Yes           |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAPITAL LLC                                                                     | CNH INDUSTRIAL CAPITAL LLC                         | CUSIP: 12592BAS3<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1020651.28   | 0.08%             | 2029-04-20      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY CORPORATION                                                                      | VALERO ENERGY CORP                                 | CUSIP: 91913YBF6<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2040638.52   | 0.16%             | 2030-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| HA SUSTAINABLE INFRASTRUCTURE CAPITAL, INC.                                                    | HA SUSTAINABLE INFRASTRUCTURE CAPITAL INC          | CUSIP: 40408AAA9<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2023242.96   | 0.16%             | 2031-01-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corporation                                                                   | TRUIST FINANCIAL CORP                              | CUSIP: 89832QAE9<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3991306.50   | 0.31%             | 2199-12-31      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MATTEL, INC.                                                                                   | MATTEL INC                                         | CUSIP: 577081BE1<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |   1393000 | PA      | $1374999.63   | 0.11%             | 2026-04-01      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| DEXT ABS LLC                                                                                   | DEXT ABS 2025 1 LLC                                | CUSIP: 252154AD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1001648.73   | 0.08%             | 2035-08-15      | Fixed         | 4.98%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137HHSN2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3460506 | PA      | $3484394.52   | 0.27%             | 2051-03-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING LLC                                                                 | ENTERPRISE FLEET FINANCING 2022 3 LLC              | CUSIP: 29374FAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1444000 | PA      | $1441569.38   | 0.11%             | 2029-07-20      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| UNITI FIBER ABS ISSUER LLC                                                                     | UNITI FIBER ABS ISSUER LLC                         | CUSIP: 91326EAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    539000 | PA      | $549876.41    | 0.04%             | 2055-04-20      | Fixed         | 6.37%                 | Yes           |                  2 | On Loan: No      |
| MARATHON PETROLEUM CORPORATION                                                                 | MARATHON PETROLEUM CORP                            | CUSIP: 56585ABK7<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1019627.80   | 0.08%             | 2030-03-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| METLIFE, INC.                                                                                  | METLIFE INC                                        | CUSIP: 59156RCA4<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |   5188000 | PA      | $5168584.49   | 0.40%             | 2199-12-31      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| CREDIT ACCEPTANCE AUTO LOAN TRUST                                                              | CREDIT ACCEPTANCE AUTO LOAN TRUST 2023 1           | CUSIP: 224927AE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     25000 | PA      | $25765.17     | 0.00%             | 2033-07-15      | Fixed         | 7.71%                 | Yes           |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST                                                                        | CARMAX AUTO OWNER TRUST 2021 3                     | CUSIP: 14317DAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1370000 | PA      | $1354646.29   | 0.11%             | 2028-01-18      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| MMAF EQUIPMENT FINANCE LLC                                                                     | MMAF EQUIPMENT FINANCE LLC 2021 A                  | CUSIP: 55317JAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1952933.22   | 0.15%             | 2030-11-13      | Fixed         | 1.04%                 | Yes           |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST                                                                     | LAD AUTO RECEIVABLES TRUST 2022 1                  | CUSIP: 501687AB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    800000 | PA      | $803007.87    | 0.06%             | 2027-09-15      | Fixed         | 5.87%                 | Yes           |                  2 | On Loan: No      |
| VIDEOTRON LTEE                                                                                 | VIDEOTRON LTD                                      | CUSIP: 92660FAK0<br>LEI: 549300LW4GNJRBECSD81 | Long             | DBT              | CORP              | CA        |   1500000 | PA      | $1500164.69   | 0.12%             | 2027-04-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| XPO, INC.                                                                                      | XPO INC                                            | CUSIP: 98379KAA0<br>LEI: 54930096DB9LCLPN7H13 | Long             | DBT              | CORP              | US        |   1019000 | PA      | $1033725.70   | 0.08%             | 2028-06-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| DRIVE AUTO RECEIVABLES TRUST                                                                   | DRIVE AUTO RECEIVABLES TRUST 2021 2                | CUSIP: 262104AF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    891907 | PA      | $885031.70    | 0.07%             | 2029-03-15      | Fixed         | 1.39%                 | No            |                  2 | On Loan: No      |
| ENACT HOLDINGS, INC.                                                                           | ENACT HOLDINGS INC                                 | CUSIP: 29249EAA7<br>LEI: 9845003CA5664B741N19 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2594438.00   | 0.20%             | 2029-05-28      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE OWNER TRUST                                                                         | JOHN DEERE OWNER TRUST 2024 B                      | CUSIP: 47786WAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    550000 | PA      | $563178.43    | 0.04%             | 2031-05-15      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| LKQ CORPORATION                                                                                | LKQ CORP                                           | CUSIP: 501889AD1<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | DBT              | CORP              | US        |    500000 | PA      | $515157.55    | 0.04%             | 2028-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORPORATION                                                                       | HYATT HOTELS CORP                                  | CUSIP: 448579AU6<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1010893.19   | 0.08%             | 2028-03-30      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| EVERGREEN CREDIT CARD TRUST                                                                    | EVERGREEN CREDIT CARD TRUST                        | CUSIP: 30023JCS5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    395000 | PA      | $395134.28    | 0.03%             | 2028-10-16      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| F&G GLOBAL FUNDING                                                                             | F G GLOBAL FUNDING                                 | CUSIP: 30321L2G6<br>LEI: 6354009CCUKJIZ7KFX73 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1025286.88   | 0.08%             | 2027-06-10      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                                  | FORD MOTOR CREDIT CO LLC                           | CUSIP: 345397B28<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $993155.34    | 0.08%             | 2025-11-13      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| DELL EQUIPMENT FINANCE TRUST                                                                   | DELL EQUIPMENT FINANCE TRUST 2024 1                | CUSIP: 24702GAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    348000 | PA      | $353159.32    | 0.03%             | 2030-09-23      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                                       | U S TREASURY NOTE                                  | CUSIP: 91282CFP1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4000000 | PA      | $3998593.75   | 0.31%             | 2025-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST                                                            | EXETER AUTOMOBILE RECEIVABLES TRUST 2022 5         | CUSIP: 30167FAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    644017 | PA      | $646206.99    | 0.05%             | 2027-12-15      | Fixed         | 6.51%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                             | ENERGY TRANSFER LP                                 | CUSIP: 29273VAN0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1805000 | PA      | $1813946.88   | 0.14%             | 2199-12-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BLUE BRIDGE FUNDING LLC                                                                        | BLUE BRIDGE FUNDING 2023 1 LLC                     | CUSIP: 09531MAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    309201 | PA      | $312086.92    | 0.02%             | 2030-11-15      | Fixed         | 7.37%                 | Yes           |                  2 | On Loan: No      |
| SANTANDER BANK, N.A.                                                                           | SANTANDER BANK AUTO CREDIT LINKED NOTES SERIES 202 | CUSIP: 80290CAU8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    934216 | PA      | $938687.66    | 0.07%             | 2032-05-15      | Fixed         | 9.96%                 | Yes           |                  2 | On Loan: No      |
| ARI FLEET LEASE TRUST                                                                          | ARI FLEET LEASE TRUST 2025 A                       | CUSIP: 04033CAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1083333 | PA      | $1086268.31   | 0.08%             | 2034-01-17      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| AGCO CORPORATION                                                                               | AGCO CORP                                          | CUSIP: 001084AR3<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1014142.03   | 0.08%             | 2027-03-21      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| MARYLAND ST HEALTH & HIGHER EDL FACS AUTH REV                                                  | MARYLAND HEALTH HIGHER EDUCATIONAL FACILITIES AU   | CUSIP: 57421CDH4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $980260.85    | 0.08%             | 2026-01-01      | Fixed         | 1.89%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                                        | HYUNDAI CAPITAL AMERICA                            | CUSIP: 44891ACU9<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2032789.72   | 0.16%             | 2029-01-08      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| CYRUSONE DATA CENTER ISSUER LLC                                                                | CYRUSONE DATA CENTERS ISSUER I LLC                 | CUSIP: 23284BAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1795918 | PA      | $1832894.40   | 0.14%             | 2050-02-20      | Fixed         | 5.91%                 | Yes           |                  2 | On Loan: No      |
| BX TRUST                                                                                       | BX TRUST 2025 GW                                   | CUSIP: 12433GAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $2002180.72   | 0.16%             | 2042-07-15      | Floating      | 5.90%                 | Yes           |                  2 | On Loan: No      |
| AUXILIOR TERM FUNDING LLC                                                                      | AUXILIOR TERM FUNDING 2024 1 LLC                   | CUSIP: 05335FAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1021210.84   | 0.08%             | 2031-07-15      | Fixed         | 5.49%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN HERITAGE AUTO RECEIVABLES TRUST                                                       | AMERICAN HERITAGE AUTO RECEIVABLES TRUST 2024 1    | CUSIP: 026944AF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    407407 | PA      | $415169.41    | 0.03%             | 2030-12-16      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| NMEF FUNDING LLC                                                                               | NMEF FUNDING 2024 A LLC                            | CUSIP: 62919UAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    765733 | PA      | $769872.51    | 0.06%             | 2031-12-15      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| FMC CORPORATION                                                                                | FMC CORP                                           | CUSIP: 34410WU18<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | STIV             | CORP              | US        |   2000000 | PA      | $1999715.40   | 0.16%             |  |  |  | Yes           |                  2 | On Loan: No      |
| CHASE AUTO OWNER TRUST                                                                         | CHASE AUTO OWNER TRUST 2024 5                      | CUSIP: 16144QAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    356000 | PA      | $355829.97    | 0.03%             | 2032-01-26      | Fixed         | 4.97%                 | Yes           |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CREDIT FUND                                                                 | BLACKSTONE PRIVATE CRE                             | CUSIP: 09261HBA4<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    500000 | PA      | $502287.55    | 0.04%             | 2025-09-29      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| MERCHANTS FLEET FUNDING LLC                                                                    | MERCHANTS FLEET FUNDING LLC                        | CUSIP: 588926AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    499192 | PA      | $502739.78    | 0.04%             | 2036-05-20      | Fixed         | 7.21%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                                       | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 38384CNA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    686710 | PA      | $690761.83    | 0.05%             | 2047-06-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NAVISTAR FINANCIAL DEALER NOTE MASTER TRUST                                                    | NAVISTAR FINANCIAL DEALER NOTE MASTER OWNER TRUST  | CUSIP: 63938PBU2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    413793 | PA      | $414660.93    | 0.03%             | 2028-08-25      | Fixed         | 6.18%                 | Yes           |                  2 | On Loan: No      |
| VERIZON MASTER TRUST                                                                           | VERIZON MASTER TRUST                               | CUSIP: 92348KCJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1015679.37   | 0.08%             | 2031-12-22      | Fixed         | 5.08%                 | Yes           |                  2 | On Loan: No      |
| FORD CREDIT AUTO LEASE TRUST                                                                   | FORD CREDIT AUTO LEASE TRUST 2023 A                | CUSIP: 345287AG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    238637 | PA      | $238692.90    | 0.02%             | 2026-12-15      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| ALA TRUST                                                                                      | ALA TRUST 2025 OANA                                | CUSIP: 009920AC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $998186.95    | 0.08%             | 2030-06-15      | Floating      | 6.15%                 | Yes           |                  2 | On Loan: No      |
| SKYWORKS SOLUTIONS, INC.                                                                       | SKYWORKS SOLUTIONS INC                             | CUSIP: 83088MAK8<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | DBT              | CORP              | US        |   3066000 | PA      | $2981095.31   | 0.23%             | 2026-06-01      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                                       | CELANESE US HOLDINGS LLC                           | CUSIP: 15089QAM6<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    637000 | PA      | $659651.66    | 0.05%             | 2027-07-15      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERATING, LP                                                                | WESTERN MIDSTREAM OPERATING LP                     | CUSIP: 958254AK0<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1000431.37   | 0.08%             | 2028-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                                  | FORD MOTOR CREDIT CO LLC                           | CUSIP: 345397F81<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $997978.53    | 0.08%             | 2026-11-05      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST                                                                     | LAD AUTO RECEIVABLES TRUST 2022 1                  | CUSIP: 501687AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     55782 | PA      | $55790.55     | 0.00%             | 2027-06-15      | Fixed         | 5.21%                 | Yes           |                  2 | On Loan: No      |
| SMRT COMMERCIAL MORTGAGE TRUST                                                                 | SMRT 2022 MINI                                     | CUSIP: 78457JAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $990452.00    | 0.08%             | 2039-01-15      | Floating      | 5.66%                 | Yes           |                  2 | On Loan: No      |
| CREDIT ACCEPTANCE AUTO LOAN TRUST                                                              | CREDIT ACCEPTANCE AUTO LOAN TRUST 2023 3           | CUSIP: 224936AE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    977000 | PA      | $1015976.31   | 0.08%             | 2033-12-15      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| ARI FLEET LEASE TRUST                                                                          | ARI FLEET LEASE TRUST 2024 B                       | CUSIP: 04033HAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    344000 | PA      | $352451.99    | 0.03%             | 2033-04-15      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: No      |
| CROSSROADS ASSET TRUST                                                                         | CROSSROADS ASSET TRUST 2024 A                      | CUSIP: 227927AD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    750000 | PA      | $772737.26    | 0.06%             | 2030-08-20      | Fixed         | 6.52%                 | Yes           |                  2 | On Loan: No      |
| AUXILIOR TERM FUNDING LLC                                                                      | AUXILIOR TERM FUNDING 2023 1 LLC                   | CUSIP: 05335JAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1018054.34   | 0.08%             | 2030-02-15      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST                                                                 | CARVANA AUTO RECEIVABLES TRUST 2020 P1             | CUSIP: 14687AAS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $492666.99    | 0.04%             | 2027-09-08      | Fixed         | 1.82%                 | No            |                  2 | On Loan: No      |
| KEMPER CORPORATION                                                                             | KEMPER CORP                                        | CUSIP: 488401AD2<br>LEI: 549300FNI1JKTRY2PV09 | Long             | DBT              | CORP              | US        |   2400000 | PA      | $2188016.65   | 0.17%             | 2032-02-23      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| NEW ECONOMY ASSETS PHASE I SPONSOR LLC                                                         | NEW ECONOMY ASSETS PHASE 1 SPONSOR LLC             | CUSIP: 643821AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    903000 | PA      | $846871.73    | 0.07%             | 2061-10-20      | Fixed         | 1.91%                 | Yes           |                  2 | On Loan: No      |
| Braskem Netherlands Finance B.V.                                                               | BRASKEM NETHERLANDS FINANCE BV                     | CUSIP: 10554TAB1<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |   1500000 | PA      | $1290712.23   | 0.10%             | 2028-01-10      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                                        | HYUNDAI CAPITAL AMERICA                            | CUSIP: 44891ADF1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $992030.22    | 0.08%             | 2027-09-24      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| CANADIAN NATURAL RESOURCES LIMITED                                                             | CANADIAN NATURAL RESOURCES LTD                     | CUSIP: 136385BB6<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |   3250000 | PA      | $3278951.12   | 0.25%             | 2029-12-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL HOLDINGS, INC.                                                          | NEXTERA ENERGY CAPITAL HOLDINGS INC                | CUSIP: 65339KDG2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2028117.13   | 0.16%             | 2028-02-04      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC.                                                                              | CROWN CASTLE INTL CORP                             | CUSIP: 22823PU19<br>LEI: 54930012H97VSM0I2R19 | Long             | STIV             | CORP              | US        |   5000000 | PA      | $4999311.00   | 0.39%             |  |  |  | Yes           |                  2 | On Loan: No      |
| BP CAPITAL MARKETS P.L.C.                                                                      | BP CAPITAL MARKETS PLC                             | CUSIP: 05565QDU9<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |   1457000 | PA      | $1453539.81   | 0.11%             | 2199-12-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING CO., L.P.                                                                 | PENSKE TRUCK LEASING CO LP PTL FINANCE CORP        | CUSIP: 709599BU7<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1008728.65   | 0.08%             | 2026-05-24      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST                                                   | AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST 2022  | CUSIP: 02528GAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1525439.58   | 0.12%             | 2028-10-13      | Fixed         | 8.08%                 | Yes           |                  2 | On Loan: No      |
| SFS AUTO RECEIVABLES SECURITIZATION TRUST                                                      | SFS AUTO RECEIVABLES SECURITIZATION TRUST 2024 3   | CUSIP: 78436XAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1008422.90   | 0.08%             | 2031-11-20      | Fixed         | 4.76%                 | Yes           |                  2 | On Loan: No      |
| ARI FLEET LEASE TRUST                                                                          | ARI FLEET LEASE TRUST 2025 B                       | CUSIP: 00193GAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1880000 | PA      | $1896282.94   | 0.15%             | 2034-03-15      | Fixed         | 4.97%                 | Yes           |                  2 | On Loan: No      |
| RIO TINTO FINANCE (USA) PLC                                                                    | RIO TINTO FINANCE USA PLC                          | CUSIP: 76720AAR7<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $1007803.86   | 0.08%             | 2028-03-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS, INC.                                                                                 | SYNOPSYS INC                                       | CUSIP: 871607AB3<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1010216.06   | 0.08%             | 2028-04-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| RXO, INC.                                                                                      | XPO ESCROW SUB LLC                                 | CUSIP: 98379JAA3<br>LEI: 549300KL8CA6GP8XPM30 | Long             | DBT              | CORP              | US        |    500000 | PA      | $513095.54    | 0.04%             | 2027-11-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| DEXT ABS LLC                                                                                   | DEXT ABS 2023 1 LLC                                | CUSIP: 25216BAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2300000 | PA      | $2414151.96   | 0.19%             | 2033-03-15      | Fixed         | 8.82%                 | Yes           |                  2 | On Loan: No      |
| SANTANDER BANK, N.A.                                                                           | SANTANDER BANK AUTO CREDIT LINKED NOTES SERIES 202 | CUSIP: 80280BAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    694000 | PA      | $693885.36    | 0.05%             | 2033-01-18      | Fixed         | 6.80%                 | Yes           |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING                                                                 | AVIS BUDGET RENTAL CAR FUNDING AESOP LLC           | CUSIP: 05377RHE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1019870.20   | 0.08%             | 2028-04-20      | Fixed         | 6.85%                 | Yes           |                  2 | On Loan: No      |
| SFS AUTO RECEIVABLES SECURITIZATION TRUST                                                      | SFS AUTO RECEIVABLES SECURITIZATION TRUST 2023 1   | CUSIP: 78398AAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    903000 | PA      | $928064.78    | 0.07%             | 2031-02-20      | Fixed         | 5.97%                 | Yes           |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST                                                                     | LAD AUTO RECEIVABLES TRUST 2025 1                  | CUSIP: 505712AG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $2016031.01   | 0.16%             | 2032-05-17      | Fixed         | 5.52%                 | Yes           |                  2 | On Loan: No      |
| LEX MORTGAGE TRUST                                                                             | LEX 2024 BBG MORTGAGE TRUST                        | CUSIP: 52885AAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    962963 | PA      | $967724.99    | 0.08%             | 2037-10-13      | Fixed         | 4.87%                 | Yes           |                  2 | On Loan: No      |
| BX TRUST                                                                                       | BX TRUST 2025 ROIC                                 | CUSIP: 05593VAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1557143 | PA      | $1547435.53   | 0.12%             | 2030-03-15      | Floating      | 5.47%                 | Yes           |                  2 | On Loan: No      |
| NMEF FUNDING LLC                                                                               | NMEF FUNDING 2025 A LLC                            | CUSIP: 62919VAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3366071 | PA      | $3405201.53   | 0.26%             | 2032-04-25      | Fixed         | 5.79%                 | Yes           |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                                  | FORD MOTOR CREDIT CO LLC                           | CUSIP: 345397C43<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1411258.64   | 0.11%             | 2026-03-06      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| GLS AUTO SELECT RECEIVABLES TRUST                                                              | GLS AUTO SELECT RECEIVABLES TRUST 2024 4           | CUSIP: 36271BAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    505000 | PA      | $503335.61    | 0.04%             | 2030-11-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| HF SINCLAIR CORPORATION                                                                        | HF SINCLAIR CORP                                   | CUSIP: 403949AP5<br>LEI: 2549009G116AM01XHN24 | Long             | DBT              | CORP              | US        |   3729000 | PA      | $3764495.37   | 0.29%             | 2027-04-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: —       |
| BLUE OWL ASSET LEASING TRUST                                                                   | BLUE OWL ASSET LEASING TRUST 2024 1 LLC            | CUSIP: 095921AD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    252000 | PA      | $254422.27    | 0.02%             | 2031-01-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN HERITAGE AUTO RECEIVABLES TRUST                                                       | AMERICAN HERITAGE AUTO RECEIVABLES TRUST 2024 1    | CUSIP: 026944AC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    780000 | PA      | $782788.38    | 0.06%             | 2029-09-17      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| BANQUE CANADIENNE IMPERIALE DE COMMERCE                                                        | CANADIAN IMPERIAL BANK OF COMMERCE                 | CUSIP: 136055AA8<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    503123 | PA      | $522814.11    | 0.04%             | 2032-04-10      | Fixed         | 7.26%                 | Yes           |                  2 | On Loan: No      |
| SCF EQUIPMENT LEASING LLC                                                                      | SCF EQUIPMENT TRUST 2016 1 LLC                     | CUSIP: 78437DAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    400000 | PA      | $407443.64    | 0.03%             | 2033-11-21      | Fixed         | 5.11%                 | Yes           |                  2 | On Loan: No      |
| Ontario Teachers' Cadillac Fairview Properties Trust                                           | CADILLAC FAIRVIEW PRP TR                           | CUSIP: 68327LAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $988436.46    | 0.08%             | 2027-03-20      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                                                            | SYNCHRONY FINANCIAL                                | CUSIP: 87165BAM5<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $983230.38    | 0.08%             | 2027-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CHESAPEAKE FUNDING LLC                                                                         | CHESAPEAKE FUNDING II LLC                          | CUSIP: 165183CY8<br>LEI: 549300LG5AUFDML64706 | Long             | ABS-MBS          | CORP              | US        |    375000 | PA      | $379220.15    | 0.03%             | 2035-05-15      | Fixed         | 6.69%                 | Yes           |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING                                                                 | AVIS BUDGET RENTAL CAR FUNDING AESOP LLC           | CUSIP: 05377REQ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $498664.98    | 0.04%             | 2026-08-20      | Fixed         | 3.34%                 | Yes           |                  2 | On Loan: No      |
| CITIZENS AUTO RECEIVABLES TRUST                                                                | CITIZENS AUTO RECEIVABLES TRUST 2023 1             | CUSIP: 17331KAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $2040766.42   | 0.16%             | 2030-10-15      | Fixed         | 5.78%                 | Yes           |                  2 | On Loan: No      |
| DAIMLER TRUCK FINANCE NORTH AMERICA LLC                                                        | DAIMLER TRUCK FINANCE NORTH AMERICA LLC            | CUSIP: 233853AV2<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2018302.86   | 0.16%             | 2027-01-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| EXELON CORPORATION                                                                             | EXELON CORP                                        | CUSIP: 30161NBR1<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1024945.69   | 0.08%             | 2031-03-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| SOLVENTUM CORPORATION                                                                          | SOLVENTUM CORP                                     | CUSIP: 83444MAP6<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1029889.84   | 0.08%             | 2029-03-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| SOLVENTUM CORPORATION                                                                          | SOLVENTUM CORP                                     | CUSIP: 83444MAN1<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1016220.00   | 0.08%             | 2027-02-25      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| RELX Capital Inc.                                                                              | RELX CAPITAL INC                                   | CUSIP: 74949LAF9<br>LEI: 2R15C3RTKJN1RCBOV146 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2026765.45   | 0.16%             | 2030-03-27      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORPORATION                                                                          | AIR LEASE CORP                                     | CUSIP: 00913WUH6<br>LEI: 5493004NW4M4P8TMMK63 | Long             | STIV             | CORP              | US        |   6000000 | PA      | $5986456.20   | 0.46%             |  |  |  | Yes           |                  2 | On Loan: No      |
| CARS DB                                                                                        | CAPITAL AUTOMOTIVE REIT                            | CUSIP: 12510HAV2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    287000 | PA      | $284886.67    | 0.02%             | 2054-05-15      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS LP                                                                    | TARGA RESOURCES PARTNERS                           | CUSIP: 87612BBG6<br>LEI: 6OQWTZ1SPC04IFT4T704 | Long             | DBT              | CORP              | US        |    871000 | PA      | $871611.27    | 0.07%             | 2028-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GENUINE PARTS COMPANY                                                                          | GENUINE PARTS CO                                   | CUSIP: 372460AF2<br>LEI: 549300D46DQVEU651W04 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1015642.46   | 0.08%             | 2029-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AMUR EQUIPMENT FINANCE RECEIVABLES LLC                                                         | AMUR EQUIPMENT FINANCE RECEIVABLES XII LLC         | CUSIP: 03236YAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    655173 | PA      | $672512.06    | 0.05%             | 2029-12-20      | Fixed         | 6.36%                 | Yes           |                  2 | On Loan: No      |
| SCCU AUTO RECEIVABLES TRUST                                                                    | SCCU AUTO RECEIVABLES TRUST 2023 1                 | CUSIP: 805922AN1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1039893.47   | 0.08%             | 2031-11-17      | Fixed         | 7.34%                 | Yes           |                  2 | On Loan: No      |
| BPR TRUST                                                                                      | BPR TRUST 2021 TY                                  | CUSIP: 05592AAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $993765.88    | 0.08%             | 2038-09-15      | Floating      | 6.13%                 | Yes           |                  2 | On Loan: No      |
| MASTER CREDIT CARD TRUST II                                                                    | MASTER CREDIT CARD TRUST II                        | CUSIP: 576339DK8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    410000 | PA      | $410280.45    | 0.03%             | 2027-01-21      | Fixed         | 6.26%                 | Yes           |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST                                                                     | LAD AUTO RECEIVABLES TRUST 2023 1                  | CUSIP: 505710AF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    453000 | PA      | $464133.23    | 0.04%             | 2030-06-17      | Fixed         | 7.30%                 | Yes           |                  2 | On Loan: No      |
| THE CAMPBELL'S COMPANY                                                                         | CAMPBELL SOUP CO                                   | CUSIP: 134429BM0<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1014677.30   | 0.08%             | 2027-03-19      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| POST ROAD EQUIPMENT FINANCE LLC                                                                | POST ROAD EQUIPMENT FINANCE 2025 1 LLC             | CUSIP: 73747LAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1019000 | PA      | $1025589.40   | 0.08%             | 2031-05-15      | Fixed         | 6.05%                 | Yes           |                  2 | On Loan: No      |
| MERCHANTS FLEET FUNDING LLC                                                                    | MERCHANTS FLEET FUNDING LLC                        | CUSIP: 588926AF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1084310 | PA      | $1092288.02   | 0.08%             | 2037-04-20      | Fixed         | 5.82%                 | Yes           |                  2 | On Loan: No      |
| SYSCO CORPORATION                                                                              | SYSCO CORP                                         | CUSIP: 871829BU0<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2050593.49   | 0.16%             | 2030-09-23      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| FLAGSHIP CREDIT AUTO TRUST                                                                     | FLAGSHIP CREDIT AUTO TRUST 2019 4                  | CUSIP: 33845FAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    999037 | PA      | $995495.11    | 0.08%             | 2027-03-15      | Fixed         | 4.11%                 | Yes           |                  2 | On Loan: No      |
| CITIZENS AUTO RECEIVABLES TRUST                                                                | CITIZENS AUTO RECEIVABLES TRUST 2024 1             | CUSIP: 17331QAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1011690.00   | 0.08%             | 2030-10-15      | Fixed         | 5.03%                 | Yes           |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING LLC                                                                 | ENTERPRISE FLEET FINANCING 2025 1 LLC              | CUSIP: 29390HAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    143000 | PA      | $145039.26    | 0.01%             | 2029-02-20      | Fixed         | 4.82%                 | Yes           |                  2 | On Loan: No      |
| MSILF Government Portfolio                                                                     | MSILF GOVERNMENT-INST                              | CUSIP: 61747C707<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   1468207 | NS      | $1468206.86   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSTELLATION BRANDS, INC.                                                                     | CONSTELLATION BRANDS INC                           | CUSIP: 21036PAP3<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |   1625000 | PA      | $1625250.96   | 0.13%             | 2025-12-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| THE SHERWIN-WILLIAMS COMPANY                                                                   | SHERWIN WILLIAMS CO THE                            | CUSIP: 824348BS4<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1008759.70   | 0.08%             | 2028-03-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| SONOCO PRODUCTS COMPANY.                                                                       | SONOCO PRODUCTS COMPANY                            | CUSIP: 83549RU85<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | STIV             | CORP              | US        |    500000 | PA      | $499437.10    | 0.04%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Delta Air Lines                                                                                | DELTA AIR LINES 2020 AA                            | CUSIP: 247361ZV3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    701030 | PA      | $663719.25    | 0.05%             | 2029-12-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM, INC.                                                                             | RYDER SYSTEM INC                                   | CUSIP: 78355HKZ1<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1028570.15   | 0.08%             | 2029-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| OCCU AUTO RECEIVABLES TRUST                                                                    | OCCU AUTO RECEIVABLES TRUST 2023 1                 | CUSIP: 674921AF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1045688.32   | 0.08%             | 2029-09-17      | Fixed         | 6.82%                 | Yes           |                  2 | On Loan: No      |
| COTY INC.                                                                                      | COTY INC                                           | CUSIP: 222070AE4<br>LEI: 549300BO9IWPF3S48F93 | Long             | DBT              | CORP              | US        |   3438000 | PA      | $3434325.46   | 0.27%             | 2026-04-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| HUNTSMAN INTERNATIONAL LLC                                                                     | HUNTSMAN INTERNATIONAL L                           | CUSIP: 44701QBE1<br>LEI: 3YTEJFW18LGIUQ2N5J61 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1896338.92   | 0.15%             | 2029-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd.                                                                                   | NUTRIEN LTD                                        | CUSIP: 67077MBE7<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |   2000000 | PA      | $2005290.30   | 0.16%             | 2027-03-12      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PEAC SOLUTIONS RECEIVABLES                                                                     | PEAC SOLUTIONS RECEIVABLES 2025 1 LLC              | CUSIP: 69392HAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    765000 | PA      | $770924.73    | 0.06%             | 2032-07-20      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| BLACK HILLS CORPORATION                                                                        | BLACK HILLS CORP                                   | CUSIP: 092113AV1<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1036054.81   | 0.08%             | 2028-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORPORATION                                                             | AMERICAN HONDA FINANCE CORP                        | CUSIP: 02665WFP1<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1000771.85   | 0.08%             | 2026-10-05      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| VERDANT RECEIVABLES LLC                                                                        | VERDANT RECEIVABLES 2024 1 LLC                     | CUSIP: 92339MAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    258000 | PA      | $265613.13    | 0.02%             | 2031-12-12      | Fixed         | 7.23%                 | Yes           |                  2 | On Loan: No      |
| MASTEC, INC.                                                                                   | MASTEC INC                                         | CUSIP: 576323AT6<br>LEI: 549300TMDIT8WREDOF45 | Long             | DBT              | CORP              | US        |    952000 | PA      | $985993.74    | 0.08%             | 2029-06-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| JABIL INC.                                                                                     | JABIL INC                                          | CUSIP: 46652LU70<br>LEI: 5493000CGCQY2OQU7669 | Long             | STIV             | CORP              | US        |   4000000 | PA      | $3996048.80   | 0.31%             |  |  |  | Yes           |                  2 | On Loan: No      |
| GA GLOBAL FUNDING TRUST                                                                        | GA GLOBAL FUNDING TRUST                            | CUSIP: 36143L2N4<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |    500000 | PA      | $499300.00    | 0.04%             | 2027-09-23      | Fixed         | 4.40%                 | Yes           |                  2 | On Loan: No      |
| ZAYO ISSUER, LLC                                                                               | ZAYO ISSUER LLC                                    | CUSIP: 98919WAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $2029516.99   | 0.16%             | 2055-03-20      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                                       | U S TREASURY NOTE                                  | CUSIP: 91282CLX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  27000000 | PA      | $27251015.63  | 2.11%             | 2027-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| AUXILIOR TERM FUNDING LLC                                                                      | AUXILIOR TERM FUNDING 2024 1 LLC                   | CUSIP: 05335FAF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1052147.73   | 0.08%             | 2031-07-15      | Fixed         | 6.79%                 | Yes           |                  2 | On Loan: No      |
| KANKAKEE ILL                                                                                   | CITY OF KANKAKEE IL                                | CUSIP: 484404A57<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $499353.64    | 0.04%             | 2028-12-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| AFG ABS I, LLC                                                                                 | AFG ABS I LLC                                      | CUSIP: 00111LAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    999990 | PA      | $1057052.83   | 0.08%             | 2030-09-16      | Fixed         | 9.40%                 | Yes           |                  2 | On Loan: No      |
| SCE Recovery Funding LLC                                                                       | SCE RECOVERY FUNDING LLC                           | CUSIP: 78433LAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1246049 | PA      | $1095857.43   | 0.09%             | 2031-11-15      | Fixed         | 0.86%                 | No            |                  2 | On Loan: No      |
| ANTARES HOLDINGS LP                                                                            | ANTARES HOLDINGS LP                                | CUSIP: 03666HAH4<br>LEI: 5493008EAIGV4283RM42 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1009933.80   | 0.08%             | 2029-10-23      | Fixed         | 6.35%                 | Yes           |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST                                                                     | LAD AUTO RECEIVABLES TRUST 2025 1                  | CUSIP: 505712AF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $2022183.18   | 0.16%             | 2030-07-15      | Fixed         | 5.11%                 | Yes           |                  2 | On Loan: No      |
| BANQUE CANADIENNE IMPERIALE DE COMMERCE                                                        | CANADIAN IMPERIAL BANK OF COMMERCE                 | CUSIP: 13607PHT4<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   2000000 | PA      | $2003327.11   | 0.16%             | 2027-09-11      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| OSCAR US FUNDING TRUST                                                                         | OSCAR US FUNDING XII LLC                           | CUSIP: 68785AAD7<br>LEI: 549300GTSLUONMR77U11 | Long             | ABS-MBS          | CORP              | US        |    552500 | PA      | $546591.83    | 0.04%             | 2028-04-10      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| DELL EQUIPMENT FINANCE TRUST                                                                   | DELL EQUIPMENT FINANCE TRUST 2023 3                | CUSIP: 24702EAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    353000 | PA      | $357904.90    | 0.03%             | 2029-10-22      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Element Fleet Management Corp.                                                                 | ELEMENT FLEET MANAGEMENT CORP                      | CUSIP: 286181AK8<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $1054311.74   | 0.08%             | 2028-12-04      | Fixed         | 6.32%                 | Yes           |                  2 | On Loan: No      |
| AMUR EQUIPMENT FINANCE RECEIVABLES LLC                                                         | AMUR EQUIPMENT FINANCE RECEIVABLES XIII LLC        | CUSIP: 03237CAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    640000 | PA      | $651283.43    | 0.05%             | 2031-01-21      | Fixed         | 5.37%                 | Yes           |                  2 | On Loan: No      |
| HCA INC.                                                                                       | HCA INC                                            | CUSIP: 40412BU84<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | STIV             | CORP              | US        |  11400000 | PA      | $11387752.98  | 0.88%             |  |  |  | Yes           |                  2 | On Loan: No      |
| ELEVANCE HEALTH, INC.                                                                          | ELEVANCE HEALTH INC                                | CUSIP: 036752AY9<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1029414.31   | 0.08%             | 2029-06-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| The Travelers Companies, Inc.                                                                  | MMI CAPITAL TRUST I                                | CUSIP: 553086AC3<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    435000 | PA      | $459509.99    | 0.04%             | 2027-12-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| AMERICAN HERITAGE AUTO RECEIVABLES TRUST                                                       | AMERICAN HERITAGE AUTO RECEIVABLES TRUST 2024 1    | CUSIP: 026944AG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    348387 | PA      | $352420.49    | 0.03%             | 2033-01-18      | Fixed         | 6.34%                 | Yes           |                  2 | On Loan: No      |
| MANUFACTURERS AND TRADERS TRUST COMPANY                                                        | MANUFACTURERS TRADERS TRUST CO                     | CUSIP: 55279HAV2<br>LEI: WWB2V0FCW3A0EE3ZJN75 | Long             | DBT              | CORP              | US        |    500000 | PA      | $499788.84    | 0.04%             | 2026-01-27      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| VERDANT RECEIVABLES LLC                                                                        | VERDANT RECEIVABLES 2024 1 LLC                     | CUSIP: 92339MAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    350000 | PA      | $358076.66    | 0.03%             | 2031-12-12      | Fixed         | 5.72%                 | Yes           |                  2 | On Loan: No      |
| DEXT ABS LLC                                                                                   | DEXT ABS                                           | CUSIP: 23345CAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    634130 | PA      | $629565.95    | 0.05%             | 2028-09-15      | Fixed         | 2.29%                 | Yes           |                  2 | On Loan: No      |
| KIMCO REALTY OP, LLC                                                                           | KIMCO REALTY OP LLC                                | CUSIP: 49446RAS8<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $991204.48    | 0.08%             | 2027-04-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORPORATION                                                                         | CVS HEALTH CORP                                    | CUSIP: 12665JU72<br>LEI: 549300EJG376EN5NQE29 | Long             | STIV             | CORP              | US        |   5000000 | PA      | $4995284.50   | 0.39%             |  |  |  | Yes           |                  2 | On Loan: No      |
| DELL EQUIPMENT FINANCE TRUST                                                                   | DELL EQUIPMENT FINANCE TRUST 2025 1                | CUSIP: 24703UAL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    419000 | PA      | $424064.59    | 0.03%             | 2031-08-22      | Fixed         | 5.64%                 | Yes           |                  2 | On Loan: No      |
| BRIDGECREST LENDING AUTO SECURITIZATION TRUST                                                  | BRIDGECREST LENDING AUTO SECURITIZATION TRUST      | CUSIP: 10806EAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    857000 | PA      | $857148.12    | 0.07%             | 2030-08-15      | Fixed         | 4.77%                 | No            |                  2 | On Loan: No      |
| SANTANDER BANK, N.A.                                                                           | SANTANDER BANK AUTO CREDIT LINKED NOTES SERIES 202 | CUSIP: 80290CCD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    989365 | PA      | $999691.21    | 0.08%             | 2033-12-15      | Fixed         | 6.66%                 | Yes           |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST                                                                   | FORD CREDIT AUTO OWNER TRUST 2023 REV1             | CUSIP: 34535QAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1020886.48   | 0.08%             | 2035-08-15      | Fixed         | 5.58%                 | Yes           |                  2 | On Loan: No      |
| OVINTIV INC.                                                                                   | OVINTIV INC                                        | CUSIP: 69047JUM8<br>LEI: 2549003MEX7YMKLGI239 | Long             | STIV             | CORP              | US        |  12700000 | PA      | $12663016.33  | 0.98%             |  |  |  | Yes           |                  2 | On Loan: No      |
| PHINIA HOLDINGS JERSEY LTD                                                                     | BORGWARNER JERSEY LTD                              | CUSIP: 24718PAA5<br>LEI: 549300SEU65CJHRH6V04 | Long             | DBT              | CORP              | JE        |    500000 | PA      | $500941.50    | 0.04%             | 2025-10-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| HUDSON YARDS MORTGAGE TRUST                                                                    | HUDSON YARDS                                       | CUSIP: 44421LAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3500000 | PA      | $3416704.69   | 0.27%             | 2038-08-10      | Fixed         | 2.83%                 | Yes           |                  2 | On Loan: No      |
| LADDER CAPITAL FINANCE HOLDINGS LLLP                                                           | LADDER CAPITAL FINANCE HOLDINGS LLLP               | CUSIP: 505742AR7<br>LEI: 254900TBF2Z4GR7NSX02 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1567742.50   | 0.12%             | 2031-07-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Nationwide Building Society                                                                    | NATIONWIDE BUILDING SOCIETY                        | CUSIP: 63859WAE9<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $991921.69    | 0.08%             | 2026-09-14      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| CARMEL IND WTRWKS REV                                                                          | CITY OF CARMEL IN WATERWORKS REVENUE               | CUSIP: 143321KL0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $201475.78    | 0.02%             | 2027-05-01      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| BARINGS EQUIPMENT FINANCE LLC                                                                  | BARINGS EQUIPMENT FINANCE LLC 2025 A               | CUSIP: 06764MAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1001515.46   | 0.08%             | 2028-10-13      | Fixed         | 4.64%                 | Yes           |                  2 | On Loan: No      |
| PENFED AUTO RECEIVABLES OWNER TRUST                                                            | PENFED AUTO RECEIVABLES OWNER TRUST 2022 A         | CUSIP: 706874AF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    917000 | PA      | $916055.48    | 0.07%             | 2028-12-15      | Fixed         | 4.83%                 | Yes           |                  2 | On Loan: No      |
| SAMMONS FINANCIAL GROUP GLOBAL FUNDING                                                         | SAMMONS FINANCIAL GROUP GLOBAL FUNDING             | CUSIP: 79587J2B8<br>LEI: 635400IPRNPM6HDHRS48 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2030368.27   | 0.16%             | 2028-01-10      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| ONEOK, INC.                                                                                    | ONEOK INC                                          | CUSIP: 682680CB7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $998643.01    | 0.08%             | 2027-09-24      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ALLY AUTO RECEIVABLES TRUST                                                                    | ALLY AUTO RECEIVABLES TRUST 2023 1                 | CUSIP: 02007WAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1022875.26   | 0.08%             | 2029-01-15      | Fixed         | 5.76%                 | Yes           |                  2 | On Loan: No      |
| MAIN STREET CAPITAL CORPORATION                                                                | MAIN STREET CAPITAL CORP                           | CUSIP: 56035LAE4<br>LEI: 5493001FS9QJLJNF3E20 | Long             | DBT              | CORP              | US        |    500000 | PA      | $489222.00    | 0.04%             | 2026-07-14      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TOYOTA LEASE OWNER TRUST                                                                       | TOYOTA LEASE OWNER TRUST 2023 A                    | CUSIP: 89239MAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1325750 | PA      | $1326452.73   | 0.10%             | 2027-08-20      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| United Airlines Pass Through Trust                                                             | UNITED AIRLINES 2020 1 CLASS A PASS THROUGH TRUST  | CUSIP: 90931GAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    747292 | PA      | $760869.39    | 0.06%             | 2029-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| STANLEY BLACK & DECKER, INC.                                                                   | STANLEY BLACK DECKER INC                           | CUSIP: 854502AS0<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1000219.87   | 0.08%             | 2026-03-06      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| CLARUS CAPITAL FUNDING LLC                                                                     | CLARUS CAPITAL FUNDING 2024 1 LLC                  | CUSIP: 18271JAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    292000 | PA      | $290600.42    | 0.02%             | 2032-08-20      | Fixed         | 5.01%                 | Yes           |                  2 | On Loan: No      |
| SBNA AUTO RECEIVABLES TRUST                                                                    | SBNA AUTO RECEIVABLES TRUST 2025 SF1               | CUSIP: 78437XAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1250000 | PA      | $1254935.09   | 0.10%             | 2031-09-15      | Fixed         | 5.34%                 | Yes           |                  2 | On Loan: No      |
| U S BANK NATIONAL ASSOCIATION                                                                  | US BANK NA                                         | CUSIP: 90357PAV6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2805710 | PA      | $2835049.74   | 0.22%             | 2032-08-25      | Fixed         | 6.79%                 | Yes           |                  2 | On Loan: No      |
| DOC DR, LLC                                                                                    | PHYSICIANS REALTY LP                               | CUSIP: 71951QAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    450000 | PA      | $446060.27    | 0.03%             | 2028-01-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CROSSROADS ASSET TRUST                                                                         | CROSSROADS ASSET TRUST 2024 A                      | CUSIP: 227927AC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    839000 | PA      | $858101.65    | 0.07%             | 2030-08-20      | Fixed         | 5.94%                 | Yes           |                  2 | On Loan: No      |
| SONOCO PRODUCTS COMPANY.                                                                       | SONOCO PRODUCTS COMPANY                            | CUSIP: 83549RUM4<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | STIV             | CORP              | US        |   1600000 | PA      | $1595153.60   | 0.12%             |  |  |  | Yes           |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST                                                          | WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2024 3       | CUSIP: 96043CAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $501084.51    | 0.04%             | 2029-11-15      | Fixed         | 4.72%                 | Yes           |                  2 | On Loan: No      |
| HORACE MANN EDUCATORS CORPORATION                                                              | HORACE MANN EDUCATORS CORP                         | CUSIP: 440327AK0<br>LEI: 254900G5YAV3A2YK8T32 | Long             | DBT              | CORP              | US        |    750000 | PA      | $748627.42    | 0.06%             | 2025-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VERDANT RECEIVABLES LLC                                                                        | VERDANT RECEIVABLES 2025 1 LLC                     | CUSIP: 92340GAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    473000 | PA      | $476442.86    | 0.04%             | 2033-05-12      | Fixed         | 6.49%                 | Yes           |                  2 | On Loan: No      |
| BBCMS TRUST                                                                                    | BBCMS 2020 BID MORTGAGE TRUST                      | CUSIP: 05493BAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $999998.94    | 0.08%             | 2037-10-15      | Floating      | 8.07%                 | Yes           |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING                                                                 | AVIS BUDGET RENTAL CAR FUNDING AESOP LLC           | CUSIP: 05377RFW9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1012290.71   | 0.08%             | 2027-04-20      | Fixed         | 7.09%                 | Yes           |                  2 | On Loan: No      |
| GRANITE PARK EQUIPMENT LEASING LLC                                                             | GRANITE PARK EQUIPMENT LEASING 2023 1 LLC          | CUSIP: 387422AD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    327000 | PA      | $341124.55    | 0.03%             | 2033-04-20      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| VSTRONG AUTO RECEIVABLES TRUST                                                                 | VSTRONG AUTO RECEIVABLES TRUST 2024 A              | CUSIP: 92891PAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $252847.49    | 0.02%             | 2030-07-15      | Fixed         | 5.77%                 | Yes           |                  2 | On Loan: No      |
| THE PRUDENTIAL INSURANCE COMPANY OF AMERICA                                                    | PRUDENTIAL INSURANCE CO OF AMERICA THE             | CUSIP: 743917AH9<br>LEI: X574KRZ6V5A7UBU45C31 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1000000.00   | 0.08%             | 2025-07-01      | Fixed         | 8.30%                 | Yes           |                  2 | On Loan: No      |
| UNITED AUTO CREDIT SECURITIZATION TRUST                                                        | UNITED AUTO CREDIT SECURITIZATION TRUST 2025 1     | CUSIP: 90945JAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $3004937.61   | 0.23%             | 2030-06-10      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| SCOTT TRUST                                                                                    | SCOTT TRUST 2023 SFS                               | CUSIP: 810064AE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    785714 | PA      | $795852.58    | 0.06%             | 2028-03-15      | Fixed         | 6.20%                 | Yes           |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP, INC.                                                                 | CITIZENS FINANCIAL GROUP INC                       | CUSIP: 174610AU9<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |   6576000 | PA      | $6572276.29   | 0.51%             | 2199-12-31      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| GTE AUTO RECEIVABLES TRUST                                                                     | GTE AUTO RECEIVABLES TRUST 2023 1                  | CUSIP: 362304AE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $505378.18    | 0.04%             | 2029-08-15      | Fixed         | 5.39%                 | Yes           |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING CO., L.P.                                                                 | PENSKE TRUCK LEASING CO LP PTL FINANCE CORP        | CUSIP: 709599BZ6<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1025732.49   | 0.08%             | 2029-03-30      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| UL SOLUTIONS INC.                                                                              | UL SOLUTIONS INC                                   | CUSIP: 903731AA5<br>LEI: 549300F7CUV5ESKV9P71 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1052707.74   | 0.08%             | 2028-10-20      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| TRICON RESIDENTIAL TRUST                                                                       | TRICON RESIDENTIAL 2024 SFR4 TRUST                 | CUSIP: 895975AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    346890 | PA      | $341942.70    | 0.03%             | 2029-11-17      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3136BSEM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1945419 | PA      | $1941605.78   | 0.15%             | 2048-03-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SECURITIZED TERM AUTO RECEIVABLES TRUST                                                        | SECURITIZED TERM AUTO RECEIVABLES TRUST            | CUSIP: 81378RAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    526003 | PA      | $530080.83    | 0.04%             | 2031-07-25      | Fixed         | 5.18%                 | Yes           |                  2 | On Loan: No      |
| CAPTERIS EQUIPMENT FINANCE LLC                                                                 | CAPTERIS EQUIPMENT FINANCE 2024 1 LLC              | CUSIP: 14077AAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1081263 | PA      | $1099412.57   | 0.09%             | 2032-07-20      | Fixed         | 5.58%                 | Yes           |                  2 | On Loan: No      |
| BEAZLEY INSURANCE DAC                                                                          | BEAZLEY INSURANCE DAC                              | CUSIP: QZ9221818<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   1200000 | PA      | $1204101.58   | 0.09%             | 2026-11-04      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NEW ECONOMY ASSETS PHASE I SPONSOR LLC                                                         | NEW ECONOMY ASSETS PHASE 1 SPONSOR LLC             | CUSIP: 643821AB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    293000 | PA      | $268634.56    | 0.02%             | 2061-10-20      | Fixed         | 2.41%                 | Yes           |                  2 | On Loan: No      |
| HORIZON MUTUAL HOLDINGS, INC.                                                                  | HORIZON MUTUAL HOLDINGS INC                        | CUSIP: 43990FAA6<br>LEI: 254900R6BWV4LUXBN549 | Long             | DBT              | CORP              | US        |   2600000 | PA      | $2560104.72   | 0.20%             | 2034-11-15      | Fixed         | 6.20%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                                       | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 38385BX88<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1448736 | PA      | $1449224.79   | 0.11%             | 2040-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GLS AUTO SELECT RECEIVABLES TRUST                                                              | GLS AUTO SELECT RECEIVABLES TRUST 2025 1           | CUSIP: 36271FAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1300000 | PA      | $1329168.82   | 0.10%             | 2032-04-15      | Fixed         | 5.74%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                                       | U S TREASURY NOTE                                  | CUSIP: 91282CHY0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  43000000 | PA      | $43349375.00  | 3.36%             | 2026-09-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| SONOCO PRODUCTS COMPANY.                                                                       | SONOCO PRODUCTS COMPANY                            | CUSIP: 83549RUG7<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | STIV             | CORP              | US        |   4000000 | PA      | $3990919.20   | 0.31%             |  |  |  | Yes           |                  2 | On Loan: No      |
| The Huntington National Bank                                                                   | TCF NATIONAL BANK                                  | CUSIP: 87227RQE7<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2001765.41   | 0.16%             | 2030-05-06      | Fixed         | 9.61%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE COMPANY LLC                                                            | NISSAN MOTOR ACCEPTANCE CO LLC                     | CUSIP: 65480CAG0<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $981722.75    | 0.08%             | 2027-09-13      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| HCA INC.                                                                                       | HCA INC                                            | CUSIP: 40412BUH4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | STIV             | CORP              | US        |    250000 | PA      | $249423.88    | 0.02%             |  |  |  | Yes           |                  2 | On Loan: No      |
| SYENSQO FINANCE (AMERICA), LLC                                                                 | SOLVAY FINANCE AMERICA LLC                         | CUSIP: 834423AE5<br>LEI: 54930073OEL5K0Y7NK81 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1036453.36   | 0.08%             | 2029-06-04      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: No      |
| LOBEL AUTOMOBILE RECEIVABLES TRUST                                                             | LOBEL AUTOMOBILE RECEIVABLES TRUST 2025 1          | CUSIP: 53948RAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3650000 | PA      | $3694158.98   | 0.29%             | 2030-01-15      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| AUXILIOR TERM FUNDING LLC                                                                      | AUXILIOR TERM FUNDING 2024 1 LLC                   | CUSIP: 05335FAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    750000 | PA      | $777219.50    | 0.06%             | 2031-07-15      | Fixed         | 6.01%                 | Yes           |                  2 | On Loan: No      |
| SODEXO, INC.                                                                                   | SODEXO INC                                         | CUSIP: 833794AB6<br>LEI: 549300WSZGQGJQXRFU84 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $890074.14    | 0.07%             | 2031-04-16      | Fixed         | 2.72%                 | Yes           |                  2 | On Loan: No      |
| BROWN & BROWN, INC.                                                                            | BROWN BROWN INC                                    | CUSIP: 115236AJ0<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |   1091000 | PA      | $1100530.42   | 0.09%             | 2028-06-23      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| FIRST HORIZON BANK                                                                             | FIRST HORIZON BANK                                 | CUSIP: 337158AJ8<br>LEI: COOWI3L2W9TPYR3WJX37 | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1381363.14   | 0.11%             | 2030-05-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CCG RECEIVABLES TRUST                                                                          | CCG RECEIVABLES TRUST                              | CUSIP: 12511QAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    433000 | PA      | $451006.32    | 0.03%             | 2032-04-14      | Fixed         | 7.18%                 | Yes           |                  2 | On Loan: No      |
| DELL EQUIPMENT FINANCE TRUST                                                                   | DELL EQUIPMENT FINANCE TRUST 2023 2                | CUSIP: 24703GAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    761000 | PA      | $768077.22    | 0.06%             | 2029-07-23      | Fixed         | 6.74%                 | Yes           |                  2 | On Loan: No      |
| CROWN CASTLE INC.                                                                              | CROWN CASTLE INTL CORP                             | CUSIP: 22823PV59<br>LEI: 54930012H97VSM0I2R19 | Long             | STIV             | CORP              | US        |   6550000 | PA      | $6517066.60   | 0.51%             |  |  |  | Yes           |                  2 | On Loan: No      |
| EXETER SELECT AUTOMOBILE RECEIVABLES TRUST                                                     | EXETER SELECT AUTOMOBILE RECEIVABLES TRUST 2025 1  | CUSIP: 30185AAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1007679.27   | 0.08%             | 2031-08-15      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| SCF EQUIPMENT LEASING LLC                                                                      | SCF EQUIPMENT LEASING 2022 2 LLC                   | CUSIP: 78397WAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    296401 | PA      | $297469.59    | 0.02%             | 2032-02-20      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| SANTANDER BANK, N.A.                                                                           | SANTANDER BANK AUTO CREDIT LINKED NOTES SERIES 202 | CUSIP: 80290CBF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     33420 | PA      | $33449.21     | 0.00%             | 2032-12-15      | Fixed         | 6.45%                 | Yes           |                  2 | On Loan: No      |
| AMUR EQUIPMENT FINANCE RECEIVABLES LLC                                                         | AMUR EQUIPMENT FINANCE RECEIVABLES XII LLC         | CUSIP: 03236YAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    325000 | PA      | $340477.76    | 0.03%             | 2030-07-22      | Fixed         | 7.48%                 | Yes           |                  2 | On Loan: No      |
| WEIR GROUP INC.                                                                                | WEIR GROUP PLC THE                                 | CUSIP: 94877DAA2<br>LEI: 2138009WEPEV2V98AV65 | Long             | DBT              | CORP              | US        |   2362000 | PA      | $2392616.81   | 0.19%             | 2030-05-06      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| HAT HOLDINGS I LLC                                                                             | HAT HOLDINGS I LLC HAT HOLDINGS II LLC             | CUSIP: 418751AL7<br>LEI: 254900YE1WH1XG7Y4E44 | Long             | DBT              | CORP              | US        |   2800000 | PA      | $2913271.18   | 0.23%             | 2027-06-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| AUTONATION FINANCE TRUST                                                                       | AUTONATION FINANCE TRUST 2025 1                    | CUSIP: 05330QAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1600000 | PA      | $1627536.70   | 0.13%             | 2032-09-10      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING LLC                                                                 | ENTERPRISE FLEET FINANCING 2024 2 LLC              | CUSIP: 29375RAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    668000 | PA      | $691299.01    | 0.05%             | 2030-12-20      | Fixed         | 5.69%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                                       | U S TREASURY NOTE                                  | CUSIP: 91282CJP7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  33000000 | PA      | $33247500.00  | 2.58%             | 2026-12-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PEAC SOLUTIONS RECEIVABLES                                                                     | PEAC SOLUTIONS RECEIVABLES 2025 1 LLC              | CUSIP: 69392HAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    837000 | PA      | $849457.51    | 0.07%             | 2032-07-20      | Fixed         | 5.04%                 | Yes           |                  2 | On Loan: No      |
| CALIFORNIA ST PUB WKS BRD LEASE REV                                                            | CALIFORNIA STATE PUBLIC WORKS BOARD                | CUSIP: 13068XNR6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1002012.86   | 0.08%             | 2026-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MMAF EQUIPMENT FINANCE LLC                                                                     | MMAF EQUIPMENT FINANCE LLC 2024 A                  | CUSIP: 55318CAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    173000 | PA      | $177291.32    | 0.01%             | 2049-07-13      | Fixed         | 5.10%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132D6FA3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    656687 | PA      | $669560.37    | 0.05%             | 2038-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORPORATION                                                              | CAPITAL ONE FINANCIAL CORP                         | CUSIP: 14040HCX1<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1023894.80   | 0.08%             | 2029-02-01      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORPORATION                                                                      | REALTY INCOME CORP                                 | CUSIP: 756109BQ6<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $999755.76    | 0.08%             | 2026-01-13      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CHESAPEAKE FUNDING LLC                                                                         | CHESAPEAKE FUNDING II LLC                          | CUSIP: 165183DC5<br>LEI: 549300LG5AUFDML64706 | Long             | ABS-MBS          | CORP              | US        |    765000 | PA      | $786795.56    | 0.06%             | 2035-10-15      | Fixed         | 6.15%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3136BPNA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    755140 | PA      | $764104.53    | 0.06%             | 2047-07-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                                    | BANK OF AMERICA CORP                               | CUSIP: 060505EU4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1009394.81   | 0.08%             | 2199-12-31      | Fixed         | 6.30%                 | No            |                  2 | On Loan: —       |
| BAYPORT POLYMERS LLC                                                                           | BAYPORT POLYMERS LLC                               | CUSIP: 073096AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1702988.18   | 0.13%             | 2027-04-14      | Fixed         | 4.74%                 | Yes           |                  2 | On Loan: No      |
| FULTON FINANCIAL CORPORATION                                                                   | FULTON FINANCIAL CORP                              | CUSIP: 360271AL4<br>LEI: 5493005QLZ6O1BNC0C11 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $985333.38    | 0.08%             | 2030-03-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| CYRUSONE DATA CENTER ISSUER LLC                                                                | CYRUSONE DATA CENTERS ISSUER I LLC                 | CUSIP: 23284BAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1860000 | PA      | $1811462.32   | 0.14%             | 2049-05-20      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Minera Mexico, S.A. de C.V.                                                                    | MINERA MEXICO SA DE CV                             | CUSIP: 60284MAC6<br>LEI: 2549005BMA2EK49I0T98 | Long             | DBT              | CORP              | MX        |   2000000 | PA      | $2036388.02   | 0.16%             | 2032-02-12      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| ALLY AUTO RECEIVABLES TRUST                                                                    | ALLY AUTO RECEIVABLES TRUST 2023 A                 | CUSIP: 02008NAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1013883.88   | 0.08%             | 2034-01-17      | Fixed         | 6.08%                 | Yes           |                  2 | On Loan: No      |
| American Airlines Pass Through Trust                                                           | AMERI AIRLINES 2015 2 CLASS A PTT                  | CUSIP: 02377BAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    430213 | PA      | $409073.90    | 0.03%             | 2029-03-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NNN REIT, INC.                                                                                 | NATIONAL RETAIL PROPERTIES INC                     | CUSIP: 637417AH9<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2991088.88   | 0.23%             | 2025-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORPORATION                                                              | CAPITAL ONE FINANCIAL CORP                         | CUSIP: 14040HCZ6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    500000 | PA      | $524939.66    | 0.04%             | 2029-06-08      | Fixed         | 6.31%                 | No            |                  2 | On Loan: No      |
| STEWART INFORMATION SERVICES CORPORATION                                                       | STEWART INFORMATION SERVICES CORP                  | CUSIP: 86038AAA0<br>LEI: 529900TV1XI0PLKENU10 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $894462.24    | 0.07%             | 2031-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING                                                                 | AVIS BUDGET RENTAL CAR FUNDING AESOP LLC           | CUSIP: 05377RHD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1018405.65   | 0.08%             | 2028-04-20      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| GA GLOBAL FUNDING TRUST                                                                        | GA GLOBAL FUNDING TRUST                            | CUSIP: 36143L2A2<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |    500000 | PA      | $491675.81    | 0.04%             | 2026-01-15      | Fixed         | 1.62%                 | Yes           |                  2 | On Loan: No      |
| VERIZON MASTER TRUST                                                                           | VERIZON MASTER TRUST                               | CUSIP: 92348KDQ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1409000 | PA      | $1420141.14   | 0.11%             | 2030-11-20      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| SCCU AUTO RECEIVABLES TRUST                                                                    | SCCU AUTO RECEIVABLES TRUST 2023 1                 | CUSIP: 805922AL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1557037.32   | 0.12%             | 2030-04-15      | Fixed         | 6.61%                 | Yes           |                  2 | On Loan: No      |
| MASTER CREDIT CARD TRUST II                                                                    | MASTER CREDIT CARD TRUST II                        | CUSIP: 576339DL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    476000 | PA      | $476383.75    | 0.04%             | 2027-01-21      | Fixed         | 6.89%                 | Yes           |                  2 | On Loan: No      |
| KEMPER CORPORATION                                                                             | KEMPER CORP                                        | CUSIP: 488401AC4<br>LEI: 549300FNI1JKTRY2PV09 | Long             | DBT              | CORP              | US        |    837000 | PA      | $735761.87    | 0.06%             | 2030-09-30      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC.                                                                           | GLOBAL PAYMENTS INC                                | CUSIP: 37961CU18<br>LEI: 549300NOMHGVQBX6S778 | Long             | STIV             | CORP              | US        |   2100000 | PA      | $2099714.19   | 0.16%             |  |  |  | Yes           |                  2 | On Loan: No      |
| CARDS II TRUST                                                                                 | CARDS II TRUST                                     | CUSIP: 14161GCL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    630000 | PA      | $633752.64    | 0.05%             | 2029-07-16      | Fixed         | 5.84%                 | Yes           |                  2 | On Loan: No      |
| GLS AUTO RECEIVABLES TRUST                                                                     | GLS AUTO RECEIVABLES ISSUER TRUST 2024 2           | CUSIP: 379924AE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    667000 | PA      | $673257.62    | 0.05%             | 2028-11-15      | Fixed         | 5.77%                 | Yes           |                  2 | On Loan: No      |
| SMITH & NEPHEW PLC                                                                             | SMITH NEPHEW PLC                                   | CUSIP: 83192PAC2<br>LEI: 213800ZTMDN8S67S1H61 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $506348.23    | 0.04%             | 2027-03-20      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| VERTICAL BRIDGE CC LLC                                                                         | VB S1 ISSUER LLC VBTEL                             | CUSIP: 91823AAU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $968439.70    | 0.08%             | 2052-02-15      | Fixed         | 3.16%                 | Yes           |                  2 | On Loan: No      |
| TEXAS CAPITAL BANCSHARES, INC.                                                                 | TEXAS CAPITAL BANCSHARES                           | CUSIP: 88224QAA5<br>LEI: 549300466Q2SXRX0YM48 | Long             | DBT              | CORP              | US        |   1554000 | PA      | $1509153.01   | 0.12%             | 2031-05-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITED AUTO CREDIT SECURITIZATION TRUST                                                        | UNITED AUTO CREDIT SECURITIZATION TRUST 2023 1     | CUSIP: 90945CAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    136103 | PA      | $136143.51    | 0.01%             | 2028-07-10      | Fixed         | 6.28%                 | Yes           |                  2 | On Loan: No      |
| FIRST INVESTORS AUTO OWNER TRUST                                                               | FIRST INVESTORS AUTO OWNER TRUST 2023 1            | CUSIP: 320986AE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1036775.24   | 0.08%             | 2029-12-17      | Fixed         | 6.81%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Bank, National Association                                                      | MORGAN STANLEY BANK NA                             | CUSIP: 61690U8E3<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1518207.21   | 0.12%             | 2028-07-14      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| ASSURANT, INC.                                                                                 | ASSURANT INC                                       | CUSIP: 04621XAP3<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | DBT              | CORP              | US        |   1765000 | PA      | $1774226.59   | 0.14%             | 2026-02-27      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| NAVISTAR FINANCIAL DEALER NOTE MASTER TRUST                                                    | NAVISTAR FINANCIAL DEALER NOTE MASTER OWNER TRUST  | CUSIP: 63938PBW8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1008016.83   | 0.08%             | 2029-04-25      | Fixed         | 5.59%                 | Yes           |                  2 | On Loan: No      |
| FRONTIER ISSUER LLC                                                                            | FRONTIER ISSUER LLC                                | CUSIP: 35910EAP9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1175000 | PA      | $1294308.81   | 0.10%             | 2054-06-20      | Fixed         | 11.16%                | Yes           |                  2 | On Loan: No      |
| HELMERICH & PAYNE, INC.                                                                        | HELMERICH PAYNE INC                                | CUSIP: 423452AG6<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1045280.68   | 0.08%             | 2031-09-29      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| SONOCO PRODUCTS COMPANY.                                                                       | SONOCO PRODUCTS COMPANY                            | CUSIP: 83549RUE2<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | STIV             | CORP              | US        |   3800000 | PA      | $3792461.18   | 0.29%             |  |  |  | Yes           |                  2 | On Loan: No      |
| United States of America                                                                       | U S TREASURY NOTE                                  | CUSIP: 91282CJX0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  18000000 | PA      | $18129375.00  | 1.41%             | 2031-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CARMEL IND WTRWKS REV                                                                          | CITY OF CARMEL IN WATERWORKS REVENUE               | CUSIP: 143321KN6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    275000 | PA      | $278952.56    | 0.02%             | 2029-05-01      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| DEXT ABS LLC                                                                                   | DEXT ABS 2023 1 LLC                                | CUSIP: 25216BAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $2035635.62   | 0.16%             | 2032-03-15      | Fixed         | 6.55%                 | Yes           |                  2 | On Loan: No      |
| ARI FLEET LEASE TRUST                                                                          | ARI FLEET LEASE TRUST 2022 A                       | CUSIP: 00217QAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    273646 | PA      | $273527.46    | 0.02%             | 2031-01-15      | Fixed         | 3.43%                 | Yes           |                  2 | On Loan: No      |
| LENNOX INTERNATIONAL INC.                                                                      | LENNOX INTERNATIONAL INC                           | CUSIP: 526107AE7<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | DBT              | CORP              | US        |   3625000 | PA      | $3613482.72   | 0.28%             | 2025-08-01      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| CoBank, ACB                                                                                    | COBANK ACB                                         | CUSIP: 19075QAC6<br>LEI: P0J8I7M2E0A77CKF1705 | Long             | DBT              | CORP              | US        |   4300000 | PA      | $4302943.81   | 0.33%             | 2199-12-31      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| KILROY REALTY, L.P.                                                                            | KILROY REALTY LP                                   | CUSIP: 49427RAL6<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |   2600000 | PA      | $2596536.38   | 0.20%             | 2025-10-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CCG RECEIVABLES TRUST                                                                          | CCG RECEIVABLES TRUST 2025 1                       | CUSIP: 12515XAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    652000 | PA      | $651170.57    | 0.05%             | 2032-10-14      | Fixed         | 5.28%                 | Yes           |                  2 | On Loan: No      |
| SODEXO, INC.                                                                                   | SODEXO INC                                         | CUSIP: 833794AC4<br>LEI: 549300WSZGQGJQXRFU84 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2032594.41   | 0.16%             | 2030-08-15      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| Dominion Energy, Inc.                                                                          | DOMINION ENERGY INC                                | CUSIP: 25746UDM8<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1966035.75   | 0.15%             | 2199-12-31      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS LP                                                                    | TARGA RESOURCES PARTNERS LP                        | CUSIP: 87612BBL5<br>LEI: 6OQWTZ1SPC04IFT4T704 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1000654.47   | 0.08%             | 2027-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| EVERGREEN CREDIT CARD TRUST                                                                    | EVERGREEN CREDIT CARD TRUST                        | CUSIP: 30023JCX4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1014000 | PA      | $1020782.63   | 0.08%             | 2029-05-15      | Fixed         | 5.24%                 | Yes           |                  2 | On Loan: No      |
| DBWF MORTGAGE TRUST                                                                            | DBWF 2024 LCRS MORTGAGE TRUST                      | CUSIP: 23307KAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $999789.11    | 0.08%             | 2034-04-15      | Floating      | 6.07%                 | Yes           |                  2 | On Loan: No      |
| ALLIANT ENERGY FINANCE, LLC                                                                    | ALLIANT ENERGY FINANCE LLC                         | CUSIP: 01882YAF3<br>LEI: 54930033ER6EOI5DL570 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1011655.76   | 0.08%             | 2027-06-06      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| UDR, INC.                                                                                      | UDR INC                                            | CUSIP: 90265EAM2<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1971949.83   | 0.15%             | 2027-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FLAGSHIP CREDIT AUTO TRUST                                                                     | FLAGSHIP CREDIT AUTO TRUST 2019 3                  | CUSIP: 33846AAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    148001 | PA      | $147921.29    | 0.01%             | 2026-12-15      | Fixed         | 3.84%                 | Yes           |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST, INC.                                                                  | STARWOOD PROPERTY TRUST INC                        | CUSIP: 85571BAU9<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |    500000 | PA      | $491594.83    | 0.04%             | 2026-07-15      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| FLEXENTIAL LLC                                                                                 | FLEXENTIAL ISSUER 2021 1                           | CUSIP: 33938MAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $962573.84    | 0.07%             | 2051-11-27      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| VERDANT RECEIVABLES LLC                                                                        | VERDANT RECEIVABLES 2024 1 LLC                     | CUSIP: 92339MAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    956698 | PA      | $971273.32    | 0.08%             | 2031-12-12      | Fixed         | 5.68%                 | Yes           |                  2 | On Loan: No      |
| MPT OPERATING PARTNERSHIP, L.P.                                                                | MPT OPER PARTNERSHIP FINL                          | CUSIP: 55342UAH7<br>LEI: WUQXXXF7PXTUPGROE843 | Long             | DBT              | CORP              | US        |    250000 | PA      | $230823.76    | 0.02%             | 2027-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| FRONTIER ISSUER LLC                                                                            | FRONTIER ISSUER LLC                                | CUSIP: 35910EAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    400000 | PA      | $420757.72    | 0.03%             | 2053-08-20      | Fixed         | 11.50%                | Yes           |                  2 | On Loan: No      |
| HEICO CORPORATION                                                                              | HEICO CORP                                         | CUSIP: 422806AA7<br>LEI: 529900O1DTDLCJ7L0I14 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1026096.30   | 0.08%             | 2028-08-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DEXT ABS LLC                                                                                   | DEXT ABS 2023 2 LLC                                | CUSIP: 25216CAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1019122.61   | 0.08%             | 2034-05-15      | Fixed         | 6.41%                 | Yes           |                  2 | On Loan: No      |
| POST ROAD EQUIPMENT FINANCE LLC                                                                | POST ROAD EQUIPMENT FINANCE 2024 1 LLC             | CUSIP: 737473AE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    417000 | PA      | $428427.01    | 0.03%             | 2030-10-15      | Fixed         | 6.77%                 | Yes           |                  2 | On Loan: No      |
| DEXT ABS LLC                                                                                   | DEXT ABS 2023 1 LLC                                | CUSIP: 25216BAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    341537 | PA      | $342992.10    | 0.03%             | 2032-03-15      | Fixed         | 5.99%                 | Yes           |                  2 | On Loan: No      |
| Highmark Inc                                                                                   | HIGHMARK INC                                       | CUSIP: 431116AD4<br>LEI: 549300B6868ZXXEB2Y57 | Long             | DBT              | CORP              | US        |    915000 | PA      | $886972.94    | 0.07%             | 2026-05-10      | Fixed         | 1.45%                 | Yes           |                  2 | On Loan: No      |
| MMAF EQUIPMENT FINANCE LLC                                                                     | MMAF EQUIPMENT FINANCE LLC 2023 A                  | CUSIP: 55317WAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $508456.52    | 0.04%             | 2029-12-13      | Fixed         | 5.54%                 | Yes           |                  2 | On Loan: No      |
| DIAMOND ISSUER LLC                                                                             | DIAMOND ISSUER                                     | CUSIP: 25267TAQ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    655000 | PA      | $612448.91    | 0.05%             | 2051-11-20      | Fixed         | 2.70%                 | Yes           |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                              | HSBC HOLDINGS PLC                                  | CUSIP: 404280EQ8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $1008211.53   | 0.08%             | 2029-03-03      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| HAT HOLDINGS I LLC                                                                             | HAT HOLDINGS I LLC HAT HOLDINGS II LLC             | CUSIP: 418751AE3<br>LEI: 254900YE1WH1XG7Y4E44 | Long             | DBT              | CORP              | US        |    750000 | PA      | $734802.40    | 0.06%             | 2026-06-15      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| HONDA MOTOR CO., LTD.                                                                          | HONDA MOTOR CO LTD                                 | CUSIP: 438127AD4<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | DBT              | CORP              | JP        |   3000000 | PA      | $3003523.41   | 0.23%             | 2028-07-08      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| Viper Energy, Inc.                                                                             | VIPER ENERGY PARTNERS LP                           | CUSIP: 92763MAB1<br>LEI: 5299009LINL232255G03 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1061073.40   | 0.08%             | 2031-11-01      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| DELL EQUIPMENT FINANCE TRUST                                                                   | DELL EQUIPMENT FINANCE TRUST                       | CUSIP: 24704EAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $501999.46    | 0.04%             | 2030-08-22      | Fixed         | 4.99%                 | Yes           |                  2 | On Loan: No      |
| WHEELS FLEET LEASE FUNDING LLC                                                                 | WHEELS FLEET LEASE FUNDING 1 LLC                   | CUSIP: 96328GAU1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1667000 | PA      | $1692551.13   | 0.13%             | 2038-04-18      | Fixed         | 6.18%                 | Yes           |                  2 | On Loan: No      |
| FIRSTKEY HOMES TRUST                                                                           | FIRSTKEY HOMES 2020 SFR1 TRUST                     | CUSIP: 33768JBN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $967330.52    | 0.08%             | 2038-12-17      | Fixed         | 2.54%                 | Yes           |                  2 | On Loan: No      |
| BMW US CAPITAL, LLC                                                                            | BMW US CAPITAL LLC                                 | CUSIP: 05565ECQ6<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1005509.79   | 0.08%             | 2027-08-13      | Fixed         | 4.60%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                                       | U S TREASURY NOTE                                  | CUSIP: 912828YB0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15000000 | PA      | $13814062.50  | 1.07%             | 2029-08-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC                                                                | HERTZ VEHICLE FINANCING III LLC                    | CUSIP: 42806MBU2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1007838.81   | 0.08%             | 2027-06-25      | Fixed         | 6.91%                 | Yes           |                  2 | On Loan: No      |
| ENTERGY TEXAS RESTORATION FUNDING, LLC                                                         | ENTERGY TEXAS RESTORATION FUNDING II LLC           | CUSIP: 29366NAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    281576 | PA      | $275679.82    | 0.02%             | 2028-12-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING LLC                                                                 | ENTERPRISE FLEET FINANCING 2024 4 LLC              | CUSIP: 29374MAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $502570.41    | 0.04%             | 2028-11-20      | Fixed         | 4.56%                 | Yes           |                  2 | On Loan: No      |
| PENNSYLVANIA ST HIGHER EDL FACS AUTH REV                                                       | PENNSYLVANIA HIGHER EDUCATIONAL FACILITIES AUTHORI | CUSIP: 70917TSB8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $500232.39    | 0.04%             | 2025-11-01      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| BX TRUST                                                                                       | BX TRUST 2022 CLS                                  | CUSIP: 05609XAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $990707.02    | 0.08%             | 2027-10-13      | Fixed         | 6.30%                 | Yes           |                  2 | On Loan: No      |
| FCCU AUTO RECEIVABLES TRUST                                                                    | FCCU AUTO RECEIVABLES TRUST 2024 1                 | CUSIP: 30336CAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    334286 | PA      | $342312.39    | 0.03%             | 2030-10-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| CARS DB                                                                                        | CAPITAL AUTOMOTIVE REIT                            | CUSIP: 12510HAK6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    670078 | PA      | $642017.38    | 0.05%             | 2051-08-15      | Fixed         | 1.44%                 | Yes           |                  2 | On Loan: No      |
| LOBEL AUTOMOBILE RECEIVABLES TRUST                                                             | LOBEL AUTOMOBILE RECEIVABLES TRUST 2025 1          | CUSIP: 53948RAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1003391.00   | 0.08%             | 2028-04-17      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST                                                                   | FORD CREDIT AUTO OWNER TRUST 2023 REV1             | CUSIP: 34535QAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2290000 | PA      | $2349088.14   | 0.18%             | 2035-08-15      | Fixed         | 6.26%                 | Yes           |                  2 | On Loan: No      |
| PINNACLE WEST CAPITAL CORPORATION                                                              | PINNACLE WEST CAPITAL CORP                         | CUSIP: 723484AM3<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2027065.79   | 0.16%             | 2028-05-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| FCCU AUTO RECEIVABLES TRUST                                                                    | FCCU AUTO RECEIVABLES TRUST 2025 1                 | CUSIP: 31424YAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    324000 | PA      | $329354.37    | 0.03%             | 2031-09-15      | Fixed         | 5.36%                 | Yes           |                  2 | On Loan: No      |
| DEXT ABS LLC                                                                                   | DEXT ABS 2025 1 LLC                                | CUSIP: 252154AE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1002033.93   | 0.08%             | 2035-08-15      | Fixed         | 5.39%                 | Yes           |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD.                                                                   | ROYAL CARIBBEAN CRUISES LTD                        | CUSIP: 780153BJ0<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |   1650000 | PA      | $1655741.19   | 0.13%             | 2026-08-31      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| SYNCHRONY CARD ISSUANCE TRUST, SYNCHRONY                                                       | SYNCHRONY CARD ISSUANCE TRUST                      | CUSIP: 87166PAP6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    640000 | PA      | $649466.93    | 0.05%             | 2031-02-18      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY BANK                                                                                 | SYNCHRONY BANK                                     | CUSIP: 87166FAD5<br>LEI: 549300UATVPGSLE43Z27 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $999798.89    | 0.08%             | 2025-08-22      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CLOUD CAPITAL DATA CENTERS                                                                     | CLOUD CAPITAL HOLDCO LP                            | CUSIP: 102104AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2500000 | PA      | $2531457.94   | 0.20%             | 2049-11-22      | Fixed         | 5.78%                 | Yes           |                  2 | On Loan: No      |
| ROLLS-ROYCE PLC                                                                                | ROLLS ROYCE PLC                                    | CUSIP: 77578JAB4<br>LEI: X57JK1U580XATGR67572 | Long             | DBT              | CORP              | GB        |   1600000 | PA      | $1594202.08   | 0.12%             | 2025-10-14      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP OF AMERICA FINANCE, LLC                                                       | VOLKSWAGEN GROUP OF AMERICA FINANCE LLC            | CUSIP: 928668CB6<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1038521.40   | 0.08%             | 2028-11-16      | Fixed         | 6.20%                 | Yes           |                  2 | On Loan: No      |
| AFG ABS I, LLC                                                                                 | AFG ABS I LLC                                      | CUSIP: 00111LAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    832992 | PA      | $848533.13    | 0.07%             | 2030-09-16      | Fixed         | 7.51%                 | Yes           |                  2 | On Loan: No      |
| TESLA AUTO LEASE TRUST                                                                         | TESLA AUTO LEASE TRUST 2023 B                      | CUSIP: 88167QAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    675000 | PA      | $678313.71    | 0.05%             | 2027-08-20      | Fixed         | 6.57%                 | Yes           |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                                                           | GLENCORE FUNDING LLC                               | CUSIP: 378272BR8<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2028603.36   | 0.16%             | 2027-04-04      | Fixed         | 5.34%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137HFNP6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1756868 | PA      | $1735624.43   | 0.13%             | 2051-06-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST                                                                        | CARMAX AUTO OWNER TRUST 2024 4                     | CUSIP: 14290DAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    740000 | PA      | $749414.99    | 0.06%             | 2031-08-15      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| PENFED AUTO RECEIVABLES OWNER TRUST                                                            | PENFED AUTO RECEIVABLES OWNER TRUST 2022 A         | CUSIP: 706874AE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    452000 | PA      | $451325.71    | 0.04%             | 2028-12-15      | Fixed         | 4.60%                 | Yes           |                  2 | On Loan: No      |
| ASSURANT, INC.                                                                                 | ASSURANT INC                                       | CUSIP: 04621XAK4<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | DBT              | CORP              | US        |    750000 | PA      | $770911.92    | 0.06%             | 2048-03-27      | Fixed         | 7.00%                 | No            |                  2 | On Loan: —       |
| 1345 TRUST                                                                                     | 1345 TRUST 2025 AOA                                | CUSIP: 68271CAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    625000 | PA      | $627148.69    | 0.05%             | 2030-06-15      | Floating      | 5.90%                 | Yes           |                  2 | On Loan: No      |
| BLACK BELT ENERGY GAS DIST ALA GAS PROJ REV                                                    | BLACK BELT ENERGY GAS DISTRICT                     | CUSIP: 09182TCS4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1050611.65   | 0.08%             | 2029-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DEXT ABS LLC                                                                                   | DEXT ABS 2025 1 LLC                                | CUSIP: 252154AF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1469465.44   | 0.11%             | 2036-02-15      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: No      |
| FIRST HORIZON CORPORATION                                                                      | FIRST HORIZON CORP                                 | CUSIP: 320517AE5<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1521625.47   | 0.12%             | 2031-03-07      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| THE AES CORPORATION                                                                            | AES CORP THE                                       | CUSIP: 00130HCE3<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |   1710000 | PA      | $1677514.00   | 0.13%             | 2026-01-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| MATTEL, INC.                                                                                   | MATTEL INC                                         | CUSIP: 577081BD3<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |   5800000 | PA      | $5817883.37   | 0.45%             | 2027-12-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| HSBC US GOVERNMENT MONEY MARKET FUND                                                           | HSBC US GOVT MMKT-I                                | CUSIP: 40428X107<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   1468207 | NS      | $1468206.88   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| DELL EQUIPMENT FINANCE TRUST                                                                   | DELL EQUIPMENT FINANCE TRUST                       | CUSIP: 24704EAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    584000 | PA      | $586954.66    | 0.05%             | 2031-02-24      | Fixed         | 5.29%                 | Yes           |                  2 | On Loan: No      |
| HSB GROUP, INC.                                                                                | HSB GROUP INC                                      | CUSIP: 40428NAC3<br>LEI: 549300YBYP3KZS5URX14 | Long             | DBT              | CORP              | US        |    750000 | PA      | $731900.87    | 0.06%             | 2027-07-15      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| CDW LLC                                                                                        | CDW LLC CDW FINANCE CORP                           | CUSIP: 12513GBG3<br>LEI: 549300RU2J599RPFD076 | Long             | DBT              | CORP              | US        |    825000 | PA      | $804485.15    | 0.06%             | 2026-12-01      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| SFS AUTO RECEIVABLES SECURITIZATION TRUST                                                      | SFS AUTO RECEIVABLES SECURITIZATION TRUST 2024 2   | CUSIP: 78397XAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    929000 | PA      | $951065.64    | 0.07%             | 2030-08-20      | Fixed         | 5.41%                 | Yes           |                  2 | On Loan: No      |
| CHASE AUTO OWNER TRUST                                                                         | CHASE AUTO OWNER TRUST 2023 A                      | CUSIP: 16144KAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1878000 | PA      | $1987113.44   | 0.15%             | 2031-06-25      | Fixed         | 6.85%                 | Yes           |                  2 | On Loan: No      |
| CCG RECEIVABLES TRUST                                                                          | CCG RECEIVABLES TRUST                              | CUSIP: 12511QAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1963000 | PA      | $2026790.28   | 0.16%             | 2032-04-14      | Fixed         | 6.45%                 | Yes           |                  2 | On Loan: No      |
| VALLOUREC SA                                                                                   | VALLOUREC SACA                                     | CUSIP: 92023RAA8<br>LEI: 969500P2Q1B47H4MCJ34 | Long             | DBT              | CORP              | FR        |    250000 | PA      | $262345.93    | 0.02%             | 2032-04-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| FLAGSHIP CREDIT AUTO TRUST                                                                     | FLAGSHIP CREDIT AUTO TRUST 2021 2                  | CUSIP: 33844WAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1750000 | PA      | $1708640.19   | 0.13%             | 2027-06-15      | Fixed         | 1.59%                 | Yes           |                  2 | On Loan: No      |
| VOLVO FINANCIAL EQUIPMENT LLC                                                                  | VOLVO FINANCIAL EQUIPMENT LLC SERIES 2024 1        | CUSIP: 92887QAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    333333 | PA      | $333780.44    | 0.03%             | 2028-10-16      | Fixed         | 4.29%                 | Yes           |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST                                                            | EXETER AUTOMOBILE RECEIVABLES TRUST                | CUSIP: 30167MAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1008229.43   | 0.08%             | 2031-05-15      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| HARBOUR ENERGY PLC                                                                             | HARBOUR ENERGY PLC                                 | CUSIP: 411618AB7<br>LEI: 213800YPC42DYBKVPF97 | Long             | DBT              | CORP              | GB        |   1500000 | PA      | $1487261.92   | 0.12%             | 2026-10-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| BOSTON PROPERTIES LIMITED PARTNERSHIP                                                          | BOSTON PROPERTIES LP                               | CUSIP: 10112RAX2<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |    933000 | PA      | $926178.50    | 0.07%             | 2026-02-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| AMFAM HOLDINGS, INC.                                                                           | AMFAM HOLDINGS INC                                 | CUSIP: 03115AAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    825000 | PA      | $703182.29    | 0.05%             | 2031-03-11      | Fixed         | 2.81%                 | Yes           |                  2 | On Loan: No      |
| GLS AUTO SELECT RECEIVABLES TRUST                                                              | GLS AUTO SELECT RECEIVABLES TRUST 2023 2           | CUSIP: 36269EAF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1085235.72   | 0.08%             | 2031-02-18      | Fixed         | 8.22%                 | Yes           |                  2 | On Loan: No      |
| FCCU AUTO RECEIVABLES TRUST                                                                    | FCCU AUTO RECEIVABLES TRUST 2024 1                 | CUSIP: 30336CAN5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    567778 | PA      | $583778.35    | 0.05%             | 2032-07-15      | Fixed         | 6.78%                 | Yes           |                  2 | On Loan: No      |
| Bacardi-Martini B.V.                                                                           | BACARDI MARTINI BV                                 | CUSIP: 05634WAA0<br>LEI: 5493002XXBV8B88K2408 | Long             | DBT              | CORP              | NL        |   2000000 | PA      | $2052630.58   | 0.16%             | 2030-02-01      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST                                                                     | LAD AUTO RECEIVABLES TRUST 2024 3                  | CUSIP: 505709AG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    381000 | PA      | $380461.04    | 0.03%             | 2032-02-17      | Fixed         | 5.18%                 | Yes           |                  2 | On Loan: No      |
| NLG GLOBAL FUNDING                                                                             | NLG GLOBAL FUNDING                                 | CUSIP: 62915W2A0<br>LEI: 635400SKBQOWEJZLTW68 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2059335.88   | 0.16%             | 2030-01-23      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| CITIZENS AUTO RECEIVABLES TRUST                                                                | CITIZENS AUTO RECEIVABLES TRUST 2023 2             | CUSIP: 17295FAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1022223.27   | 0.08%             | 2030-10-15      | Fixed         | 5.74%                 | Yes           |                  2 | On Loan: No      |
| VSTRONG AUTO RECEIVABLES TRUST                                                                 | VSTRONG AUTO RECEIVABLES TRUST 2023 A              | CUSIP: 92920CAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    297465 | PA      | $298161.34    | 0.02%             | 2027-11-15      | Fixed         | 6.87%                 | Yes           |                  2 | On Loan: No      |
| STELLANTIS FINANCE US INC.                                                                     | STELLANTIS FINANCE US INC                          | CUSIP: 85855CAM2<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1007882.20   | 0.08%             | 2028-03-17      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| CULBERSON CNTY-ALLAMOORE INDPT SCH DIST TEX                                                    | CULBERSON COUNTY ALLAMOORE INDEPENDENT SCHOOL DIST | CUSIP: 229858CD5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1100000 | PA      | $1134833.05   | 0.09%             | 2027-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| OSCAR US FUNDING TRUST                                                                         | OSCAR US FUNDING XVII LLC                          | CUSIP: 68784BAC8<br>LEI: 549300GTSLUONMR77U11 | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $997984.43    | 0.08%             | 2029-03-12      | Fixed         | 4.47%                 | Yes           |                  2 | On Loan: No      |
| PRINCIPAL LIFE GLOBAL FUNDING II                                                               | PRINCIPAL LIFE GLOBAL FUNDING II                   | CUSIP: 74256LFA2<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1509316.95   | 0.12%             | 2027-08-19      | Fixed         | 4.60%                 | Yes           |                  2 | On Loan: No      |
| ALLY FINANCIAL INC.                                                                            | ALLY FINANCIAL INC                                 | CUSIP: 02005NBF6<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1502782.11   | 0.12%             | 2025-11-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING LLC                                                                 | ENTERPRISE FLEET FINANCING 2024 1 LLC              | CUSIP: 29375PAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1018620.24   | 0.08%             | 2030-09-20      | Fixed         | 5.16%                 | Yes           |                  2 | On Loan: No      |
| Texas Capital Bank                                                                             | TEXAS CAPITAL BANK NA DALLAS TX                    | CUSIP: 88224PJS9<br>LEI: 38PG5GG0OEQK4QMSKE59 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1493130.14   | 0.12%             | 2026-01-31      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INCORPORATED                                                              | MICROCHIP TECHNOLOGY INC                           | CUSIP: 595017BK9<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2023401.22   | 0.16%             | 2028-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS FINANCIAL SQUARE GOVERNMENT FUND                                                 | GLDMN SCHS FIN SQ GV-FST                           | CUSIP: 38141W273<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   1468207 | NS      | $1468206.88   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| United Airlines Pass Through Trust                                                             | UNITED AIR 2020 1 B PTT                            | CUSIP: 90932VAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1152676 | PA      | $1149958.36   | 0.09%             | 2027-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GREENVILLE SPARTANBURG S C ARPT DIST ARPT SYS REV                                              | GREENVILLE SPARTANBURG AIRPORT DISTRICT            | CUSIP: 396613DL2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $250956.33    | 0.02%             | 2026-07-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CP EF ASSET SECURITIZATION I, LLC                                                              | CP EF ASSET SECURITIZATION II LLC                  | CUSIP: 224092AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    503583 | PA      | $508389.09    | 0.04%             | 2032-03-15      | Fixed         | 7.48%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                                       | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 38384EYV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    849533 | PA      | $849344.78    | 0.07%             | 2048-06-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP OF AMERICA FINANCE, LLC                                                       | VOLKSWAGEN GROUP OF AMERICA FINANCE LLC            | CUSIP: 928668CN0<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2006005.60   | 0.16%             | 2027-03-25      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Highwoods Realty Limited Partnership                                                           | HIGHWOODS REALTY LP                                | CUSIP: 431282AR3<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $972573.37    | 0.08%             | 2029-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES CORPORATION TRUST                                                       | GS MORTGAGE SECURITIES CORP II                     | CUSIP: 36270GAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $997447.92    | 0.08%             | 2026-09-06      | Variable      | 4.94%                 | Yes           |                  2 | On Loan: No      |
| SANTANDER BANK, N.A.                                                                           | SANTANDER BANK AUTO CREDIT LINKED NOTES SERIES 202 | CUSIP: 80290CBH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    203425 | PA      | $203772.19    | 0.02%             | 2032-12-15      | Fixed         | 8.20%                 | Yes           |                  2 | On Loan: No      |
| CENTERPOINT ENERGY, INC.                                                                       | CENTERPOINT ENERGY INC                             | CUSIP: 15189TBG1<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |    929000 | PA      | $961225.59    | 0.07%             | 2029-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| MMAF EQUIPMENT FINANCE LLC                                                                     | MMAF EQUIPMENT FINANCE LLC 2022 A                  | CUSIP: 55317RAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    144607 | PA      | $143639.04    | 0.01%             | 2028-01-13      | Fixed         | 3.20%                 | Yes           |                  2 | On Loan: No      |
| PRESTIGE AUTO RECEIVABLES TRUST                                                                | PRESTIGE AUTO RECEIVABLES TRUST 2025 1             | CUSIP: 74113UAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    529000 | PA      | $536066.50    | 0.04%             | 2030-02-15      | Fixed         | 5.52%                 | Yes           |                  2 | On Loan: No      |
| CHEVRON PHILLIPS CHEMICAL COMPANY LLC                                                          | CHEVRON PHILLIPS CHEMICAL CO LLC                   | CUSIP: 166754AX9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2026231.42   | 0.16%             | 2030-05-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| CREDIT ACCEPTANCE AUTO LOAN TRUST                                                              | CREDIT ACCEPTANCE AUTO LOAN TRUST 2022 1           | CUSIP: 22534LAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    485585 | PA      | $485581.28    | 0.04%             | 2032-08-16      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| PRESTIGE AUTO RECEIVABLES TRUST                                                                | PRESTIGE AUTO RECEIVABLES TRUST 2023 2             | CUSIP: 74113VAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $2045796.12   | 0.16%             | 2029-08-15      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| M&T EQUIPTMENT LLC                                                                             | M T EQUIPMENT 2025 LEAF1 NOTES                     | CUSIP: 55340QAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1826000 | PA      | $1836930.32   | 0.14%             | 2029-09-17      | Fixed         | 4.78%                 | Yes           |                  2 | On Loan: No      |
| Banco Santander Mexico, S.A., Institucion de Banca Multiple, Grupo Financiero Santander Mexico | BANCO SANTANDER MEXICO SA                          | CUSIP: 05969BAC7<br>LEI: SCRYQ25DTVRHYYMM6P89 | Long             | DBT              | CORP              | MX        |   1500000 | PA      | $1584402.07   | 0.12%             | 2028-10-01      | Fixed         | 7.53%                 | Yes           |                  2 | On Loan: —       |
| EVERGREEN CREDIT CARD TRUST                                                                    | EVERGREEN CREDIT CARD TRUST                        | CUSIP: 30023JCY2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    555000 | PA      | $558104.75    | 0.04%             | 2029-05-15      | Fixed         | 5.53%                 | Yes           |                  2 | On Loan: No      |
| OCCU AUTO RECEIVABLES TRUST                                                                    | OCCU AUTO RECEIVABLES TRUST 2023 1                 | CUSIP: 674921AD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    925000 | PA      | $945258.68    | 0.07%             | 2029-09-17      | Fixed         | 6.29%                 | Yes           |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST                                                          | WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2023 1       | CUSIP: 96042XAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    416944 | PA      | $417255.20    | 0.03%             | 2028-01-18      | Fixed         | 5.41%                 | Yes           |                  2 | On Loan: No      |
| ATALAYA EQUIPMENT LEASING TRUST LLC.                                                           | ATALAYA EQUIPMENT LEASING TRUST 21 1               | CUSIP: 046497AD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    859940 | PA      | $850418.46    | 0.07%             | 2028-06-15      | Fixed         | 2.69%                 | Yes           |                  2 | On Loan: No      |
| CITIGROUP INC.                                                                                 | CITIGROUP INC                                      | CUSIP: 17298CKQ0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $987421.17    | 0.08%             | 2025-10-30      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| TECHNIPFMC PLC                                                                                 | TECHNIPFMC PLC                                     | CUSIP: 87854XAE1<br>LEI: 549300D5I93QWCJTCK36 | Long             | DBT              | CORP              | GB        |   3320000 | PA      | $3314113.51   | 0.26%             | 2026-02-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| GLS AUTO SELECT RECEIVABLES TRUST                                                              | GLS AUTO SELECT RECEIVABLES TRUST 2024 1           | CUSIP: 37988XAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $509680.90    | 0.04%             | 2030-03-15      | Fixed         | 5.69%                 | Yes           |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                                                         | STANDARD CHARTERED PLC                             | CUSIP: 853254DB3<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   2000000 | PA      | $2039440.00   | 0.16%             | 2028-05-14      | Fixed         | 5.69%                 | Yes           |                  2 | On Loan: No      |
| COLUMBUS OHIO MET HSG AUTH GEN REV                                                             | COLUMBUS METROPOLITAN HOUSING AUTHORITY            | CUSIP: 19951AAT3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    845000 | PA      | $855699.04    | 0.07%             | 2028-09-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| DIAGEO INVESTMENT CORPORATION                                                                  | DIAGEO INVESTMENT CORP                             | CUSIP: 25245BAC1<br>LEI: S4G8DPIPDVCF6CB81Z61 | Long             | DBT              | CORP              | US        |    727000 | PA      | $748958.40    | 0.06%             | 2030-08-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST                                                                     | LAD AUTO RECEIVABLES TRUST 2025 1                  | CUSIP: 505712AE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1018218.81   | 0.08%             | 2030-05-15      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| NHP FOUNDATION (THE)                                                                           | NHP FOUNDATION THE                                 | CUSIP: 62925MAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1045522.56   | 0.08%             | 2028-12-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| CLEARINGHOUSE COMMUNITY DEVELOPMENT FINANCIAL INST                                             | CLEARINGHOUSE COMMUNITY DEVELOPMENT FINANCIAL INST | CUSIP: 184917AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1230000 | PA      | $1253333.85   | 0.10%             | 2030-10-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| DTE ENERGY COMPANY                                                                             | DTE ENERGY CO                                      | CUSIP: 233331BJ5<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1014840.04   | 0.08%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Bacardi-Martini B.V.                                                                           | BACARDI USA INC                                    | CUSIP: 05634EU34<br>LEI: 5493002XXBV8B88K2408 | Long             | STIV             | CORP              | NL        |   2150000 | PA      | $2149142.37   | 0.17%             |  |  |  | Yes           |                  2 | On Loan: No      |
| AON NORTH AMERICA, INC.                                                                        | AON NORTH AMERICA INC                              | CUSIP: 03740MAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1024286.41   | 0.08%             | 2029-03-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| SMURFIT KAPPA TREASURY FUNDING DESIGNATED ACTIVITY COMPANY                                     | SMURFIT KAPPA TREASURY FUNDING DAC                 | CUSIP: 832724AB4<br>LEI: 635400DTNR8KCJUMW380 | Long             | DBT              | CORP              | IE        |   3000000 | PA      | $3028495.51   | 0.23%             | 2025-11-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CLARUS CAPITAL FUNDING LLC                                                                     | CLARUS CAPITAL FUNDING 2024 1 LLC                  | CUSIP: 18271JAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    585000 | PA      | $584950.41    | 0.05%             | 2032-08-20      | Fixed         | 4.79%                 | Yes           |                  2 | On Loan: No      |
| The Bank of New York Mellon Corporation                                                        | BANK OF NEW YORK MELLON CORP THE                   | CUSIP: 06406RBV8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1023429.22   | 0.08%             | 2030-03-14      | Fixed         | 4.97%                 | No            |                  2 | On Loan: —       |
| HEWLETT PACKARD ENTERPRISE COMPANY                                                             | HEWLETT PACKARD ENTERPRISE CO                      | CUSIP: 42824CBR9<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1001650.00   | 0.08%             | 2026-09-25      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| FMC CORPORATION                                                                                | FMC CORP                                           | CUSIP: 34410WUE0<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | STIV             | CORP              | US        |   8100000 | PA      | $8083821.06   | 0.63%             |  |  |  | Yes           |                  2 | On Loan: No      |
| MASTER CREDIT CARD TRUST II                                                                    | MASTER CREDIT CARD TRUST II                        | CUSIP: 576339DH5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    600000 | PA      | $601049.06    | 0.05%             | 2027-06-21      | Fixed         | 5.87%                 | Yes           |                  2 | On Loan: No      |
| Banco Santander Mexico, S.A., Institucion de Banca Multiple, Grupo Financiero Santander Mexico | BANCO SANTANDER MEXICO SA INSTITUCION              | CUSIP: 05969BAF0<br>LEI: SCRYQ25DTVRHYYMM6P89 | Long             | DBT              | CORP              | MX        |   1037000 | PA      | $1059567.74   | 0.08%             | 2029-12-10      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| VERIDIAN AUTO RECEIVABLES TRUST                                                                | VERIDIAN AUTO RECEIVABLES TRUST 2023 1             | CUSIP: 92347BAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1028666.70   | 0.08%             | 2029-07-16      | Fixed         | 6.37%                 | Yes           |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CREDIT FUND                                                                 | BLACKSTONE PRIVATE CREDIT FUND                     | CUSIP: 09261HAD9<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    500000 | PA      | $483028.41    | 0.04%             | 2026-12-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| DELL EQUIPMENT FINANCE TRUST                                                                   | DELL EQUIPMENT FINANCE TRUST 2023 2                | CUSIP: 24703GAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1005508.26   | 0.08%             | 2029-01-22      | Fixed         | 6.06%                 | Yes           |                  2 | On Loan: No      |
| M&T BANK AUTO RECEIVABLES TRUST                                                                | M T BANK AUTO RECEIVABLES TRUST 2025 1             | CUSIP: 55287XAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2143000 | PA      | $2165101.14   | 0.17%             | 2030-06-17      | Fixed         | 4.73%                 | Yes           |                  2 | On Loan: No      |
| NMEF FUNDING LLC                                                                               | NMEF FUNDING 2024 A LLC                            | CUSIP: 62919UAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    678428 | PA      | $679438.31    | 0.05%             | 2031-12-15      | Fixed         | 5.32%                 | Yes           |                  2 | On Loan: No      |
| HORACE MANN EDUCATORS CORPORATION                                                              | HORACE MANN EDUCATORS CORP                         | CUSIP: 440327AL8<br>LEI: 254900G5YAV3A2YK8T32 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1494650.24   | 0.12%             | 2028-09-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| NAVISTAR FINANCIAL DEALER NOTE MASTER TRUST                                                    | NAVISTAR FINANCIAL DEALER NOTE MASTER OWNER TRUST  | CUSIP: 63938PBY4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    633000 | PA      | $637014.74    | 0.05%             | 2029-04-25      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| FIRST FINANCIAL BANCORP.                                                                       | FIRST FINANCIAL BANCORP                            | CUSIP: 320209AA7<br>LEI: 549300D3F5B3EZMY7P77 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $996023.18    | 0.08%             | 2025-08-25      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| SCF EQUIPMENT LEASING LLC                                                                      | SCF EQUIPMENT LEASING 2023 1 LLC                   | CUSIP: 784024AE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1672000 | PA      | $1725407.88   | 0.13%             | 2033-08-22      | Fixed         | 6.77%                 | Yes           |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP OF AMERICA FINANCE, LLC                                                       | VOLKSWAGEN GROUP OF AMERICA FINANCE LLC            | CUSIP: 928668CG5<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1011679.16   | 0.08%             | 2029-03-22      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST                                                                 | CARVANA AUTO RECEIVABLES TRUST                     | CUSIP: 14687HAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    120593 | PA      | $116621.42    | 0.01%             | 2028-09-11      | Fixed         | 1.72%                 | No            |                  2 | On Loan: No      |
| ALLY BANK AUTO CREDIT-LINKED NOTES                                                             | ALLY BANK AUTO CREDIT LINKED NOTES SERIES 2024 B   | CUSIP: 02007G4E0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    658490 | PA      | $659637.98    | 0.05%             | 2032-09-15      | Fixed         | 5.41%                 | Yes           |                  2 | On Loan: No      |
| SANTANDER UK GROUP HOLDINGS PLC                                                                | SANTANDER UK GROUP HOLDINGS PLC                    | CUSIP: 80281LAA3<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |   2000000 | PA      | $1996917.55   | 0.15%             | 2025-09-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: —       |
| WINGSPIRE EQUIPMENT FINANCE LLC                                                                | WINGSPIRE EQUIPMENT FINANCE 2024 1 LLC             | CUSIP: 97415AAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1005161.02   | 0.08%             | 2032-09-20      | Fixed         | 5.06%                 | Yes           |                  2 | On Loan: No      |
| PRESTIGE AUTO RECEIVABLES TRUST                                                                | PRESTIGE AUTO RECEIVABLES TRUST 2023 1             | CUSIP: 74113GAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1003279.32   | 0.08%             | 2028-02-15      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: No      |
| KEYSIGHT TECHNOLOGIES, INC.                                                                    | KEYSIGHT TECHNOLOGIES INC                          | CUSIP: 49338LAH6<br>LEI: 549300GLKVIO8YRCYN02 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2062937.21   | 0.16%             | 2030-07-30      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| DEXT ABS LLC                                                                                   | DEXT ABS 2023 2 LLC                                | CUSIP: 25216CAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1585000 | PA      | $1692626.73   | 0.13%             | 2034-05-15      | Fixed         | 8.30%                 | Yes           |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST                                                                        | CARMAX AUTO OWNER TRUST 2023 4                     | CUSIP: 14318XAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1043071.86   | 0.08%             | 2030-04-15      | Fixed         | 7.16%                 | No            |                  2 | On Loan: No      |
| ATLASSIAN CORPORATION                                                                          | ATLASSIAN CORP                                     | CUSIP: 049468AA9<br>LEI: 549300V7ZY5P02D2MY38 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2052965.09   | 0.16%             | 2029-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TESLA ELECTRIC VEHICLE TRUST                                                                   | TESLA ELECTRIC VEHICLE TRUST 2023 1                | CUSIP: 881943AE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1350000 | PA      | $1374735.81   | 0.11%             | 2029-02-20      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| RYDER SYSTEM, INC.                                                                             | RYDER SYSTEM INC                                   | CUSIP: 78355HKW8<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1025807.55   | 0.08%             | 2028-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CHASE AUTO OWNER TRUST                                                                         | CHASE AUTO OWNER TRUST                             | CUSIP: 16144CAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    805000 | PA      | $838088.23    | 0.07%             | 2031-08-25      | Fixed         | 6.15%                 | Yes           |                  2 | On Loan: No      |
| KITE REALTY GROUP, L.P.                                                                        | KITE REALTY GROUP LP                               | CUSIP: 49803XAA1<br>LEI: 549300X6R2GYI8Y3OD81 | Long             | DBT              | CORP              | US        |   1119000 | PA      | $1109062.03   | 0.09%             | 2026-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| U.S. BANCORP                                                                                   | US BANCORP                                         | CUSIP: 902973AZ9<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   3800000 | PA      | $3800264.33   | 0.29%             | 2199-12-31      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST                                                                        | CARMAX AUTO OWNER TRUST 2021 4                     | CUSIP: 14317JAH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $244880.52    | 0.02%             | 2028-03-15      | Fixed         | 1.48%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC.                                                                            | ALLY FINANCIAL INC                                 | CUSIP: 02005NBT6<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   2056000 | PA      | $2161886.64   | 0.17%             | 2029-06-13      | Fixed         | 6.99%                 | No            |                  2 | On Loan: No      |
| SECURITIZED TERM AUTO RECEIVABLES TRUST                                                        | SECURITIZED TERM AUTO RECEIVABLES TRUST            | CUSIP: 81378RAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    560588 | PA      | $566582.87    | 0.04%             | 2031-07-25      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORPORATION                                                              | CAPITAL ONE FINANCIAL CORP                         | CUSIP: 14040HDL6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   7630000 | PA      | $7630000.00   | 0.59%             | 2199-12-31      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CCG RECEIVABLES TRUST                                                                          | CCG RECEIVABLES TRUST 2023 1                       | CUSIP: 12512XAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1012623.82   | 0.08%             | 2030-09-16      | Fixed         | 5.99%                 | Yes           |                  2 | On Loan: No      |
| SWITCH ABS ISSUER LLC                                                                          | SWITCH ABS ISSUER LLC                              | CUSIP: 871044AL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1972183.41   | 0.15%             | 2055-03-25      | Fixed         | 5.04%                 | Yes           |                  2 | On Loan: No      |
| FORD CREDIT FLOORPLAN MASTER OWNER TRUST A                                                     | FORD CREDIT FLOORPLAN MASTER OWNER TRUST A         | CUSIP: 34528QHY3<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-MBS          | CORP              | US        |    532000 | PA      | $535736.61    | 0.04%             | 2028-05-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| FORD CREDIT AUTO LEASE TRUST                                                                   | FORD CREDIT AUTO LEASE TRUST 2023 B                | CUSIP: 34529NAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    786000 | PA      | $794606.75    | 0.06%             | 2027-04-15      | Fixed         | 6.43%                 | No            |                  2 | On Loan: No      |
| ENSTAR FINANCE LLC                                                                             | ENSTAR FINANCE LLC                                 | CUSIP: 29360AAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4104000 | PA      | $4088897.30   | 0.32%             | 2040-09-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| OSCAR US FUNDING TRUST                                                                         | OSCAR US FUNDING XIV LLC                           | CUSIP: 68784HAD3<br>LEI: 549300GTSLUONMR77U11 | Long             | ABS-MBS          | CORP              | US        |    122544 | PA      | $120597.57    | 0.01%             | 2029-04-10      | Fixed         | 2.82%                 | Yes           |                  2 | On Loan: No      |
| BRUNSWICK CORPORATION                                                                          | BRUNSWICK CORP DE                                  | CUSIP: 117043AW9<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1030705.49   | 0.08%             | 2029-03-18      | Fixed         | 5.85%                 | No            |                  2 | On Loan: —       |
| FIFTH THIRD BANCORP                                                                            | FIFTH THIRD BANCORP                                | CUSIP: 316773DB3<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |   5857000 | PA      | $5836106.31   | 0.45%             | 2199-12-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Viper Energy, Inc.                                                                             | VIPER ENERGY PARTNERS LP                           | CUSIP: 92763MAA3<br>LEI: 5299009LINL232255G03 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3001343.61   | 0.23%             | 2027-11-01      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                                       | U S TREASURY NOTE                                  | CUSIP: 91282CHW4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15000000 | PA      | $15217968.75  | 1.18%             | 2030-08-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| LXP INDUSTRIAL TRUST                                                                           | LXP INDUSTRIAL TRUST                               | CUSIP: 529043AF8<br>LEI: 549300S4MH2ICXDBFV43 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1058329.22   | 0.08%             | 2028-11-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                                                         | EXTRA SPACE STORAGE LP                             | CUSIP: 30225VAR8<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1056930.00   | 0.08%             | 2031-01-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC.                                                                          | KEURIG DR PEPPER INC                               | CUSIP: 49271VAT7<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1021926.34   | 0.08%             | 2029-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CPS AUTO RECEIVABLES TRUST                                                                     | CPS AUTO RECEIVABLES TRUST 2022 D                  | CUSIP: 12663UAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    217547 | PA      | $217714.74    | 0.02%             | 2029-01-16      | Fixed         | 6.84%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137H9DC0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    759459 | PA      | $771679.32    | 0.06%             | 2049-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| THE HANOVER INSURANCE GROUP, INC.                                                              | HANOVER INSURANCE GROUP INC THE                    | CUSIP: 410867AF2<br>LEI: JJYR6MFKFF6CF8DBZ078 | Long             | DBT              | CORP              | US        |   4210000 | PA      | $4198387.26   | 0.33%             | 2026-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SANTANDER BANK, N.A.                                                                           | SANTANDER BANK AUTO CREDIT LINKED NOTES SERIES 202 | CUSIP: 80290CBG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     33420 | PA      | $33457.47     | 0.00%             | 2032-12-15      | Fixed         | 6.99%                 | Yes           |                  2 | On Loan: No      |
| INVESCO GOVERNMENT & AGENCY PORTFOLIO                                                          | INVESCO GVT & AGNCY-INST                           | CUSIP: 825252885<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   1468207 | NS      | $1468206.88   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN NATIONAL GLOBAL FUNDING                                                               | AMERICAN NATIONAL GLOBAL FUNDING                   | CUSIP: 02771D2A1<br>LEI: 63540033TQXTOXKK1L93 | Long             | DBT              | CORP              | US        |    852000 | PA      | $870633.24    | 0.07%             | 2030-01-28      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: No      |
| GREATAMERICA LEASING RECEIVABLES FUNDING, L.L.C.                                               | GREATAMERICA LEASING RECEIVABLES                   | CUSIP: 39154TCE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $504957.55    | 0.04%             | 2030-03-15      | Fixed         | 5.21%                 | Yes           |                  2 | On Loan: No      |
| QUANTA SERVICES, INC.                                                                          | QUANTA SERVICES INC                                | CUSIP: 74762EAK8<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2016908.95   | 0.16%             | 2027-08-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VERDANT RECEIVABLES LLC                                                                        | VERDANT RECEIVABLES 2024 1 LLC                     | CUSIP: 92339MAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    292000 | PA      | $299902.09    | 0.02%             | 2031-12-12      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                                   | BARCLAYS PLC                                       | CUSIP: 06738ECX1<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | RF                | GB        |   1000000 | PA      | $1012610.14   | 0.08%             | 2029-02-25      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC.                                                                           | GLOBAL PAYMENTS INC                                | CUSIP: 37961CU26<br>LEI: 549300NOMHGVQBX6S778 | Long             | STIV             | CORP              | US        |   2900000 | PA      | $2899210.62   | 0.22%             |  |  |  | Yes           |                  2 | On Loan: No      |
| CVS HEALTH CORPORATION                                                                         | CVS CORP                                           | CUSIP: 12665JU98<br>LEI: 549300EJG376EN5NQE29 | Long             | STIV             | CORP              | US        |   5400000 | PA      | $5393426.58   | 0.42%             |  |  |  | Yes           |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST                                                                     | LAD AUTO RECEIVABLES TRUST 2023 2                  | CUSIP: 505713AF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    350000 | PA      | $357835.96    | 0.03%             | 2031-02-15      | Fixed         | 6.30%                 | Yes           |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                               | PARAMOUNT GLOBAL                                   | CUSIP: 124857AR4<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    580000 | PA      | $564479.18    | 0.04%             | 2027-01-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| ZAYO ISSUER, LLC                                                                               | ZAYO ISSUER LLC                                    | CUSIP: 98919WAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    583333 | PA      | $602803.16    | 0.05%             | 2055-06-20      | Fixed         | 6.59%                 | Yes           |                  2 | On Loan: No      |
| GECU AUTO RECEIVABLES TRUST                                                                    | GECU AUTO RECEIVABLES TRUST 2023 1                 | CUSIP: 36169EAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    415000 | PA      | $426794.96    | 0.03%             | 2030-01-15      | Fixed         | 5.87%                 | Yes           |                  2 | On Loan: No      |
| ONE MANHATTAN WEST                                                                             | MANHATTAN WEST 2020 1MW MORTGAGE TRUST             | CUSIP: 563136AE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2500000 | PA      | $2349596.45   | 0.18%             | 2039-09-10      | Variable      | 2.41%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN EXPRESS COMPANY                                                                       | AMERICAN EXPRESS CO                                | CUSIP: 025816CH0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   5839000 | PA      | $5707804.09   | 0.44%             | 2199-12-31      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| KUBOTA CREDIT OWNER TRUST                                                                      | KUBOTA CREDIT OWNER TRUST 2025 1                   | CUSIP: 50117FAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $3006364.38   | 0.23%             | 2027-12-15      | Fixed         | 4.61%                 | Yes           |                  2 | On Loan: No      |
| COLUMBIA PIPELINES HOLDING COMPANY LLC                                                         | COLUMBIA PIPELINES HOLDING CO LLC                  | CUSIP: 19828AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     36000 | PA      | $36407.52     | 0.00%             | 2026-08-15      | Fixed         | 6.05%                 | Yes           |                  2 | On Loan: No      |
| CUBESMART, L.P.                                                                                | CUBESMART LP                                       | CUSIP: 22966RAE6<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1985564.47   | 0.15%             | 2029-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| GREENVILLE SPARTANBURG S C ARPT DIST ARPT SYS REV                                              | GREENVILLE SPARTANBURG AIRPORT DISTRICT            | CUSIP: 396613DN8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $252270.13    | 0.02%             | 2028-07-01      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| EMERGENT AUTO RECEIVABLES TRUST                                                                | ENT AUTO RECEIVABLES TRUST 2023 1                  | CUSIP: 293601AJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    400000 | PA      | $414301.03    | 0.03%             | 2030-01-15      | Fixed         | 6.45%                 | Yes           |                  2 | On Loan: No      |
| SONOCO PRODUCTS COMPANY.                                                                       | SONOCO PRODUCTS CO                                 | CUSIP: 835495AQ5<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |    571000 | PA      | $570458.74    | 0.04%             | 2026-09-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| HCA INC.                                                                                       | HCA INC                                            | CUSIP: 404119CY3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1014369.58   | 0.08%             | 2028-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANK AUTO CREDIT-LINKED NOTES                                                       | HUNTINGTON BANK AUTO CREDIT LINKED NOTES SERIES 20 | CUSIP: 446438SX2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    896741 | PA      | $900023.26    | 0.07%             | 2033-03-21      | Fixed         | 4.96%                 | Yes           |                  2 | On Loan: No      |
| DELL EQUIPMENT FINANCE TRUST                                                                   | DELL EQUIPMENT FINANCE TRUST 2023 1                | CUSIP: 24702HAL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    909091 | PA      | $913016.29    | 0.07%             | 2029-03-22      | Fixed         | 6.80%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC SERVICES, INC.                                                                        | REPUBLIC SERVICES INC                              | CUSIP: 760759BJ8<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1028432.76   | 0.08%             | 2029-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VOLVO FINANCIAL EQUIPMENT LLC                                                                  | VOLVO FINANCIAL EQUIPMENT LLC SERIES 2024 1        | CUSIP: 92887QAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1003191.17   | 0.08%             | 2031-07-15      | Fixed         | 4.29%                 | Yes           |                  2 | On Loan: No      |
| ARI FLEET LEASE TRUST                                                                          | ARI FLEET LEASE TRUST 2024 B                       | CUSIP: 04033HAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    275000 | PA      | $280642.35    | 0.02%             | 2033-04-15      | Fixed         | 5.39%                 | Yes           |                  2 | On Loan: No      |
| FS KKR CAPITAL CORP.                                                                           | FS KKR CAPITAL CORP                                | CUSIP: 302635AG2<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |   1024000 | PA      | $1014464.32   | 0.08%             | 2026-01-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRISE GROUP INCORPORATED                                                   | PUBLIC SERVICE ENTERPRISE GROUP INC                | CUSIP: 744573AY2<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1028872.74   | 0.08%             | 2029-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| DLLAA LLC                                                                                      | DLLAA 2025 1 LLC                                   | CUSIP: 233249AC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1391304 | PA      | $1413238.52   | 0.11%             | 2029-09-20      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| SONOCO PRODUCTS COMPANY.                                                                       | SONOCO PRODUCTS COMPANY                            | CUSIP: 83549RU36<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | STIV             | CORP              | US        |   2300000 | PA      | $2299034.46   | 0.18%             |  |  |  | Yes           |                  2 | On Loan: No      |
| GRAY OAK PIPELINE, LLC                                                                         | GRAY OAK PIPELINE LLC                              | CUSIP: 38937LAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5199000 | PA      | $5154141.59   | 0.40%             | 2025-10-15      | Fixed         | 2.60%                 | Yes           |                  2 | On Loan: No      |
| MARYLAND ST ECONOMIC DEV CORP REV                                                              | MARYLAND ECONOMIC DEVELOPMENT CORP                 | CUSIP: 574205HX1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    750000 | PA      | $757845.84    | 0.06%             | 2029-11-30      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY, INC.                                                         | GENERAL MOTORS FINANCIAL CO INC                    | CUSIP: 37045XFE1<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2015325.63   | 0.16%             | 2028-04-04      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Citizens Bank, National Association                                                            | CITIZENS BANK NA PROVIDENCE RI                     | CUSIP: 75524KPG3<br>LEI: DRMSV1Q0EKMEXLAU1P80 | Long             | DBT              | CORP              | US        |    334000 | PA      | $334605.29    | 0.03%             | 2028-08-09      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| CHESAPEAKE FUNDING LLC                                                                         | CHESAPEAKE FUNDING II LLC                          | CUSIP: 165183DB7<br>LEI: 549300LG5AUFDML64706 | Long             | ABS-MBS          | CORP              | US        |    791000 | PA      | $808910.12    | 0.06%             | 2035-10-15      | Fixed         | 5.97%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN NATIONAL GROUP INC.                                                                   | AMERICAN NATIONAL GROUP INC                        | CUSIP: 025676AN7<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1536450.00   | 0.12%             | 2029-10-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| EVERBANK FINANCIAL CORP                                                                        | TIAA FSB HOLDINGS INC                              | CUSIP: 29977GAA0<br>LEI: 549300ZSQX8IP0RAE826 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1000000.00   | 0.08%             | 2025-07-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                                                             | ROYALTY PHARMA PLC                                 | CUSIP: 78081BAH6<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $992932.91    | 0.08%             | 2025-09-02      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| MILEAGE PLUS HOLDINGS, LLC                                                                     | MILEAGE PLUS HLDINGS LLC                           | CUSIP: 599191AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1528572 | PA      | $1531763.81   | 0.12%             | 2027-06-20      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| FISERV, INC.                                                                                   | FISERV INC                                         | CUSIP: 337738BM9<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1007645.58   | 0.08%             | 2030-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AUXILIOR TERM FUNDING LLC                                                                      | AUXILIOR TERM FUNDING 2023 1 LLC                   | CUSIP: 05335JAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    471000 | PA      | $495837.41    | 0.04%             | 2030-12-16      | Fixed         | 7.27%                 | Yes           |                  2 | On Loan: No      |
| NMEF FUNDING LLC                                                                               | NMEF FUNDING 2022 B LLC                            | CUSIP: 62890MAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    123879 | PA      | $124160.83    | 0.01%             | 2029-06-15      | Fixed         | 6.07%                 | Yes           |                  2 | On Loan: No      |
| PALMER SQUARE LOAN FUNDING LTD.                                                                | PALMER SQUARE LOAN FUNDING 2024 3 LTD              | CUSIP: 69690EAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1000527.00   | 0.08%             | 2032-08-08      | Floating      | 5.96%                 | Yes           |                  2 | On Loan: No      |
| HPEFS EQUIPMENT TRUST                                                                          | HPEFS EQUIPMENT TRUST 2024 1                       | CUSIP: 403963AF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2169000 | PA      | $2185427.88   | 0.17%             | 2031-12-22      | Fixed         | 5.82%                 | Yes           |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE COMPANY LLC                                                            | NISSAN MOTOR ACCEPTANCE CO LLC                     | CUSIP: 65480CAC9<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |   1513000 | PA      | $1444518.01   | 0.11%             | 2026-09-16      | Fixed         | 1.85%                 | Yes           |                  2 | On Loan: No      |
| M&T EQUIPTMENT LLC                                                                             | M T EQUIPMENT 2023 LEAF1 NOTES                     | CUSIP: 551925AC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1038000 | PA      | $1057598.54   | 0.08%             | 2030-07-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| THE HOME DEPOT, INC.                                                                           | HOME DEPOT INC THE                                 | CUSIP: 437076CZ3<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   1125000 | PA      | $1135285.94   | 0.09%             | 2026-06-25      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORPORATION                                                                | TOYOTA MOTOR CREDIT CORP                           | CUSIP: 89236TMJ1<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2007133.42   | 0.16%             | 2026-08-07      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| NNN REIT, INC.                                                                                 | NNN REIT INC                                       | CUSIP: 637417AN6<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $911798.68    | 0.07%             | 2030-04-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| KEYSPAN GAS EAST CORPORATION                                                                   | KEYSPAN GAS EAST CORP                              | CUSIP: 49338CAB9<br>LEI: K8TS3HOE1568DUBUJL44 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $976548.90    | 0.08%             | 2026-08-15      | Fixed         | 2.74%                 | Yes           |                  2 | On Loan: No      |
| NMEF FUNDING LLC                                                                               | NMEF FUNDING 2015 A LLC                            | CUSIP: 62890QAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1019357.54   | 0.08%             | 2030-06-17      | Fixed         | 6.83%                 | Yes           |                  2 | On Loan: No      |
| WHEELS FLEET LEASE FUNDING LLC                                                                 | WHEELS FLEET LEASE FUNDING 1 LLC                   | CUSIP: 96328GCC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    822222 | PA      | $829512.91    | 0.06%             | 2039-09-19      | Fixed         | 5.21%                 | Yes           |                  2 | On Loan: No      |
| SYNOPSYS, INC.                                                                                 | SYNOPSYS INC                                       | CUSIP: 871607AA5<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2010147.92   | 0.16%             | 2027-04-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS, INC.                                                                             | LPL HOLDINGS INC                                   | CUSIP: 50212YAJ3<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    300000 | PA      | $305718.23    | 0.02%             | 2027-05-20      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| VOLVO FINANCIAL EQUIPMENT LLC                                                                  | VOLVO FINANCIAL EQUIPMENT LLC SERIES 2025 1        | CUSIP: 92887TAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2783000 | PA      | $2802067.46   | 0.22%             | 2031-10-15      | Fixed         | 4.53%                 | Yes           |                  2 | On Loan: No      |
| SCCU AUTO RECEIVABLES TRUST                                                                    | SCCU AUTO RECEIVABLES TRUST 2023 1                 | CUSIP: 805922AG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1800000 | PA      | $1832656.20   | 0.14%             | 2029-09-17      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| SCF EQUIPMENT LEASING LLC                                                                      | SCF EQUIPMENT LEASING 2023 1 LLC                   | CUSIP: 784024AD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    857000 | PA      | $879215.87    | 0.07%             | 2032-05-20      | Fixed         | 6.37%                 | Yes           |                  2 | On Loan: No      |
| DELL INTERNATIONAL L.L.C.                                                                      | DELL INTERNATIONAL LLC EMC CORP                    | CUSIP: 24703TAL0<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1517845.65   | 0.12%             | 2028-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| THE PNC FINANCIAL SERVICES GROUP, INC.                                                         | PNC FINANCIAL SERVICES GROUP INC THE               | CUSIP: 693475BC8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   4250000 | PA      | $4111656.44   | 0.32%             | 2199-12-31      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| BLUE OWL ASSET LEASING TRUST                                                                   | BLUE OWL ASSET LEASING TRUST 2024 1 LLC            | CUSIP: 095921AC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    365000 | PA      | $366277.73    | 0.03%             | 2030-03-15      | Fixed         | 5.41%                 | Yes           |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST                                                                        | CARMAX AUTO OWNER TRUST 2023 2                     | CUSIP: 142921AG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1016577.49   | 0.08%             | 2028-11-15      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC.                                                                              | CROWN CASTLE INC                                   | CUSIP: 22822VAS0<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    733000 | PA      | $731962.78    | 0.06%             | 2025-07-15      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| ALGONQUIN POWER & UTILITIES CORP.                                                              | ALGONQUIN POWER UTILITIES CORP                     | CUSIP: 015857AF2<br>LEI: 549300K5VIUTJXQL7X75 | Long             | DBT              | CORP              | CA        |   1272000 | PA      | $1279813.30   | 0.10%             | 2026-06-15      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| GTE AUTO RECEIVABLES TRUST                                                                     | GTE AUTO RECEIVABLES TRUST 2023 1                  | CUSIP: 362304AD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1004994.73   | 0.08%             | 2029-04-16      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| SCF EQUIPMENT LEASING LLC                                                                      | SCF EQUIPMENT TRUST 2016 1 LLC                     | CUSIP: 78437DAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1533169.89   | 0.12%             | 2034-09-20      | Fixed         | 5.37%                 | Yes           |                  2 | On Loan: No      |
| NNN REIT, INC.                                                                                 | NNN REIT INC                                       | CUSIP: 637417AU0<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1989546.92   | 0.15%             | 2031-02-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| GOLDEN CREDIT CARD TRUST                                                                       | GOLDEN CREDIT CARD TRUST                           | CUSIP: 380881FD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $480935.50    | 0.04%             | 2028-08-15      | Fixed         | 1.74%                 | Yes           |                  2 | On Loan: No      |
| NAVISTAR FINANCIAL DEALER NOTE MASTER TRUST                                                    | NAVISTAR FINANCIAL DEALER NOTE MASTER OWNER TRUST  | CUSIP: 63938PBX6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    390000 | PA      | $393065.95    | 0.03%             | 2029-04-25      | Fixed         | 5.79%                 | Yes           |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                                       | CELANESE US HOLDINGS LLC                           | CUSIP: 15089XAP4<br>LEI: CD30XVRLT4QO00B1C706 | Long             | LON              | CORP              | US        |   3500000 | PA      | $3447500.00   | 0.27%             | 2026-03-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Amcor Flexibles North America, Inc                                                             | AMCOR FLEXIBLES NORTH AMERICA INC                  | CUSIP: 02344AAC2<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2015226.86   | 0.16%             | 2028-03-17      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| EQT CORPORATION                                                                                | EQT CORP                                           | CUSIP: 26884LBG3<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   6023000 | PA      | $6140549.76   | 0.48%             | 2027-06-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| AUXILIOR TERM FUNDING LLC                                                                      | AUXILIOR TERM FUNDING 2023 1 LLC                   | CUSIP: 05335JAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    300000 | PA      | $311221.99    | 0.02%             | 2030-11-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Open Text Corporation                                                                          | OPEN TEXT CORP                                     | CUSIP: 683715AF3<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $1036198.96   | 0.08%             | 2027-12-01      | Fixed         | 6.90%                 | Yes           |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST                                                                 | CARVANA AUTO RECEIVABLES TRUST 2021 N1             | CUSIP: 14687DAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    114229 | PA      | $111917.01    | 0.01%             | 2028-01-10      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINES HOLDING COMPANY LLC                                                         | COLUMBIA PIPELINES HOLDING CO LLC                  | CUSIP: 19828AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1041126.38   | 0.08%             | 2028-08-15      | Fixed         | 6.04%                 | Yes           |                  2 | On Loan: No      |
| VAR ENERGI ASA                                                                                 | VAR ENERGI ASA                                     | CUSIP: 92212WAA8<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |   1000000 | PA      | $1006470.08   | 0.08%             | 2027-05-18      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| GREATAMERICA LEASING RECEIVABLES FUNDING, L.L.C.                                               | GREATAMERICA LEASING RECEIVABLES FUNDING LLC       | CUSIP: 39154GAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1509635.20   | 0.12%             | 2029-04-16      | Fixed         | 4.49%                 | Yes           |                  2 | On Loan: No      |
| INTERNATIONAL GAME TECHNOLOGY PLC                                                              | INTERNATIONAL GAME TECH                            | CUSIP: 460599AD5<br>LEI: 549300UQ6KHRCZDRGZ76 | Long             | DBT              | CORP              | GB        |   3250000 | PA      | $3285457.13   | 0.25%             | 2027-01-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| CARS DB                                                                                        | CARS DB7 LP                                        | CUSIP: 12510HAS9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    938750 | PA      | $943819.48    | 0.07%             | 2053-09-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| ALLY AUTO RECEIVABLES TRUST                                                                    | ALLY AUTO RECEIVABLES TRUST 2023 A                 | CUSIP: 02008NAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    667000 | PA      | $693399.76    | 0.05%             | 2034-01-17      | Fixed         | 7.33%                 | Yes           |                  2 | On Loan: No      |
| BX TRUST                                                                                       | BX TRUST                                           | CUSIP: 12433EAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $997929.55    | 0.08%             | 2039-01-15      | Floating      | 5.91%                 | Yes           |                  2 | On Loan: No      |
| VERIDIAN AUTO RECEIVABLES TRUST                                                                | VERIDIAN AUTO RECEIVABLES TRUST 2023 1             | CUSIP: 92347BAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1011394.82   | 0.08%             | 2028-12-15      | Fixed         | 5.59%                 | Yes           |                  2 | On Loan: No      |
| ALA TRUST                                                                                      | ALA TRUST 2025 OANA                                | CUSIP: 009920AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1505504.12   | 0.12%             | 2030-06-15      | Floating      | 6.05%                 | Yes           |                  2 | On Loan: No      |
| AUTONATION FINANCE TRUST                                                                       | AUTONATION FINANCE TRUST 2025 1                    | CUSIP: 05330QAF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1263000 | PA      | $1283239.20   | 0.10%             | 2030-12-10      | Fixed         | 5.19%                 | Yes           |                  2 | On Loan: No      |
| PEAC SOLUTIONS RECEIVABLES                                                                     | PEAC SOLUTIONS RECEIVABLES 2024 1 LLC              | CUSIP: 69433BAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1519488.96   | 0.12%             | 2030-11-20      | Fixed         | 5.79%                 | Yes           |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                                  | FORD MOTOR CREDIT CO LLC                           | CUSIP: 345397B93<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $909228.86    | 0.07%             | 2029-02-10      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| GALAXY PIPELINE ASSETS BIDCO LIMITED                                                           | GALAXY PIPELINE ASSETS                             | CUSIP: 36321PAA8<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | JE        |    200855 | PA      | $193713.71    | 0.02%             | 2027-09-30      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| PHOENIX GROUP HOLDINGS PLC                                                                     | PHOENIX GROUP HOLDINGS PLC                         | CUSIP: N/A<br>LEI: 2138001P49OLAEU33T68       | Long             | DBT              | CORP              | GB        |   2000000 | PA      | $1983939.09   | 0.15%             | 2031-09-04      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CULLEN/FROST BANKERS, INC.                                                                     | CULLEN FROST BANKERS INC                           | CUSIP: 229899AB5<br>LEI: 529900V2E9G9AY665O34 | Long             | DBT              | CORP              | US        |   2489000 | PA      | $2432030.10   | 0.19%             | 2027-03-17      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VERIDIAN AUTO RECEIVABLES TRUST                                                                | VERIDIAN AUTO RECEIVABLES TRUST 2023 1             | CUSIP: 92347BAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    534000 | PA      | $544834.91    | 0.04%             | 2029-04-16      | Fixed         | 5.86%                 | Yes           |                  2 | On Loan: No      |
| Brookfield Finance Inc.                                                                        | BROOKFIELD FINANCE INC                             | CUSIP: 11271LAE2<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |   2000000 | PA      | $1974810.25   | 0.15%             | 2030-04-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| VSTRONG AUTO RECEIVABLES TRUST                                                                 | VSTRONG AUTO RECEIVABLES TRUST 2023 A              | CUSIP: 92920CAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1021970.72   | 0.08%             | 2030-02-15      | Fixed         | 7.11%                 | Yes           |                  2 | On Loan: No      |
| F&G GLOBAL FUNDING                                                                             | F G GLOBAL FUNDING                                 | CUSIP: 30321L2E1<br>LEI: 6354009CCUKJIZ7KFX73 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1000000.00   | 0.08%             | 2025-07-07      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                                                               | WELLTOWER OP LLC                                   | CUSIP: 95041AAF5<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3013407.88   | 0.23%             | 2030-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| FLUTTER TREASURY DESIGNATED ACTIVITY COMPANY                                                   | FLUTTER TREASURY DESIGNATED ACTIVITY CO            | CUSIP: 344045AA7<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |   3300000 | PA      | $3387322.94   | 0.26%             | 2029-04-29      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| BPR TRUST                                                                                      | BPR TRUST 2022 STAR                                | CUSIP: 055980AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1994606.58   | 0.15%             | 2039-08-15      | Floating      | 7.56%                 | Yes           |                  2 | On Loan: No      |
| SCCU AUTO RECEIVABLES TRUST                                                                    | SCCU AUTO RECEIVABLES TRUST 2023 1                 | CUSIP: 805922AJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    750000 | PA      | $773285.63    | 0.06%             | 2029-11-15      | Fixed         | 6.08%                 | Yes           |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST                                                                 | CARVANA AUTO RECEIVABLES TRUST 2021 N1             | CUSIP: 14687DAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    161208 | PA      | $157300.36    | 0.01%             | 2028-01-10      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| CHESAPEAKE FUNDING LLC                                                                         | CHESAPEAKE FUNDING II LLC                          | CUSIP: 165183DG6<br>LEI: 549300LG5AUFDML64706 | Long             | ABS-MBS          | CORP              | US        |    600000 | PA      | $611972.93    | 0.05%             | 2036-05-15      | Fixed         | 5.60%                 | Yes           |                  2 | On Loan: No      |
| BLP COMMERCIAL MORTGAGE TRUST                                                                  | BLP COMMERCIAL MORTGAGE TRUST 2025 IND             | CUSIP: 05625BAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $996115.56    | 0.08%             | 2042-03-15      | Floating      | 5.51%                 | Yes           |                  2 | On Loan: No      |
| Enbridge Inc.                                                                                  | ENBRIDGE INC                                       | CUSIP: 29250NBC8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   1515000 | PA      | $1505672.02   | 0.12%             | 2080-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| VERDANT RECEIVABLES LLC                                                                        | VERDANT RECEIVABLES 2023 1 LLC                     | CUSIP: 92339GAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $512516.40    | 0.04%             | 2031-01-13      | Fixed         | 6.05%                 | Yes           |                  2 | On Loan: No      |
| KANKAKEE ILL                                                                                   | CITY OF KANKAKEE IL                                | CUSIP: 484404A40<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $249727.97    | 0.02%             | 2027-12-01      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| POST ROAD EQUIPMENT FINANCE LLC                                                                | POST ROAD EQUIPMENT FINANCE 2024 1 LLC             | CUSIP: 737473AD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    747000 | PA      | $756892.39    | 0.06%             | 2030-10-15      | Fixed         | 5.81%                 | Yes           |                  2 | On Loan: No      |
| ARI FLEET LEASE TRUST                                                                          | ARI FLEET LEASE TRUST 2024 B                       | CUSIP: 04033HAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1350000 | PA      | $1373499.54   | 0.11%             | 2033-04-15      | Fixed         | 5.26%                 | Yes           |                  2 | On Loan: No      |
| POST ROAD EQUIPMENT FINANCE LLC                                                                | POST ROAD EQUIPMENT FINANCE 2025 1 LLC             | CUSIP: 73747LAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    218000 | PA      | $220670.47    | 0.02%             | 2031-05-15      | Fixed         | 5.84%                 | Yes           |                  2 | On Loan: No      |
| PUBLIC STORAGE OPERATING COMPANY                                                               | PUBLIC STORAGE OPERATING CO                        | CUSIP: 74464AAC5<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1495770.31   | 0.12%             | 2030-07-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST                                                                        | CARMAX AUTO OWNER TRUST 2024 1                     | CUSIP: 14318WAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1018692.75   | 0.08%             | 2029-08-15      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| CGI INC.                                                                                       | CGI INC                                            | CUSIP: 12532HAK0<br>LEI: 549300WSRCZY73ZG3090 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $1010384.28   | 0.08%             | 2030-03-14      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| EMERGENT AUTO RECEIVABLES TRUST                                                                | ENT AUTO RECEIVABLES TRUST 2023 1                  | CUSIP: 293601AG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2510000 | PA      | $2572447.89   | 0.20%             | 2029-11-15      | Fixed         | 6.26%                 | Yes           |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING                                                                 | AVIS BUDGET RENTAL CAR FUNDING AESOP LLC           | CUSIP: 05377REK6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    620000 | PA      | $600829.44    | 0.05%             | 2027-08-20      | Fixed         | 2.13%                 | Yes           |                  2 | On Loan: No      |
| SkyMiles IP Ltd.                                                                               | DELTA AIR LINES SKYMILES                           | CUSIP: 830867AB3<br>LEI: 2549008L7P4I8VB90936 | Long             | DBT              | CORP              | KY        |   2000000 | PA      | $2004123.49   | 0.16%             | 2028-10-20      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| COCA-COLA CONSOLIDATED, INC.                                                                   | COCA COLA CONSOLIDATED INC                         | CUSIP: 191098AM4<br>LEI: 57VG5X0E00X0QJU7CQ58 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1030701.45   | 0.08%             | 2029-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| COLONIAL PIPELINE COMPANY                                                                      | COLONIAL PIPELINE CO                               | CUSIP: 195869AP7<br>LEI: 549300Y8RLCD6IQXIT35 | Long             | DBT              | CORP              | US        |   2200000 | PA      | $2193544.72   | 0.17%             | 2025-10-01      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| ONE GAS, INC.                                                                                  | ONE GAS INC                                        | CUSIP: 68235PAN8<br>LEI: 549300HXDWI0LATTX840 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1538152.64   | 0.12%             | 2029-04-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES INCORPORATED                                                             | HUNTINGTON BANCSHARES INC OH                       | CUSIP: 446150AV6<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1139136.18   | 0.09%             | 2199-12-31      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| J. B. HUNT TRANSPORT SERVICES, INC.                                                            | JB HUNT TRANSPORT SERVICES INC                     | CUSIP: 445658CG0<br>LEI: 549300XCD1MPI1C5GK90 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2027634.27   | 0.16%             | 2030-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CNO GLOBAL FUNDING                                                                             | CNO GLOBAL FUNDING                                 | CUSIP: 18977W2G4<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2017677.58   | 0.16%             | 2027-12-10      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Pioneer PE Holding LLC                                                                         | PARSLEY ENERGY LLC                                 | CUSIP: 701885AJ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1965233.32   | 0.15%             | 2028-02-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| GREATAMERICA LEASING RECEIVABLES FUNDING, L.L.C.                                               | GREATAMERICA LEASING RECEIVABLES                   | CUSIP: 39154TCL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    740000 | PA      | $749158.22    | 0.06%             | 2030-12-16      | Fixed         | 5.18%                 | Yes           |                  2 | On Loan: No      |
| GTE AUTO RECEIVABLES TRUST                                                                     | GTE AUTO RECEIVABLES TRUST 2023 1                  | CUSIP: 362304AC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    651589 | PA      | $652315.87    | 0.05%             | 2028-03-15      | Fixed         | 5.18%                 | Yes           |                  2 | On Loan: No      |
| AMUR EQUIPMENT FINANCE RECEIVABLES LLC                                                         | AMUR EQUIPMENT FINANCE RECEIVABLES XII LLC         | CUSIP: 03236YAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    750000 | PA      | $766015.48    | 0.06%             | 2029-12-20      | Fixed         | 6.03%                 | Yes           |                  2 | On Loan: No      |
| Mizuho Financial Group, Inc.                                                                   | MIZUHO FINANCIAL GROUP INC                         | CUSIP: 60687YAA7<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    590000 | PA      | $588902.28    | 0.05%             | 2025-10-20      | Fixed         | 4.35%                 | Yes           |                  2 | On Loan: —       |
| AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST                                                   | AMERICAN CREDIT ACCEPTANCE RECEIVABLES             | CUSIP: 02529YAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    564011 | PA      | $565509.73    | 0.04%             | 2029-08-13      | Fixed         | 5.96%                 | Yes           |                  2 | On Loan: No      |
| SANTANDER BANK, N.A.                                                                           | SANTANDER BANK AUTO CREDIT LINKED NOTES SERIES 202 | CUSIP: 80280BAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1001868.26   | 0.08%             | 2033-01-18      | Fixed         | 5.14%                 | Yes           |                  2 | On Loan: No      |
| AMUR EQUIPMENT FINANCE RECEIVABLES LLC                                                         | AMUR EQUIPMENT FINANCE RECEIVABLES X LLC           | CUSIP: 03236VAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    524771 | PA      | $522617.40    | 0.04%             | 2028-01-20      | Fixed         | 2.20%                 | Yes           |                  2 | On Loan: No      |
| PEAC SOLUTIONS RECEIVABLES                                                                     | PEAC SOLUTIONS RECEIVABLES 2024 2 LLC              | CUSIP: 69392BAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    571000 | PA      | $572678.79    | 0.04%             | 2031-10-20      | Fixed         | 5.09%                 | Yes           |                  2 | On Loan: No      |
| THE SOUTHERN COMPANY                                                                           | SOUTHERN CO THE                                    | CUSIP: 842587DF1<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |   6337000 | PA      | $6303089.04   | 0.49%             | 2051-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FINANCE NORTH AMERICA LLC                                                        | MERCEDES BENZ FINANCE NORTH AMERICA LLC            | CUSIP: 58769JBC0<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    750000 | PA      | $753174.65    | 0.06%             | 2027-04-01      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| SECURITIZED TERM AUTO RECEIVABLES TRUST                                                        | SECURITIZED TERM AUTO RECEIVABLES TRUST 2025 B     | CUSIP: 81378WAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1504342.60   | 0.12%             | 2032-12-29      | Fixed         | 4.92%                 | Yes           |                  2 | On Loan: No      |
| TESLA ELECTRIC VEHICLE TRUST                                                                   | TESLA ELECTRIC VEHICLE TRUST 2023 1                | CUSIP: 881943AF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1300000 | PA      | $1334750.28   | 0.10%             | 2031-05-20      | Fixed         | 5.82%                 | Yes           |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-07-30

**Name of Applicant:** Victory Portfolios II

**Signature:** Carol Trevino

**Name of Signer:** Carol Trevino

**Title:** Treasurer