# EDGAR Filing Document

**Accession Number:** 0000908695
**File Stem:** 0001752724-25-160112
**Filing Date:** 2025-6
**Character Count:** 428360
**Document Hash:** 5c0fd27974a32df3b06c9309c77739b6
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-160112.hdr.sgml**: 20250626

**ACCESSION NUMBER**: 0001752724-25-160112

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250430

**FILED AS OF DATE**: 20250626

**DATE AS OF CHANGE**: 20250626

**PERIOD START**: 20250430

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** VICTORY PORTFOLIOS III
- **CENTRAL INDEX KEY:** 0000908695

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0331

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07852
- **FILM NUMBER:** 251080052

**BUSINESS ADDRESS:**
- **STREET 1:** 15935 LA CANTERA PARKWAY
- **STREET 2:** BUILDING TWO
- **CITY:** SAN ANTONIO
- **STATE:** TX
- **ZIP:** 78256
- **BUSINESS PHONE:** 210-697-3625

**MAIL ADDRESS:**
- **STREET 1:** 15935 LA CANTERA PARKWAY
- **STREET 2:** BUILDING TWO
- **CITY:** SAN ANTONIO
- **STATE:** TX
- **ZIP:** 78256

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** USAA MUTUAL FUNDS TRUST
- **DATE OF NAME CHANGE:** 20060420

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** USAA STATE TAX FREE TRUST
- **DATE OF NAME CHANGE:** 19940325

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** USAA STATE TAX EXEMPT TRUST
- **DATE OF NAME CHANGE:** 19930707

## Series and Classes Contracts Data

### Victory Short-Term Bond Fund (Formerly USAA Short-Term Bond Fund) (Series ID: S000012913)

| Class ID   | Class Name                                        | Ticker Symbol   |
|:---|:---|:---|
| C000034882 | Victory Short-Term Bond Fund Shares               | USSBX           |
| C000066843 | Victory Short-Term Bond Fund Institutional Shares | UISBX           |
| C000175751 | Victory Short-Term Bond Fund Class R6             | URSBX           |
| C000220627 | Victory Short-Term Bond Fund Class A              | UASBX           |

## 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 III

- **b. Investment Company Act file number:** 811-07852

- **c. CIK number of Registrant:** 0000908695

- **d. LEI of Registrant:** 549300WIDR2J6W1Y9S11

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

  - **Street Address 1:** 15935 La Cantera Pkwy Building Two

  - **City:** San Antonio

  - **State:** TX

  - **Foreign country:** US

  - **Zip / Postal Code:** 78256

  - **Telephone number:** 800-235-8396

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

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

- **b. EDGAR series identifier (if any):** S000012913

- **c. LEI of Series:** 549300H1VO6VGGS3TZ32

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

- **a. Date of fiscal year-end:** 2025-04-30

- **b. Date as of which information is reported:** 2025-04-30

**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:** $2768119508.10

**Total Liabilities:** $28729004.83

**Net Assets:** $2739390503.27

**Cash Not Reported:** $5482393.39

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -10445.03104567 | **1-Year:** -166172.55532095 | **5-Year:** -215563.00805066 | **10-Year:** -46924.73909076 | **30-Year:** -34333.53079037

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

- **3-Month:** -1593.85668768 | **1-Year:** -11969.27993802 | **5-Year:** -18653.43046275 | **10-Year:** -26759.70700127 | **30-Year:** -15035.33476201

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000220627 | 0.77%                | 0.26%                | 0.48%                |
| Class ID C000175751 | 0.81%                | 0.30%                | 0.51%                |
| Class ID C000034882 | 0.79%                | 0.28%                | 0.49%                |
| Class ID C000066843 | 0.80%                | 0.28%                | 0.50%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $126968.05               | $11673742.09                               |
| Month 2  | $-52690.05               | $-1994287.31                               |
| Month 3  | $213639.68               | $2644553.71                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| HUMANA INC.                                                                                    | HUMANA INC                                         | CUSIP: 444859CA8<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |   3448000 | PA      | $3495769.53   | 0.13%             | 2031-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| HUDSON YARDS MORTGAGE TRUST                                                                    | HUDSON YARDS                                       | CUSIP: 44421LAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $2920494.92   | 0.11%             | 2038-08-10      | Fixed         | 2.83%                 | Yes           |                  2 | On Loan: No      |
| HPEFS EQUIPMENT TRUST                                                                          | HPEFS EQUIPMENT TRUST                              | CUSIP: 40444MAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2342857 | PA      | $2373564.42   | 0.09%             | 2032-04-20      | Fixed         | 5.82%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                                       | U S TREASURY NOTE                                  | CUSIP: 91282CHK0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  53000000 | PA      | $53654218.75  | 1.96%             | 2028-06-30      | Fixed         | 4.00%                 | No            |                  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        |   1660000 | PA      | $1706564.03   | 0.06%             | 2030-01-15      | Fixed         | 5.87%                 | Yes           |                  2 | On Loan: No      |
| DELL EQUIPMENT FINANCE TRUST                                                                   | DELL EQUIPMENT FINANCE TRUST                       | CUSIP: 24704EAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1118000 | PA      | $1118873.03   | 0.04%             | 2031-02-24      | Fixed         | 5.29%                 | Yes           |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAPITAL LLC                                                                     | CNH INDUSTRIAL CAPITAL LLC                         | CUSIP: 12592BAS3<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2026327.03   | 0.07%             | 2029-04-20      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| FIRSTKEY HOMES TRUST                                                                           | FIRSTKEY HOMES 2020 SFR1 TRUST                     | CUSIP: 33767WAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $2888952.74   | 0.11%             | 2028-08-17      | Fixed         | 1.79%                 | Yes           |                  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        |   6894000 | PA      | $6712440.20   | 0.25%             | 2028-03-15      | Fixed         | 1.48%                 | No            |                  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        |    823422 | PA      | $823873.05    | 0.03%             | 2028-03-15      | Fixed         | 5.18%                 | Yes           |                  2 | On Loan: No      |
| SMITH & NEPHEW PLC                                                                             | SMITH NEPHEW PLC                                   | CUSIP: 83192PAC2<br>LEI: 213800ZTMDN8S67S1H61 | Long             | DBT              | CORP              | GB        |   1500000 | PA      | $1517804.03   | 0.06%             | 2027-03-20      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| TTAN MHC                                                                                       | TTAN                                               | CUSIP: 87303TAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1713870 | PA      | $1706770.73   | 0.06%             | 2038-03-15      | Floating      | 5.54%                 | 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        |   2500000 | PA      | $2526122.65   | 0.09%             | 2030-06-17      | Fixed         | 4.73%                 | Yes           |                  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        |   4863000 | PA      | $5056886.60   | 0.18%             | 2033-08-22      | Fixed         | 6.77%                 | Yes           |                  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        |   3133000 | PA      | $3195924.64   | 0.12%             | 2029-04-16      | Fixed         | 5.86%                 | Yes           |                  2 | On Loan: No      |
| KUBOTA CREDIT OWNER TRUST                                                                      | KUBOTA CREDIT OWNER TRUST                          | CUSIP: 50117EAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    647933 | PA      | $643513.43    | 0.02%             | 2026-10-15      | Fixed         | 2.67%                 | Yes           |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                              | HSBC HOLDINGS PLC                                  | CUSIP: 404280EQ8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   2500000 | PA      | $2511447.48   | 0.09%             | 2029-03-03      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                                          | ATHENE GLOBAL FUNDING                              | CUSIP: 04685A4E8<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3017244.41   | 0.11%             | 2027-01-07      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Markel Group Inc.                                                                              | MARKEL GROUP INC                                   | CUSIP: 570535AW4<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |  13954333 | PA      | $13902909.00  | 0.51%             | 2199-12-31      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| REGIONS FINANCIAL CORPORATION                                                                  | REGIONS FINANCIAL CORP                             | CUSIP: 7591EPAR1<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |  12286000 | PA      | $12234437.92  | 0.45%             | 2199-12-31      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AVENTURA MALL VENTURE                                                                          | AVENTURA MALL TRUST                                | CUSIP: 05359AAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1911791.78   | 0.07%             | 2040-07-05      | Variable      | 4.25%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN EXPRESS COMPANY                                                                       | AMERICAN EXPRESS CO                                | CUSIP: 025816CH0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9603083.07   | 0.35%             | 2199-12-31      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HOLDINGS PLC                                                                | SANTANDER UK GROUP HOLDINGS PLC                    | CUSIP: 80281LAT2<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |   2000000 | PA      | $2083094.81   | 0.08%             | 2029-01-10      | Fixed         | 6.53%                 | No            |                  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        |   1239000 | PA      | $1276620.97   | 0.05%             | 2030-06-17      | Fixed         | 6.05%                 | Yes           |                  2 | On Loan: No      |
| JBS USA Holding Lux S.a r.l.                                                                   | JBS USA FOOD FINANCE                               | CUSIP: 46590XAL0<br>LEI: RB8RC03FUD8DSX57C193 | Long             | DBT              | CORP              | LU        |   1669000 | PA      | $1696369.14   | 0.06%             | 2030-01-15      | Fixed         | 5.50%                 | No            |                  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        |   2709000 | PA      | $2779897.27   | 0.10%             | 2031-02-20      | Fixed         | 5.97%                 | 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        |   2068000 | PA      | $2023339.27   | 0.07%             | 2027-09-08      | Fixed         | 1.82%                 | 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        |   2000000 | PA      | $2049246.83   | 0.07%             | 2029-01-15      | Fixed         | 5.76%                 | Yes           |                  2 | On Loan: No      |
| BUFFALO & ERIE CNTY N Y INDL LD DEV CORP REV                                                   | BUFFALO ERIE COUNTY INDUSTRIAL LAND DEVELOPMENT    | CUSIP: 11943KED0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    325000 | PA      | $320429.34    | 0.01%             | 2025-11-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Synovus Bank                                                                                   | SYNOVUS BANK COLUMBUS GA                           | CUSIP: 87164DVJ6<br>LEI: DX0JX77PRMOELF7VG772 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4013404.29   | 0.15%             | 2028-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| SBA TOWER TRUST                                                                                | SBA TOWER TRUST                                    | CUSIP: 78403DBD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1974170.00   | 0.07%             | 2029-10-15      | Fixed         | 4.83%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                                       | U S TREASURY NOTE                                  | CUSIP: 91282CJP7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  25000000 | PA      | $25268554.69  | 0.92%             | 2026-12-15      | Fixed         | 4.38%                 | No            |                  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        |   1300000 | PA      | $1329574.29   | 0.05%             | 2030-05-15      | Fixed         | 5.19%                 | 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        |    239180 | PA      | $232230.67    | 0.01%             | 2028-01-10      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| CHESAPEAKE FUNDING LLC                                                                         | CHESAPEAKE FUNDING II LLC                          | CUSIP: 165183DC5<br>LEI: 549300LG5AUFDML64706 | Long             | ABS-MBS          | CORP              | US        |   2294000 | PA      | $2356800.30   | 0.09%             | 2035-10-15      | Fixed         | 6.15%                 | Yes           |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING LLC                                                                 | ENTERPRISE FLEET FINANCING 2023 1 LLC              | CUSIP: 29375CAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1778000 | PA      | $1799870.48   | 0.07%             | 2029-10-22      | Fixed         | 5.42%                 | Yes           |                  2 | On Loan: No      |
| JAPAN TOBACCO INC.                                                                             | JAPAN TOBACCO INC                                  | CUSIP: 471105AC0<br>LEI: 353800Z0ENYBQO0XRJ31 | Long             | DBT              | CORP              | JP        |   2000000 | PA      | $2026694.66   | 0.07%             | 2028-05-15      | Fixed         | 4.85%                 | Yes           |                  2 | On Loan: No      |
| WHEELS FLEET LEASE FUNDING LLC                                                                 | WHEELS FLEET LEASE FUNDING LLC                     | CUSIP: 96328GBQ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2625000 | PA      | $2665997.10   | 0.10%             | 2039-02-18      | Fixed         | 5.69%                 | Yes           |                  2 | On Loan: No      |
| ELEVANCE HEALTH, INC.                                                                          | ELEVANCE HEALTH INC                                | CUSIP: 036752AY9<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2048968.76   | 0.07%             | 2029-06-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| HEWLETT PACKARD ENTERPRISE COMPANY                                                             | HEWLETT PACKARD ENTERPRISE CO                      | CUSIP: 42824CBR9<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2499375.00   | 0.09%             | 2026-09-25      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI SELECT AUTO TRUST                                                                   | WORLD OMNI SELECT AUTO TRUST 2021 A                | CUSIP: 98163HAF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4250000 | PA      | $4178216.61   | 0.15%             | 2027-11-15      | Fixed         | 1.44%                 | No            |                  2 | On Loan: No      |
| SYNOVUS FINANCIAL CORP.                                                                        | SYNOVUS FINANCIAL CORP                             | CUSIP: 87161CAM7<br>LEI: 549300EIUS8UN5JTLE54 | Long             | DBT              | CORP              | US        |   6188000 | PA      | $6162523.84   | 0.22%             | 2029-02-07      | Fixed         | 7.54%                 | No            |                  2 | On Loan: No      |
| RXO, INC.                                                                                      | XPO ESCROW SUB LLC                                 | CUSIP: 98379JAA3<br>LEI: 549300KL8CA6GP8XPM30 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1127251.18   | 0.04%             | 2027-11-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| CITIGROUP INC.                                                                                 | CITIGROUP INC                                      | CUSIP: 172967JM4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $6996546.54   | 0.26%             | 2199-12-31      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| PVH CORP.                                                                                      | PVH CORP                                           | CUSIP: 693656AC4<br>LEI: 123WALMHY1GZXG2YDL90 | Long             | DBT              | CORP              | US        |   5443000 | PA      | $5443625.20   | 0.20%             | 2025-07-10      | Fixed         | 4.62%                 | No            |                  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        |   3000000 | PA      | $2998384.36   | 0.11%             | 2032-02-12      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| HPEFS EQUIPMENT TRUST                                                                          | HPEFS EQUIPMENT TRUST 2022 2                       | CUSIP: 40441TAF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1200000 | PA      | $1197498.01   | 0.04%             | 2030-03-20      | Fixed         | 4.94%                 | Yes           |                  2 | On Loan: No      |
| NP SPE X L P                                                                                   | NP SPE II LLC                                      | CUSIP: 62947AAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2110000 | PA      | $2046358.19   | 0.07%             | 2049-11-19      | Fixed         | 6.44%                 | 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        |    762000 | PA      | $751733.90    | 0.03%             | 2032-02-17      | Fixed         | 5.18%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                                       | U S TREASURY NOTE                                  | CUSIP: 91282CLX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  26000000 | PA      | $26335156.25  | 0.96%             | 2027-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank, National Association                                                      | MORGAN STANLEY BANK NA                             | CUSIP: 61690U8E3<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3531895.02   | 0.13%             | 2028-07-14      | Fixed         | 4.97%                 | No            |                  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        |   1505000 | PA      | $1505709.14   | 0.05%             | 2025-08-01      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| KUBOTA CREDIT OWNER TRUST                                                                      | KUBOTA CREDIT OWNER TRUST 2023 2                   | CUSIP: 500945AD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1524196.67   | 0.06%             | 2028-06-15      | Fixed         | 5.23%                 | Yes           |                  2 | On Loan: No      |
| Element Fleet Management Corp.                                                                 | ELEMENT FLEET MANAGEMENT CORP                      | CUSIP: 286181AK8<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $1052238.58   | 0.04%             | 2028-12-04      | Fixed         | 6.32%                 | Yes           |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                                                            | SYNCHRONY FINANCIAL                                | CUSIP: 87165BAS2<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |   2700000 | PA      | $2697889.19   | 0.10%             | 2025-06-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AMERICAN NATIONAL GLOBAL FUNDING                                                               | AMERICAN NATIONAL GLOBAL FUNDING                   | CUSIP: 02771D2A1<br>LEI: 63540033TQXTOXKK1L93 | Long             | DBT              | CORP              | US        |   1705000 | PA      | $1743498.90   | 0.06%             | 2030-01-28      | Fixed         | 5.55%                 | Yes           |                  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        |    823339 | PA      | $825932.47    | 0.03%             | 2027-12-15      | Fixed         | 6.51%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3128NCGY4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     85780 | PA      | $85992.68     | 0.00%             | 2035-04-01      | Floating      | 6.62%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES, INC.                                                                          | DELTA AIR LINES INC                                | CUSIP: 247361ZX9<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |   8600000 | PA      | $8600000.00   | 0.31%             | 2025-05-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| WHIRLPOOL CORPORATION                                                                          | WHIRLPOOL CORP                                     | CUSIP: 96332US68<br>LEI: WHENKOULSSK7WUM60H03 | Long             | STIV             | CORP              | US        |   1400000 | PA      | $1398817.98   | 0.05%             |  |  |  | Yes           |                  2 | On Loan: No      |
| COLUMBIA CENT CLO LIMITED                                                                      | CENT CLO                                           | CUSIP: 19737TAN6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $982169.00    | 0.04%             | 2034-07-20      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| INDIANA ST FIN AUTH REV                                                                        | INDIANA FINANCE AUTHORITY                          | CUSIP: 45506EBY8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    360000 | PA      | $354829.67    | 0.01%             | 2025-11-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| CHESAPEAKE FUNDING LLC                                                                         | CHESAPEAKE FUNDING II LLC                          | CUSIP: 165183CW2<br>LEI: 549300LG5AUFDML64706 | Long             | ABS-MBS          | CORP              | US        |   1192000 | PA      | $1198952.78   | 0.04%             | 2035-05-15      | Fixed         | 5.59%                 | Yes           |                  2 | On Loan: No      |
| LPL HOLDINGS, INC.                                                                             | LPL HOLDINGS INC                                   | CUSIP: 50212YAJ3<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    700000 | PA      | $713887.17    | 0.03%             | 2027-05-20      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| CONN'S RECEIVABLES FUNDING LLC                                                                 | CONN S RECEIVABLES FUNDING 2023 A LLC              | CUSIP: 20824CAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    402898 | PA      | $403724.39    | 0.01%             | 2028-01-17      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                                  | FORD MOTOR CREDIT CO LLC                           | CUSIP: 345397C43<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1615584.40   | 0.06%             | 2026-03-06      | Fixed         | 6.95%                 | 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        |   5000000 | PA      | $5004615.62   | 0.18%             | 2027-12-15      | Fixed         | 4.61%                 | 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        |   1000000 | PA      | $1004382.69   | 0.04%             | 2030-10-15      | Fixed         | 5.14%                 | Yes           |                  2 | On Loan: No      |
| CBRE SERVICES, INC.                                                                            | CBRE SERVICES INC                                  | CUSIP: 12505BAJ9<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1990198.38   | 0.07%             | 2030-06-15      | Fixed         | 4.80%                 | No            |                  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        |    654000 | PA      | $678648.53    | 0.02%             | 2033-04-20      | Fixed         | 6.62%                 | 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        |   2500000 | PA      | $2523190.33   | 0.09%             | 2030-02-15      | Fixed         | 6.19%                 | 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      | $1037108.28   | 0.04%             | 2030-04-15      | Fixed         | 7.16%                 | No            |                  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        |    611111 | PA      | $621576.85    | 0.02%             | 2030-12-16      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| COLUMBIA PIPELINES HOLDING COMPANY LLC                                                         | COLUMBIA PIPELINES HOLDING CO LLC                  | CUSIP: 19828AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2062972.60   | 0.08%             | 2028-08-15      | Fixed         | 6.04%                 | Yes           |                  2 | On Loan: No      |
| SCOTT TRUST                                                                                    | SCOTT TRUST 2023 SFS                               | CUSIP: 810064AE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2357143 | PA      | $2382868.25   | 0.09%             | 2028-03-15      | Fixed         | 6.20%                 | Yes           |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST                                                                     | LAD AUTO RECEIVABLES TRUST 2024 1                  | CUSIP: 501689AF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    614000 | PA      | $621505.72    | 0.02%             | 2029-06-15      | Fixed         | 5.64%                 | Yes           |                  2 | On Loan: No      |
| GTE AUTO RECEIVABLES TRUST                                                                     | GTE AUTO RECEIVABLES TRUST 2023 1                  | CUSIP: 362304AF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2625000 | PA      | $2667956.94   | 0.10%             | 2029-11-15      | Fixed         | 5.88%                 | Yes           |                  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        |   1750000 | PA      | $1787424.35   | 0.07%             | 2029-01-16      | Fixed         | 7.01%                 | 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      | $994208.86    | 0.04%             | 2035-08-15      | Fixed         | 5.39%                 | Yes           |                  2 | On Loan: No      |
| CHESAPEAKE FUNDING LLC                                                                         | CHESAPEAKE FUNDING II LLC                          | CUSIP: 165183DB7<br>LEI: 549300LG5AUFDML64706 | Long             | ABS-MBS          | CORP              | US        |   1582000 | PA      | $1621122.64   | 0.06%             | 2035-10-15      | Fixed         | 5.97%                 | Yes           |                  2 | On Loan: No      |
| SIGNATURE BANK                                                                                 | SIGNATURE BANK NEW YORK                            | CUSIP: 82669GCB8<br>LEI: VLP5AP0XK2GM6GKD1007 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1152079.10   | 0.04%             | 2029-11-01      | Fixed         | 7.11%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LIMITED PARTNERSHIP                                                          | BOSTON PROPERTIES LP                               | CUSIP: 10112RAX2<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |   1001000 | PA      | $990130.70    | 0.04%             | 2026-02-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| DEXT ABS LLC                                                                                   | DEXT ABS 2023 1 LLC                                | CUSIP: 25216BAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5430000 | PA      | $5537230.18   | 0.20%             | 2032-03-15      | Fixed         | 6.55%                 | Yes           |                  2 | On Loan: No      |
| Enbridge Inc.                                                                                  | ENBRIDGE INC                                       | CUSIP: 29250NCB9<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   2000000 | PA      | $2047598.78   | 0.07%             | 2029-04-05      | Fixed         | 5.30%                 | 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        |    175909 | PA      | $175903.03    | 0.01%             | 2027-06-15      | Fixed         | 5.21%                 | 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        |    720000 | PA      | $719807.42    | 0.03%             | 2026-12-15      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| ENDEAVOUR MINING PLC                                                                           | ENDEAVOUR MINING PLC                               | CUSIP: 29261HAA3<br>LEI: 529900NI5MXQ91GHXR07 | Long             | DBT              | CORP              | GB        |   1500000 | PA      | $1465746.40   | 0.05%             | 2026-10-14      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| HEALTH CARE SERVICE CORP MUT LEG RES CO                                                        | HEALTH CARE SERVICE CORP                           | CUSIP: 42218SAD0<br>LEI: 549300TMJ1FKCKECR148 | Long             | DBT              | CORP              | US        |   5450000 | PA      | $5428922.41   | 0.20%             | 2025-06-01      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| T-MOBILE USA, INC.                                                                             | T MOBILE USA INC                                   | CUSIP: 87264AAV7<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   2641000 | PA      | $2642914.88   | 0.10%             | 2028-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BAYPORT POLYMERS LLC                                                                           | BAYPORT POLYMERS LLC                               | CUSIP: 073096AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5007598.37   | 0.18%             | 2027-04-14      | Fixed         | 4.74%                 | Yes           |                  2 | On Loan: No      |
| AMUR EQUIPMENT FINANCE RECEIVABLES LLC                                                         | AMUR EQUIPMENT FINANCE RECEIVABLES XIV LLC         | CUSIP: 03238BAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1014203.31   | 0.04%             | 2031-07-21      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| SAN ANTONIO TEX ED FACS CORP REV                                                               | SAN ANTONIO EDUCATION FACILITIES CORP              | CUSIP: 796247DP6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    525000 | PA      | $493666.43    | 0.02%             | 2027-04-01      | Fixed         | 2.19%                 | No            |                  2 | On Loan: No      |
| EVERGREEN CREDIT CARD TRUST                                                                    | EVERGREEN CREDIT CARD TRUST                        | CUSIP: 30023JCS5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    789000 | PA      | $795011.21    | 0.03%             | 2028-10-16      | Fixed         | 5.25%                 | 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      | $767295.97    | 0.03%             | 2029-12-20      | Fixed         | 6.03%                 | Yes           |                  2 | On Loan: No      |
| ESSEX PORTFOLIO, L.P.                                                                          | ESSEX PORTFOLIO LP                                 | CUSIP: 29717PAY3<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |   1149000 | PA      | $1064359.88   | 0.04%             | 2028-03-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                                       | LLOYDS BANKING GROUP PLC                           | CUSIP: 539439AY5<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   2000000 | PA      | $2031604.71   | 0.07%             | 2027-08-07      | Fixed         | 5.99%                 | 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        |   1200000 | PA      | $1255070.07   | 0.05%             | 2033-08-22      | Fixed         | 6.97%                 | 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        |   1260000 | PA      | $1282927.61   | 0.05%             | 2031-01-21      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| WEIR GROUP PLC(THE)                                                                            | WEIR GROUP PLC THE                                 | CUSIP: 94876QAA4<br>LEI: 549300KDR56WHY9I3D10 | Long             | DBT              | CORP              | GB        |   5000000 | PA      | $4848005.55   | 0.18%             | 2026-05-13      | Fixed         | 2.20%                 | 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        |   1400000 | PA      | $1422831.19   | 0.05%             | 2031-02-15      | Fixed         | 6.30%                 | Yes           |                  2 | On Loan: No      |
| GLS AUTO RECEIVABLES TRUST                                                                     | GLS AUTO RECEIVABLES ISSUER TRUST 2024 3           | CUSIP: 37989AAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $2007798.92   | 0.07%             | 2029-01-16      | Fixed         | 5.08%                 | Yes           |                  2 | On Loan: No      |
| NMEF FUNDING LLC                                                                               | NMEF FUNDING 2022 B LLC                            | CUSIP: 62890MAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    175697 | PA      | $176075.12    | 0.01%             | 2029-06-15      | Fixed         | 6.07%                 | Yes           |                  2 | On Loan: No      |
| CBRE SERVICES, INC.                                                                            | CBRE SERVICES INC                                  | CUSIP: 12505BAD2<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |   4100000 | PA      | $4106937.38   | 0.15%             | 2026-03-01      | Fixed         | 4.88%                 | 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        |   2445000 | PA      | $2532375.86   | 0.09%             | 2030-01-15      | Fixed         | 6.45%                 | Yes           |                  2 | On Loan: No      |
| CARS DB                                                                                        | CAPITAL AUTOMOTIVE REIT                            | CUSIP: 12510HAK6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1850136 | PA      | $1765454.28   | 0.06%             | 2051-08-15      | Fixed         | 1.44%                 | Yes           |                  2 | On Loan: No      |
| WHIRLPOOL CORPORATION                                                                          | WHIRLPOOL CORP                                     | CUSIP: 96332US50<br>LEI: WHENKOULSSK7WUM60H03 | Long             | STIV             | CORP              | US        |   3000000 | PA      | $2997891.00   | 0.11%             |  |  |  | Yes           |                  2 | On Loan: No      |
| APA CORPORATION                                                                                | APA CORP                                           | CUSIP: 03743QAE8<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |   2250000 | PA      | $2392832.07   | 0.09%             | 2029-12-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| DISCOVER FINANCIAL SERVICES                                                                    | DISCOVER FINANCIAL SERVICES                        | CUSIP: 254709AQ1<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | DBT              | CORP              | US        |   9800000 | PA      | $9786623.25   | 0.36%             | 2199-12-31      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| PENFED AUTO RECEIVABLES OWNER TRUST                                                            | PENFED AUTO RECEIVABLES OWNER TRUST 2022 A         | CUSIP: 706874AG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1412000 | PA      | $1419471.66   | 0.05%             | 2030-06-17      | Fixed         | 5.85%                 | 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        |    149479 | PA      | $149722.76    | 0.01%             | 2032-12-15      | Fixed         | 6.45%                 | Yes           |                  2 | On Loan: No      |
| Essential Utilities, Inc.                                                                      | ESSENTIAL UTILITIES INC                            | CUSIP: 29670GAJ1<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2517891.48   | 0.09%             | 2027-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418AFA1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    605865 | PA      | $595709.83    | 0.02%             | 2027-05-01      | Fixed         | 2.50%                 | No            |                  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        |   5000000 | PA      | $5312801.17   | 0.19%             | 2031-06-25      | Fixed         | 6.85%                 | Yes           |                  2 | On Loan: No      |
| CHASE AUTO CREDIT LINKED NOTES                                                                 | JPMORGAN CHASE BANK NA CACLN                       | CUSIP: 46591HCG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       806 | PA      | $802.74       | 0.00%             | 2029-02-26      | Fixed         | 2.10%                 | Yes           |                  2 | On Loan: No      |
| SBA TOWER TRUST                                                                                | SBA TOWER TRUST                                    | CUSIP: 78403DAZ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    842000 | PA      | $861476.30    | 0.03%             | 2052-11-15      | Fixed         | 6.60%                 | Yes           |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST                                                                   | FORD CREDIT AUTO OWNER TRUST 2021 REV2             | CUSIP: 345285AD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    850000 | PA      | $815247.41    | 0.03%             | 2034-05-15      | Fixed         | 2.60%                 | Yes           |                  2 | On Loan: No      |
| AIR CANADA 2013-1 PASS THROUGH TRUST                                                           | AIR CANADA 2013 1 CLASS A PTT                      | CUSIP: 009089AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |  11383977 | PA      | $11353369.34  | 0.41%             | 2026-11-15      | Fixed         | 4.12%                 | 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        |    500000 | PA      | $502013.50    | 0.02%             | 2027-11-15      | Fixed         | 6.87%                 | Yes           |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                                                           | GLENCORE FUNDING LLC                               | CUSIP: 378272BR8<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3042106.29   | 0.11%             | 2027-04-04      | Fixed         | 5.34%                 | Yes           |                  2 | On Loan: No      |
| COTY INC.                                                                                      | COTY INC                                           | CUSIP: 222070AE4<br>LEI: 549300BO9IWPF3S48F93 | Long             | DBT              | CORP              | US        |   5500000 | PA      | $5468353.76   | 0.20%             | 2026-04-15      | Fixed         | 5.00%                 | 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        |    546000 | PA      | $550666.18    | 0.02%             | 2031-05-15      | Fixed         | 5.84%                 | Yes           |                  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        |   5635000 | PA      | $5859264.93   | 0.21%             | 2030-04-15      | Fixed         | 6.61%                 | Yes           |                  2 | On Loan: No      |
| HCA INC.                                                                                       | HCA INC                                            | CUSIP: 404119CY3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1517273.05   | 0.06%             | 2028-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY COMPANY                                                                             | DTE ENERGY CO                                      | CUSIP: 233331BJ5<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2019666.06   | 0.07%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FANNIE MAE REMICS                                  | CUSIP: 3136A8DT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    147580 | PA      | $144203.78    | 0.01%             | 2027-09-25      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                                                           | GLENCORE FUNDING LLC                               | CUSIP: 378272BD9<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4851635.85   | 0.18%             | 2026-04-27      | Fixed         | 1.62%                 | 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      | $1004956.61   | 0.04%             | 2031-05-15      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORPORATION                                                              | CAPITAL ONE FINANCIAL CORP                         | CUSIP: 14040HCX1<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2038246.37   | 0.07%             | 2029-02-01      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| CHESAPEAKE FUNDING LLC                                                                         | CHESAPEAKE FUNDING II LLC                          | CUSIP: 165183CX0<br>LEI: 549300LG5AUFDML64706 | Long             | ABS-MBS          | CORP              | US        |    800000 | PA      | $806893.60    | 0.03%             | 2035-05-15      | Fixed         | 6.07%                 | Yes           |                  2 | On Loan: No      |
| NLG GLOBAL FUNDING                                                                             | NLG GLOBAL FUNDING                                 | CUSIP: 62915W2A0<br>LEI: 635400SKBQOWEJZLTW68 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3581608.60   | 0.13%             | 2030-01-23      | Fixed         | 5.40%                 | 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        |    687481 | PA      | $674067.89    | 0.02%             | 2028-12-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Open Text Corporation                                                                          | OPEN TEXT CORP                                     | CUSIP: 683715AF3<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |   3677000 | PA      | $3778053.77   | 0.14%             | 2027-12-01      | Fixed         | 6.90%                 | Yes           |                  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        |   2500000 | PA      | $2504850.63   | 0.09%             | 2027-03-25      | Fixed         | 4.95%                 | Yes           |                  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        |    405093 | PA      | $405926.62    | 0.01%             | 2032-12-15      | Fixed         | 6.99%                 | Yes           |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY, INC.                                                         | GENERAL MOTORS FINANCIAL CO INC                    | CUSIP: 37045XFE1<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3008742.39   | 0.11%             | 2028-04-04      | Fixed         | 5.05%                 | No            |                  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        |   4000000 | PA      | $4000840.10   | 0.15%             | 2028-03-16      | Fixed         | 4.45%                 | 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        |   2500000 | PA      | $2507290.12   | 0.09%             | 2027-06-10      | Fixed         | 6.57%                 | 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        |   1597000 | PA      | $1613050.81   | 0.06%             | 2028-05-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| OSCAR US FUNDING TRUST                                                                         | OSCAR US FUNDING TRUST                             | CUSIP: 68785BAD5<br>LEI: 549300GTSLUONMR77U11 | Long             | ABS-MBS          | CORP              | US        |   4216941 | PA      | $4130507.52   | 0.15%             | 2028-09-11      | Fixed         | 1.27%                 | Yes           |                  2 | On Loan: No      |
| CUBESMART, L.P.                                                                                | CUBESMART LP                                       | CUSIP: 22966RAE6<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              | CORP              | US        |   4033000 | PA      | $3982101.20   | 0.15%             | 2029-02-15      | Fixed         | 4.38%                 | No            |                  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        |    833333 | PA      | $828586.09    | 0.03%             | 2026-08-20      | Fixed         | 3.34%                 | Yes           |                  2 | On Loan: No      |
| HIKMA FINANCE USA LLC                                                                          | HIKMA FINANCE USA LLC                              | CUSIP: N/A<br>LEI: 213800BU7YH2WTM1QL87       | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9961152.33   | 0.36%             | 2025-07-09      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138LQPP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    566491 | PA      | $556026.79    | 0.02%             | 2027-08-01      | Fixed         | 2.50%                 | 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        |    833000 | PA      | $835035.38    | 0.03%             | 2027-05-20      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| PRESTIGE AUTO RECEIVABLES TRUST                                                                | PRESTIGE AUTO RECEIVABLES TRUST 2024 2             | CUSIP: 74113SAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    800000 | PA      | $797201.30    | 0.03%             | 2029-02-15      | Fixed         | 4.56%                 | Yes           |                  2 | On Loan: No      |
| VERIZON MASTER TRUST                                                                           | VERIZON MASTER TRUST                               | CUSIP: 92348KCT8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    833000 | PA      | $852535.48    | 0.03%             | 2030-04-22      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| ASSOCIATION OF AMERICAN MEDICAL COLLEGES                                                       | AMERICAN MEDICAL COLLEGE                           | CUSIP: 04609QAF6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4145000 | PA      | $4114658.60   | 0.15%             | 2025-10-01      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| CHASE AUTO CREDIT LINKED NOTES                                                                 | JPMORGAN CHASE BANK NA CACLN                       | CUSIP: 46591HCH1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1150000 | PA      | $1148651.74   | 0.04%             | 2029-02-26      | Fixed         | 3.69%                 | Yes           |                  2 | On Loan: No      |
| FIRSTKEY HOMES TRUST                                                                           | FIRSTKEY HOMES 2020 SFR1 TRUST                     | CUSIP: 33767WAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $2880505.69   | 0.11%             | 2028-08-17      | Fixed         | 1.89%                 | Yes           |                  2 | On Loan: No      |
| BX TRUST                                                                                       | BX TRUST 2022 CLS                                  | CUSIP: 05609XAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2750000 | PA      | $2723113.96   | 0.10%             | 2027-10-13      | Fixed         | 6.30%                 | Yes           |                  2 | On Loan: No      |
| NISOURCE INC.                                                                                  | NISOURCE INC                                       | CUSIP: 65473PAS4<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2044931.44   | 0.07%             | 2029-07-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| HELMERICH & PAYNE, INC.                                                                        | HELMERICH PAYNE INC                                | CUSIP: 423452AG6<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1443796.91   | 0.05%             | 2031-09-29      | Fixed         | 2.90%                 | No            |                  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        |   1680000 | PA      | $1686418.75   | 0.06%             | 2031-05-15      | Fixed         | 6.79%                 | Yes           |                  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        |   2000000 | PA      | $2036851.99   | 0.07%             | 2030-09-20      | Fixed         | 5.16%                 | 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        |   2500000 | PA      | $2535522.99   | 0.09%             | 2030-11-20      | Fixed         | 5.64%                 | Yes           |                  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        |    851000 | PA      | $851980.07    | 0.03%             | 2030-03-15      | Fixed         | 5.41%                 | Yes           |                  2 | On Loan: No      |
| FIRST HORIZON CORPORATION                                                                      | FIRST HORIZON CORP                                 | CUSIP: 320517AE5<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3014098.52   | 0.11%             | 2031-03-07      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| NORTH HUDSON SEW AUTH N J GROSS REV LEASE CTFS                                                 | N HUDSON NJ SEWERAGE AUTH GROSS REVENUE LEASE CTFS | CUSIP: 660043FR6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    925000 | PA      | $923414.81    | 0.03%             | 2025-06-01      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INCORPORATED                                                              | MICROCHIP TECHNOLOGY INC                           | CUSIP: 595017BK9<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2004058.29   | 0.07%             | 2028-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| DLLAA LLC                                                                                      | DLLAA 2023 1 LLC                                   | CUSIP: 23292HAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $2024006.63   | 0.07%             | 2028-02-22      | Fixed         | 5.64%                 | Yes           |                  2 | On Loan: No      |
| SODEXO, INC.                                                                                   | SODEXO INC                                         | CUSIP: 833794AB6<br>LEI: 549300WSZGQGJQXRFU84 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2642817.64   | 0.10%             | 2031-04-16      | Fixed         | 2.72%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN AIRLINES 2013-1 PASS THROUGH TRUST                                                    | US AIRWAYS 2013 1 CLASS A Ptt                      | CUSIP: 90346WAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8160579 | PA      | $8160578.71   | 0.30%             | 2027-05-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Duke University Health System, Inc                                                             | DUKE UNIVERSITY HEALTH                             | CUSIP: 26443CAE3<br>LEI: SYIJ9BNVFR17R33OPQ57 | Long             | DBT              | CORP              | US        |    700000 | PA      | $684782.71    | 0.02%             | 2026-06-01      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                                                            | SYNCHRONY FINANCIAL                                | CUSIP: 87165BAV5<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1012993.93   | 0.04%             | 2030-08-02      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Healthcare Realty Holdings, L.P.                                                               | HEALTHCARE REALTY HOLDINGS LP                      | CUSIP: 42225UAF1<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |    896000 | PA      | $876484.48    | 0.03%             | 2027-07-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| DELL EQUIPMENT FINANCE TRUST                                                                   | DELL EQUIPMENT FINANCE TRUST 2023 3                | CUSIP: 24702EAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1235000 | PA      | $1252836.86   | 0.05%             | 2029-10-22      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                                              | NATWEST GROUP PLC                                  | CUSIP: 639057AG3<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   1500000 | PA      | $1520640.00   | 0.06%             | 2026-11-10      | Fixed         | 7.47%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132D6FA3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1361275 | PA      | $1384024.44   | 0.05%             | 2038-10-01      | Fixed         | 5.50%                 | 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        |   1254000 | PA      | $1269901.38   | 0.05%             | 2030-10-15      | Fixed         | 5.58%                 | Yes           |                  2 | On Loan: No      |
| VIDEOTRON LTEE                                                                                 | VIDEOTRON LTD                                      | CUSIP: 92660FAK0<br>LEI: 549300LW4GNJRBECSD81 | Long             | DBT              | CORP              | CA        |   2750000 | PA      | $2746294.44   | 0.10%             | 2027-04-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| BLACK HILLS CORPORATION                                                                        | BLACK HILLS CORP                                   | CUSIP: 092113AV1<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3115546.83   | 0.11%             | 2028-03-15      | Fixed         | 5.95%                 | No            |                  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        |   3000000 | PA      | $3065598.88   | 0.11%             | 2030-02-15      | Fixed         | 5.70%                 | Yes           |                  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        |  12825000 | PA      | $12741410.56  | 0.47%             | 2199-12-31      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                       | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 38384EYV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1748913 | PA      | $1750007.27   | 0.06%             | 2048-06-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DOC DR, LLC                                                                                    | PHYSICIANS REALTY LP                               | CUSIP: 71951QAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1690867.07   | 0.06%             | 2027-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| AMUR EQUIPMENT FINANCE RECEIVABLES LLC                                                         | AMUR EQUIPMENT FINANCE RECEIVABLES X LLC           | CUSIP: 03236VAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     82521 | PA      | $82296.42     | 0.00%             | 2027-10-20      | Fixed         | 1.64%                 | Yes           |                  2 | On Loan: No      |
| DIAMOND RESORTS OWNER TRUST                                                                    | DIAMOND RESORTS OWNER TRUST 2021 1                 | CUSIP: 25273CAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    543590 | PA      | $536290.49    | 0.02%             | 2033-11-21      | Fixed         | 1.51%                 | Yes           |                  2 | On Loan: No      |
| LG ENERGY SOLUTION, LTD.                                                                       | LG ENERGY SOLUTION LTD                             | CUSIP: 50205MAF6<br>LEI: 988400QX6P286XA6ZS85 | Long             | DBT              | CORP              | KR        |   3500000 | PA      | $3513732.62   | 0.13%             | 2028-04-02      | Fixed         | 5.25%                 | 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        |   1500000 | PA      | $1401907.63   | 0.05%             | 2039-09-10      | Variable      | 2.41%                 | Yes           |                  2 | On Loan: No      |
| SONOCO PRODUCTS COMPANY.                                                                       | SONOCO PRODUCTS CO                                 | CUSIP: 835495AQ5<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |   1143000 | PA      | $1141107.42   | 0.04%             | 2026-09-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| THE AES CORPORATION                                                                            | AES CORP THE                                       | CUSIP: 00130HCE3<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |   2800000 | PA      | $2729880.11   | 0.10%             | 2026-01-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES, INC.                                                                          | UNITED AIRLINES INC                                | CUSIP: 90932LAG2<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |   2750000 | PA      | $2710248.10   | 0.10%             | 2026-04-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| COMM MORTGAGE TRUST                                                                            | COMM MORTGAGE TRUST                                | CUSIP: 12593GAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3366000 | PA      | $3290614.58   | 0.12%             | 2050-07-10      | Variable      | 4.39%                 | No            |                  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        |   2596000 | PA      | $2634781.87   | 0.10%             | 2030-07-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| CCG RECEIVABLES TRUST                                                                          | CCG RECEIVABLES TRUST 2024 1                       | CUSIP: 12515PAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $2011305.67   | 0.07%             | 2032-03-15      | Fixed         | 5.22%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                                       | U S TREASURY NOTE                                  | CUSIP: 91282CFP1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6000000 | PA      | $6001640.63   | 0.22%             | 2025-10-15      | Fixed         | 4.25%                 | No            |                  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        |   3000000 | PA      | $3094623.74   | 0.11%             | 2029-07-16      | Fixed         | 7.19%                 | Yes           |                  2 | On Loan: No      |
| Nutrien Ltd.                                                                                   | NUTRIEN LTD                                        | CUSIP: 67077MBE7<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |   2000000 | PA      | $2005747.28   | 0.07%             | 2027-03-12      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY, INC.                                                         | GENERAL MOTORS FINANCIAL CO INC                    | CUSIP: 37045XEX0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2021000.00   | 0.07%             | 2027-07-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                                   | BARCLAYS PLC                                       | CUSIP: 06738ECX1<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | RF                | GB        |   2000000 | PA      | $2013435.40   | 0.07%             | 2029-02-25      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corporation                                                                   | TRUIST FINANCIAL CORP                              | CUSIP: 89832QAE9<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   9750000 | PA      | $9695335.70   | 0.35%             | 2199-12-31      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST                                                   | AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST       | CUSIP: 02582JKF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $2079123.65   | 0.08%             | 2031-04-15      | Fixed         | 5.24%                 | 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        |   4000000 | PA      | $4017124.88   | 0.15%             | 2029-04-16      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL I TRUST                                                                 | MORGAN STANLEY CAPITAL I TRUST                     | CUSIP: 61692AAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3846154 | PA      | $2459929.34   | 0.09%             | 2036-12-15      | Floating      | 5.74%                 | Yes           |                  2 | On Loan: No      |
| PALMER SQUARE LOAN FUNDING LTD.                                                                | PALMER SQUARE LOAN FUNDING 2024 1 LTD              | CUSIP: 69703NAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    854594 | PA      | $852457.56    | 0.03%             | 2032-10-15      | Floating      | 5.31%                 | Yes           |                  2 | On Loan: No      |
| ANTARES HOLDINGS LP                                                                            | ANTARES HOLDINGS LP                                | CUSIP: 03666HAH4<br>LEI: 5493008EAIGV4283RM42 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2491958.16   | 0.09%             | 2029-10-23      | Fixed         | 6.35%                 | Yes           |                  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        |    883267 | PA      | $886434.07    | 0.03%             | 2033-06-15      | Fixed         | 7.08%                 | Yes           |                  2 | On Loan: No      |
| AMUR EQUIPMENT FINANCE RECEIVABLES LLC                                                         | AMUR EQUIPMENT FINANCE RECEIVABLES XI LLC          | CUSIP: 03236XAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    388721 | PA      | $389277.07    | 0.01%             | 2028-06-21      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| FMC CORPORATION                                                                                | FMC CORP                                           | CUSIP: 34410WS29<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | STIV             | CORP              | US        |   8903000 | PA      | $8900500.93   | 0.32%             |  |  |  | Yes           |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                                                             | ROYALTY PHARMA PLC                                 | CUSIP: 78081BAH6<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |   1419000 | PA      | $1400617.45   | 0.05%             | 2025-09-02      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| SOLVENTUM CORPORATION                                                                          | SOLVENTUM CORP                                     | CUSIP: 83444MAN1<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2030639.13   | 0.07%             | 2027-02-25      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| CHESAPEAKE FUNDING LLC                                                                         | CHESAPEAKE FUNDING II LLC                          | CUSIP: 165183CZ5<br>LEI: 549300LG5AUFDML64706 | Long             | ABS-MBS          | CORP              | US        |    229165 | PA      | $232909.30    | 0.01%             | 2035-10-15      | Fixed         | 6.16%                 | Yes           |                  2 | On Loan: No      |
| BANQUE CANADIENNE IMPERIALE DE COMMERCE                                                        | CANADIAN IMPERIAL BANK OF COMMERCE                 | CUSIP: 13607PHT4<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   3000000 | PA      | $3002635.21   | 0.11%             | 2027-09-11      | Fixed         | 4.51%                 | 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        |    500000 | PA      | $499088.96    | 0.02%             | 2029-07-20      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| GENUINE PARTS COMPANY                                                                          | GENUINE PARTS CO                                   | CUSIP: 372460AF2<br>LEI: 549300D46DQVEU651W04 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2012352.16   | 0.07%             | 2029-08-15      | Fixed         | 4.95%                 | No            |                  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      | $835480.89    | 0.03%             | 2035-08-15      | Fixed         | 5.29%                 | Yes           |                  2 | On Loan: No      |
| DEXT ABS LLC                                                                                   | DEXT ABS 2023 1 LLC                                | CUSIP: 25216BAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    600000 | PA      | $621808.17    | 0.02%             | 2033-03-15      | Fixed         | 8.82%                 | Yes           |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                               | PHILIP MORRIS INTERNATIONAL INC                    | CUSIP: 718172CZ0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5089188.32   | 0.19%             | 2028-02-15      | Fixed         | 4.88%                 | 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        |   3000000 | PA      | $3033610.81   | 0.11%             | 2026-05-24      | Fixed         | 5.75%                 | 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        |   1100000 | PA      | $1121269.62   | 0.04%             | 2033-02-15      | Fixed         | 8.45%                 | 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      | $1017560.23   | 0.04%             | 2028-04-20      | Fixed         | 6.85%                 | Yes           |                  2 | On Loan: No      |
| CARDS II TRUST                                                                                 | CARDS II TRUST                                     | CUSIP: 14161GCL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1890000 | PA      | $1903109.62   | 0.07%             | 2029-07-16      | Fixed         | 5.84%                 | 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      | $1002719.66   | 0.04%             | 2031-11-20      | Fixed         | 4.76%                 | Yes           |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST                                                                     | LAD AUTO RECEIVABLES TRUST 2023 3                  | CUSIP: 50168BAF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1820000 | PA      | $1876961.71   | 0.07%             | 2030-12-16      | Fixed         | 6.92%                 | Yes           |                  2 | On Loan: No      |
| INTERNATIONAL FLAVORS & FRAGRANCES INC.                                                        | INTERNATIONAL FLAVORS FRAGRANCES INC               | CUSIP: 459506AN1<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |   6350000 | PA      | $6230921.97   | 0.23%             | 2025-10-01      | Fixed         | 1.23%                 | 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        |   2000000 | PA      | $2009168.69   | 0.07%             | 2029-03-22      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| DENTSPLY SIRONA INC.                                                                           | DENTSPLY SIRONA INC                                | CUSIP: 24906PAA7<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | DBT              | CORP              | US        |   4231000 | PA      | $3777224.10   | 0.14%             | 2030-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| MERCHANTS FLEET FUNDING LLC                                                                    | MERCHANTS FLEET FUNDING LLC                        | CUSIP: 588926AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2264542 | PA      | $2277495.22   | 0.08%             | 2036-05-20      | Fixed         | 7.21%                 | Yes           |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                                                         | STANDARD CHARTERED PLC                             | CUSIP: 853254CT5<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   2000000 | PA      | $2031672.33   | 0.07%             | 2027-07-06      | Fixed         | 6.19%                 | Yes           |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP.                                                                          | LAS VEGAS SANDS CORP                               | CUSIP: 517834AH0<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1991564.22   | 0.07%             | 2025-06-25      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Dominion Energy, Inc.                                                                          | DOMINION ENERGY INC                                | CUSIP: 25746UDM8<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3888193.12   | 0.14%             | 2199-12-31      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| MILEAGE PLUS HOLDINGS, LLC                                                                     | MILEAGE PLUS HLDINGS LLC                           | CUSIP: 599191AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5557500 | PA      | $5575162.64   | 0.20%             | 2027-06-20      | Fixed         | 6.50%                 | 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        |   4000000 | PA      | $3982754.69   | 0.15%             | 2032-05-17      | Fixed         | 5.52%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                                       | U S TREASURY NOTE                                  | CUSIP: 91282CGE5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7000000 | PA      | $6993710.94   | 0.26%             | 2026-01-15      | Fixed         | 3.88%                 | 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      | $2016553.47   | 0.07%             | 2030-03-15      | Fixed         | 4.90%                 | No            |                  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        |   2000000 | PA      | $2041572.55   | 0.07%             | 2030-03-14      | Fixed         | 4.97%                 | No            |                  2 | On Loan: —       |
| SANTANDER BANK, N.A.                                                                           | SANTANDER BANK AUTO CREDIT LINKED NOTES SERIES 202 | CUSIP: 80290CBU7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    378543 | PA      | $380069.64    | 0.01%             | 2033-06-15      | Fixed         | 6.49%                 | Yes           |                  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        |   1250000 | PA      | $1253328.28   | 0.05%             | 2027-04-01      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| NHP FOUNDATION (THE)                                                                           | NHP FOUNDATION THE                                 | CUSIP: 62925MAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3135064.68   | 0.11%             | 2028-12-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| BEAZLEY INSURANCE DAC                                                                          | BEAZLEY INSURANCE DAC                              | CUSIP: QZ9221818<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   1850000 | PA      | $1839874.45   | 0.07%             | 2026-11-04      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BPR TRUST                                                                                      | BPR TRUST 2021 TY                                  | CUSIP: 05592AAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3731000 | PA      | $3705709.07   | 0.14%             | 2038-09-15      | Floating      | 5.49%                 | Yes           |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL MASTER TRUST                                                              | PROGRESS RESIDENTIAL TRUST                         | CUSIP: 74333FAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2400000 | PA      | $2329737.11   | 0.09%             | 2026-07-16      | Fixed         | 1.66%                 | Yes           |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                                  | FORD MOTOR CREDIT CO LLC                           | CUSIP: 345397F81<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1979923.16   | 0.07%             | 2026-11-05      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| DELL EQUIPMENT FINANCE TRUST                                                                   | DELL EQUIPMENT FINANCE TRUST 2024 1                | CUSIP: 24702GAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1350000 | PA      | $1366365.10   | 0.05%             | 2030-03-22      | Fixed         | 5.73%                 | Yes           |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES CORPORATION TRUST                                                       | GS MORTGAGE SECURITIES CORP TRUST 2017 GPTX        | CUSIP: 36257CAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11480757 | PA      | $9891044.98   | 0.36%             | 2034-05-10      | Fixed         | 2.86%                 | 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        |   1250000 | PA      | $1283719.51   | 0.05%             | 2030-10-15      | Fixed         | 6.77%                 | Yes           |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                                        | HYUNDAI CAPITAL AMERICA                            | CUSIP: 44891ACH8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1019116.86   | 0.04%             | 2028-06-26      | Fixed         | 5.68%                 | 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        |    738911 | PA      | $737430.81    | 0.03%             | 2028-12-15      | Fixed         | 4.18%                 | Yes           |                  2 | On Loan: No      |
| VERTICAL BRIDGE CC LLC                                                                         | VB S1 ISSUER LLC VBTEL                             | CUSIP: 91823AAY7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $950757.50    | 0.03%             | 2052-02-15      | Fixed         | 4.29%                 | 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        |   2775000 | PA      | $2846061.93   | 0.10%             | 2029-09-17      | Fixed         | 6.29%                 | Yes           |                  2 | On Loan: No      |
| PEAC SOLUTIONS RECEIVABLES                                                                     | PEAC SOLUTIONS RECEIVABLES 2024 2 LLC              | CUSIP: 69392BAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2239000 | PA      | $2234928.54   | 0.08%             | 2031-10-20      | Fixed         | 5.30%                 | 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        |   6000000 | PA      | $6013015.08   | 0.22%             | 2030-11-15      | Fixed         | 5.07%                 | 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        |   1818182 | PA      | $1828324.15   | 0.07%             | 2029-03-22      | Fixed         | 6.80%                 | Yes           |                  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        |   1100000 | PA      | $1106433.03   | 0.04%             | 2029-01-22      | Fixed         | 6.06%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL REALTY OP LP                                                                           | FEDERAL REALTY OP LP                               | CUSIP: 313747BC0<br>LEI: 549300LI6XZ51GOCJ427 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4085876.92   | 0.15%             | 2028-05-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137HFNP6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3617654 | PA      | $3581109.79   | 0.13%             | 2051-06-25      | Fixed         | 4.50%                 | No            |                  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        |   1333000 | PA      | $1391818.76   | 0.05%             | 2034-01-17      | Fixed         | 7.33%                 | 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        |    851667 | PA      | $870134.23    | 0.03%             | 2032-07-15      | Fixed         | 6.78%                 | Yes           |                  2 | On Loan: No      |
| AMSR TRUST                                                                                     | AMSR TRUST                                         | CUSIP: 00179DAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1850353.44   | 0.07%             | 2038-06-17      | Fixed         | 1.95%                 | Yes           |                  2 | On Loan: No      |
| FOURSIGHT CAPITAL AUTOMOBILE RECEIVABLES TRUST                                                 | FOURSIGHT CAPITAL AUTOMOBILE RECEIVABLES TRUST 202 | CUSIP: 35105AAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1006529.33   | 0.04%             | 2029-11-15      | Fixed         | 5.77%                 | Yes           |                  2 | On Loan: No      |
| THE BANK OF NOVA SCOTIA                                                                        | BANK OF NOVA SCOTIA THE                            | CUSIP: 064159VJ2<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |  12011000 | PA      | $11982293.48  | 0.44%             | 2199-12-31      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                                                            | FIFTH THIRD BANCORP                                | CUSIP: 316773DB3<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |  11761000 | PA      | $11625159.31  | 0.42%             | 2199-12-31      | Fixed         | 4.50%                 | 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        |   1233617 | PA      | $1234282.92   | 0.05%             | 2028-07-10      | Fixed         | 6.28%                 | Yes           |                  2 | On Loan: No      |
| CANADIAN NATURAL RESOURCES LIMITED                                                             | CANADIAN NATURAL RESOURCES LTD                     | CUSIP: 136385BB6<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |   3000000 | PA      | $2992023.60   | 0.11%             | 2029-12-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Pioneer PE Holding LLC                                                                         | PARSLEY ENERGY LLC                                 | CUSIP: 701885AJ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8699000 | PA      | $8560856.53   | 0.31%             | 2028-02-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| QBE INSURANCE GROUP LIMITED                                                                    | QBE INSURANCE GROUP LTD                            | CUSIP: 74728GAE0<br>LEI: 549300D2FBW76FPUSG65 | Long             | DBT              | CORP              | AU        |  12500000 | PA      | $12490869.67  | 0.46%             | 2199-12-31      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| GREENSTATE AUTO RECEIVABLES TRUST                                                              | GREENSTATE AUTO RECEIVABLES TRUST 2024 1           | CUSIP: 39573AAF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1929000 | PA      | $1968987.68   | 0.07%             | 2030-02-15      | Fixed         | 5.77%                 | Yes           |                  2 | On Loan: No      |
| CROSSROADS ASSET TRUST                                                                         | CROSSROADS ASSET TRUST 2024 A                      | CUSIP: 227927AD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1540972.68   | 0.06%             | 2030-08-20      | Fixed         | 6.52%                 | Yes           |                  2 | On Loan: No      |
| RYDER SYSTEM, INC.                                                                             | RYDER SYSTEM INC                                   | CUSIP: 78355HKZ1<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3073824.85   | 0.11%             | 2029-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| VERIZON MASTER TRUST                                                                           | VERIZON MASTER TRUST                               | CUSIP: 92348KCJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $2042233.83   | 0.07%             | 2031-12-22      | Fixed         | 5.08%                 | Yes           |                  2 | On Loan: No      |
| OSCAR US FUNDING TRUST                                                                         | OSCAR US FUNDING XVII LLC                          | CUSIP: 68784BAC8<br>LEI: 549300GTSLUONMR77U11 | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1994669.43   | 0.07%             | 2029-03-12      | Fixed         | 4.47%                 | Yes           |                  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        |   1500000 | PA      | $1527669.40   | 0.06%             | 2029-02-20      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| FRTKL TRUST                                                                                    | FRTKL                                              | CUSIP: 30322DAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1438887.98   | 0.05%             | 2038-09-17      | Fixed         | 1.72%                 | Yes           |                  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        |   4000000 | PA      | $4054804.31   | 0.15%             | 2027-06-25      | Fixed         | 6.91%                 | 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        |   2000000 | PA      | $2050256.57   | 0.07%             | 2031-07-15      | Fixed         | 5.49%                 | 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        |   1170882 | PA      | $1177769.89   | 0.04%             | 2031-07-25      | Fixed         | 5.04%                 | Yes           |                  2 | On Loan: No      |
| THE SOUTHERN COMPANY                                                                           | SOUTHERN CO THE                                    | CUSIP: 842587DF1<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |   9093000 | PA      | $8971728.32   | 0.33%             | 2051-01-15      | Fixed         | 4.00%                 | No            |                  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        |   1268000 | PA      | $1306988.09   | 0.05%             | 2034-04-15      | Fixed         | 6.74%                 | Yes           |                  2 | On Loan: No      |
| PHOENIX GROUP HOLDINGS PLC                                                                     | PHOENIX GROUP HOLDINGS PLC                         | CUSIP: N/A<br>LEI: 2138001P49OLAEU33T68       | Long             | DBT              | CORP              | GB        |   4285000 | PA      | $4214808.62   | 0.15%             | 2031-09-04      | Fixed         | 4.75%                 | 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        |    100000 | PA      | $103192.24    | 0.00%             | 2033-07-15      | Fixed         | 7.71%                 | 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        |   2000000 | PA      | $2074416.59   | 0.08%             | 2028-11-16      | Fixed         | 6.20%                 | Yes           |                  2 | On Loan: No      |
| Texas Capital Bank                                                                             | TEXAS CAPITAL BANK NA DALLAS TX                    | CUSIP: 88224PJS9<br>LEI: 38PG5GG0OEQK4QMSKE59 | Long             | DBT              | CORP              | US        |   4030000 | PA      | $4011636.92   | 0.15%             | 2026-01-31      | Fixed         | 5.25%                 | No            |                  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        |   2000000 | PA      | $2005922.43   | 0.07%             | 2028-02-15      | Fixed         | 5.65%                 | 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        |   2025000 | PA      | $2040102.44   | 0.07%             | 2027-08-20      | Fixed         | 6.57%                 | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                                    | BANK OF AMERICA CORP                               | CUSIP: 060505EU4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2006403.54   | 0.07%             | 2199-12-31      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| FLEXENTIAL LLC                                                                                 | FLEXENTIAL ISSUER 2021 1                           | CUSIP: 33938MAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $4765201.38   | 0.17%             | 2051-11-27      | Fixed         | 3.25%                 | 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        |    551020 | PA      | $566385.47    | 0.02%             | 2030-10-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| WHIRLPOOL CORPORATION                                                                          | WHIRLPOOL CORP                                     | CUSIP: 96332USK7<br>LEI: WHENKOULSSK7WUM60H03 | Long             | STIV             | CORP              | US        |   5000000 | PA      | $4986607.50   | 0.18%             |  |  |  | Yes           |                  2 | On Loan: No      |
| AMFAM HOLDINGS, INC.                                                                           | AMFAM HOLDINGS INC                                 | CUSIP: 03115AAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1550000 | PA      | $1305172.15   | 0.05%             | 2031-03-11      | Fixed         | 2.81%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                                       | U S TREASURY NOTE                                  | CUSIP: 91282CKH3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7000000 | PA      | $7035000.00   | 0.26%             | 2026-03-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MATTEL, INC.                                                                                   | MATTEL INC                                         | CUSIP: 577081BE1<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1767719.63   | 0.06%             | 2026-04-01      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| DEXT ABS LLC                                                                                   | DEXT ABS 2023 2 LLC                                | CUSIP: 25216CAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1666000 | PA      | $1785942.67   | 0.07%             | 2034-05-15      | Fixed         | 8.30%                 | Yes           |                  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        |   2560000 | PA      | $2681460.55   | 0.10%             | 2031-07-01      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| MOLEX ELECTRONIC TECHNOLOGIES, LLC                                                             | MOLEX ELECTRONIC TECHNOLOGIES LLC                  | CUSIP: 60856BAE4<br>LEI: 549300WTBVUFUPSIWI20 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2016258.58   | 0.07%             | 2028-04-30      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| ENACT HOLDINGS, INC.                                                                           | ENACT HOLDINGS INC                                 | CUSIP: 29249EAA7<br>LEI: 9845003CA5664B741N19 | Long             | DBT              | CORP              | US        |   5150000 | PA      | $5273489.08   | 0.19%             | 2029-05-28      | Fixed         | 6.25%                 | 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        |    800000 | PA      | $800957.16    | 0.03%             | 2033-08-22      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| THE CAMPBELL'S COMPANY                                                                         | CAMPBELL SOUP CO                                   | CUSIP: 134429BM0<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2029942.29   | 0.07%             | 2027-03-19      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| MARS, INCORPORATED                                                                             | MARS INC                                           | CUSIP: 571676AW5<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3018456.98   | 0.11%             | 2027-03-01      | Fixed         | 4.45%                 | Yes           |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY COMPANY LLC                                                            | ONCOR ELECTRIC DELIVERY CO LLC                     | CUSIP: 68233JCY8<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2514911.00   | 0.09%             | 2027-03-20      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| OSCAR US FUNDING TRUST                                                                         | OSCAR US FUNDING XIV LLC                           | CUSIP: 68784HAD3<br>LEI: 549300GTSLUONMR77U11 | Long             | ABS-MBS          | CORP              | US        |   1296554 | PA      | $1275550.73   | 0.05%             | 2029-04-10      | Fixed         | 2.82%                 | 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        |    550000 | PA      | $559429.55    | 0.02%             | 2033-04-15      | Fixed         | 5.39%                 | Yes           |                  2 | On Loan: No      |
| BERRY GLOBAL, INC.                                                                             | BERRY GLOBAL ESCROW CORP                           | CUSIP: 085770AA3<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |   3226000 | PA      | $3218914.99   | 0.12%             | 2026-07-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| ALLY BANK AUTO CREDIT-LINKED NOTES                                                             | ALLY BANK AUTO CREDIT LINKED NOTES SERIES 2024 B   | CUSIP: 02007G4D2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1892777 | PA      | $1897994.65   | 0.07%             | 2032-09-15      | Fixed         | 5.21%                 | Yes           |                  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        |   1417246 | PA      | $1430543.00   | 0.05%             | 2031-07-25      | Fixed         | 6.75%                 | 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        |   2000000 | PA      | $2053627.49   | 0.07%             | 2029-11-15      | Fixed         | 6.08%                 | 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      | $1267843.82   | 0.05%             | 2034-09-20      | Fixed         | 5.23%                 | Yes           |                  2 | On Loan: No      |
| Mizuho Financial Group, Inc.                                                                   | MIZUHO FINANCIAL GROUP INC                         | CUSIP: 60687YAA7<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |   1000000 | PA      | $996671.19    | 0.04%             | 2025-10-20      | Fixed         | 4.35%                 | Yes           |                  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        |   2000000 | PA      | $2022656.97   | 0.07%             | 2027-09-25      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| GOLDEN CREDIT CARD TRUST                                                                       | GOLDEN CREDIT CARD TRUST                           | CUSIP: 380881FB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $4802401.29   | 0.18%             | 2028-08-15      | Fixed         | 1.14%                 | 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        |    953000 | PA      | $955694.75    | 0.03%             | 2027-01-21      | Fixed         | 6.89%                 | 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        |   2700000 | PA      | $2751722.79   | 0.10%             | 2029-09-17      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| AMERICREDIT AUTOMOBILE RECEIVABLES TRUST                                                       | AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2021 1    | CUSIP: 03063FAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2135000 | PA      | $2123741.96   | 0.08%             | 2026-12-18      | Fixed         | 1.21%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORPORATION.                                                                      | ARES CAPITAL CORP                                  | CUSIP: 04010LAY9<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4980154.52   | 0.18%             | 2025-07-15      | Fixed         | 3.25%                 | 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        |   1950000 | PA      | $1954198.32   | 0.07%             | 2032-04-15      | Fixed         | 5.74%                 | Yes           |                  2 | On Loan: No      |
| FOURSIGHT CAPITAL AUTOMOBILE RECEIVABLES TRUST                                                 | FOURSIGHT CAPITAL AUTOMOBILE RECEIVABLES TRUST 202 | CUSIP: 35105AAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1014370.07   | 0.04%             | 2030-03-15      | Fixed         | 6.83%                 | Yes           |                  2 | On Loan: No      |
| VERDANT RECEIVABLES LLC                                                                        | VERDANT RECEIVABLES 2024 1 LLC                     | CUSIP: 92339MAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    525000 | PA      | $531386.23    | 0.02%             | 2031-12-12      | Fixed         | 5.72%                 | 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        |    286000 | PA      | $289103.24    | 0.01%             | 2029-02-20      | Fixed         | 4.82%                 | Yes           |                  2 | On Loan: No      |
| PAWNEE EQUIPMENT RECEIVABLES LLC                                                               | PAWNEEE EQUIPMENT RECEIVABLES SERIES 2022 1 LLC    | CUSIP: 70410DAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    254976 | PA      | $255102.76    | 0.01%             | 2028-02-15      | Fixed         | 5.17%                 | Yes           |                  2 | On Loan: No      |
| The Travelers Companies, Inc.                                                                  | MMI CAPITAL TRUST I                                | CUSIP: 553086AC3<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1055387.27   | 0.04%             | 2027-12-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA STATEWIDE CMNTYS DEV AUTH REV                                                       | CALIFORNIA STWD CMNTYS DEV AUTH REVENUE            | CUSIP: 13080SZB3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1915000 | PA      | $1816793.72   | 0.07%             | 2030-08-01      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                                                         | EXTRA SPACE STORAGE LP                             | CUSIP: 30225VAR8<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3124830.00   | 0.11%             | 2031-01-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| SAMMONS FINANCIAL GROUP GLOBAL FUNDING                                                         | SAMMONS FINANCIAL GROUP GLOBAL FUNDING             | CUSIP: 79587J2B8<br>LEI: 635400IPRNPM6HDHRS48 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3047030.43   | 0.11%             | 2028-01-10      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| BIMBO BAKERIES USA, INC.                                                                       | BIMBO BAKERIES USA INC                             | CUSIP: 09031WAC7<br>LEI: 549300HOXXHHT7926W92 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4177947.04   | 0.15%             | 2029-01-15      | Fixed         | 6.05%                 | Yes           |                  2 | On Loan: No      |
| CNH EQUIPMENT TRUST                                                                            | CNH EQUIPMENT TRUST 2022 A                         | CUSIP: 12660DAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    400805 | PA      | $396680.51    | 0.01%             | 2027-07-15      | Fixed         | 2.94%                 | No            |                  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      | $1008726.17   | 0.04%             | 2028-04-23      | Fixed         | 4.94%                 | No            |                  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        |   1811000 | PA      | $1856875.60   | 0.07%             | 2030-06-17      | Fixed         | 7.30%                 | Yes           |                  2 | On Loan: No      |
| ALIGNED DATA CENTERS                                                                           | ALIGNED DATA CENTERS ISSUER LLC                    | CUSIP: 01627AAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5500000 | PA      | $5259868.54   | 0.19%             | 2046-08-15      | Fixed         | 1.94%                 | Yes           |                  2 | On Loan: No      |
| HORACE MANN EDUCATORS CORPORATION                                                              | HORACE MANN EDUCATORS CORP                         | CUSIP: 440327AL8<br>LEI: 254900G5YAV3A2YK8T32 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4293041.81   | 0.16%             | 2028-09-15      | Fixed         | 7.25%                 | 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        |    349614 | PA      | $351212.56    | 0.01%             | 2032-02-20      | Fixed         | 6.50%                 | Yes           |                  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        |    494224 | PA      | $493840.67    | 0.02%             | 2026-12-15      | Fixed         | 3.84%                 | 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        |   1500000 | PA      | $1519586.03   | 0.06%             | 2030-03-15      | Fixed         | 5.21%                 | Yes           |                  2 | On Loan: No      |
| ONE GAS, INC.                                                                                  | ONE GAS INC                                        | CUSIP: 68235PAN8<br>LEI: 549300HXDWI0LATTX840 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2564711.08   | 0.09%             | 2029-04-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137HHSN2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5470868 | PA      | $5521288.19   | 0.20%             | 2051-03-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                                  | FORD MOTOR CREDIT CO LLC                           | CUSIP: 345397B93<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1778745.69   | 0.06%             | 2029-02-10      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| FLUTTER TREASURY DESIGNATED ACTIVITY COMPANY                                                   | FLUTTER TREASURY DESIGNATED ACTIVITY CO            | CUSIP: 344045AA7<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |   4617000 | PA      | $4709133.42   | 0.17%             | 2029-04-29      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORPORATION                                                             | AMERICAN HONDA FINANCE CORP                        | CUSIP: 02665WFP1<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1999140.02   | 0.07%             | 2026-10-05      | Fixed         | 4.40%                 | 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        |    585000 | PA      | $579635.00    | 0.02%             | 2032-08-20      | Fixed         | 5.01%                 | Yes           |                  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        |   1896000 | PA      | $1890134.34   | 0.07%             | 2033-01-18      | Fixed         | 5.48%                 | Yes           |                  2 | On Loan: No      |
| CCG RECEIVABLES TRUST                                                                          | CCG RECEIVABLES TRUST 2023 1                       | CUSIP: 12512XAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3555556 | PA      | $3614917.81   | 0.13%             | 2030-09-16      | Fixed         | 6.28%                 | Yes           |                  2 | On Loan: No      |
| UNITED AIRLINES PASS THROUGH TRUST 2020-1                                                      | UNITED AIRLINES 2020 1 CLASS A PASS THROUGH TRUST  | CUSIP: 90931GAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1120938 | PA      | $1135031.46   | 0.04%             | 2029-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES, INC.                                                                          | QUANTA SERVICES INC                                | CUSIP: 74762EAK8<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3014409.45   | 0.11%             | 2027-08-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| WHIRLPOOL CORPORATION                                                                          | WHIRLPOOL CORP                                     | CUSIP: 96332US92<br>LEI: WHENKOULSSK7WUM60H03 | Long             | STIV             | CORP              | US        |   3200000 | PA      | $3195948.48   | 0.12%             |  |  |  | Yes           |                  2 | On Loan: No      |
| NMEF FUNDING LLC                                                                               | NMEF FUNDING 2022 B LLC                            | CUSIP: 62890MAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1005581.03   | 0.04%             | 2029-06-15      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC.                                                                          | FREEPORT MCMORAN INC                               | CUSIP: 35671DCG8<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |   8000000 | PA      | $7911875.86   | 0.29%             | 2028-08-01      | Fixed         | 4.38%                 | No            |                  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        |   1714000 | PA      | $1713177.82   | 0.06%             | 2030-08-15      | Fixed         | 4.77%                 | No            |                  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        |    666667 | PA      | $665408.96    | 0.02%             | 2028-10-16      | Fixed         | 4.29%                 | Yes           |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT COMPANY                                                                  | FLORIDA POWER LIGHT CO                             | CUSIP: 341081GN1<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |   2800000 | PA      | $2822981.28   | 0.10%             | 2028-05-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| BPR TRUST                                                                                      | BPR TRUST 2022 STAR                                | CUSIP: 055980AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4000000 | PA      | $3974129.02   | 0.15%             | 2039-08-15      | Floating      | 7.55%                 | Yes           |                  2 | On Loan: No      |
| BMW US CAPITAL, LLC                                                                            | BMW US CAPITAL LLC                                 | CUSIP: 05565ECQ6<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2006361.62   | 0.07%             | 2027-08-13      | Fixed         | 4.60%                 | 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        |   1600000 | PA      | $1604712.39   | 0.06%             | 2027-09-15      | Fixed         | 5.87%                 | Yes           |                  2 | On Loan: No      |
| COMM MORTGAGE TRUST                                                                            | COMM 2015 PC1 MORTGAGE TRUST                       | CUSIP: 12593GAH5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6550000 | PA      | $6474068.86   | 0.24%             | 2050-07-10      | Variable      | 4.29%                 | No            |                  2 | On Loan: No      |
| PENFED AUTO RECEIVABLES OWNER TRUST                                                            | PENFED AUTO RECEIVABLES OWNER TRUST                | CUSIP: 70687FAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $999372.52    | 0.04%             | 2030-03-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                                                                       | DEVON ENERGY CORP                                  | CUSIP: 25179MBD4<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |  13330000 | PA      | $13353312.41  | 0.49%             | 2027-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VERDANT RECEIVABLES LLC                                                                        | VERDANT RECEIVABLES 2024 1 LLC                     | CUSIP: 92339MAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1523348 | PA      | $1541950.78   | 0.06%             | 2031-12-12      | Fixed         | 5.68%                 | Yes           |                  2 | On Loan: No      |
| ENSTAR FINANCE LLC                                                                             | ENSTAR FINANCE LLC                                 | CUSIP: 29360AAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8903000 | PA      | $8836046.43   | 0.32%             | 2040-09-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST                                                                        | CARMAX AUTO OWNER TRUST 2023 3                     | CUSIP: 14319BAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1020621.08   | 0.04%             | 2030-12-16      | Fixed         | 6.44%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418AHW1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    377115 | PA      | $370470.63    | 0.01%             | 2027-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FMC CORPORATION                                                                                | FMC CORP                                           | CUSIP: 34410WS11<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | STIV             | CORP              | US        |   3800000 | PA      | $3799466.86   | 0.14%             |  |  |  | Yes           |                  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        |   2279000 | PA      | $2252483.15   | 0.08%             | 2030-11-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| NMEF FUNDING LLC                                                                               | NMEF FUNDING 2024 A LLC                            | CUSIP: 62919UAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3535286 | PA      | $3522965.03   | 0.13%             | 2031-12-15      | Fixed         | 5.32%                 | Yes           |                  2 | On Loan: No      |
| CNO GLOBAL FUNDING                                                                             | CNO GLOBAL FUNDING                                 | CUSIP: 18977W2G4<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2017784.21   | 0.07%             | 2027-12-10      | Fixed         | 4.88%                 | Yes           |                  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      | $3036696.41   | 0.11%             | 2025-11-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                       | U S TREASURY NOTE                                  | CUSIP: 91282CJR3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9000000 | PA      | $9033750.00   | 0.33%             | 2028-12-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CROSSROADS ASSET TRUST                                                                         | CROSSROADS ASSET TRUST 2024 A                      | CUSIP: 227927AB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1680032 | PA      | $1697090.05   | 0.06%             | 2030-08-20      | Fixed         | 5.90%                 | Yes           |                  2 | On Loan: No      |
| CCG RECEIVABLES TRUST                                                                          | CCG RECEIVABLES TRUST 2023 1                       | CUSIP: 12512XAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2010000 | PA      | $2044042.66   | 0.07%             | 2030-09-16      | Fixed         | 5.99%                 | 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        |   2353000 | PA      | $2386548.37   | 0.09%             | 2032-05-17      | Fixed         | 8.58%                 | 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        |   3000000 | PA      | $3104480.23   | 0.11%             | 2029-12-17      | Fixed         | 6.81%                 | Yes           |                  2 | On Loan: No      |
| HILLTOP HOLDINGS INC.                                                                          | HILLTOP HOLDINGS INC                               | CUSIP: 432748AD3<br>LEI: 54930010TA543US0PM65 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4947143.72   | 0.18%             | 2030-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                                                            | SYNCHRONY FINANCIAL                                | CUSIP: 87165BAM5<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |   2816000 | PA      | $2738749.25   | 0.10%             | 2027-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: —       |
| CMS ENERGY CORPORATION                                                                         | CMS ENERGY CORP                                    | CUSIP: 125896BU3<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |   2843000 | PA      | $2665774.79   | 0.10%             | 2050-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ONEOK, INC.                                                                                    | ONEOK INC                                          | CUSIP: 682680CB7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1988267.49   | 0.07%             | 2027-09-24      | Fixed         | 4.25%                 | 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        |   2500000 | PA      | $2494528.07   | 0.09%             | 2031-07-15      | Fixed         | 4.29%                 | Yes           |                  2 | On Loan: No      |
| UL SOLUTIONS INC.                                                                              | UL SOLUTIONS INC                                   | CUSIP: 903731AA5<br>LEI: 549300F7CUV5ESKV9P71 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3155889.96   | 0.12%             | 2028-10-20      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| BCBSM, INC.                                                                                    | BLUE CROSS AND BLUE SHIELD OF MINNESOTA            | CUSIP: 05490LAA7<br>LEI: XHK82HP57BJNZ0CZTH48 | Long             | DBT              | CORP              | US        |   8620000 | PA      | $8620000.00   | 0.31%             | 2025-05-01      | Fixed         | 3.79%                 | Yes           |                  2 | On Loan: No      |
| GRAY OAK PIPELINE, LLC                                                                         | GRAY OAK PIPELINE LLC                              | CUSIP: 38937LAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4931000 | PA      | $4855807.31   | 0.18%             | 2025-10-15      | Fixed         | 2.60%                 | Yes           |                  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        |    827586 | PA      | $830833.50    | 0.03%             | 2028-08-25      | Fixed         | 6.18%                 | 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        |   1200000 | PA      | $1250122.06   | 0.05%             | 2030-11-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL MASTER TRUST                                                              | PROGRESS RESIDENTIAL TRUST                         | CUSIP: 74333HAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2812500 | PA      | $2730158.32   | 0.10%             | 2038-07-17      | Fixed         | 1.75%                 | 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        |    201610 | PA      | $196779.21    | 0.01%             | 2028-01-10      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| SANTANDER BANK, N.A.                                                                           | SANTANDER BANK AUTO CREDIT LINKED NOTES SERIES 202 | CUSIP: 80290CCM4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1844059 | PA      | $1849960.16   | 0.07%             | 2032-06-15      | Fixed         | 7.76%                 | Yes           |                  2 | On Loan: No      |
| VISTRA OPERATIONS COMPANY LLC                                                                  | VISTRA OPERATIONS CO LLC                           | CUSIP: 92840VAL6<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1998866.61   | 0.07%             | 2025-05-13      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| SCF EQUIPMENT LEASING LLC                                                                      | SCF EQUIPMENT LEASING 2022 2 LLC                   | CUSIP: 78397WAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    785177 | PA      | $798743.32    | 0.03%             | 2032-08-20      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| SYNCHRONY BANK                                                                                 | SYNCHRONY BANK                                     | CUSIP: 87166FAD5<br>LEI: 549300UATVPGSLE43Z27 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2996230.87   | 0.11%             | 2025-08-22      | Fixed         | 5.40%                 | No            |                  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        |   2200000 | PA      | $2206024.68   | 0.08%             | 2027-06-21      | Fixed         | 5.87%                 | Yes           |                  2 | On Loan: No      |
| MASTER CREDIT CARD TRUST II                                                                    | MASTER CREDIT CARD TRUST II                        | CUSIP: 576339DX0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    919000 | PA      | $922567.83    | 0.03%             | 2028-01-21      | Fixed         | 5.53%                 | 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        |   3000000 | PA      | $2994706.36   | 0.11%             | 2030-07-15      | Fixed         | 5.11%                 | 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      | $989757.17    | 0.04%             | 2035-08-15      | Fixed         | 4.98%                 | Yes           |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                                  | FORD MOTOR CREDIT CO LLC                           | CUSIP: 345397C27<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $978232.20    | 0.04%             | 2027-05-28      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| STANLEY BLACK & DECKER, INC.                                                                   | STANLEY BLACK DECKER INC                           | CUSIP: 854502AS0<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2001681.52   | 0.07%             | 2026-03-06      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| CHESAPEAKE FUNDING LLC                                                                         | CHESAPEAKE FUNDING II LLC                          | CUSIP: 165183CY8<br>LEI: 549300LG5AUFDML64706 | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1516713.93   | 0.06%             | 2035-05-15      | Fixed         | 6.69%                 | Yes           |                  2 | On Loan: No      |
| ILLINOIS ST SALES TAX REV                                                                      | STATE OF ILLINOIS SALES TAX REVENUE                | CUSIP: 452227SM4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2500000 | PA      | $2489870.07   | 0.09%             | 2025-06-15      | Fixed         | 1.25%                 | No            |                  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        |   1410000 | PA      | $1435830.56   | 0.05%             | 2028-09-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CNO GLOBAL FUNDING                                                                             | CNO GLOBAL FUNDING                                 | CUSIP: 18977W2F6<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |   1953000 | PA      | $1950282.94   | 0.07%             | 2029-09-09      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| F&G GLOBAL FUNDING                                                                             | F G GLOBAL FUNDING                                 | CUSIP: 30321L2G6<br>LEI: 6354009CCUKJIZ7KFX73 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2050345.17   | 0.07%             | 2027-06-10      | Fixed         | 5.88%                 | Yes           |                  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        |   1806000 | PA      | $1810787.49   | 0.07%             | 2031-03-15      | Fixed         | 5.26%                 | Yes           |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST                                                          | WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2022 3       | CUSIP: 96043PAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $2013586.34   | 0.07%             | 2027-12-15      | Fixed         | 6.44%                 | Yes           |                  2 | On Loan: No      |
| AEP TEXAS INC.                                                                                 | AEP TEXAS INC                                      | CUSIP: 00108WAS9<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2050032.74   | 0.07%             | 2029-05-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL, INC.                                                                             | BERRY GLOBAL INC                                   | CUSIP: 08576PAH4<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |   4181000 | PA      | $4076603.39   | 0.15%             | 2026-01-15      | Fixed         | 1.57%                 | No            |                  2 | On Loan: No      |
| American Airlines 2015-2 Pass Through Trusts                                                   | AMERI AIRLINES 2015 2 CLASS A PTT                  | CUSIP: 02377BAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1290639 | PA      | $1216249.28   | 0.04%             | 2029-03-22      | Fixed         | 4.00%                 | 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        |   2000000 | PA      | $2029602.95   | 0.07%             | 2029-10-22      | Fixed         | 6.35%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                                       | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 38384CNA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1465420 | PA      | $1474938.42   | 0.05%             | 2047-06-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NORTH HUDSON SEW AUTH N J GROSS REV LEASE CTFS                                                 | N HUDSON NJ SEWERAGE AUTH GROSS REVENUE LEASE CTFS | CUSIP: 660043FK1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     75000 | PA      | $74883.52     | 0.00%             | 2025-06-01      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| U.S. BANCORP                                                                                   | US BANCORP                                         | CUSIP: 91159HJM3<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   4500000 | PA      | $4654080.00   | 0.17%             | 2029-06-12      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| PRA GROUP, INC.                                                                                | PRA GROUP INC                                      | CUSIP: 69354NAE6<br>LEI: 549300Q5HW3JSSB86K27 | Long             | DBT              | CORP              | US        |   2398000 | PA      | $2421982.84   | 0.09%             | 2028-02-01      | Fixed         | 8.38%                 | 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        |   2504000 | PA      | $2223104.03   | 0.08%             | 2030-06-01      | Fixed         | 2.20%                 | 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        |   2000000 | PA      | $2035803.56   | 0.07%             | 2029-03-30      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| NNN REIT, INC.                                                                                 | NNN REIT INC                                       | CUSIP: 637417AN6<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1800861.17   | 0.07%             | 2030-04-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AFG ABS I, LLC                                                                                 | AFG ABS I LLC                                      | CUSIP: 00111LAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    134344 | PA      | $134650.71    | 0.00%             | 2030-09-16      | Fixed         | 6.30%                 | 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        |   4000000 | PA      | $4095002.07   | 0.15%             | 2029-08-15      | Fixed         | 7.12%                 | 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      | $717633.56    | 0.03%             | 2029-05-15      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: No      |
| SYNOPSYS, INC.                                                                                 | SYNOPSYS INC                                       | CUSIP: 871607AA5<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3016677.17   | 0.11%             | 2027-04-01      | Fixed         | 4.55%                 | No            |                  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        |   2500000 | PA      | $2489498.20   | 0.09%             | 2031-08-12      | Fixed         | 4.91%                 | Yes           |                  2 | On Loan: No      |
| GOODMAN US FINANCE THREE, LLC                                                                  | GOODMAN US FIN THREE                               | CUSIP: 38239JAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1462506.16   | 0.05%             | 2028-03-15      | Fixed         | 3.70%                 | Yes           |                  2 | On Loan: —       |
| CARVANA AUTO RECEIVABLES TRUST                                                                 | CARVANA AUTO RECEIVABLES TRUST 2021 N2             | CUSIP: 14686KAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    222076 | PA      | $214202.59    | 0.01%             | 2028-03-10      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST                                                   | AMERICAN CREDIT ACCEPTANCE RECEIVABLES             | CUSIP: 02529YAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    736511 | PA      | $738179.44    | 0.03%             | 2029-08-13      | Fixed         | 5.96%                 | 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        |   4000000 | PA      | $4102631.75   | 0.15%             | 2033-09-15      | Fixed         | 7.15%                 | 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      | $997749.00    | 0.04%             | 2032-08-08      | Floating      | 5.95%                 | Yes           |                  2 | On Loan: No      |
| CARS DB                                                                                        | CAPITAL AUTOMOTIVE REIT                            | CUSIP: 12510HAZ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1843707 | PA      | $1776294.20   | 0.06%             | 2054-10-15      | Fixed         | 4.40%                 | Yes           |                  2 | On Loan: No      |
| NUSTAR LOGISTICS, L.P.                                                                         | NUSTAR LOGISTICS LP                                | CUSIP: 67059TAF2<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |    850000 | PA      | $850069.27    | 0.03%             | 2026-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES, INC.                                                                        | REPUBLIC SERVICES INC                              | CUSIP: 760759BJ8<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3068448.88   | 0.11%             | 2029-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DBWF MORTGAGE TRUST                                                                            | DBWF 2024 LCRS MORTGAGE TRUST                      | CUSIP: 23307KAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1988698.94   | 0.07%             | 2034-04-15      | Floating      | 6.06%                 | Yes           |                  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        |   1318754 | NS      | $1318754.38   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| VSTRONG AUTO RECEIVABLES TRUST                                                                 | VSTRONG AUTO RECEIVABLES TRUST 2023 A              | CUSIP: 92920CAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $3072660.46   | 0.11%             | 2030-02-15      | Fixed         | 7.11%                 | Yes           |                  2 | On Loan: No      |
| WINGSPIRE EQUIPMENT FINANCE LLC                                                                | WINGSPIRE EQUIPMENT FINANCE 2024 1 LLC             | CUSIP: 97415AAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $990996.71    | 0.04%             | 2032-09-20      | Fixed         | 5.28%                 | Yes           |                  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        |   1310400 | PA      | $1366292.43   | 0.05%             | 2030-04-15      | Fixed         | 6.77%                 | Yes           |                  2 | On Loan: No      |
| CHASE AUTO OWNER TRUST                                                                         | CHASE AUTO OWNER TRUST 2024 4                      | CUSIP: 16144YAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    700000 | PA      | $726881.38    | 0.03%             | 2031-11-25      | Fixed         | 5.79%                 | Yes           |                  2 | On Loan: No      |
| WarnerMedia Holdings, Inc.                                                                     | WARNERMEDIA HOLDINGS INC                           | CUSIP: 55903VBA0<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2919595.96   | 0.11%             | 2027-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| TEXAS CAPITAL BANCSHARES, INC.                                                                 | TEXAS CAPITAL BANCSHARES                           | CUSIP: 88224QAA5<br>LEI: 549300466Q2SXRX0YM48 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $5724837.90   | 0.21%             | 2031-05-06      | Fixed         | 4.00%                 | 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        |   1500000 | PA      | $1532740.47   | 0.06%             | 2031-03-26      | Fixed         | 6.06%                 | Yes           |                  2 | On Loan: No      |
| DTE ENERGY COMPANY                                                                             | DTE ENERGY CO                                      | CUSIP: 233331BM8<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3031082.33   | 0.11%             | 2027-07-01      | Fixed         | 4.95%                 | 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        |   1326000 | PA      | $1361610.37   | 0.05%             | 2040-01-13      | Fixed         | 5.47%                 | Yes           |                  2 | On Loan: No      |
| AMERICREDIT AUTOMOBILE RECEIVABLES TRUST                                                       | AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2020 3    | CUSIP: 03066PAF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    595510 | PA      | $594453.52    | 0.02%             | 2026-09-18      | Fixed         | 1.49%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST                                                                        | CARMAX AUTO OWNER TRUST 2022 2                     | CUSIP: 14317HAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    505251 | PA      | $503160.43    | 0.02%             | 2027-02-16      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL, INC.                                                                          | ASHTEAD CAPITAL INC                                | CUSIP: 045054AF0<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |   5381000 | PA      | $5338621.80   | 0.19%             | 2027-08-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| ASSOCIATION OF AMERICAN MEDICAL COLLEGES                                                       | AMERICAN MEDICAL COLLEGE                           | CUSIP: 04609QAG4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4275000 | PA      | $4157266.50   | 0.15%             | 2026-10-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                                  | FORD MOTOR CREDIT CO LLC                           | CUSIP: 345397B28<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2962512.44   | 0.11%             | 2025-11-13      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| KILROY REALTY, L.P.                                                                            | KILROY REALTY LP                                   | CUSIP: 49427RAL6<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |   4574000 | PA      | $4558351.18   | 0.17%             | 2025-10-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CARS DB                                                                                        | CARS DB7 LP                                        | CUSIP: 12510HAS9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2818750 | PA      | $2840329.42   | 0.10%             | 2053-09-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| SBA TOWER TRUST                                                                                | SBA TOWER TRUST                                    | CUSIP: 78403DAP5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3425619.05   | 0.13%             | 2050-07-15      | Fixed         | 1.88%                 | Yes           |                  2 | On Loan: No      |
| THE J. M. SMUCKER COMPANY                                                                      | J M SMUCKER CO THE                                 | CUSIP: 832696AW8<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2098900.76   | 0.08%             | 2028-11-15      | Fixed         | 5.90%                 | No            |                  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        |   2825830 | PA      | $2867086.57   | 0.10%             | 2034-01-17      | Fixed         | 6.01%                 | 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      | $531373.15    | 0.02%             | 2030-02-15      | Fixed         | 5.52%                 | Yes           |                  2 | On Loan: No      |
| SCE Recovery Funding LLC                                                                       | SCE RECOVERY FUNDING LLC                           | CUSIP: 78433LAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6721035 | PA      | $5966154.11   | 0.22%             | 2031-11-15      | Fixed         | 0.86%                 | No            |                  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        |    997206 | PA      | $996773.37    | 0.04%             | 2032-08-16      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| CHASE AUTO OWNER TRUST                                                                         | CHASE AUTO OWNER TRUST                             | CUSIP: 16144CAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4028000 | PA      | $4213575.46   | 0.15%             | 2031-08-25      | Fixed         | 6.15%                 | Yes           |                  2 | On Loan: No      |
| ALLY FINANCIAL INC.                                                                            | ALLY FINANCIAL INC                                 | CUSIP: 02005NBT6<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   4611000 | PA      | $4791184.39   | 0.17%             | 2029-06-13      | Fixed         | 6.99%                 | No            |                  2 | On Loan: No      |
| CULLEN/FROST BANKERS, INC.                                                                     | CULLEN FROST BANKERS INC                           | CUSIP: 229899AB5<br>LEI: 529900V2E9G9AY665O34 | Long             | DBT              | CORP              | US        |   6090000 | PA      | $6014296.56   | 0.22%             | 2027-03-17      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EVERGREEN CREDIT CARD TRUST                                                                    | EVERGREEN CREDIT CARD TRUST                        | CUSIP: 30023JCT3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    903000 | PA      | $907997.03    | 0.03%             | 2028-10-16      | Fixed         | 5.64%                 | Yes           |                  2 | On Loan: No      |
| SREIT COMMERCIAL MORTGAGE TRUST                                                                | STWD TRUST                                         | CUSIP: 85236WCJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1983369.88   | 0.07%             | 2036-11-15      | Floating      | 5.81%                 | Yes           |                  2 | On Loan: No      |
| LOBEL AUTOMOBILE RECEIVABLES TRUST                                                             | LOBEL AUTOMOBILE RECEIVABLES TRUST 2023 2          | CUSIP: 53949FAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    240345 | PA      | $241002.82    | 0.01%             | 2029-04-16      | Fixed         | 7.59%                 | Yes           |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                                          | WELLS FARGO COMPANY                                | CUSIP: 949746TD3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   9400000 | PA      | $9226578.75   | 0.34%             | 2199-12-31      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                                          | WELLS FARGO CO                                     | CUSIP: 949746RN3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    667000 | PA      | $666381.48    | 0.02%             | 2199-12-31      | Fixed         | 5.88%                 | No            |                  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        |   2556886 | PA      | $2546629.95   | 0.09%             | 2027-04-15      | Fixed         | 2.35%                 | Yes           |                  2 | On Loan: No      |
| MSILF Government Portfolio                                                                     | MSILF GOVERNMENT-INST                              | CUSIP: 61747C707<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   1318754 | NS      | $1318754.36   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Braskem Netherlands Finance B.V.                                                               | BRASKEM NETHERLANDS FINANCE BV                     | CUSIP: 10554TAB1<br>LEI: 2549000TLMHFQ74DS330 | Long             | DBT              | CORP              | NL        |   3500000 | PA      | $3147489.15   | 0.11%             | 2028-01-10      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| WHIRLPOOL CORPORATION                                                                          | WHIRLPOOL CORP                                     | CUSIP: 96332USD3<br>LEI: WHENKOULSSK7WUM60H03 | Long             | STIV             | CORP              | US        |    500000 | PA      | $499087.60    | 0.02%             |  |  |  | Yes           |                  2 | On Loan: No      |
| TTAN MHC                                                                                       | TTAN                                               | CUSIP: 87303TAL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    922853 | PA      | $917569.40    | 0.03%             | 2038-03-15      | Floating      | 6.19%                 | 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        |   3000000 | PA      | $3071247.60   | 0.11%             | 2030-10-15      | Fixed         | 5.74%                 | Yes           |                  2 | On Loan: No      |
| MASTER CREDIT CARD TRUST II                                                                    | MASTER CREDIT CARD TRUST II                        | CUSIP: 576339DS1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1554294.15   | 0.06%             | 2030-10-21      | Floating      | 7.08%                 | 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      | $171870.02    | 0.01%             | 2054-05-15      | Fixed         | 6.64%                 | 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        |   1800000 | PA      | $1797732.02   | 0.07%             | 2032-07-20      | Fixed         | 5.49%                 | Yes           |                  2 | On Loan: No      |
| RIO TINTO FINANCE (USA) PLC                                                                    | RIO TINTO FINANCE USA PLC                          | CUSIP: 76720AAR7<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |   2000000 | PA      | $2014062.77   | 0.07%             | 2028-03-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                                   | BARCLAYS PLC                                       | CUSIP: 06738ECC7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | RF                | GB        |   2000000 | PA      | $2022180.00   | 0.07%             | 2026-11-02      | Fixed         | 7.33%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY CORPORATION                                                                      | VALERO ENERGY CORP                                 | CUSIP: 91913YBF6<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3032071.98   | 0.11%             | 2030-02-15      | Fixed         | 5.15%                 | No            |                  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        |   2828000 | PA      | $2877314.35   | 0.11%             | 2030-04-15      | Fixed         | 5.46%                 | 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        |    750000 | PA      | $760299.70    | 0.03%             | 2030-07-15      | Fixed         | 5.77%                 | 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        |   1800000 | PA      | $1770485.36   | 0.06%             | 2028-01-18      | Fixed         | 1.50%                 | 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        |   6500000 | PA      | $6408269.39   | 0.23%             | 2045-09-15      | Fixed         | 1.65%                 | Yes           |                  2 | On Loan: No      |
| ESSENT GROUP LTD                                                                               | ESSENT GROUP LTD                                   | CUSIP: 29669JAA7<br>LEI: 254900QUO860OUT6ZF83 | Long             | DBT              | CORP              | BM        |   6319000 | PA      | $6481474.27   | 0.24%             | 2029-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| COMERICA INCORPORATED                                                                          | COMERICA INC                                       | CUSIP: 200340AU1<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | DBT              | CORP              | US        |   8500000 | PA      | $8432135.48   | 0.31%             | 2199-12-31      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| AMSR TRUST                                                                                     | AMSR TRUST                                         | CUSIP: 00179DAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1200000 | PA      | $1101719.88   | 0.04%             | 2038-06-17      | Fixed         | 2.35%                 | 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        |   2500000 | PA      | $2574384.50   | 0.09%             | 2029-07-16      | Fixed         | 6.37%                 | Yes           |                  2 | On Loan: No      |
| PENFED AUTO RECEIVABLES OWNER TRUST                                                            | PENFED AUTO RECEIVABLES OWNER TRUST 2022 A         | CUSIP: 706874AE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2299000 | PA      | $2293094.86   | 0.08%             | 2028-12-15      | Fixed         | 4.60%                 | Yes           |                  2 | On Loan: No      |
| RYDER SYSTEM, INC.                                                                             | RYDER SYSTEM INC                                   | CUSIP: 78355HKW8<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3065243.31   | 0.11%             | 2028-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CREDIT ACCEPTANCE AUTO LOAN TRUST                                                              | CREDIT ACCEPTANCE AUTO LOAN TRUST 2023 5           | CUSIP: 22535PAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1038409.51   | 0.04%             | 2034-04-17      | Fixed         | 7.42%                 | Yes           |                  2 | On Loan: No      |
| RELX Capital Inc.                                                                              | RELX CAPITAL INC                                   | CUSIP: 74949LAF9<br>LEI: 2R15C3RTKJN1RCBOV146 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3034754.06   | 0.11%             | 2030-03-27      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GA GLOBAL FUNDING TRUST                                                                        | GA GLOBAL FUNDING TRUST                            | CUSIP: 36143L2A2<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2446269.15   | 0.09%             | 2026-01-15      | Fixed         | 1.62%                 | Yes           |                  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        |   2000000 | PA      | $2037208.72   | 0.07%             | 2033-05-16      | Fixed         | 7.02%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                                       | U S TREASURY NOTE                                  | CUSIP: 912828YB0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  47000000 | PA      | $43284062.50  | 1.58%             | 2029-08-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| VERIZON MASTER TRUST                                                                           | VERIZON MASTER TRUST                               | CUSIP: 92348KDU4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1875000 | PA      | $1904322.85   | 0.07%             | 2031-01-21      | Fixed         | 5.09%                 | No            |                  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        |   2333000 | PA      | $2131957.53   | 0.08%             | 2030-04-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| ATLASSIAN CORPORATION                                                                          | ATLASSIAN CORP                                     | CUSIP: 049468AA9<br>LEI: 549300V7ZY5P02D2MY38 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4065772.14   | 0.15%             | 2029-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CHASE AUTO OWNER TRUST                                                                         | CHASE AUTO OWNER TRUST 2024 5                      | CUSIP: 16144QAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $497194.73    | 0.02%             | 2030-08-26      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| TRICON RESIDENTIAL TRUST                                                                       | TRICON RESIDENTIAL 2024 SFR4 TRUST                 | CUSIP: 895975AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    868608 | PA      | $847357.54    | 0.03%             | 2029-11-17      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| HPEFS EQUIPMENT TRUST                                                                          | HPEFS EQUIPMENT TRUST 2024 1                       | CUSIP: 403963AF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3838000 | PA      | $3881579.14   | 0.14%             | 2031-12-22      | Fixed         | 5.82%                 | Yes           |                  2 | On Loan: No      |
| FIRSTKEY HOMES TRUST                                                                           | FIRSTKEY HOMES 2020 SFR1 TRUST                     | CUSIP: 33767TAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2307692 | PA      | $2209358.97   | 0.08%             | 2026-09-17      | Fixed         | 1.61%                 | Yes           |                  2 | On Loan: No      |
| DOC DR, LLC                                                                                    | PHYSICIANS REALTY LP                               | CUSIP: 71951QAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2531000 | PA      | $2492648.89   | 0.09%             | 2028-01-15      | Fixed         | 3.95%                 | No            |                  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        |   2283000 | PA      | $2303491.54   | 0.08%             | 2029-07-23      | Fixed         | 6.74%                 | 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      | $1009483.50   | 0.04%             | 2031-03-26      | Fixed         | 5.23%                 | Yes           |                  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        |    630923 | PA      | $635307.94    | 0.02%             | 2038-04-18      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC                                                                | HERTZ VEHICLE FINANCING III LLC                    | CUSIP: 42806MAK5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1416667 | PA      | $1411214.19   | 0.05%             | 2026-06-25      | Fixed         | 2.19%                 | Yes           |                  2 | On Loan: No      |
| EQT CORPORATION                                                                                | EQT CORP                                           | CUSIP: 26884LBG3<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   7785000 | PA      | $7912947.06   | 0.29%             | 2027-06-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN NATIONAL GROUP INC.                                                                   | AMERICAN NATIONAL GROUP INC                        | CUSIP: 025676AN7<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3048480.00   | 0.11%             | 2029-10-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST, INC.                                                                  | STARWOOD PROPERTY TRUST INC                        | CUSIP: 85571BAU9<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |   1622000 | PA      | $1583583.61   | 0.06%             | 2026-07-15      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| DELL INTERNATIONAL L.L.C.                                                                      | DELL INTERNATIONAL LLC EMC CORP                    | CUSIP: 24703TAL0<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2519917.93   | 0.09%             | 2028-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SWITCH ABS ISSUER LLC                                                                          | SWITCH ABS ISSUER LLC                              | CUSIP: 871044AL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $2915715.77   | 0.11%             | 2055-03-25      | Fixed         | 5.04%                 | Yes           |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                                        | HYUNDAI CAPITAL AMERICA                            | CUSIP: 44891ACU9<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5045024.00   | 0.18%             | 2029-01-08      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| CREDIT ACCEPTANCE AUTO LOAN TRUST                                                              | CREDIT ACCEPTANCE AUTO LOAN TRUST 2023 3           | CUSIP: 224936AC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1895000 | PA      | $1947280.64   | 0.07%             | 2033-10-17      | Fixed         | 7.09%                 | Yes           |                  2 | On Loan: No      |
| OLD REPUBLIC INTERNATIONAL CORPORATION                                                         | OLD REPUBLIC INTERNATIONAL CORP                    | CUSIP: 680223AK0<br>LEI: 549300IV6O2YY2A1KH37 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2966492.10   | 0.11%             | 2026-08-26      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL MASTER TRUST                                                              | PROGRESS RESIDENTIAL TRUST                         | CUSIP: 74333FAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1450964.58   | 0.05%             | 2026-07-16      | Fixed         | 1.81%                 | Yes           |                  2 | On Loan: No      |
| ZAYO ISSUER, LLC                                                                               | ZAYO ISSUER LLC                                    | CUSIP: 98919WAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1990136.66   | 0.07%             | 2055-03-20      | Fixed         | 6.09%                 | Yes           |                  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        |   2750000 | PA      | $2786369.74   | 0.10%             | 2029-01-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AMUR EQUIPMENT FINANCE RECEIVABLES LLC                                                         | AMUR EQUIPMENT FINANCE RECEIVABLES XIII LLC        | CUSIP: 03237CAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2722000 | PA      | $2771125.93   | 0.10%             | 2031-01-21      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: No      |
| MARATHON PETROLEUM CORPORATION                                                                 | MARATHON PETROLEUM CORP                            | CUSIP: 56585ABK7<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2016938.87   | 0.07%             | 2030-03-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST                                                   | AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST 2021  | CUSIP: 02530TAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $498461.18    | 0.02%             | 2028-02-14      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| CoBank, ACB                                                                                    | COBANK ACB                                         | CUSIP: 19075QAC6<br>LEI: P0J8I7M2E0A77CKF1705 | Long             | DBT              | CORP              | US        |   5700000 | PA      | $5650487.47   | 0.21%             | 2199-12-31      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| OSCAR US FUNDING TRUST                                                                         | OSCAR US FUNDING XII LLC                           | CUSIP: 68785AAD7<br>LEI: 549300GTSLUONMR77U11 | Long             | ABS-MBS          | CORP              | US        |   2230650 | PA      | $2199269.55   | 0.08%             | 2028-04-10      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| FULTON FINANCIAL CORPORATION                                                                   | FULTON FINANCIAL CORP                              | CUSIP: 360271AL4<br>LEI: 5493005QLZ6O1BNC0C11 | Long             | DBT              | CORP              | US        |   9318000 | PA      | $9139445.47   | 0.33%             | 2030-03-15      | Fixed         | 6.60%                 | 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        |   3033000 | PA      | $3045674.31   | 0.11%             | 2028-08-28      | Fixed         | 6.94%                 | Yes           |                  2 | On Loan: No      |
| GLS AUTO RECEIVABLES TRUST                                                                     | GLS AUTO SELECT RECEIVABLES TRUST 2024 2           | CUSIP: 379924AG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $2044645.04   | 0.07%             | 2030-06-17      | Fixed         | 6.03%                 | Yes           |                  2 | On Loan: No      |
| JONES LANG LASALLE INCORPORATED                                                                | JONES LANG LASALLE INC                             | CUSIP: 48020QAB3<br>LEI: 6SYKCME112RT8TQUO411 | Long             | DBT              | CORP              | US        |   4150000 | PA      | $4422279.17   | 0.16%             | 2028-12-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| LXP INDUSTRIAL TRUST                                                                           | LXP INDUSTRIAL TRUST                               | CUSIP: 529043AF8<br>LEI: 549300S4MH2ICXDBFV43 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2125102.61   | 0.08%             | 2028-11-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CCG RECEIVABLES TRUST                                                                          | CCG RECEIVABLES TRUST                              | CUSIP: 12511QAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1300000 | PA      | $1352910.94   | 0.05%             | 2032-04-14      | Fixed         | 7.18%                 | Yes           |                  2 | On Loan: No      |
| FMC CORPORATION                                                                                | FMC CORP                                           | CUSIP: 34410WSP8<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | STIV             | CORP              | US        |   2100000 | PA      | $2093086.59   | 0.08%             |  |  |  | Yes           |                  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        |    625000 | PA      | $630502.08    | 0.02%             | 2030-09-15      | Fixed         | 4.98%                 | Yes           |                  2 | On Loan: No      |
| FORD CREDIT AUTO LEASE TRUST                                                                   | FORD CREDIT AUTO LEASE TRUST 2023 B                | CUSIP: 34529NAH3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    565000 | PA      | $572980.24    | 0.02%             | 2028-06-15      | Fixed         | 6.97%                 | No            |                  2 | On Loan: No      |
| CHASE AUTO CREDIT LINKED NOTES                                                                 | JPMORGAN CHASE BANK NA CACLN                       | CUSIP: 46591HCD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      9667 | PA      | $9637.94      | 0.00%             | 2029-02-26      | Fixed         | 0.76%                 | Yes           |                  2 | On Loan: No      |
| TECHNIPFMC PLC                                                                                 | TECHNIPFMC PLC                                     | CUSIP: 87854XAE1<br>LEI: 549300D5I93QWCJTCK36 | Long             | DBT              | CORP              | GB        |   4140000 | PA      | $4135030.75   | 0.15%             | 2026-02-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                             | ENERGY TRANSFER LP                                 | CUSIP: 29273VAL4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    985000 | PA      | $984075.24    | 0.04%             | 2199-12-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TRINITY RAIL LEASING LLC                                                                       | TRINITY RAIL LEASING 2019 LLC                      | CUSIP: 89657BAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    541589 | PA      | $528943.81    | 0.02%             | 2049-10-18      | Fixed         | 2.39%                 | 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        |   2000000 | PA      | $2157383.99   | 0.08%             | 2031-02-18      | Fixed         | 8.22%                 | Yes           |                  2 | On Loan: No      |
| GALAXY PIPELINE ASSETS BIDCO LIMITED                                                           | GALAXY PIPELINE ASSETS                             | CUSIP: 36321PAA8<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | JE        |   1004275 | PA      | $967702.03    | 0.04%             | 2027-09-30      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| DLLAA LLC                                                                                      | DLLAA 2025 1 LLC                                   | CUSIP: 233249AC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2086957 | PA      | $2117235.39   | 0.08%             | 2029-09-20      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                                       | U S TREASURY NOTE                                  | CUSIP: 91282CHW4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  53000000 | PA      | $53915078.13  | 1.97%             | 2030-08-31      | Fixed         | 4.12%                 | No            |                  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        |   1950000 | PA      | $2003199.36   | 0.07%             | 2031-05-20      | Fixed         | 5.82%                 | Yes           |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST                                                                 | CARVANA AUTO RECEIVABLES TRUST 2021 N2             | CUSIP: 14686KAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    484309 | PA      | $472537.22    | 0.02%             | 2028-03-10      | Fixed         | 0.97%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST                                                                 | CARVANA AUTO RECEIVABLES TRUST                     | CUSIP: 14687GAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    206020 | PA      | $197610.25    | 0.01%             | 2028-06-12      | Fixed         | 1.02%                 | No            |                  2 | On Loan: No      |
| SOLVENTUM CORPORATION                                                                          | SOLVENTUM CORP                                     | CUSIP: 83444MAP6<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3061417.22   | 0.11%             | 2029-03-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| MICHIGAN FIN AUTH REV                                                                          | MICHIGAN ST FIN AUTH REVENUE                       | CUSIP: 59447TH89<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    171071 | PA      | $167001.54    | 0.01%             | 2030-06-01      | Fixed         | 2.33%                 | No            |                  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        |   1571000 | PA      | $1587828.83   | 0.06%             | 2027-04-15      | Fixed         | 6.43%                 | No            |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST                                                                     | LAD AUTO RECEIVABLES TRUST 2023 1                  | CUSIP: 505710AD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $2018567.48   | 0.07%             | 2027-12-15      | Fixed         | 6.18%                 | Yes           |                  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        |   1000000 | PA      | $1051686.46   | 0.04%             | 2030-12-16      | Fixed         | 7.27%                 | Yes           |                  2 | On Loan: No      |
| TESLA AUTO LEASE TRUST                                                                         | TESLA AUTO LEASE TRUST                             | CUSIP: 881934AF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2083000 | PA      | $2091148.12   | 0.08%             | 2028-08-21      | Fixed         | 5.11%                 | 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        |   4950000 | PA      | $4966424.38   | 0.18%             | 2027-07-20      | Fixed         | 6.41%                 | Yes           |                  2 | On Loan: No      |
| GREENSTATE AUTO RECEIVABLES TRUST                                                              | GREENSTATE AUTO RECEIVABLES TRUST 2024 1           | CUSIP: 39573AAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1200000 | PA      | $1218517.61   | 0.04%             | 2030-01-15      | Fixed         | 5.42%                 | 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        |   2250000 | PA      | $2307559.10   | 0.08%             | 2029-11-15      | Fixed         | 6.26%                 | Yes           |                  2 | On Loan: No      |
| TTAN MHC                                                                                       | TTAN                                               | CUSIP: 87303TAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2307134 | PA      | $2296120.23   | 0.08%             | 2038-03-15      | Floating      | 5.79%                 | Yes           |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL MASTER TRUST                                                              | PROGRESS RESIDENTIAL 2021 SFR4                     | CUSIP: 74333EAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4500000 | PA      | $4397238.74   | 0.16%             | 2038-05-17      | Fixed         | 1.81%                 | Yes           |                  2 | On Loan: No      |
| FIRST HORIZON BANK                                                                             | FIRST HORIZON BANK                                 | CUSIP: 337158AJ8<br>LEI: COOWI3L2W9TPYR3WJX37 | Long             | DBT              | CORP              | US        |    900000 | PA      | $901947.86    | 0.03%             | 2030-05-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| XPO, INC.                                                                                      | XPO INC                                            | CUSIP: 98379KAA0<br>LEI: 54930096DB9LCLPN7H13 | Long             | DBT              | CORP              | US        |   2289000 | PA      | $2311989.17   | 0.08%             | 2028-06-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| STEEL DYNAMICS, INC.                                                                           | STEEL DYNAMICS INC                                 | CUSIP: 858119BF6<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1001261.61   | 0.04%             | 2026-12-15      | Fixed         | 5.00%                 | No            |                  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      | $879652.76    | 0.03%             | 2032-05-20      | Fixed         | 6.37%                 | Yes           |                  2 | On Loan: No      |
| HEICO CORPORATION                                                                              | HEICO CORP                                         | CUSIP: 422806AA7<br>LEI: 529900O1DTDLCJ7L0I14 | Long             | DBT              | CORP              | US        |   3300000 | PA      | $3366808.48   | 0.12%             | 2028-08-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING LLC                                                                 | ENTERPRISE FLEET FINANCING 2023 3 LLC              | CUSIP: 29374LAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4000000 | PA      | $4164298.98   | 0.15%             | 2030-06-20      | Fixed         | 6.28%                 | Yes           |                  2 | On Loan: No      |
| ALLY AUTO RECEIVABLES TRUST                                                                    | ALLY AUTO RECEIVABLES TRUST 2024 1                 | CUSIP: 02008FAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1263000 | PA      | $1281706.45   | 0.05%             | 2029-10-15      | Fixed         | 5.16%                 | No            |                  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        |    745597 | PA      | $738971.65    | 0.03%             | 2027-01-15      | Fixed         | 2.12%                 | Yes           |                  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        |   1480000 | PA      | $1477124.26   | 0.05%             | 2031-08-15      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138EAL62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    274424 | PA      | $269807.95    | 0.01%             | 2027-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| B.A.T. INTERNATIONAL FINANCE P.L.C.                                                            | BAT INTERNATIONAL FINANCE PLC                      | CUSIP: 05530QAQ3<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |   2000000 | PA      | $2092372.36   | 0.08%             | 2029-02-02      | Fixed         | 5.93%                 | No            |                  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        |   1750737 | PA      | $1745013.10   | 0.06%             | 2032-09-20      | Fixed         | 5.28%                 | Yes           |                  2 | On Loan: No      |
| MERCHANTS FLEET FUNDING LLC                                                                    | MERCHANTS FLEET FUNDING LLC                        | CUSIP: 588926AJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5650000 | PA      | $5749033.90   | 0.21%             | 2037-04-20      | Fixed         | 6.85%                 | Yes           |                  2 | On Loan: No      |
| THE SHERWIN-WILLIAMS COMPANY                                                                   | SHERWIN WILLIAMS CO THE                            | CUSIP: 824348BS4<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2010405.84   | 0.07%             | 2028-03-01      | Fixed         | 4.55%                 | 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        |   2875766 | PA      | $2903958.10   | 0.11%             | 2033-12-15      | Fixed         | 6.66%                 | Yes           |                  2 | On Loan: No      |
| DIAMOND INFRASTRUCTURE FUNDING                                                                 | DIAMOND INFRASTRUCTURE FUNDING LLC                 | CUSIP: 25265LAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3333000 | PA      | $3149806.99   | 0.11%             | 2049-04-15      | Fixed         | 1.76%                 | 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        |   4886000 | PA      | $5087544.39   | 0.19%             | 2033-12-15      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| INTERNATIONAL GAME TECHNOLOGY PLC                                                              | INTERNATIONAL GAME TECHNOLOGY PLC                  | CUSIP: 460599AF0<br>LEI: 549300UQ6KHRCZDRGZ76 | Long             | DBT              | CORP              | GB        |   1750000 | PA      | $1726632.07   | 0.06%             | 2026-04-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                                       | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 38384PYV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2822857 | PA      | $2818566.31   | 0.10%             | 2064-01-20      | Fixed         | 5.00%                 | 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        |   3000000 | PA      | $3030298.11   | 0.11%             | 2029-08-15      | Fixed         | 5.39%                 | Yes           |                  2 | On Loan: No      |
| AMCOR GROUP FINANCE PLC                                                                        | AMCOR GROUP FINANCE PLC                            | CUSIP: 02344BAA4<br>LEI: 2549008XHB8M1L64J275 | Long             | DBT              | CORP              | GB        |   2000000 | PA      | $2039893.28   | 0.07%             | 2029-05-23      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS, INC.                                                                                 | SYNOPSYS INC                                       | CUSIP: 871607AB3<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2023512.39   | 0.07%             | 2028-04-01      | Fixed         | 4.65%                 | 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        |   1464000 | PA      | $1483639.85   | 0.05%             | 2030-09-23      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| BRUNSWICK CORPORATION                                                                          | BRUNSWICK CORP DE                                  | CUSIP: 117043AW9<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2026325.47   | 0.07%             | 2029-03-18      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| GLS AUTO SELECT RECEIVABLES TRUST                                                              | GLS AUTO SELECT RECEIVABLES TRUST 2024 1           | CUSIP: 37988XAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    875000 | PA      | $885546.39    | 0.03%             | 2030-03-15      | Fixed         | 5.32%                 | Yes           |                  2 | On Loan: No      |
| RACE POINT CLO LLC                                                                             | RACE POINT X CLO LTD                               | CUSIP: 74983DAN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    861459 | PA      | $860941.65    | 0.03%             | 2031-07-25      | Floating      | 5.64%                 | Yes           |                  2 | On Loan: No      |
| Citizens Bank, National Association                                                            | CITIZENS BANK NA PROVIDENCE RI                     | CUSIP: 75524KPG3<br>LEI: DRMSV1Q0EKMEXLAU1P80 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $998260.49    | 0.04%             | 2028-08-09      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| NATIONAL FUEL GAS COMPANY                                                                      | NATIONAL FUEL GAS CO                               | CUSIP: 636180BS9<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |   2750000 | PA      | $2780507.59   | 0.10%             | 2026-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD.                                                                   | ROYAL CARIBBEAN CRUISES LTD                        | CUSIP: 780153BJ0<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |   2600000 | PA      | $2603309.06   | 0.10%             | 2026-08-31      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3136BPNA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1383229 | PA      | $1398922.32   | 0.05%             | 2047-07-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST                                                                 | CARVANA AUTO RECEIVABLES TRUST                     | CUSIP: 14687GAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    406785 | PA      | $389307.44    | 0.01%             | 2028-06-12      | Fixed         | 0.66%                 | No            |                  2 | On Loan: No      |
| SKYWORKS SOLUTIONS, INC.                                                                       | SKYWORKS SOLUTIONS INC                             | CUSIP: 83088MAK8<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4836820.59   | 0.18%             | 2026-06-01      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                       | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 38384YNM9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2446124 | PA      | $2414671.81   | 0.09%             | 2062-09-20      | Fixed         | 4.00%                 | 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        |   3000000 | PA      | $3150402.93   | 0.12%             | 2031-07-15      | Fixed         | 6.79%                 | Yes           |                  2 | On Loan: No      |
| Bacardi-Martini B.V.                                                                           | BACARDI MARTINI BV                                 | CUSIP: 05634WAA0<br>LEI: 5493002XXBV8B88K2408 | Long             | DBT              | CORP              | NL        |   3000000 | PA      | $3061398.41   | 0.11%             | 2030-02-01      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST                                                          | WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2022 2       | CUSIP: 96042VAF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    911070 | PA      | $910414.20    | 0.03%             | 2027-09-15      | Fixed         | 4.85%                 | 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        |   1000000 | PA      | $1015423.97   | 0.04%             | 2030-03-15      | Fixed         | 5.69%                 | 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        |   1318754 | NS      | $1318754.38   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| AMUR EQUIPMENT FINANCE RECEIVABLES LLC                                                         | AMUR EQUIPMENT FINANCE RECEIVABLES XIV LLC         | CUSIP: 03238BAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1015419.14   | 0.04%             | 2031-07-21      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| CDW LLC                                                                                        | CDW LLC CDW FINANCE CORP                           | CUSIP: 12513GBG3<br>LEI: 549300RU2J599RPFD076 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $967800.18    | 0.04%             | 2026-12-01      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| Highwoods Realty Limited Partnership                                                           | HIGHWOODS REALTY LP                                | CUSIP: 431282AQ5<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              | CORP              | US        |    950000 | PA      | $924834.50    | 0.03%             | 2028-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| VERDANT RECEIVABLES LLC                                                                        | VERDANT RECEIVABLES 2023 1 LLC                     | CUSIP: 92339GAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $2046119.05   | 0.07%             | 2031-01-13      | Fixed         | 6.05%                 | Yes           |                  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        |    948893 | PA      | $955346.45    | 0.03%             | 2031-07-25      | Fixed         | 5.18%                 | Yes           |                  2 | On Loan: No      |
| NATIONWIDE HEALTH PROPERTIES, LLC                                                              | NATIONWIDE HEALTH PROPERTIES INC                   | CUSIP: 63861QAZ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2950000 | PA      | $3089467.27   | 0.11%             | 2037-10-01      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL GAME TECHNOLOGY PLC                                                              | INTERNATIONAL GAME TECH                            | CUSIP: 460599AD5<br>LEI: 549300UQ6KHRCZDRGZ76 | Long             | DBT              | CORP              | GB        |   5250000 | PA      | $5288359.85   | 0.19%             | 2027-01-15      | Fixed         | 6.25%                 | Yes           |                  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      | $1016079.84   | 0.04%             | 2029-08-15      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                             | ENERGY TRANSFER LP                                 | CUSIP: 29273VAN0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   3667000 | PA      | $3648736.50   | 0.13%             | 2199-12-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| DLLAD LLC                                                                                      | DLLAD 2024 1 LLC                                   | CUSIP: 23346MAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1019048.79   | 0.04%             | 2029-07-20      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| CHASE AUTO CREDIT LINKED NOTES                                                                 | JPMORGAN CHASE BANK NA CACLN                       | CUSIP: 46591HCF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     13227 | PA      | $13182.51     | 0.00%             | 2029-02-26      | Fixed         | 1.01%                 | Yes           |                  2 | On Loan: No      |
| LG ENERGY SOLUTION, LTD.                                                                       | LG ENERGY SOLUTION LTD                             | CUSIP: 50205MAC3<br>LEI: 988400QX6P286XA6ZS85 | Long             | DBT              | CORP              | KR        |   2857000 | PA      | $2881661.37   | 0.11%             | 2027-07-02      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: —       |
| CP EF ASSET SECURITIZATION I, LLC                                                              | CP EF ASSET SECURITIZATION I LLC                   | CUSIP: 12662AAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    180546 | PA      | $180541.41    | 0.01%             | 2030-04-15      | Fixed         | 5.96%                 | Yes           |                  2 | On Loan: No      |
| MVW OWNER TRUST                                                                                | MVW 2021 1W LLC                                    | CUSIP: 55389TAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    444776 | PA      | $423298.44    | 0.02%             | 2041-01-22      | Fixed         | 1.14%                 | 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        |   2000000 | PA      | $1961246.92   | 0.07%             | 2042-03-15      | Floating      | 5.52%                 | Yes           |                  2 | On Loan: No      |
| AUXILIOR TERM FUNDING LLC                                                                      | AUXILIOR TERM FUNDING 2024 1 LLC                   | CUSIP: 05335FAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    614286 | PA      | $633375.11    | 0.02%             | 2031-07-15      | Fixed         | 5.69%                 | Yes           |                  2 | On Loan: No      |
| DEXT ABS LLC                                                                                   | DEXT ABS 2023 1 LLC                                | CUSIP: 25216BAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    415105 | PA      | $416553.33    | 0.02%             | 2032-03-15      | Fixed         | 5.99%                 | Yes           |                  2 | On Loan: No      |
| MID-AMERICA APARTMENTS, L.P.                                                                   | MID AMERICA APARTMENTS LP                          | CUSIP: 59523UAW7<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2048466.83   | 0.07%             | 2032-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST                                                                     | LAD AUTO RECEIVABLES TRUST 2022 1                  | CUSIP: 501687AC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $2031591.26   | 0.07%             | 2030-04-15      | Fixed         | 6.85%                 | 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        |   2000000 | PA      | $2025400.65   | 0.07%             | 2030-10-15      | Fixed         | 5.03%                 | Yes           |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE COMPANY LLC                                                            | NISSAN MOTOR ACCEPTANCE CO LLC                     | CUSIP: 654740BS7<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |   4216000 | PA      | $4056733.90   | 0.15%             | 2026-03-09      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| ALLIANT ENERGY FINANCE, LLC                                                                    | ALLIANT ENERGY FINANCE LLC                         | CUSIP: 01882YAF3<br>LEI: 54930033ER6EOI5DL570 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2027682.25   | 0.07%             | 2027-06-06      | Fixed         | 5.40%                 | 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        |   1077000 | PA      | $1097242.46   | 0.04%             | 2055-04-20      | Fixed         | 6.37%                 | 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        |   2528000 | PA      | $2617323.42   | 0.10%             | 2030-12-20      | Fixed         | 5.69%                 | 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        |   1031000 | PA      | $1048447.19   | 0.04%             | 2033-04-15      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: No      |
| DIAMOND ISSUER LLC                                                                             | DIAMOND ISSUER                                     | CUSIP: 25267TAQ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3273000 | PA      | $3051602.17   | 0.11%             | 2051-11-20      | Fixed         | 2.70%                 | Yes           |                  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        |   4861000 | PA      | $4950515.99   | 0.18%             | 2055-04-20      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING, LLC                                                          | CHARTER COMMUNICATIONS OPERATING LLC               | CUSIP: 161175CQ5<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2067952.69   | 0.08%             | 2029-06-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Element Fleet Management Corp.                                                                 | ELEMENT FLEET MANAGEMENT CORP                      | CUSIP: 286181AM4<br>LEI: 5493000PGBS1C22ELQ16 | Long             | DBT              | CORP              | CA        |   2000000 | PA      | $2034995.09   | 0.07%             | 2027-03-13      | Fixed         | 5.64%                 | Yes           |                  2 | On Loan: No      |
| LKQ CORPORATION                                                                                | LKQ CORP                                           | CUSIP: 501889AD1<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1021574.45   | 0.04%             | 2028-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                       | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 38384BM40<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1744765 | PA      | $1760821.80   | 0.06%             | 2046-01-20      | Fixed         | 5.50%                 | No            |                  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      | $2014336.14   | 0.07%             | 2027-01-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORPORATION                                                                | TOYOTA MOTOR CREDIT CORP                           | CUSIP: 89236TLB9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2062337.93   | 0.08%             | 2028-09-11      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MMAF EQUIPMENT FINANCE LLC                                                                     | MMAF EQUIPMENT FINANCE LLC 2023 A                  | CUSIP: 55317WAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1540678.65   | 0.06%             | 2038-12-13      | Fixed         | 5.50%                 | 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      | $1013717.84   | 0.04%             | 2028-11-15      | Fixed         | 5.57%                 | No            |                  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        |   1625000 | PA      | $1613144.91   | 0.06%             | 2034-01-17      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| FRONTIER ISSUER LLC                                                                            | FRONTIER ISSUER LLC                                | CUSIP: 35910EAP9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2475000 | PA      | $2732737.17   | 0.10%             | 2054-06-20      | Fixed         | 11.16%                | Yes           |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING                                                                 | AVIS BUDGET RENTAL CAR FUNDING AESOP LLC           | CUSIP: 05377RDV3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2666667 | PA      | $2654780.39   | 0.10%             | 2026-08-20      | Fixed         | 2.68%                 | Yes           |                  2 | On Loan: No      |
| CARMAX SELECT RECEIVABLES TRUST                                                                | CARMAX SELECT RECEIVABLES TRUST 2024 A             | CUSIP: 14319FAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1513266.37   | 0.06%             | 2030-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CREDIT FUND                                                                 | BLACKSTONE PRIVATE CRE                             | CUSIP: 09261HBA4<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2516092.71   | 0.09%             | 2025-09-29      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| MARATHON PETROLEUM CORPORATION                                                                 | MARATHON PETROLEUM CORP                            | CUSIP: 56585ABH4<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |   4262000 | PA      | $4262000.00   | 0.16%             | 2025-05-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| SCCU AUTO RECEIVABLES TRUST                                                                    | SCCU AUTO RECEIVABLES TRUST 2024 1                 | CUSIP: 78436RAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $2033453.00   | 0.07%             | 2030-12-16      | Fixed         | 5.62%                 | Yes           |                  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        |    840035 | PA      | $841258.62    | 0.03%             | 2029-01-16      | Fixed         | 6.84%                 | 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        |   1833000 | PA      | $1830936.32   | 0.07%             | 2028-12-15      | Fixed         | 4.83%                 | Yes           |                  2 | On Loan: No      |
| ADVANCE AUTO PARTS, INC.                                                                       | ADVANCE AUTO PARTS INC                             | CUSIP: 00751YAJ5<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2479401.63   | 0.09%             | 2028-03-09      | Fixed         | 5.95%                 | No            |                  2 | On Loan: —       |
| AON NORTH AMERICA, INC.                                                                        | AON NORTH AMERICA INC                              | CUSIP: 03740MAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2041726.14   | 0.07%             | 2029-03-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ARI FLEET LEASE TRUST                                                                          | ARI FLEET LEASE TRUST 2024 A                       | CUSIP: 00218KAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    812500 | PA      | $821730.20    | 0.03%             | 2032-11-15      | Fixed         | 6.05%                 | Yes           |                  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        |   2400000 | PA      | $2385420.55   | 0.09%             | 2026-09-06      | Variable      | 5.10%                 | Yes           |                  2 | On Loan: No      |
| KANKAKEE ILL                                                                                   | CITY OF KANKAKEE IL                                | CUSIP: 484404A57<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1011727.14   | 0.04%             | 2028-12-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| MANUFACTURERS AND TRADERS TRUST COMPANY                                                        | MANUFACTURERS TRADERS TRUST CO                     | CUSIP: 55279HAV2<br>LEI: WWB2V0FCW3A0EE3ZJN75 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2998872.29   | 0.11%             | 2026-01-27      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Ontario Teachers' Cadillac Fairview Properties Trust                                           | CADILLAC FAIRVIEW PRP TR                           | CUSIP: 68327LAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   4390000 | PA      | $4335543.12   | 0.16%             | 2027-03-20      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| KIMCO REALTY OP, LLC                                                                           | KIMCO REALTY OP LLC                                | CUSIP: 49446RAS8<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |   2699000 | PA      | $2664970.59   | 0.10%             | 2027-04-01      | Fixed         | 3.80%                 | 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        |   2790000 | PA      | $2697887.48   | 0.10%             | 2049-05-20      | Fixed         | 4.50%                 | 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        |   3000000 | PA      | $3063547.23   | 0.11%             | 2029-10-15      | Fixed         | 5.79%                 | Yes           |                  2 | On Loan: No      |
| ALLY FINANCIAL INC.                                                                            | ALLY FINANCIAL INC                                 | CUSIP: 02005NBF6<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   5250000 | PA      | $5256351.62   | 0.19%             | 2025-11-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AGCO CORPORATION                                                                               | AGCO CORP                                          | CUSIP: 001084AR3<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3026624.00   | 0.11%             | 2027-03-21      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| NP SPE II LLC                                                                                  | NP SPE II LLC                                      | CUSIP: 62946AAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    915717 | PA      | $888632.64    | 0.03%             | 2047-10-21      | Fixed         | 3.37%                 | Yes           |                  2 | On Loan: No      |
| PENFED AUTO RECEIVABLES OWNER TRUST                                                            | PENFED AUTO RECEIVABLES OWNER TRUST                | CUSIP: 70687FAF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1002308.60   | 0.04%             | 2030-09-16      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| TESLA AUTO LEASE TRUST                                                                         | TESLA AUTO LEASE TRUST                             | CUSIP: 88166VAF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1008140.39   | 0.04%             | 2028-05-22      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: No      |
| MASTEC, INC.                                                                                   | MASTEC INC                                         | CUSIP: 576323AT6<br>LEI: 549300TMDIT8WREDOF45 | Long             | DBT              | CORP              | US        |   1905000 | PA      | $1950527.41   | 0.07%             | 2029-06-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| NUCOR CORPORATION                                                                              | NUCOR CORP                                         | CUSIP: 670346AX3<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1996914.44   | 0.07%             | 2025-05-23      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| FIRST CITIZENS BANCSHARES, INC.                                                                | FIRST CITIZENS BANCSHARE                           | CUSIP: 31946MAA1<br>LEI: 549300N3Z00ZHE2XC526 | Long             | DBT              | CORP              | US        |  11871000 | PA      | $11859412.88  | 0.43%             | 2030-03-15      | Fixed         | 6.76%                 | No            |                  2 | On Loan: No      |
| HF SINCLAIR CORPORATION                                                                        | HF SINCLAIR CORP                                   | CUSIP: 403949AP5<br>LEI: 2549009G116AM01XHN24 | Long             | DBT              | CORP              | US        |   5789000 | PA      | $5836691.77   | 0.21%             | 2027-04-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: —       |
| MMAF EQUIPMENT FINANCE LLC                                                                     | MMAF EQUIPMENT FINANCE LLC 2021 A                  | CUSIP: 55317JAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1940041.63   | 0.07%             | 2030-11-13      | Fixed         | 1.04%                 | Yes           |                  2 | On Loan: No      |
| DLLMT LLC                                                                                      | DLLMT 2023 1 LLC                                   | CUSIP: 232989AD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1142857 | PA      | $1157966.61   | 0.04%             | 2031-03-20      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| FOURSIGHT CAPITAL AUTOMOBILE RECEIVABLES TRUST                                                 | FOURSIGHT CAPITAL AUTOMOBILE RECEIVABLES TRUST 202 | CUSIP: 35105NAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $2009732.44   | 0.07%             | 2028-08-15      | Fixed         | 5.72%                 | Yes           |                  2 | On Loan: No      |
| ATALAYA EQUIPMENT LEASING TRUST LLC.                                                           | ATALAYA EQUIPMENT LEASING TRUST 21 1               | CUSIP: 046497AC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    225184 | PA      | $224844.33    | 0.01%             | 2027-02-15      | Fixed         | 2.08%                 | Yes           |                  2 | On Loan: No      |
| HPEFS EQUIPMENT TRUST                                                                          | HPEFS EQUIPMENT TRUST 2023 2                       | CUSIP: 44328UAF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1527402.57   | 0.06%             | 2031-07-21      | Fixed         | 6.97%                 | Yes           |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST                                                                 | CARVANA AUTO RECEIVABLES TRUST 2021 N1             | CUSIP: 14687DAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    313341 | PA      | $303959.14    | 0.01%             | 2028-01-10      | Fixed         | 1.09%                 | No            |                  2 | On Loan: No      |
| TRICON RESIDENTIAL TRUST                                                                       | TRICON RESIDENTIAL 2022 SFR1 TRUST                 | CUSIP: 89616QAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $987793.51    | 0.04%             | 2039-04-17      | Fixed         | 4.20%                 | Yes           |                  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        |   2250000 | PA      | $2341176.63   | 0.09%             | 2029-09-17      | Fixed         | 6.82%                 | Yes           |                  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        |   1045161 | PA      | $1052354.51   | 0.04%             | 2033-01-18      | Fixed         | 6.34%                 | Yes           |                  2 | On Loan: No      |
| VERDANT RECEIVABLES LLC                                                                        | VERDANT RECEIVABLES 2024 1 LLC                     | CUSIP: 92339MAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    388000 | PA      | $392548.73    | 0.01%             | 2031-12-12      | Fixed         | 7.23%                 | Yes           |                  2 | On Loan: No      |
| CHESAPEAKE FUNDING LLC                                                                         | CHESAPEAKE FUNDING II LLC                          | CUSIP: 165183DG6<br>LEI: 549300LG5AUFDML64706 | Long             | ABS-MBS          | CORP              | US        |   1800000 | PA      | $1829710.28   | 0.07%             | 2036-05-15      | Fixed         | 5.60%                 | Yes           |                  2 | On Loan: No      |
| FOURSIGHT CAPITAL AUTOMOBILE RECEIVABLES TRUST                                                 | FOURSIGHT CAPITAL AUTOMOBILE RECEIVABLES TRUST     | CUSIP: 35105JAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    453033 | PA      | $452299.79    | 0.02%             | 2027-05-17      | Fixed         | 2.15%                 | Yes           |                  2 | On Loan: No      |
| UDR, INC.                                                                                      | UDR INC                                            | CUSIP: 90265EAL4<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              | CORP              | US        |   1580000 | PA      | $1549190.82   | 0.06%             | 2026-09-01      | Fixed         | 2.95%                 | 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      | $2014210.33   | 0.07%             | 2028-03-17      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| BANQUE CANADIENNE IMPERIALE DE COMMERCE                                                        | CANADIAN IMPERIAL BANK OF COMMERCE                 | CUSIP: 136055AA8<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    670831 | PA      | $695668.58    | 0.03%             | 2032-04-10      | Fixed         | 7.26%                 | Yes           |                  2 | On Loan: No      |
| Regal Rexnord Corporation                                                                      | REGAL REXNORD CORP                                 | CUSIP: 758750AL7<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5032250.00   | 0.18%             | 2026-02-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| MAIN STREET CAPITAL CORPORATION                                                                | MAIN STREET CAPITAL CORP                           | CUSIP: 56035LAE4<br>LEI: 5493001FS9QJLJNF3E20 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3384782.50   | 0.12%             | 2026-07-14      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BPR TRUST                                                                                      | BPR TRUST 2021 TY                                  | CUSIP: 05592AAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    750000 | PA      | $742520.18    | 0.03%             | 2038-09-15      | Floating      | 5.59%                 | Yes           |                  2 | On Loan: No      |
| WHIRLPOOL CORPORATION                                                                          | WHIRLPOOL CORP                                     | CUSIP: 96332USN1<br>LEI: WHENKOULSSK7WUM60H03 | Long             | STIV             | CORP              | US        |   9000000 | PA      | $8971962.30   | 0.33%             |  |  |  | Yes           |                  2 | On Loan: No      |
| FRONTIER ISSUER LLC                                                                            | FRONTIER ISSUER LLC                                | CUSIP: 35910EAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1866667 | PA      | $1921070.53   | 0.07%             | 2053-08-20      | Fixed         | 8.30%                 | Yes           |                  2 | On Loan: No      |
| THE CHARLES SCHWAB CORPORATION                                                                 | CHARLES SCHWAB CORP THE                            | CUSIP: 808513BD6<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |  17786000 | PA      | $17748827.26  | 0.65%             | 2199-12-31      | Fixed         | 5.38%                 | No            |                  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        |    149884 | PA      | $150719.24    | 0.01%             | 2032-12-15      | Fixed         | 11.37%                | Yes           |                  2 | On Loan: No      |
| DEXT ABS LLC                                                                                   | DEXT ABS 2025 1 LLC                                | CUSIP: 252154AF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1913527.07   | 0.07%             | 2036-02-15      | Fixed         | 5.65%                 | 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        |   2000000 | PA      | $1967491.65   | 0.07%             | 2028-06-15      | Fixed         | 2.69%                 | 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        |   3000000 | PA      | $3066779.86   | 0.11%             | 2030-10-15      | Fixed         | 5.78%                 | Yes           |                  2 | On Loan: No      |
| EXELON CORPORATION                                                                             | EXELON CORP                                        | CUSIP: 30161NBR1<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2541166.07   | 0.09%             | 2031-03-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ALGONQUIN POWER & UTILITIES CORP.                                                              | ALGONQUIN POWER UTILITIES CORP                     | CUSIP: 015857AF2<br>LEI: 549300K5VIUTJXQL7X75 | Long             | DBT              | CORP              | CA        |   3000000 | PA      | $3019953.13   | 0.11%             | 2026-06-15      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| BANQUE NATIONALE DU CANADA                                                                     | NATIONAL BANK OF CANADA                            | CUSIP: 63307A3G8<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |   2500000 | PA      | $2503260.08   | 0.09%             | 2027-03-05      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| SFS AUTO RECEIVABLES SECURITIZATION TRUST                                                      | SFS AUTO RECEIVABLES SECURITIZATION TRUST 2024 3   | CUSIP: 78436XAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1008121.11   | 0.04%             | 2031-11-20      | Fixed         | 4.60%                 | Yes           |                  2 | On Loan: No      |
| CREDIT ACCEPTANCE AUTO LOAN TRUST                                                              | CREDIT ACCEPTANCE AUTO LOAN TRUST 2024 2           | CUSIP: 22536VAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1034406.06   | 0.04%             | 2034-10-16      | Fixed         | 6.70%                 | Yes           |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE COMPANY LLC                                                            | NISSAN MOTOR ACCEPTANCE CO LLC                     | CUSIP: 65480CAG0<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1470451.30   | 0.05%             | 2027-09-13      | Fixed         | 5.30%                 | 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        |    757789 | PA      | $757391.62    | 0.03%             | 2031-01-15      | Fixed         | 3.43%                 | Yes           |                  2 | On Loan: No      |
| MMAF EQUIPMENT FINANCE LLC                                                                     | MMAF EQUIPMENT FINANCE LLC                         | CUSIP: 60700KAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $4942072.30   | 0.18%             | 2042-04-14      | Fixed         | 0.85%                 | Yes           |                  2 | On Loan: No      |
| EVERGREEN CREDIT CARD TRUST                                                                    | EVERGREEN CREDIT CARD TRUST                        | CUSIP: 30023JCX4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1774000 | PA      | $1791296.13   | 0.07%             | 2029-05-15      | Fixed         | 5.24%                 | 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        |    713000 | PA      | $718193.90    | 0.03%             | 2032-01-26      | Fixed         | 4.97%                 | 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        |   1000000 | PA      | $998175.03    | 0.04%             | 2029-11-15      | Fixed         | 4.72%                 | Yes           |                  2 | On Loan: No      |
| PEACEHEALTH                                                                                    | PEACEHEALTH OBLIGATED GROUP                        | CUSIP: 70462GAB4<br>LEI: PLDU35L52IYZUL5SMS69 | Long             | DBT              | CORP              | US        |   5617000 | PA      | $5500376.32   | 0.20%             | 2025-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| ZAYO ISSUER, LLC                                                                               | ZAYO ISSUER LLC                                    | CUSIP: 98919WAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4000000 | PA      | $3998444.47   | 0.15%             | 2055-03-20      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE COMPANY LLC                                                            | NISSAN MOTOR ACCEPTANCE CO LLC                     | CUSIP: 65480CAC9<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |   3296000 | PA      | $3121814.69   | 0.11%             | 2026-09-16      | Fixed         | 1.85%                 | 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        |   3150000 | PA      | $3214274.53   | 0.12%             | 2033-04-15      | Fixed         | 5.26%                 | Yes           |                  2 | On Loan: No      |
| SANTANDER BANK, N.A.                                                                           | SANTANDER BANK AUTO CREDIT LINKED NOTES SERIES 202 | CUSIP: 80290CBV5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    376650 | PA      | $378177.68    | 0.01%             | 2033-06-15      | Fixed         | 6.74%                 | Yes           |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST                                                                 | CARVANA AUTO RECEIVABLES TRUST 2021 N1             | CUSIP: 14687DAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    278083 | PA      | $269732.89    | 0.01%             | 2028-01-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                                       | CELANESE US HOLDINGS LLC                           | CUSIP: 15089XAP4<br>LEI: CD30XVRLT4QO00B1C706 | Long             | LON              | CORP              | US        |   4500000 | PA      | $4500000.00   | 0.16%             | 2026-03-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DIAMOND RESORTS OWNER TRUST                                                                    | DIAMOND RESORTS OWNER TRUST 2021 1                 | CUSIP: 25273CAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    313609 | PA      | $309468.19    | 0.01%             | 2033-11-21      | Fixed         | 2.05%                 | Yes           |                  2 | On Loan: No      |
| U S BANK NATIONAL ASSOCIATION                                                                  | US BANK NA                                         | CUSIP: 90357PAV6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4735748 | PA      | $4792419.43   | 0.17%             | 2032-08-25      | Fixed         | 6.79%                 | Yes           |                  2 | On Loan: No      |
| SCF EQUIPMENT LEASING LLC                                                                      | SCF EQUIPMENT LEASING 2022 2 LLC                   | CUSIP: 78397WAF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1319173 | PA      | $1351556.75   | 0.05%             | 2032-10-20      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                             | ENERGY TRANSFER LP                                 | CUSIP: 29273VAM2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   2300000 | PA      | $2272780.52   | 0.08%             | 2199-12-31      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| KEYSIGHT TECHNOLOGIES, INC.                                                                    | KEYSIGHT TECHNOLOGIES INC                          | CUSIP: 49338LAH6<br>LEI: 549300GLKVIO8YRCYN02 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3080518.92   | 0.11%             | 2030-07-30      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| COLORADO HEALTH FACS AUTH REV                                                                  | COLORADO HEALTH FACILITIES AUTHORITY               | CUSIP: 19648FRX4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    435000 | PA      | $423405.45    | 0.02%             | 2026-12-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| CARS DB                                                                                        | CAPITAL AUTOMOTIVE REIT                            | CUSIP: 12510HAV2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    674333 | PA      | $669621.44    | 0.02%             | 2054-05-15      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS LP                                                                    | TARGA RESOURCES PARTNERS LP                        | CUSIP: 87612BBL5<br>LEI: 6OQWTZ1SPC04IFT4T704 | Long             | DBT              | CORP              | US        |   7772000 | PA      | $7802832.61   | 0.28%             | 2027-07-15      | Fixed         | 6.50%                 | 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        |   7750000 | PA      | $7268937.72   | 0.27%             | 2199-12-31      | Fixed         | 3.40%                 | No            |                  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        |   2430000 | PA      | $2359647.90   | 0.09%             | 2027-06-15      | Fixed         | 1.59%                 | Yes           |                  2 | On Loan: No      |
| CROSSROADS ASSET TRUST                                                                         | CROSSROADS ASSET TRUST 2024 A                      | CUSIP: 227927AC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2518000 | PA      | $2570797.85   | 0.09%             | 2030-08-20      | Fixed         | 5.94%                 | Yes           |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC.                                                                          | KEURIG DR PEPPER INC                               | CUSIP: 49271VAT7<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3054632.96   | 0.11%             | 2029-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| MERCHANTS FLEET FUNDING LLC                                                                    | MERCHANTS FLEET FUNDING LLC                        | CUSIP: 588926AD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    730000 | PA      | $743098.75    | 0.03%             | 2036-05-20      | Fixed         | 8.20%                 | Yes           |                  2 | On Loan: No      |
| WHEELS FLEET LEASE FUNDING LLC                                                                 | WHEELS FLEET LEASE FUNDING 1 LLC                   | CUSIP: 96328GBV8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    833000 | PA      | $831628.82    | 0.03%             | 2039-06-21      | Fixed         | 4.84%                 | Yes           |                  2 | On Loan: No      |
| REALTY INCOME CORPORATION                                                                      | REALTY INCOME CORP                                 | CUSIP: 756109BQ6<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1998718.96   | 0.07%             | 2026-01-13      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| LENNOX INTERNATIONAL INC.                                                                      | LENNOX INTERNATIONAL INC                           | CUSIP: 526107AE7<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | DBT              | CORP              | US        |   4580000 | PA      | $4535718.80   | 0.17%             | 2025-08-01      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORPORATION                                                                | TOYOTA MOTOR CREDIT CORP                           | CUSIP: 89236TMJ1<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2008234.49   | 0.07%             | 2026-08-07      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| MERCHANTS FLEET FUNDING LLC                                                                    | MERCHANTS FLEET FUNDING LLC                        | CUSIP: 588926AF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1938825 | PA      | $1952496.97   | 0.07%             | 2037-04-20      | Fixed         | 5.82%                 | Yes           |                  2 | On Loan: No      |
| FISERV, INC.                                                                                   | FISERV INC                                         | CUSIP: 337738BM9<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1997885.69   | 0.07%             | 2030-03-15      | Fixed         | 4.75%                 | 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        |   2000000 | PA      | $2002279.16   | 0.07%             | 2028-10-13      | Fixed         | 4.64%                 | 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        |    998000 | PA      | $1035498.94   | 0.04%             | 2030-04-15      | Fixed         | 6.33%                 | Yes           |                  2 | On Loan: No      |
| HPEFS EQUIPMENT TRUST                                                                          | HPEFS EQUIPMENT TRUST 2022 3                       | CUSIP: 403951AE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    735000 | PA      | $736482.12    | 0.03%             | 2029-08-20      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| DLLMT LLC                                                                                      | DLLMT 2023 1 LLC                                   | CUSIP: 232989AC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1838404 | PA      | $1843805.52   | 0.07%             | 2027-03-22      | Fixed         | 5.34%                 | Yes           |                  2 | On Loan: No      |
| HSB GROUP, INC.                                                                                | HSB GROUP INC                                      | CUSIP: 40428NAC3<br>LEI: 549300YBYP3KZS5URX14 | Long             | DBT              | CORP              | US        |   2750000 | PA      | $2674276.55   | 0.10%             | 2027-07-15      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| BLUE OWL ASSET LEASING TRUST                                                                   | BLUE OWL ASSET LEASING TRUST 2024 1 LLC            | CUSIP: 095921AD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    503000 | PA      | $500524.21    | 0.02%             | 2031-01-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| ANTERO RESOURCES CORPORATION                                                                   | ANTERO RESOURCES CORP                              | CUSIP: 03674XAQ9<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | DBT              | CORP              | US        |   4500000 | PA      | $4595516.53   | 0.17%             | 2029-02-01      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST                                                          | WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2024 3       | CUSIP: 96043CAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1004055.30   | 0.04%             | 2029-11-15      | Fixed         | 4.92%                 | 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      | $1051846.10   | 0.04%             | 2029-12-10      | Fixed         | 5.62%                 | 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        |   1690000 | PA      | $1750446.62   | 0.06%             | 2029-11-15      | Fixed         | 6.52%                 | Yes           |                  2 | On Loan: No      |
| NMEF FUNDING LLC                                                                               | NMEF FUNDING 2024 A LLC                            | CUSIP: 62919UAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2433481 | PA      | $2441434.37   | 0.09%             | 2031-12-15      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| DEXT ABS LLC                                                                                   | DEXT ABS                                           | CUSIP: 23345CAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4283716 | PA      | $4242403.87   | 0.15%             | 2028-09-15      | Fixed         | 2.29%                 | Yes           |                  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        |   2000000 | PA      | $2018299.87   | 0.07%             | 2030-05-15      | Fixed         | 5.05%                 | 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        |   2000000 | PA      | $2075464.40   | 0.08%             | 2029-09-17      | Fixed         | 6.51%                 | Yes           |                  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        |    717715 | PA      | $721771.22    | 0.03%             | 2030-11-15      | Fixed         | 7.37%                 | Yes           |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC                                                                | HERTZ VEHICLE FINANCING III LLC                    | CUSIP: 42806MAL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2087500 | PA      | $2081393.37   | 0.08%             | 2026-06-25      | Fixed         | 2.63%                 | 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        |    650000 | PA      | $656762.53    | 0.02%             | 2029-04-25      | Fixed         | 5.79%                 | Yes           |                  2 | On Loan: No      |
| CHASE AUTO OWNER TRUST                                                                         | CHASE AUTO OWNER TRUST                             | CUSIP: 16144LAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2750000 | PA      | $2861403.60   | 0.10%             | 2031-09-25      | Fixed         | 5.87%                 | Yes           |                  2 | On Loan: No      |
| CNO FINANCIAL GROUP, INC.                                                                      | CNO FINANCIAL GROUP INC                            | CUSIP: 12621EAK9<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | DBT              | CORP              | US        |   1963000 | PA      | $1962657.59   | 0.07%             | 2025-05-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CCG RECEIVABLES TRUST                                                                          | CCG RECEIVABLES TRUST 2025 1                       | CUSIP: 12515XAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1087000 | PA      | $1078426.05   | 0.04%             | 2032-10-14      | Fixed         | 5.28%                 | Yes           |                  2 | On Loan: No      |
| GREATAMERICA LEASING RECEIVABLES FUNDING, L.L.C.                                               | GREATAMERICA LEASING RECEIVABLES FUNDING LLC SERIE | CUSIP: 39154GAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1014898.05   | 0.04%             | 2031-05-15      | Fixed         | 5.23%                 | 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        |   1333000 | PA      | $1345794.35   | 0.05%             | 2028-11-15      | Fixed         | 5.77%                 | 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        |    800000 | PA      | $812164.98    | 0.03%             | 2031-02-18      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRISE GROUP INCORPORATED                                                   | PUBLIC SERVICE ENTERPRISE GROUP INC                | CUSIP: 744573AY2<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3076562.09   | 0.11%             | 2029-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CF HIPPOLYTA ISSUER LLC                                                                        | CF HIPPOLYTA LLC                                   | CUSIP: 12530MAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2827343 | PA      | $2693335.99   | 0.10%             | 2061-03-15      | Fixed         | 1.53%                 | Yes           |                  2 | On Loan: No      |
| SOUTH JERSEY TRANSN AUTH N J TRANSN SYS REV                                                    | SOUTH JERSEY TRANSPORTATION AUTHORITY              | CUSIP: 838536LT5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3515000 | PA      | $3463558.48   | 0.13%             | 2025-11-01      | Fixed         | 2.19%                 | No            |                  2 | On Loan: No      |
| The Huntington National Bank                                                                   | TCF NATIONAL BANK                                  | CUSIP: 87227RQE7<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | DBT              | CORP              | US        |  13590000 | PA      | $13585312.15  | 0.50%             | 2030-05-06      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT COMPANY                                                                  | FLORIDA POWER LIGHT CO                             | CUSIP: 341081GK7<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3078983.37   | 0.11%             | 2028-04-01      | Fixed         | 5.05%                 | No            |                  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        |   2780000 | PA      | $2901795.95   | 0.11%             | 2030-07-01      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FINANCE (USA) PLC                                                                    | RIO TINTO FINANCE USA PLC                          | CUSIP: 76720AAQ9<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |   2000000 | PA      | $2010636.80   | 0.07%             | 2027-03-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CONSOLIDATED, INC.                                                                   | COCA COLA CONSOLIDATED INC                         | CUSIP: 191098AM4<br>LEI: 57VG5X0E00X0QJU7CQ58 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2053773.15   | 0.07%             | 2029-06-01      | Fixed         | 5.25%                 | 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        |   5940000 | PA      | $5734327.60   | 0.21%             | 2026-10-15      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| UDR, INC.                                                                                      | UDR INC                                            | CUSIP: 90265EAM2<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              | CORP              | US        |   4620000 | PA      | $4532348.06   | 0.17%             | 2027-07-01      | Fixed         | 3.50%                 | 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        |   1965517 | PA      | $2026031.69   | 0.07%             | 2029-12-20      | Fixed         | 6.36%                 | Yes           |                  2 | On Loan: No      |
| VERDANT RECEIVABLES LLC                                                                        | VERDANT RECEIVABLES 2023 1 LLC                     | CUSIP: 92339GAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    749000 | PA      | $770609.99    | 0.03%             | 2031-01-13      | Fixed         | 6.73%                 | Yes           |                  2 | On Loan: No      |
| ASSURANT, INC.                                                                                 | ASSURANT INC                                       | CUSIP: 04621XAP3<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | DBT              | CORP              | US        |   7059000 | PA      | $7078429.82   | 0.26%             | 2026-02-27      | Fixed         | 6.10%                 | No            |                  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        |   2000000 | PA      | $2104906.77   | 0.08%             | 2029-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SAN ANTONIO TEX ED FACS CORP REV                                                               | SAN ANTONIO EDUCATION FACILITIES CORP              | CUSIP: 796247DN1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    860000 | PA      | $831925.80    | 0.03%             | 2026-04-01      | Fixed         | 1.99%                 | 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      | $963888.71    | 0.04%             | 2038-12-17      | Fixed         | 2.44%                 | 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        |    629000 | PA      | $633333.71    | 0.02%             | 2031-08-22      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| CHASE AUTO OWNER TRUST                                                                         | CHASE AUTO OWNER TRUST 2024 1                      | CUSIP: 16144BAF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $2041010.16   | 0.07%             | 2030-01-25      | Fixed         | 5.36%                 | Yes           |                  2 | On Loan: No      |
| CCG RECEIVABLES TRUST                                                                          | CCG RECEIVABLES TRUST 2021 2                       | CUSIP: 12511EAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1487000 | PA      | $1484867.01   | 0.05%             | 2029-03-14      | Fixed         | 1.50%                 | Yes           |                  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        |   1202196 | PA      | $1213877.24   | 0.04%             | 2032-03-15      | Fixed         | 7.48%                 | Yes           |                  2 | On Loan: No      |
| AMUR EQUIPMENT FINANCE RECEIVABLES LLC                                                         | AMUR EQUIPMENT FINANCE RECEIVABLES XI LLC          | CUSIP: 03236XAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $2018768.88   | 0.07%             | 2028-10-20      | Fixed         | 5.65%                 | 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        |   4500000 | PA      | $4724224.79   | 0.17%             | 2031-12-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| NELNET STUDENT LOAN CORPORATION                                                                | NELNET STUDENT LOAN TRUST 2005 3                   | CUSIP: 64031QCE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1048218 | PA      | $1013910.16   | 0.04%             | 2037-09-22      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| ALLY AUTO RECEIVABLES TRUST                                                                    | ALLY AUTO RECEIVABLES TRUST 2024 1                 | CUSIP: 02008FAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1523351.77   | 0.06%             | 2029-11-15      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| NMI HOLDINGS, INC.                                                                             | NMI HOLDINGS INC                                   | CUSIP: 629209AC1<br>LEI: 529900KNNGFXJX1C3Z08 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4048048.98   | 0.15%             | 2029-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VSTRONG AUTO RECEIVABLES TRUST                                                                 | VSTRONG AUTO RECEIVABLES TRUST 2024 A              | CUSIP: 92891PAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1025732.04   | 0.04%             | 2030-07-15      | Fixed         | 6.44%                 | Yes           |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST                                                                 | CARVANA AUTO RECEIVABLES TRUST 2021 N2             | CUSIP: 14686KAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    217948 | PA      | $210396.06    | 0.01%             | 2028-03-10      | Fixed         | 1.07%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                       | U S TREASURY NOTE                                  | CUSIP: 91282CHY0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  59000000 | PA      | $59691406.25  | 2.18%             | 2026-09-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST                                                          | WESTLAKE AUTOMOBILE RECEIVABLES TRUST SERIES 2023  | CUSIP: 96042UAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1200000 | PA      | $1208633.74   | 0.04%             | 2027-06-15      | Fixed         | 6.44%                 | Yes           |                  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        |   1100000 | PA      | $1128091.92   | 0.04%             | 2031-05-15      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| PEAC SOLUTIONS RECEIVABLES                                                                     | PEAC SOLUTIONS RECEIVABLES 2024 2 LLC              | CUSIP: 69392BAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1429000 | PA      | $1423653.54   | 0.05%             | 2031-10-20      | Fixed         | 5.09%                 | Yes           |                  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        |   1068815 | PA      | $1064429.41   | 0.04%             | 2032-09-15      | Fixed         | 5.41%                 | Yes           |                  2 | On Loan: No      |
| VERDANT RECEIVABLES LLC                                                                        | VERDANT RECEIVABLES 2023 1 LLC                     | CUSIP: 92339GAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1253095 | PA      | $1270665.50   | 0.05%             | 2031-01-13      | Fixed         | 6.24%                 | Yes           |                  2 | On Loan: No      |
| F&G GLOBAL FUNDING                                                                             | F G GLOBAL FUNDING                                 | CUSIP: 30321L2E1<br>LEI: 6354009CCUKJIZ7KFX73 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2000017.23   | 0.07%             | 2025-07-07      | Fixed         | 5.15%                 | 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        |   1500000 | PA      | $1526217.03   | 0.06%             | 2032-01-20      | Fixed         | 5.51%                 | 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        |   7400000 | PA      | $7569383.47   | 0.28%             | 2035-08-15      | Fixed         | 6.26%                 | Yes           |                  2 | On Loan: No      |
| CHASE AUTO OWNER TRUST                                                                         | CHASE AUTO OWNER TRUST 2024 1                      | CUSIP: 16144BAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    643000 | PA      | $654960.85    | 0.02%             | 2029-11-26      | Fixed         | 5.16%                 | 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        |    527402 | PA      | $530524.75    | 0.02%             | 2030-04-22      | Fixed         | 5.56%                 | Yes           |                  2 | On Loan: No      |
| GREENSTATE AUTO RECEIVABLES TRUST                                                              | GREENSTATE AUTO RECEIVABLES TRUST 2024 1           | CUSIP: 39573AAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4500000 | PA      | $4543790.17   | 0.17%             | 2030-01-15      | Fixed         | 5.17%                 | Yes           |                  2 | On Loan: No      |
| SEQUOIA MORTGAGE TRUST                                                                         | SEQUOIA MORTGAGE TRUST 2013 5                      | CUSIP: 81745AAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    499289 | PA      | $446713.90    | 0.02%             | 2043-05-25      | Variable      | 3.00%                 | 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        |    909000 | PA      | $914528.81    | 0.03%             | 2054-05-15      | Fixed         | 5.59%                 | 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        |   3000000 | PA      | $2946096.44   | 0.11%             | 2042-03-15      | Floating      | 5.76%                 | Yes           |                  2 | On Loan: No      |
| ATHENS GA HSG AUTH REV                                                                         | ATHENS HOUSING AUTHORITY                           | CUSIP: 047093GD5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3215000 | PA      | $3174535.57   | 0.12%             | 2025-12-01      | Fixed         | 2.32%                 | No            |                  2 | On Loan: No      |
| VERIZON MASTER TRUST                                                                           | VERIZON MASTER TRUST                               | CUSIP: 92348KDQ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2466000 | PA      | $2496379.82   | 0.09%             | 2030-11-20      | Fixed         | 4.99%                 | No            |                  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        |    650000 | PA      | $657437.91    | 0.02%             | 2031-12-15      | Fixed         | 5.43%                 | Yes           |                  2 | On Loan: No      |
| LEX MORTGAGE TRUST                                                                             | LEX 2024 BBG MORTGAGE TRUST                        | CUSIP: 52885AAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1925926 | PA      | $1931397.45   | 0.07%             | 2037-10-13      | Fixed         | 4.87%                 | Yes           |                  2 | On Loan: No      |
| FRONTIER ISSUER LLC                                                                            | FRONTIER ISSUER LLC                                | CUSIP: 35910EAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1100000 | PA      | $1153143.19   | 0.04%             | 2053-08-20      | Fixed         | 11.50%                | 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        |   2000000 | PA      | $2005630.61   | 0.07%             | 2028-04-17      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                                       | U S TREASURY NOTE                                  | CUSIP: 91282CAH4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  70000000 | PA      | $65198437.50  | 2.38%             | 2027-08-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| CITGO PETROLEUM CORPORATION                                                                    | CITGO PETROLEUM CORP                               | CUSIP: 17302XAN6<br>LEI: YX52P86PXMLYDOTUQ225 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2005063.13   | 0.07%             | 2029-01-15      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| M&T EQUIPTMENT LLC                                                                             | M T EQUIPMENT 2024 LEAF1 NOTES                     | CUSIP: 55376YAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $994768.76    | 0.04%             | 2031-08-18      | Fixed         | 4.79%                 | Yes           |                  2 | On Loan: No      |
| WHEELS FLEET LEASE FUNDING LLC                                                                 | WHEELS FLEET LEASE FUNDING 1 LLC                   | CUSIP: 96328GBW6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1999079.65   | 0.07%             | 2039-06-21      | Fixed         | 4.89%                 | Yes           |                  2 | On Loan: No      |
| Viper Energy, Inc.                                                                             | VIPER ENERGY PARTNERS LP                           | CUSIP: 92763MAA3<br>LEI: 5299009LINL232255G03 | Long             | DBT              | CORP              | US        |   6850000 | PA      | $6821254.94   | 0.25%             | 2027-11-01      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| FLAGSHIP CREDIT AUTO TRUST                                                                     | FLAGSHIP CREDIT AUTO TRUST 2022 2                  | CUSIP: 33844XAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1998428.33   | 0.07%             | 2027-05-17      | Fixed         | 4.76%                 | Yes           |                  2 | On Loan: No      |
| CLOUD CAPITAL DATA CENTERS                                                                     | CLOUD CAPITAL HOLDCO LP                            | CUSIP: 102104AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4500000 | PA      | $4524034.08   | 0.17%             | 2049-11-22      | Fixed         | 5.78%                 | Yes           |                  2 | On Loan: No      |
| FOURSIGHT CAPITAL AUTOMOBILE RECEIVABLES TRUST                                                 | FOURSIGHT CAPITAL AUTOMOBILE RECEIVABLES TRUST 202 | CUSIP: 34660DAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1282334 | PA      | $1282254.68   | 0.05%             | 2027-10-15      | Fixed         | 5.19%                 | 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        |    139425 | PA      | $139370.28    | 0.01%             | 2029-05-21      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| VAR ENERGI ASA                                                                                 | VAR ENERGI ASA                                     | CUSIP: 92212WAD2<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |   3333000 | PA      | $3508498.96   | 0.13%             | 2028-01-15      | Fixed         | 7.50%                 | 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        |   2730000 | PA      | $2831674.70   | 0.10%             | 2031-11-17      | Fixed         | 7.34%                 | Yes           |                  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        |   2000000 | PA      | $2016168.12   | 0.07%             | 2029-04-25      | Fixed         | 5.59%                 | Yes           |                  2 | On Loan: No      |
| FLAGSTAR FINANCIAL, INC.                                                                       | NEW YORK COMMUNITY BANCORP INC                     | CUSIP: 649445AC7<br>LEI: 529900HVXOTLY61GL030 | Long             | DBT              | CORP              | US        |   2242000 | PA      | $2076981.90   | 0.08%             | 2028-11-06      | Fixed         | 7.34%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137H9DC0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2358254 | PA      | $2406594.88   | 0.09%             | 2049-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CCG RECEIVABLES TRUST                                                                          | CCG RECEIVABLES TRUST                              | CUSIP: 12511QAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3250000 | PA      | $3357010.21   | 0.12%             | 2032-04-14      | Fixed         | 6.45%                 | Yes           |                  2 | On Loan: No      |
| PEAC SOLUTIONS RECEIVABLES                                                                     | PEAC SOLUTIONS RECEIVABLES 2025 1 LLC              | CUSIP: 69392HAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1529000 | PA      | $1522512.07   | 0.06%             | 2032-07-20      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| PAWNEE EQUIPMENT RECEIVABLES LLC                                                               | PAWNEE EQUIPMENT RECEIVABLES                       | CUSIP: 704100AC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    933198 | PA      | $930748.84    | 0.03%             | 2027-07-15      | Fixed         | 1.82%                 | Yes           |                  2 | On Loan: No      |
| AMSR TRUST                                                                                     | AMSR TRUST                                         | CUSIP: 00179DAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1843139.46   | 0.07%             | 2038-06-17      | Fixed         | 2.15%                 | Yes           |                  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        |   1250000 | PA      | $1218980.67   | 0.04%             | 2028-10-16      | Fixed         | 3.20%                 | Yes           |                  2 | On Loan: No      |
| MERCHANTS FLEET FUNDING LLC                                                                    | MERCHANTS FLEET FUNDING LLC                        | CUSIP: 588926AB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4000000 | PA      | $4056079.77   | 0.15%             | 2036-05-20      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| CHASE AUTO OWNER TRUST                                                                         | CHASE AUTO OWNER TRUST 2024 1                      | CUSIP: 16144BAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2340000 | PA      | $2423427.90   | 0.09%             | 2031-06-25      | Fixed         | 5.87%                 | Yes           |                  2 | On Loan: No      |
| NNN REIT, INC.                                                                                 | NATIONAL RETAIL PROPERTIES INC                     | CUSIP: 637417AH9<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $5972312.89   | 0.22%             | 2025-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Highwoods Realty Limited Partnership                                                           | HIGHWOODS REALTY LP                                | CUSIP: 431282AR3<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              | CORP              | US        |   1534000 | PA      | $1465084.60   | 0.05%             | 2029-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| WHEELS FLEET LEASE FUNDING LLC                                                                 | WHEELS FLEET LEASE FUNDING 1 LLC                   | CUSIP: 96328GBJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2769000 | PA      | $2862055.21   | 0.10%             | 2038-08-18      | Variable      | 6.94%                 | Yes           |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                               | PARAMOUNT GLOBAL                                   | CUSIP: 124857AR4<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1698663.09   | 0.06%             | 2027-01-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| U.S. BANCORP                                                                                   | US BANCORP                                         | CUSIP: 91159HHM5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   4250000 | PA      | $4188544.76   | 0.15%             | 2026-04-27      | Fixed         | 3.10%                 | No            |                  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        |   1000000 | PA      | $1000798.18   | 0.04%             | 2028-01-18      | Fixed         | 5.41%                 | Yes           |                  2 | On Loan: No      |
| FARM CREDIT BANK OF TEXAS                                                                      | FARM CREDIT BANK OF TEXAS                          | CUSIP: 30767EAD1<br>LEI: V1EBJIOLRNYDHDF63Z33 | Long             | DBT              | CORP              | US        |  11400000 | PA      | $11279549.20  | 0.41%             | 2199-12-31      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST                                                                 | CARVANA AUTO RECEIVABLES TRUST 2021 N2             | CUSIP: 14686KAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    389656 | PA      | $372498.34    | 0.01%             | 2028-03-10      | Fixed         | 1.27%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                                       | CELANESE US HOLDINGS LLC                           | CUSIP: 15089QAM6<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |   1273000 | PA      | $1282939.29   | 0.05%             | 2027-07-15      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST                                                                        | CARMAX AUTO OWNER TRUST                            | CUSIP: 14319EAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $3074151.18   | 0.11%             | 2030-10-15      | Fixed         | 6.42%                 | 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        |    941000 | PA      | $943891.54    | 0.03%             | 2031-01-15      | Fixed         | 4.67%                 | 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        |   2021477 | PA      | $2026371.13   | 0.07%             | 2028-03-15      | Fixed         | 5.56%                 | Yes           |                  2 | On Loan: No      |
| THE HOME DEPOT, INC.                                                                           | HOME DEPOT INC THE                                 | CUSIP: 437076CZ3<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   1875000 | PA      | $1897938.63   | 0.07%             | 2026-06-25      | Fixed         | 5.15%                 | 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        |   2000000 | PA      | $2026543.86   | 0.07%             | 2028-04-20      | Fixed         | 6.12%                 | 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        |   3333000 | PA      | $3386657.60   | 0.12%             | 2038-04-18      | Fixed         | 6.18%                 | Yes           |                  2 | On Loan: No      |
| TESLA AUTO LEASE TRUST                                                                         | TESLA AUTO LEASE TRUST                             | CUSIP: 88166VAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1009922.18   | 0.04%             | 2027-12-20      | Fixed         | 5.31%                 | Yes           |                  2 | On Loan: No      |
| METLIFE, INC.                                                                                  | METLIFE INC                                        | CUSIP: 59156RCA4<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |   9373000 | PA      | $9281405.89   | 0.34%             | 2199-12-31      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| CITIGROUP CAPITAL XIII                                                                         | CITIGROUP CAPITAL XIII                             | CUSIP: 173080201<br>LEI: N/A                  | Long             | EP               | CORP              | US        |    200000 | NS      | $5960000.00   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| NMEF FUNDING LLC                                                                               | NMEF FUNDING 2025 A LLC                            | CUSIP: 62919VAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5232143 | PA      | $5056206.07   | 0.18%             | 2032-04-25      | Fixed         | 5.79%                 | Yes           |                  2 | On Loan: No      |
| HARBOUR ENERGY PLC                                                                             | HARBOUR ENERGY PLC                                 | CUSIP: 411618AB7<br>LEI: 213800YPC42DYBKVPF97 | Long             | DBT              | CORP              | GB        |   5396000 | PA      | $5355638.08   | 0.20%             | 2026-10-15      | Fixed         | 5.50%                 | 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      | $778884.82    | 0.03%             | 2031-07-15      | Fixed         | 6.01%                 | Yes           |                  2 | On Loan: No      |
| HILLSBOROUGH CNTY FLA INDL DEV AUTH HOSP REV                                                   | HILLSBOROUGH COUNTY INDUSTRIAL DEVELOPMENT AUTHORI | CUSIP: 43233AFH4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2910000 | PA      | $2884846.10   | 0.11%             | 2025-08-01      | Fixed         | 2.16%                 | 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        |   3522021 | PA      | $3502112.00   | 0.13%             | 2027-03-15      | Fixed         | 4.11%                 | Yes           |                  2 | On Loan: No      |
| MVW OWNER TRUST                                                                                | MVW 2021 1W LLC                                    | CUSIP: 55389TAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    465298 | PA      | $443071.33    | 0.02%             | 2041-01-22      | Fixed         | 1.44%                 | Yes           |                  2 | On Loan: No      |
| BLUE OWL CREDIT INCOME CORP.                                                                   | BLUE OWL CREDIT INCOME                             | CUSIP: 69120VAP6<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |   2677000 | PA      | $2776786.83   | 0.10%             | 2027-09-16      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| BANQUE CANADIENNE IMPERIALE DE COMMERCE                                                        | CANADIAN IMPERIAL BANK OF COMMERCE                 | CUSIP: 13607PH98<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   2500000 | PA      | $2522493.94   | 0.09%             | 2029-03-30      | Fixed         | 4.86%                 | No            |                  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        |   2055556 | PA      | $2066258.56   | 0.08%             | 2039-09-19      | Fixed         | 5.21%                 | Yes           |                  2 | On Loan: No      |
| PRINCIPAL LIFE GLOBAL FUNDING II                                                               | PRINCIPAL LIFE GLOBAL FUNDING II                   | CUSIP: 74256LFA2<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2512688.32   | 0.09%             | 2027-08-19      | Fixed         | 4.60%                 | Yes           |                  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        |   1170000 | PA      | $1166219.93   | 0.04%             | 2032-08-20      | Fixed         | 4.79%                 | Yes           |                  2 | On Loan: No      |
| GA GLOBAL FUNDING TRUST                                                                        | GA GLOBAL FUNDING TRUST                            | CUSIP: 36143L2N4<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |    500000 | PA      | $497810.00    | 0.02%             | 2027-09-23      | Fixed         | 4.40%                 | Yes           |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                                       | LLOYDS BANKING GROUP PLC                           | CUSIP: 539439AM1<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $995335.53    | 0.04%             | 2025-12-10      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| DIAMOND INFRASTRUCTURE FUNDING                                                                 | DIAMOND INFRASTRUCTURE FUNDING LLC                 | CUSIP: 25265LAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $2824347.00   | 0.10%             | 2049-04-15      | Fixed         | 2.35%                 | Yes           |                  2 | On Loan: No      |
| MPT OPERATING PARTNERSHIP, L.P.                                                                | MPT OPER PARTNERSHIP FINL                          | CUSIP: 55342UAH7<br>LEI: WUQXXXF7PXTUPGROE843 | Long             | DBT              | CORP              | US        |   1651000 | PA      | $1469580.72   | 0.05%             | 2027-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| BX COMMERCIAL MORTGAGE TRUST                                                                   | BX COMMERCIAL MORTGAGE TRUST 2021 VOLT             | CUSIP: 05609VAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2500000 | PA      | $2468499.26   | 0.09%             | 2036-09-15      | Floating      | 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        |   1253000 | PA      | $1253602.68   | 0.05%             | 2028-03-15      | Fixed         | 5.35%                 | 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        |   7630000 | PA      | $8013369.70   | 0.29%             | 2028-10-01      | Fixed         | 7.53%                 | Yes           |                  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        |    633030 | PA      | $636758.14    | 0.02%             | 2033-12-15      | Fixed         | 5.93%                 | Yes           |                  2 | On Loan: No      |
| SCCU AUTO RECEIVABLES TRUST                                                                    | SCCU AUTO RECEIVABLES TRUST 2024 1                 | CUSIP: 78436RAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1990000 | PA      | $2017154.04   | 0.07%             | 2030-07-15      | Fixed         | 5.33%                 | Yes           |                  2 | On Loan: No      |
| CENTERPOINT ENERGY, INC.                                                                       | CENTERPOINT ENERGY INC                             | CUSIP: 15189TBG1<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2058227.27   | 0.08%             | 2029-06-01      | Fixed         | 5.40%                 | No            |                  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        |   4162000 | PA      | $4128260.93   | 0.15%             | 2028-01-20      | Fixed         | 2.20%                 | Yes           |                  2 | On Loan: No      |
| THE HANOVER INSURANCE GROUP, INC.                                                              | HANOVER INSURANCE GROUP INC THE                    | CUSIP: 410867AF2<br>LEI: JJYR6MFKFF6CF8DBZ078 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4977203.99   | 0.18%             | 2026-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BPR TRUST                                                                                      | BPR TRUST 2021 TY                                  | CUSIP: 05592AAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1312500 | PA      | $1301047.58   | 0.05%             | 2038-09-15      | Floating      | 6.79%                 | Yes           |                  2 | On Loan: No      |
| DEXT ABS LLC                                                                                   | DEXT ABS 2023 2 LLC                                | CUSIP: 25216CAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $3062354.21   | 0.11%             | 2034-05-15      | Fixed         | 6.41%                 | Yes           |                  2 | On Loan: No      |
| WHIRLPOOL CORPORATION                                                                          | WHIRLPOOL CORP                                     | CUSIP: 96332US84<br>LEI: WHENKOULSSK7WUM60H03 | Long             | STIV             | CORP              | US        |   5000000 | PA      | $4994369.50   | 0.18%             |  |  |  | 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        |   4000000 | PA      | $3995518.61   | 0.15%             | 2030-06-10      | Fixed         | 5.15%                 | Yes           |                  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        |   1857000 | PA      | $1899250.60   | 0.07%             | 2030-08-20      | Fixed         | 5.41%                 | 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        |   2072000 | PA      | $2091425.00   | 0.08%             | 2032-05-15      | Fixed         | 9.96%                 | Yes           |                  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        |   2000000 | PA      | $2008131.86   | 0.07%             | 2028-11-20      | Fixed         | 4.56%                 | Yes           |                  2 | On Loan: No      |
| SANTANDER BANK, N.A.                                                                           | SANTANDER BANK AUTO CREDIT LINKED NOTES SERIES 202 | CUSIP: 80290CAS3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     54300 | PA      | $54283.64     | 0.00%             | 2032-05-15      | Fixed         | 5.28%                 | 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        |   1120000 | PA      | $1124049.90   | 0.04%             | 2028-12-27      | Fixed         | 5.99%                 | Yes           |                  2 | On Loan: No      |
| PAWNEE EQUIPMENT RECEIVABLES LLC                                                               | PAWNEEE EQUIPMENT RECEIVABLES SERIES 2022 1 LLC    | CUSIP: 70410DAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2375000 | PA      | $2381920.55   | 0.09%             | 2028-07-17      | Fixed         | 5.40%                 | Yes           |                  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        |   1100092 | PA      | $1126118.04   | 0.04%             | 2049-07-13      | Fixed         | 5.10%                 | 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      | $1994994.47   | 0.07%             | 2032-01-15      | Fixed         | 4.77%                 | 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        |    506956 | PA      | $508615.61    | 0.02%             | 2032-12-15      | Fixed         | 8.20%                 | Yes           |                  2 | On Loan: No      |
| STELLANTIS FINANCE US INC.                                                                     | STELLANTIS FINANCE US INC                          | CUSIP: 85855CAM2<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1259049.87   | 0.05%             | 2028-03-17      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| ENCINA EQUIPMENT FINANCE LLC                                                                   | ENCINA EQUIPMENT FINANCE 2022 1 LLC                | CUSIP: 29252VAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $999928.76    | 0.04%             | 2029-01-16      | Fixed         | 5.15%                 | 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      | $1524027.92   | 0.06%             | 2034-09-20      | Fixed         | 5.37%                 | Yes           |                  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        |   2195000 | PA      | $2212094.46   | 0.08%             | 2031-05-15      | Fixed         | 6.05%                 | 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        |   4000000 | PA      | $4036433.05   | 0.15%             | 2030-01-15      | Fixed         | 5.70%                 | 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        |   3644000 | PA      | $3795720.16   | 0.14%             | 2038-08-18      | Variable      | 7.38%                 | 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        |    500000 | PA      | $523106.94    | 0.02%             | 2030-07-22      | Fixed         | 7.48%                 | Yes           |                  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        |   1680000 | PA      | $1687531.98   | 0.06%             | 2028-01-21      | Fixed         | 6.02%                 | Yes           |                  2 | On Loan: No      |
| WISCONSIN ELECTRIC POWER COMPANY                                                               | WISCONSIN ELECTRIC POWER CO                        | CUSIP: 976656CQ9<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3076555.02   | 0.11%             | 2029-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SHR TRUST                                                                                      | SHR TRUST 2024 LXRY                                | CUSIP: 784234AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2105263 | PA      | $2098048.82   | 0.08%             | 2041-10-15      | Floating      | 6.27%                 | Yes           |                  2 | On Loan: No      |
| KANKAKEE ILL                                                                                   | CITY OF KANKAKEE IL                                | CUSIP: 484404A40<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    750000 | PA      | $757830.73    | 0.03%             | 2027-12-01      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| BBCMS TRUST                                                                                    | BBCMS 2020 BID MORTGAGE TRUST                      | CUSIP: 05493BAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $2002500.00   | 0.07%             | 2037-10-15      | Floating      | 8.08%                 | 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        |   1593795 | PA      | $1575047.03   | 0.06%             | 2029-03-15      | Fixed         | 1.39%                 | 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        |   4516000 | PA      | $4215512.00   | 0.15%             | 2061-10-20      | Fixed         | 1.91%                 | Yes           |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL HOLDINGS, INC.                                                          | NEXTERA ENERGY CAPITAL HOLDINGS INC                | CUSIP: 65339KDG2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3046698.32   | 0.11%             | 2028-02-04      | Fixed         | 4.85%                 | No            |                  2 | On Loan: —       |
| WEBSTER FINANCIAL CORPORATION                                                                  | WEBSTER FINANCIAL CORP                             | CUSIP: 85917AAB6<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | DBT              | CORP              | US        |   8750000 | PA      | $8657398.97   | 0.32%             | 2029-12-30      | Fixed         | 6.83%                 | No            |                  2 | On Loan: No      |
| BPR TRUST                                                                                      | BPR TRUST 2022 OANA                                | CUSIP: 05592DAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $2990364.79   | 0.11%             | 2037-04-15      | Floating      | 6.77%                 | 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        |   1500000 | PA      | $1499812.35   | 0.05%             | 2033-01-18      | Fixed         | 5.14%                 | Yes           |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                               | PHILIP MORRIS INTERNATIONAL INC                    | CUSIP: 718172DC0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3091144.12   | 0.11%             | 2028-09-07      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PEAC SOLUTIONS RECEIVABLES                                                                     | PEAC SOLUTIONS RECEIVABLES 2024 1 LLC              | CUSIP: 69433BAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2500000 | PA      | $2521637.33   | 0.09%             | 2030-11-20      | Fixed         | 5.79%                 | Yes           |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES LIMITED                                                                  | TRANSCANADA PIPELINES LTD                          | CUSIP: 89352HAT6<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |   1145000 | PA      | $1143842.09   | 0.04%             | 2026-01-15      | Fixed         | 4.88%                 | No            |                  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        |    821000 | PA      | $822994.67    | 0.03%             | 2027-01-21      | Fixed         | 6.26%                 | Yes           |                  2 | On Loan: No      |
| NMEF FUNDING LLC                                                                               | NMEF FUNDING 2015 A LLC                            | CUSIP: 62890QAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2500000 | PA      | $2549059.56   | 0.09%             | 2030-06-17      | Fixed         | 6.83%                 | 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        |   1345000 | PA      | $1361033.21   | 0.05%             | 2038-04-18      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| SYENSQO FINANCE (AMERICA), LLC                                                                 | SOLVAY FINANCE AMERICA LLC                         | CUSIP: 834423AE5<br>LEI: 54930073OEL5K0Y7NK81 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2053589.10   | 0.07%             | 2029-06-04      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: No      |
| UNITED AIRLINES PASS THROUGH TRUST 2020-1                                                      | UNITED AIR 2020 1 B PTT                            | CUSIP: 90932VAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1976274 | PA      | $1957998.37   | 0.07%             | 2027-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CNO GLOBAL FUNDING                                                                             | CNO GLOBAL FUNDING                                 | CUSIP: 18977W2D1<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2058372.08   | 0.08%             | 2027-06-04      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| FIRST FINANCIAL BANCORP.                                                                       | FIRST FINANCIAL BANCORP                            | CUSIP: 320209AA7<br>LEI: 549300D3F5B3EZMY7P77 | Long             | DBT              | CORP              | US        |   9000000 | PA      | $8907191.42   | 0.33%             | 2025-08-25      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| VALLOUREC SA                                                                                   | VALLOUREC SACA                                     | CUSIP: 92023RAA8<br>LEI: 969500P2Q1B47H4MCJ34 | Long             | DBT              | CORP              | FR        |    500000 | PA      | $518006.59    | 0.02%             | 2032-04-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CREDIT FUND                                                                 | BLACKSTONE PRIVATE CREDIT FUND                     | CUSIP: 09261HAD9<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |   3808000 | PA      | $3652444.47   | 0.13%             | 2026-12-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES INCORPORATED                                                             | HUNTINGTON BANCSHARES INC OH                       | CUSIP: 446150AV6<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    750000 | PA      | $714125.55    | 0.03%             | 2199-12-31      | Fixed         | 4.45%                 | No            |                  2 | On Loan: —       |
| FCCU AUTO RECEIVABLES TRUST                                                                    | FCCU AUTO RECEIVABLES TRUST 2024 1                 | CUSIP: 30336CAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1713000 | PA      | $1755449.80   | 0.06%             | 2030-07-15      | Fixed         | 5.71%                 | Yes           |                  2 | On Loan: No      |
| BX TRUST                                                                                       | BX TRUST 2025 ROIC                                 | CUSIP: 05593VAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2335714 | PA      | $2289045.34   | 0.08%             | 2030-03-15      | Floating      | 5.47%                 | Yes           |                  2 | On Loan: No      |
| HYATT HOTELS CORPORATION                                                                       | HYATT HOTELS CORP                                  | CUSIP: 448579AU6<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2009674.09   | 0.07%             | 2028-03-30      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| GREENSTATE AUTO RECEIVABLES TRUST                                                              | GREENSTATE AUTO RECEIVABLES TRUST 2024 1           | CUSIP: 39573AAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1641000 | PA      | $1667658.97   | 0.06%             | 2032-06-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| KEMPER CORPORATION                                                                             | KEMPER CORP                                        | CUSIP: 488401AD2<br>LEI: 549300FNI1JKTRY2PV09 | Long             | DBT              | CORP              | US        |   6701000 | PA      | $5973983.57   | 0.22%             | 2032-02-23      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| ROLLS-ROYCE PLC                                                                                | ROLLS ROYCE PLC                                    | CUSIP: 77578JAB4<br>LEI: X57JK1U580XATGR67572 | Long             | DBT              | CORP              | GB        |   4350000 | PA      | $4315480.60   | 0.16%             | 2025-10-14      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| FS KKR CAPITAL CORP.                                                                           | FS KKR CAPITAL CORP                                | CUSIP: 302635AG2<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3944681.50   | 0.14%             | 2026-01-15      | Fixed         | 3.40%                 | 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        |   3000000 | PA      | $3055575.86   | 0.11%             | 2029-06-15      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| DELL EQUIPMENT FINANCE TRUST                                                                   | DELL EQUIPMENT FINANCE TRUST                       | CUSIP: 24704EAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1001729.59   | 0.04%             | 2030-08-22      | Fixed         | 4.99%                 | Yes           |                  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        |   1466000 | PA      | $1331995.29   | 0.05%             | 2061-10-20      | Fixed         | 2.41%                 | Yes           |                  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        |    950000 | PA      | $958054.48    | 0.03%             | 2029-04-25      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                                       | U S TREASURY NOTE                                  | CUSIP: 91282CJX0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  43000000 | PA      | $43396406.25  | 1.58%             | 2031-01-31      | Fixed         | 4.00%                 | No            |                  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        |   1912000 | PA      | $1943637.64   | 0.07%             | 2031-01-21      | Fixed         | 5.37%                 | Yes           |                  2 | On Loan: No      |
| DELTA AIR LINES, INC.                                                                          | SKYMILES IP LTD                                    | CUSIP: 24736CBS2<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | LON              | CORP              | KY        |    459938 | PA      | $463290.91    | 0.02%             | 2027-10-20      | Floating      | 8.02%                 | No            |                  2 | On Loan: No      |
| KEMPER CORPORATION                                                                             | KEMPER CORP                                        | CUSIP: 488401AC4<br>LEI: 549300FNI1JKTRY2PV09 | Long             | DBT              | CORP              | US        |   2020000 | PA      | $1757077.06   | 0.06%             | 2030-09-30      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| PENFED AUTO RECEIVABLES OWNER TRUST                                                            | PENFED AUTO RECEIVABLES OWNER TRUST                | CUSIP: 70687FAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $985755.71    | 0.04%             | 2032-09-15      | Fixed         | 5.78%                 | Yes           |                  2 | On Loan: No      |
| DELTA AIRLINES 2020-1 CLASS AA PASS THROUGH TRUST                                              | DELTA AIR LINES 2020 AA                            | CUSIP: 247361ZV3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3654637 | PA      | $3424075.46   | 0.12%             | 2029-12-10      | Fixed         | 2.00%                 | 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        |   3000000 | PA      | $3002381.66   | 0.11%             | 2027-08-20      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| VAR ENERGI ASA                                                                                 | VAR ENERGI ASA                                     | CUSIP: 92212WAA8<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |   3000000 | PA      | $3019744.94   | 0.11%             | 2027-05-18      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| SANTANDER BANK, N.A.                                                                           | SANTANDER BANK AUTO CREDIT LINKED NOTES SERIES 202 | CUSIP: 80290CCL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1844059 | PA      | $1852663.54   | 0.07%             | 2032-06-15      | Fixed         | 6.11%                 | Yes           |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST                                                            | EXETER AUTOMOBILE RECEIVABLES TRUST 2020 3         | CUSIP: 30166NAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1440000 | PA      | $1439748.14   | 0.05%             | 2027-06-15      | Fixed         | 5.56%                 | Yes           |                  2 | On Loan: No      |
| AFG ABS I, LLC                                                                                 | AFG ABS I LLC                                      | CUSIP: 00111LAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1666984 | PA      | $1688298.01   | 0.06%             | 2030-09-16      | Fixed         | 7.51%                 | Yes           |                  2 | On Loan: No      |
| UDR, INC.                                                                                      | UDR INC                                            | CUSIP: 90265EAQ3<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              | CORP              | US        |   1178000 | PA      | $1105171.80   | 0.04%             | 2030-01-15      | Fixed         | 3.20%                 | 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        |    500000 | PA      | $506677.83    | 0.02%             | 2030-09-16      | Fixed         | 5.32%                 | 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        |   3800000 | PA      | $3910085.22   | 0.14%             | 2027-06-15      | Fixed         | 8.00%                 | 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        |   1480000 | PA      | $1499812.72   | 0.05%             | 2030-12-16      | Fixed         | 5.18%                 | Yes           |                  2 | On Loan: No      |
| MERCHANTS FLEET FUNDING LLC                                                                    | MERCHANTS FLEET FUNDING LLC                        | CUSIP: 588926AH8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4107000 | PA      | $4167228.53   | 0.15%             | 2037-04-20      | Fixed         | 6.18%                 | Yes           |                  2 | On Loan: No      |
| VSTRONG AUTO RECEIVABLES TRUST                                                                 | VSTRONG AUTO RECEIVABLES TRUST 2024 A              | CUSIP: 92891PAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1250000 | PA      | $1257374.40   | 0.05%             | 2028-12-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| BP CAPITAL MARKETS P.L.C.                                                                      | BP CAPITAL MARKETS PLC                             | CUSIP: 05565QDU9<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |   4969000 | PA      | $4942519.75   | 0.18%             | 2199-12-31      | 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        |   1675000 | PA      | $1666874.28   | 0.06%             | 2032-07-20      | Fixed         | 5.04%                 | Yes           |                  2 | On Loan: No      |
| DLLMT LLC                                                                                      | DLLMT 2024 1 LLC                                   | CUSIP: 23347AAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1406250 | PA      | $1429060.83   | 0.05%             | 2032-04-20      | Fixed         | 4.98%                 | Yes           |                  2 | On Loan: No      |
| GMF FLOORPLAN OWNER REVOLVING TRUST                                                            | GENERAL MOTORS                                     | CUSIP: 361886DC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $2028968.84   | 0.07%             | 2029-03-15      | Fixed         | 5.33%                 | Yes           |                  2 | On Loan: No      |
| STEWART INFORMATION SERVICES CORPORATION                                                       | STEWART INFORMATION SERVICES CORP                  | CUSIP: 86038AAA0<br>LEI: 529900TV1XI0PLKENU10 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4476338.33   | 0.16%             | 2031-11-15      | Fixed         | 3.60%                 | No            |                  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        |   2000000 | PA      | $2022365.10   | 0.07%             | 2028-12-15      | Fixed         | 5.59%                 | Yes           |                  2 | On Loan: No      |
| WINGSPIRE EQUIPMENT FINANCE LLC                                                                | WINGSPIRE EQUIPMENT FINANCE 2024 1 LLC             | CUSIP: 97415AAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2189000 | PA      | $2192553.39   | 0.08%             | 2032-09-20      | Fixed         | 5.06%                 | Yes           |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST                                                                     | LAD AUTO RECEIVABLES TRUST 2023 1                  | CUSIP: 505710AC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1200000 | PA      | $1202597.67   | 0.04%             | 2027-08-16      | Fixed         | 5.59%                 | Yes           |                  2 | On Loan: No      |
| Nationwide Building Society                                                                    | NATIONWIDE BUILDING SOCIETY                        | CUSIP: 63859WAE9<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |   2000000 | PA      | $1979432.62   | 0.07%             | 2026-09-14      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| BEAZLEY INSURANCE DESIGNATED ACTIVITY COMPANY                                                  | BEAZLEY INSURANCE DAC                              | CUSIP: N/A<br>LEI: 549300WWULDAFCPEU084       | Long             | DBT              | CORP              | IE        |   5599000 | PA      | $5473951.22   | 0.20%             | 2029-09-10      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc.                                                                                  | ENBRIDGE INC                                       | CUSIP: 29250NBC8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   4400000 | PA      | $4235416.71   | 0.15%             | 2080-07-15      | Fixed         | 5.75%                 | No            |                  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        |   2693878 | PA      | $2749138.89   | 0.10%             | 2050-02-20      | Fixed         | 5.91%                 | Yes           |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                                   | BARCLAYS PLC                                       | CUSIP: 06738ECT0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | RF                | GB        |   2000000 | PA      | $2002229.42   | 0.07%             | 2028-09-10      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| DIAGEO INVESTMENT CORPORATION                                                                  | DIAGEO INVESTMENT CORP                             | CUSIP: 25245BAC1<br>LEI: S4G8DPIPDVCF6CB81Z61 | Long             | DBT              | CORP              | US        |   1091000 | PA      | $1118712.18   | 0.04%             | 2030-08-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| COMM MORTGAGE TRUST                                                                            | COMM MORTGAGE TRUST                                | CUSIP: 12624QAS2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10719401 | PA      | $73115.91     | 0.00%             | 2045-10-15      | Variable      | 1.29%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                                        | HYUNDAI CAPITAL AMERICA                            | CUSIP: 44891ADF1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1975905.73   | 0.07%             | 2027-09-24      | Fixed         | 4.30%                 | 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        |   2250000 | PA      | $2291113.17   | 0.08%             | 2029-12-13      | Fixed         | 5.54%                 | 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      | $688174.95    | 0.03%             | 2033-01-18      | Fixed         | 6.80%                 | Yes           |                  2 | On Loan: No      |
| U.S. BANCORP                                                                                   | US BANCORP                                         | CUSIP: 902973AZ9<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   5200000 | PA      | $5050819.13   | 0.18%             | 2199-12-31      | Fixed         | 5.30%                 | No            |                  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        |   3000000 | PA      | $3051158.44   | 0.11%             | 2035-08-15      | Fixed         | 5.58%                 | Yes           |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                                                         | STANDARD CHARTERED PLC                             | CUSIP: 853254DB3<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $1017620.00   | 0.04%             | 2028-05-14      | Fixed         | 5.69%                 | Yes           |                  2 | On Loan: No      |
| DT AUTO OWNER TRUST                                                                            | DT AUTO OWNER TRUST 2022 2                         | CUSIP: 23345AAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $2001748.31   | 0.07%             | 2028-03-15      | Fixed         | 5.46%                 | Yes           |                  2 | On Loan: No      |
| SANTANDER BANK, N.A.                                                                           | SANTANDER BANK AUTO CREDIT LINKED NOTES SERIES 202 | CUSIP: 80290CAT1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     67875 | PA      | $67871.08     | 0.00%             | 2032-05-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| NSTAR ELECTRIC COMPANY                                                                         | NSTAR ELECTRIC CO                                  | CUSIP: 67021CAX5<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2027141.35   | 0.07%             | 2030-03-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                       | U S TREASURY NOTE                                  | CUSIP: 91282CEY3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4985351.56   | 0.18%             | 2025-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PHINIA HOLDINGS JERSEY LTD                                                                     | BORGWARNER JERSEY LTD                              | CUSIP: 24718PAA5<br>LEI: 549300SEU65CJHRH6V04 | Long             | DBT              | CORP              | JE        |   2087000 | PA      | $2096801.69   | 0.08%             | 2025-10-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORPORATION                                                              | CAPITAL ONE FINANCIAL CORP                         | CUSIP: 14040HCZ6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1042098.92   | 0.04%             | 2029-06-08      | Fixed         | 6.31%                 | No            |                  2 | On Loan: No      |
| WEIR GROUP INC.                                                                                | WEIR GROUP PLC THE                                 | CUSIP: 94877DAA2<br>LEI: 2138009WEPEV2V98AV65 | Long             | DBT              | CORP              | US        |   3937000 | PA      | $3954189.04   | 0.14%             | 2030-05-06      | Fixed         | 5.35%                 | 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        |   2630569 | PA      | $2661446.44   | 0.10%             | 2032-07-20      | Fixed         | 5.58%                 | Yes           |                  2 | On Loan: No      |
| GMF FLOORPLAN OWNER REVOLVING TRUST                                                            | GENERAL MOTORS                                     | CUSIP: 361886DG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1409091 | PA      | $1446367.30   | 0.05%             | 2031-03-17      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST                                                                 | CARVANA AUTO RECEIVABLES TRUST                     | CUSIP: 14687GAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1852787 | PA      | $1796131.40   | 0.07%             | 2028-06-12      | Fixed         | 1.11%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST                                                                        | CARMAX AUTO OWNER TRUST 2024 3                     | CUSIP: 14319GAH4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1238000 | PA      | $1247679.73   | 0.05%             | 2031-01-15      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| INVESCO GOVERNMENT & AGENCY PORTFOLIO                                                          | INVESCO GVT & AGNCY-INST                           | CUSIP: 825252885<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   1318754 | NS      | $1318754.38   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CHEVRON PHILLIPS CHEMICAL COMPANY LLC                                                          | CHEVRON PHILLIPS CHEMICAL CO LLC                   | CUSIP: 166754AX9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3020161.91   | 0.11%             | 2030-05-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| MERCHANTS FLEET FUNDING LLC                                                                    | MERCHANTS FLEET FUNDING LLC                        | CUSIP: 588926AG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2638000 | PA      | $2683216.34   | 0.10%             | 2037-04-20      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| FMC CORPORATION                                                                                | FMC CORP                                           | CUSIP: 34410WST0<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | STIV             | CORP              | US        |   8000000 | PA      | $7968956.00   | 0.29%             |  |  |  | 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      | $408812.92    | 0.01%             | 2033-11-21      | Fixed         | 5.11%                 | Yes           |                  2 | On Loan: No      |
| SkyMiles IP Ltd.                                                                               | DELTA AIR LINES SKYMILES                           | CUSIP: 830867AB3<br>LEI: 2549008L7P4I8VB90936 | Long             | DBT              | CORP              | KY        |   2000000 | PA      | $1982507.81   | 0.07%             | 2028-10-20      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| FIRSTKEY HOMES TRUST                                                                           | FIRSTKEY HOMES 2020 SFR1 TRUST                     | CUSIP: 33768JBN0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1750000 | PA      | $1687597.39   | 0.06%             | 2038-12-17      | Fixed         | 2.54%                 | Yes           |                  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        |   4000000 | PA      | $4014082.93   | 0.15%             | 2031-10-15      | Fixed         | 4.53%                 | Yes           |                  2 | On Loan: No      |
| Viper Energy, Inc.                                                                             | VIPER ENERGY PARTNERS LP                           | CUSIP: 92763MAB1<br>LEI: 5299009LINL232255G03 | Long             | DBT              | CORP              | US        |   1575000 | PA      | $1637395.46   | 0.06%             | 2031-11-01      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| DLLAD LLC                                                                                      | DLLAD 2024 1 LLC                                   | CUSIP: 23346MAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1289796 | PA      | $1329386.19   | 0.05%             | 2031-09-22      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| TRILLIUM CREDIT CARD TRUST II                                                                  | TRILLIUM CREDIT CARD TRUST II                      | CUSIP: 89621ACA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1003082.00   | 0.04%             | 2028-12-27      | Fixed         | 5.50%                 | Yes           |                  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        |   1994000 | PA      | $2026578.92   | 0.07%             | 2030-10-15      | Fixed         | 5.81%                 | 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        |   2500000 | PA      | $2533022.84   | 0.09%             | 2027-04-20      | Fixed         | 7.09%                 | Yes           |                  2 | On Loan: No      |
| CGI INC.                                                                                       | CGI INC                                            | CUSIP: 12532HAK0<br>LEI: 549300WSRCZY73ZG3090 | Long             | DBT              | CORP              | CA        |   2000000 | PA      | $2009305.73   | 0.07%             | 2030-03-14      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| NMEF FUNDING LLC                                                                               | NMEF FUNDING 2025 A LLC                            | CUSIP: 62919VAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3309091 | PA      | $3279492.48   | 0.12%             | 2032-04-25      | Fixed         | 5.18%                 | Yes           |                  2 | On Loan: No      |
| BPR TRUST                                                                                      | BPR TRUST 2021 TY                                  | CUSIP: 05592AAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2711538 | PA      | $2687878.31   | 0.10%             | 2038-09-15      | Floating      | 6.14%                 | Yes           |                  2 | On Loan: No      |
| VERDANT RECEIVABLES LLC                                                                        | VERDANT RECEIVABLES 2024 1 LLC                     | CUSIP: 92339MAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    437000 | PA      | $446551.98    | 0.02%             | 2031-12-12      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| RADIAN GROUP INC.                                                                              | RADIAN GROUP INC                                   | CUSIP: 750236AY7<br>LEI: 54930005OUP720S5U385 | Long             | DBT              | CORP              | US        |   3245000 | PA      | $3353326.10   | 0.12%             | 2029-05-15      | Fixed         | 6.20%                 | 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        |   1113171 | PA      | $1103749.35   | 0.04%             | 2028-01-13      | Fixed         | 3.20%                 | Yes           |                  2 | On Loan: No      |
| KITE REALTY GROUP, L.P.                                                                        | KITE REALTY GROUP LP                               | CUSIP: 49803XAA1<br>LEI: 549300X6R2GYI8Y3OD81 | Long             | DBT              | CORP              | US        |   3894000 | PA      | $3851334.69   | 0.14%             | 2026-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EVERGREEN CREDIT CARD TRUST                                                                    | EVERGREEN CREDIT CARD TRUST                        | CUSIP: 30023JCY2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1111000 | PA      | $1117169.01   | 0.04%             | 2029-05-15      | Fixed         | 5.53%                 | 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        |   1000000 | PA      | $960967.62    | 0.04%             | 2027-08-20      | Fixed         | 2.13%                 | 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        |   2000000 | PA      | $2009538.02   | 0.07%             | 2029-04-16      | Fixed         | 4.49%                 | Yes           |                  2 | On Loan: No      |
| SYSCO CORPORATION                                                                              | SYSCO CORP                                         | CUSIP: 871829BU0<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3055038.95   | 0.11%             | 2030-09-23      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| AERCAP GLOBAL AVIATION TRUST                                                                   | AERCAP GLOBAL AVIATION T                           | CUSIP: 00773HAA5<br>LEI: 635400FBSV8LXXNRV758 | Long             | DBT              | CORP              | US        |   4494000 | PA      | $4497475.24   | 0.16%             | 2045-06-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| MGIC INVESTMENT CORPORATION                                                                    | MGIC INVESTMENT CORP                               | CUSIP: 552848AG8<br>LEI: 254900S8483WM4M98R28 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1994608.87   | 0.07%             | 2028-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC                                                                | HERTZ VEHICLE FINANCING III LLC                    | CUSIP: 42806MBT5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1005734.32   | 0.04%             | 2027-06-25      | Fixed         | 6.22%                 | Yes           |                  2 | On Loan: No      |
| TAPESTRY, INC.                                                                                 | TAPESTRY INC                                       | CUSIP: 876030AK3<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2007229.22   | 0.07%             | 2030-03-11      | Fixed         | 5.10%                 | 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        |   4135000 | PA      | $4020200.37   | 0.15%             | 2026-01-01      | Fixed         | 1.89%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP, INC.                                                                 | CITIZENS FINANCIAL GROUP INC                       | CUSIP: 174610AU9<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |  11093000 | PA      | $10997803.37  | 0.40%             | 2199-12-31      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING                                                                 | AVIS BUDGET RENTAL CAR FUNDING AESOP LLC           | CUSIP: 05377RET7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    800000 | PA      | $757727.86    | 0.03%             | 2028-02-20      | Fixed         | 2.35%                 | Yes           |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-05-30

**Name of Applicant:** Victory Portfolios III

**Signature:** Carol Trevino

**Name of Signer:** Carol Trevino

**Title:** Treasurer