# EDGAR Filing Document

**Accession Number:** 0000912763
**File Stem:** 0000912763-26-000014
**Filing Date:** 2026-5
**Character Count:** 219026
**Document Hash:** 3c57c63249450023fce6cc7612e6a44e
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000912763-26-000014.hdr.sgml**: 20260522

**ACCESSION NUMBER**: 0000912763-26-000014

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260522

**DATE AS OF CHANGE**: 20260522

**PERIOD START**: 20260930

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Federated Hermes Total Return Series, Inc.
- **CENTRAL INDEX KEY:** 0000912763

**ORGANIZATION NAME:**
- **EIN:** 256429335
- **STATE OF INCORPORATION:** MD
- **FISCAL YEAR END:** 0930

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07115
- **FILM NUMBER:** 261011202

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

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

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** FEDERATED TOTAL RETURN SERIES INC
- **DATE OF NAME CHANGE:** 19950407

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** INSIGHT INSTITUTIONAL SERIES INC
- **DATE OF NAME CHANGE:** 19940118

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** STRATEGIC INVESTMENT SERIES INC
- **DATE OF NAME CHANGE:** 19931019

## Series and Classes Contracts Data

### Federated Hermes Ultrashort Bond Fund (Series ID: S000010898)

| Class ID   | Class Name           | Ticker Symbol   |
|:---|:---|:---|
| C000030205 | Class A Shares       | FULAX           |
| C000030206 | Institutional Shares | FULIX           |
| C000030207 | Service Shares       | FULBX           |
| C000212356 | Class R6 Shares      | FULLX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Federated Hermes Total Return Series, Inc.

- **b. Investment Company Act file number:** 811-07115

- **c. CIK number of Registrant:** 0000912763

- **d. LEI of Registrant:** 254900I1JON2W1ZB0K47

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

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

  - **City:** Warrendale

  - **State:** PA

  - **Foreign country:** US

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

  - **Telephone number:** 8003417400

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

- **a. Name of Series:** Federated Hermes Ultrashort Bond Fund

- **b. EDGAR series identifier (if any):** S000010898

- **c. LEI of Series:** 4SLJRM7FK1CXGQHDBA02

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

- **a. Date of fiscal year-end:** 2026-09-30

- **b. Date as of which information is reported:** 2026-03-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $3963105042.36

**Total Liabilities:** $15045624.14

**Net Assets:** $3948059418.22

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -14711.702384000000 | **1-Year:** -194476.313555000000 | **5-Year:** -180870.444787000000 | **10-Year:** -7132.838637000000 | **30-Year:** -629.606506000000

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

- **3-Month:** -378.334034000000 | **1-Year:** -10179.763014000000 | **5-Year:** -21512.765104000000 | **10-Year:** -168.695834000000 | **30-Year:** -24.984031000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000030205 | 0.37%                | 0.35%                | -0.07%               |
| Class ID C000030206 | 0.38%                | 0.36%                | -0.06%               |
| Class ID C000030207 | 0.48%                | 0.35%                | -0.07%               |
| Class ID C000212356 | 0.38%                | 0.36%                | -0.06%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $127631.16               | $693171.51                                 |
| Month 2  | $106349.04               | $1764714.95                                |
| Month 3  | $453.55                  | $-18356113.44                              |

**Designated Index Information**

- **Index Name:** Bloomberg Barclays US Government/Credit Bond Index

- **Index Identifier:** LUGCTRUU

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| AIR LEASE CORP                                                           | Air Lease Corp                                                                | CUSIP: 00914AAV4<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $7065024.75   | 0.18%             | 2029-03-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes                                       | Ally Bank Auto Credit-Linked Notes Series 2024-B                              | CUSIP: 02007G4E0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2142984 | PA      | $2154853.30   | 0.05%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes                                       | Ally Bank Auto Credit-Linked Notes Series 2024-B                              | CUSIP: 02007G4F7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2857312 | PA      | $2877402.22   | 0.07%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes                                       | Ally Bank Auto Credit-Linked Notes Series 2025-B                              | CUSIP: 02007G6S7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3570133 | PA      | $3570841.15   | 0.09%             |  |  |  | Yes           |                  2 | On Loan: No      |
| ALPHABET INC                                                             | Alphabet Inc                                                                  | CUSIP: 02079KAU1<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $7017666.18   | 0.18%             | 2028-11-15      | Floating      | 4.18%                 | No            |                  2 | On Loan: No      |
| ARI Fleet Lease Trust                                                    | ARI Fleet Lease Trust 2025-B                                                  | CUSIP: 00193GAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3670000 | PA      | $3709759.68   | 0.09%             |  |  |  | Yes           |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                                   | American Honda Finance Corp                                                   | CUSIP: 02665WFS5<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9958990.00   | 0.25%             | 2027-10-22      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                           | Amazon.com Inc                                                                | CUSIP: 023135DA1<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10007218.30  | 0.25%             | 2029-03-13      | Floating      | 4.24%                 | No            |                  2 | On Loan: No      |
| AmeriCredit Automobile Receivables Trust                                 | AmeriCredit Automobile Receivables Trust 2025-1                               | CUSIP: 03067FAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  12000000 | PA      | $11931586.20  | 0.30%             |  |  |  | Yes           |                  2 | On Loan: No      |
| AON NORTH AMERICA INC                                                    | Aon North America Inc                                                         | CUSIP: 03740MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4500000 | PA      | $4524136.92   | 0.11%             | 2027-03-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| ARI Fleet Lease Trust                                                    | ARI Fleet Lease Trust 2026-A                                                  | CUSIP: 04033DAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1025000 | PA      | $1016060.72   | 0.03%             |  |  |  | Yes           |                  2 | On Loan: No      |
| AUST & NZ BANKING GROUP                                                  | Australia & New Zealand Banking Group Ltd                                     | CUSIP: 05252ADN8<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |  10000000 | PA      | $10107702.20  | 0.26%             | 2029-12-16      | Floating      | 4.50%                 | Yes           |                  2 | On Loan: No      |
| BMW Vehicle Lease Trust                                                  | BMW Vehicle Lease Trust                                                       | CUSIP: 05613MAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    398413 | PA      | $398458.86    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                     | Bank of America Corp                                                          | CUSIP: 06051GJV2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $15018931.20  | 0.38%             | 2027-07-22      | Floating      | 4.64%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                                      | Bank of Nova Scotia/The                                                       | CUSIP: 0641598M1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |  20000000 | PA      | $20026284.00  | 0.51%             | 2026-09-15      | Floating      | 4.26%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                                   | American Honda Finance Corp                                                   | CUSIP: 02665WGD7<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   9685000 | PA      | $9692074.12   | 0.25%             | 2027-07-09      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| BANK OF NEW ZEALAND                                                      | Bank of New Zealand                                                           | CUSIP: 06407EAD7<br>LEI: N7LGVZM7X4UQ66T7LT74 | Long             | DBT              | CORP              | NZ        |  15000000 | PA      | $15045841.35  | 0.38%             | 2027-01-27      | Floating      | 4.48%                 | Yes           |                  2 | On Loan: No      |
| BAYER US FINANCE LLC                                                     | Bayer US Finance LLC                                                          | CUSIP: 07274EAH6<br>LEI: 54930093Q75GSEM74I71 | Long             | DBT              | CORP              | US        |   3420000 | PA      | $3451613.86   | 0.09%             | 2026-11-21      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| BOF URSA FUNDING                                                         | BOF URSA FUNDING                                                              | CUSIP: 072926AF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4650000 | PA      | $4726011.23   | 0.12%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Bayview Opportunity Master Fund VII                                      | Bayview Opportunity Master Fund VII 2024-CAR1 LLC                             | CUSIP: 07336QAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    494310 | PA      | $498934.13    | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| BNP PARIBAS                                                              | BNP Paribas SA                                                                | CUSIP: 09659W3B8<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |  10000000 | PA      | $10093882.50  | 0.26%             | 2029-05-09      | Floating      | 5.09%                 | Yes           |                  2 | On Loan: No      |
| BROADCOM INC                                                             | Broadcom Inc                                                                  | CUSIP: 11135FBZ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   3774000 | PA      | $3813682.74   | 0.10%             | 2027-07-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CARDS II Trust                                                           | CARDS II Trust                                                                | CUSIP: 14161GCK4<br>LEI: 549300GWPYLNK6X47W76 | Long             | ABS-O            | CORP              | CA        |  13650000 | PA      | $13613773.58  | 0.34%             |  |  |  | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA NA                                                       | Bank of America NA                                                            | CUSIP: 06428CAB0<br>LEI: B4TYDEB6GKMZO031MB27 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5009761.80   | 0.13%             | 2026-08-18      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAP LLC                                                   | CNH Industrial Capital LLC                                                    | CUSIP: 12592BAV6<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9875816.90   | 0.25%             | 2030-10-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CARDS II Trust                                                           | CARDS II Trust                                                                | CUSIP: 14161GCL2<br>LEI: 549300GWPYLNK6X47W76 | Long             | ABS-O            | CORP              | CA        |   5000000 | PA      | $4972715.25   | 0.13%             |  |  |  | Yes           |                  2 | On Loan: No      |
| CITIGROUP INC                                                            | Citigroup Inc                                                                 | CUSIP: 172967MZ1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $15010485.00  | 0.38%             | 2027-06-09      | Floating      | 4.42%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                         | Fannie Mae Connecticut Avenue Securities                                      | CUSIP: 20755CAB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  11000000 | PA      | $11167126.30  | 0.28%             | 2043-10-25      | Floating      | 6.16%                 | Yes           |                  2 | On Loan: No      |
| UBS GROUP AG                                                             | UBS Group AG                                                                  | CUSIP: 225401BQ0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |  10000000 | PA      | $9911923.70   | 0.25%             | 2030-04-10      | Floating      | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                                       | Alternative Loan Trust 2005-51                                                | CUSIP: 12668ARF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     67852 | PA      | $51953.63     | 0.00%             | 2035-11-20      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                                                  | Carmax Auto Owner Trust 2025-1                                                | CUSIP: 14319WAH9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3965000 | PA      | $3989332.21   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| DLLST LLC                                                                | DLLST 2024-1 LLC                                                              | CUSIP: 23346HAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3266864 | PA      | $3278642.45   | 0.08%             |  |  |  | Yes           |                  2 | On Loan: No      |
| DLLAD LLC                                                                | Dllad 2024-1 LLC                                                              | CUSIP: 23346MAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    553535 | PA      | $555286.18    | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Drive Auto Receivables Trust                                             | Drive Auto Receivables Trust 2025-2                                           | CUSIP: 262103AG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  11500000 | PA      | $11453381.30  | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                                           | Enterprise Fleet Financing 2024-4 LLC                                         | CUSIP: 29374MAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3388898 | PA      | $3396994.05   | 0.09%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                                           | Enterprise Fleet Financing 2024-3 LLC                                         | CUSIP: 29375QAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2509888 | PA      | $2515883.52   | 0.06%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae REMICS                                                             | CUSIP: 3136B5MD4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    899632 | PA      | $892393.15    | 0.02%             | 2049-07-25      | Floating      | 4.18%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                              | Freddie Mac REMICS                                                            | CUSIP: 3137A9HR0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    663453 | PA      | $662099.95    | 0.02%             | 2041-04-15      | Floating      | 4.12%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                         | Freddie Mac Multifamily Structured Pass Through Certificates                  | CUSIP: 3137F6JG3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   8790452 | PA      | $8791746.11   | 0.22%             | 2030-09-25      | Floating      | 4.11%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                                                  | CarMax Auto Owner Trust 2026-1                                                | CUSIP: 14320XAF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3100000 | PA      | $3105845.67   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corporation                                       | Chase Home Lending Mortgage Trust 2023-1                                      | CUSIP: 16159PAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  14785288 | PA      | $14859605.79  | 0.38%             | 2054-06-25      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Chesapeake Funding II LLC                                                | Chesapeake Funding II LLC                                                     | CUSIP: 165183DB7<br>LEI: 5493000HT7H4OFOD6Z12 | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $3032222.70   | 0.08%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Chesapeake Funding II LLC                                                | Chesapeake Funding II LLC                                                     | CUSIP: 165183DC5<br>LEI: 5493000HT7H4OFOD6Z12 | Long             | ABS-O            | CORP              | US        |   4500000 | PA      | $4550516.33   | 0.12%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Chesapeake Funding II LLC                                                | Chesapeake Funding II LLC                                                     | CUSIP: 165183DG6<br>LEI: 5493000HT7H4OFOD6Z12 | Long             | ABS-O            | CORP              | US        |   3500000 | PA      | $3529655.85   | 0.09%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Chesapeake Funding II LLC                                                | Chesapeake Funding II LLC                                                     | CUSIP: 165183DJ0<br>LEI: 5493000HT7H4OFOD6Z12 | Long             | ABS-O            | CORP              | US        |   6399617 | PA      | $6400406.07   | 0.16%             |  |  |  | Yes           |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                         | Freddie Mac Multifamily Structured Pass Through Certificates                  | CUSIP: 3137F73C7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3247368 | PA      | $3244419.71   | 0.08%             | 2027-10-25      | Floating      | 4.06%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                         | Freddie Mac Multifamily Structured Pass Through Certificates                  | CUSIP: 3137H2NK6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   8959326 | PA      | $8909877.04   | 0.23%             | 2028-08-25      | Floating      | 3.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                              | Freddie Mac REMICS                                                            | CUSIP: 3137HCY63<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   8180988 | PA      | $8213926.81   | 0.21%             | 2054-06-25      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                              | Freddie Mac REMICS                                                            | CUSIP: 3137HDLC2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  17026751 | PA      | $17032721.80  | 0.43%             | 2054-07-25      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae REMICS                                                             | CUSIP: 31396PV99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1778859 | PA      | $1761181.49   | 0.04%             | 2037-03-25      | Floating      | 4.01%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae REMICS                                                             | CUSIP: 31396XB29<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    115249 | PA      | $114911.80    | 0.00%             | 2037-07-25      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                              | Freddie Mac REMICS                                                            | CUSIP: 31397GZ94<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    129195 | PA      | $129040.02    | 0.00%             | 2036-07-15      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae REMICS                                                             | CUSIP: 31398NWL4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2889983 | PA      | $2881304.95   | 0.07%             | 2040-10-25      | Floating      | 4.18%                 | No            |                  2 | On Loan: No      |
| Federated Core Trust III - Federated Project and Trade Finance Core Fund | FEDERATED CORE TR III FEDERATED PROJ+TRADE FIN CORE                           | CUSIP: 31415N103<br>LEI: 549300K79QCJYF3J1472 | Long             | EC               | RF                | US        |  11027486 | NS      | $98254899.25  | 2.49%             |  |  |  | No            |                  1 | On Loan: No      |
| FIFTH THIRD BANK INC                                                     | Fifth Third Bank NA                                                           | CUSIP: 31677QBV0<br>LEI: QFROUN1UWUYU0DVIWD51 | Long             | DBT              | CORP              | US        |   8825000 | PA      | $8831542.68   | 0.22%             | 2028-01-28      | Floating      | 4.48%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                            | Citigroup Inc                                                                 | CUSIP: 172967NH0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   8000000 | PA      | $8037305.36   | 0.20%             | 2028-02-24      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| Dell Equipment Finance Trust                                             | Dell Equipment Finance Trust 2023-3                                           | CUSIP: 24702EAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5500000 | PA      | $5521591.08   | 0.14%             |  |  |  | Yes           |                  2 | On Loan: No      |
| ARI Fleet Lease Trust                                                    | ARI Fleet Lease Trust 2024-A                                                  | CUSIP: 00218KAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1942142 | PA      | $1951617.75   | 0.05%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Dell Equipment Finance Trust                                             | Dell Equipment Finance Trust 2025-2                                           | CUSIP: 24703VAL5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7500000 | PA      | $7489185.75   | 0.19%             |  |  |  | Yes           |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                                         | Deutsche Bank AG/New York NY                                                  | CUSIP: 251526DC0<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |  10000000 | PA      | $9997223.10   | 0.25%             | 2031-08-04      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| ARI Fleet Lease Trust                                                    | ARI Fleet Lease Trust 2024-A                                                  | CUSIP: 00218KAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1310000 | PA      | $1325010.57   | 0.03%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes                                       | Ally Bank Auto Credit-Linked Notes Series 2024-A                              | CUSIP: 02007GZ55<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    828135 | PA      | $841048.66    | 0.02%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes                                       | Ally Bank Auto Credit-Linked Notes Series 2024-A                              | CUSIP: 02007GZ63<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1242202 | PA      | $1261780.71   | 0.03%             |  |  |  | Yes           |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                      | American Express Co                                                           | CUSIP: 025816CL1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |  21550000 | PA      | $21588215.05  | 0.55%             | 2026-11-04      | Floating      | 4.31%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                                   | American Honda Finance Corp                                                   | CUSIP: 02665WGK1<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   9985000 | PA      | $9904077.87   | 0.25%             | 2028-09-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AmeriCredit Automobile Receivables Trust                                 | AmeriCredit Automobile Receivables Trust 2023-2                               | CUSIP: 03065UAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  18800000 | PA      | $19209017.50  | 0.49%             |  |  |  | No            |                  2 | On Loan: No      |
| ARI Fleet Lease Trust                                                    | ARI Fleet Lease Trust 2026-A                                                  | CUSIP: 04033DAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1200000 | PA      | $1189051.26   | 0.03%             |  |  |  | Yes           |                  2 | On Loan: No      |
| BOF URSA FUNDING                                                         | BOF URSA FUNDING                                                              | CUSIP: 072926AE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3650000 | PA      | $3683894.08   | 0.09%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Fontainebleau Miami Beach Trust                                          | Fontainebleau Miami Beach Mortgage Trust 2024-FBLU                            | CUSIP: 34461WAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1750000 | PA      | $1750002.10   | 0.04%             | 2039-12-15      | Floating      | 5.52%                 | Yes           |                  2 | On Loan: No      |
| Ford Credit Floorplan Master Owner Trust                                 | Ford Credit Floorplan Master Owner Trust A                                    | CUSIP: 34528QHZ0<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-O            | CORP              | US        |  13000000 | PA      | $13029637.40  | 0.33%             |  |  |  | Yes           |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                 | Ford Motor Credit Co LLC                                                      | CUSIP: 345397D26<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |  18605000 | PA      | $18649444.18  | 0.47%             | 2026-06-10      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                 | Ford Motor Credit Co LLC                                                      | CUSIP: 345397F99<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10013783.80  | 0.25%             | 2026-11-05      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                                   | Canadian Imperial Bank of Commerce                                            | CUSIP: 13607QFC1<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   6250000 | PA      | $6252240.31   | 0.16%             | 2028-09-08      | Floating      | 4.45%                 | No            |                  2 | On Loan: No      |
| CARDS II Trust                                                           | CARDS II Trust                                                                | CUSIP: 14161GCP3<br>LEI: 549300GWPYLNK6X47W76 | Long             | ABS-O            | CORP              | US        |   7392000 | PA      | $7167172.69   | 0.18%             |  |  |  | Yes           |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                                 | Electricite de France SA                                                      | CUSIP: 28504DAB9<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |   3385000 | PA      | $3466481.82   | 0.09%             | 2028-05-23      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                                           | Enterprise Fleet Financing 2026-1 LLC                                         | CUSIP: 29376JAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  14700000 | PA      | $14596483.34  | 0.37%             |  |  |  | Yes           |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                                                  | Carmax Auto Owner Trust 2025-3                                                | CUSIP: 14290FAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2630000 | PA      | $2664150.68   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                                                  | Carmax Auto Owner Trust 2025-3                                                | CUSIP: 14290FAH9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3150000 | PA      | $3172924.28   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Bayview Opportunity Master Fund VII                                      | Bayview Opportunity Master Fund VII 2024-CAR1 LLC                             | CUSIP: 07336QAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    247155 | PA      | $248440.21    | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                                   | Canadian Imperial Bank of Commerce                                            | CUSIP: 13607QWB4<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   4315000 | PA      | $4287161.39   | 0.11%             | 2030-01-29      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                                                  | Carmax Auto Owner Trust 2025-1                                                | CUSIP: 14319WAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3550000 | PA      | $3608709.55   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                                              | Citibank NA                                                                   | CUSIP: 17325FBM9<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5001259.90   | 0.13%             | 2027-11-19      | Floating      | 4.37%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                                                  | Carmax Auto Owner Trust 2025-1                                                | CUSIP: 14319WAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3825000 | PA      | $3899858.50   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                                                  | CarMax Auto Owner Trust 2026-1                                                | CUSIP: 14320XAH4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $1981600.90   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| General Motors                                                           | GMF Floorplan Owner Revolving Trust                                           | CUSIP: 361886DB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6750000 | PA      | $6786687.60   | 0.17%             |  |  |  | Yes           |                  2 | On Loan: No      |
| GE HEALTHCARE TECH INC                                                   | GE HealthCare Technologies Inc                                                | CUSIP: 36266GAD9<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |   1715000 | PA      | $1704121.55   | 0.04%             | 2028-12-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                   | General Motors Financial Co Inc                                               | CUSIP: 37045XFH4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   9985000 | PA      | $10039509.01  | 0.25%             | 2027-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GM Financial Securitized Term Auto Receivables Tr                        | Gm Financial Consumer Automobile Receivables Trust 2025-3                     | CUSIP: 379957AF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1850000 | PA      | $1863196.51   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae REMICS                                                             | CUSIP: 3136BAS96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4721299 | PA      | $4623474.14   | 0.12%             | 2050-07-25      | Floating      | 4.18%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                              | Freddie Mac REMICS                                                            | CUSIP: 3137BRN76<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    711826 | PA      | $707149.54    | 0.02%             | 2046-08-15      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association                                      | CUSIP: 38384NPP4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  14768790 | PA      | $14804867.08  | 0.37%             | 2054-05-20      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| GREAT AMERICA LEASING RECEIVABLES                                        | GreatAmerica Leasing Receivables Funding LLC                                  | CUSIP: 39154GAM8<br>LEI: 549300JFP7GIDD4UWO79 | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $3029017.35   | 0.08%             |  |  |  | Yes           |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                 | Constellation Brands Inc                                                      | CUSIP: 21036PBS6<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |   1820000 | PA      | $1831564.52   | 0.05%             | 2030-05-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Dell Equipment Finance Trust                                             | Dell Equipment Finance Trust 2024-1                                           | CUSIP: 24702GAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2019330.90   | 0.05%             |  |  |  | Yes           |                  2 | On Loan: No      |
| GreenState Auto Receivables Trust                                        | GreenState Auto Receivables Trust 2024-1                                      | CUSIP: 39573AAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1600000 | PA      | $1623971.52   | 0.04%             |  |  |  | Yes           |                  2 | On Loan: No      |
| HPEFS Equipment Trust                                                    | HPEFS Equipment Trust 2024-2                                                  | CUSIP: 40444MAL5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10500000 | PA      | $10646424.60  | 0.27%             |  |  |  | Yes           |                  2 | On Loan: No      |
| HPEFS Equipment Trust                                                    | HPEFS Equipment Trust 2025-2                                                  | CUSIP: 442927AF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $2984522.25   | 0.08%             |  |  |  | Yes           |                  2 | On Loan: No      |
| The Huntington National Bank                                             | Huntington Bank Auto Credit-Linked Notes Series 2026-1                        | CUSIP: 44644NAV1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  17000000 | PA      | $16985057.85  | 0.43%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                              | Freddie Mac Pool                                                              | CUSIP: 3132DWK93<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  20732619 | PA      | $20859008.97  | 0.53%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                         | Freddie Mac Multifamily Structured Pass Through Certificates                  | CUSIP: 3137F84A8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  10536508 | PA      | $10506201.56  | 0.27%             | 2030-11-25      | Floating      | 4.08%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                      | JPMorgan Chase & Co                                                           | CUSIP: 46647PET9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  19950000 | PA      | $19966409.87  | 0.51%             | 2029-01-24      | Floating      | 4.47%                 | No            |                  2 | On Loan: No      |
| JW Commercial Mortgage Trust 2024-MRCO                                   | JW Trust 2024-BERY                                                            | CUSIP: 46676AAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $2002501.00   | 0.05%             | 2039-11-15      | Floating      | 5.91%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                              | Freddie Mac REMICS                                                            | CUSIP: 3137FNQV5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2812987 | PA      | $2790516.88   | 0.07%             | 2049-09-25      | Floating      | 4.18%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae Pool                                                               | CUSIP: 31385YCQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12415 | PA      | $12435.78     | 0.00%             | 2040-05-01      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust                                               | LAD Auto Receivables Trust 2024-3                                             | CUSIP: 505709AG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2800000 | PA      | $2826672.94   | 0.07%             |  |  |  | Yes           |                  2 | On Loan: No      |
| MERCEDES-BENZ FIN NA                                                     | Mercedes-Benz Finance North America LLC                                       | CUSIP: 58769JAY3<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |  13795000 | PA      | $13830139.31  | 0.35%             | 2027-11-15      | Floating      | 4.51%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                              | Freddie Mac REMICS                                                            | CUSIP: 31398EK29<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    136852 | PA      | $138535.71    | 0.00%             | 2037-07-15      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae Pool                                                               | CUSIP: 31402GMR1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    183990 | PA      | $192599.37    | 0.00%             | 2033-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Chase Auto Owner Trust                                                   | Chase Auto Owner Trust 2025-2                                                 | CUSIP: 16144MAH7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6750000 | PA      | $6716316.83   | 0.17%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Chesapeake Funding II LLC                                                | Chesapeake Funding II LLC                                                     | CUSIP: 165183CX0<br>LEI: 5493000HT7H4OFOD6Z12 | Long             | ABS-O            | CORP              | US        |    750000 | PA      | $750784.76    | 0.02%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                              | Freddie Mac REMICS                                                            | CUSIP: 3137F24X1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1354655 | PA      | $1327866.97   | 0.03%             | 2047-07-15      | Floating      | 4.14%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                         | Freddie Mac Multifamily Structured Pass Through Certificates                  | CUSIP: 3137F72K0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1749532 | PA      | $1745358.78   | 0.04%             | 2030-10-25      | Floating      | 4.11%                 | No            |                  2 | On Loan: No      |
| MET TOWER GLOBAL FUNDING                                                 | Met Tower Global Funding                                                      | CUSIP: 58989V2G8<br>LEI: 635400OFJCY9IOGBGY57 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $6030394.92   | 0.15%             | 2027-01-16      | Fixed         | 4.85%                 | Yes           |                  2 | On Loan: No      |
| MET LIFE GLOB FUNDING I                                                  | Metropolitan Life Global Funding I                                            | CUSIP: 592179KM6<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |   7690000 | PA      | $7703008.17   | 0.20%             | 2027-06-11      | Floating      | 4.35%                 | Yes           |                  2 | On Loan: No      |
| Federated Core Trust - Federated Bank Loan Core Fund                     | FEDERATED CORE TR FEDERATED BANK LOAN CORE FUND                               | CUSIP: 31409N804<br>LEI: 549300FJK5JF0KIC2N83 | Long             | EC               | RF                | US        |  17553427 | NS      | $146571112.87 | 3.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Fontainebleau Miami Beach Trust                                          | Fontainebleau Miami Beach Mortgage Trust 2024-FBLU                            | CUSIP: 34461WAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4875000 | PA      | $4881100.09   | 0.12%             | 2039-12-15      | Floating      | 5.82%                 | Yes           |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust/Ford Credit                                 | Ford Credit Auto Owner Trust 2023-REV2                                        | CUSIP: 34535CAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4000000 | PA      | $4138383.60   | 0.10%             |  |  |  | Yes           |                  2 | On Loan: No      |
| GECU Auto Receivables Trust                                              | GECU Auto Receivables Trust 2023-1                                            | CUSIP: 36169EAF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2650000 | PA      | $2671716.75   | 0.07%             |  |  |  | Yes           |                  2 | On Loan: No      |
| GM Financial Securitized Term Auto Receivables Tr                        | GM Financial Consumer Automobile Receivables Trust 2024-1                     | CUSIP: 36268GAF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2250000 | PA      | $2280711.60   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                      | Global Payments Inc                                                           | CUSIP: 37940XBA9<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   6860000 | PA      | $6832325.05   | 0.17%             | 2028-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA                                                              | Citibank NA                                                                   | CUSIP: 17325FBH0<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |   7690000 | PA      | $7698263.29   | 0.19%             | 2026-08-06      | Floating      | 4.37%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP                                                 | Citizens Financial Group Inc                                                  | CUSIP: 174610BF1<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |   3770000 | PA      | $3883070.48   | 0.10%             | 2030-01-23      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                         | Freddie Mac Multifamily Structured Pass Through Certificates                  | CUSIP: 3137FX4E5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    326576 | PA      | $326041.06    | 0.01%             | 2030-08-25      | Floating      | 4.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae Pool                                                               | CUSIP: 31388XVV3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    141698 | PA      | $139205.91    | 0.00%             | 2033-08-01      | Floating      | 4.08%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUST                                                   | Commonwealth Bank of Australia                                                | CUSIP: 2027A0KZ1<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |   5000000 | PA      | $5032894.65   | 0.13%             | 2030-10-01      | Floating      | 4.43%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                         | Fannie Mae Connecticut Avenue Securities                                      | CUSIP: 207942AB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  12000000 | PA      | $12369405.60  | 0.31%             | 2043-06-25      | Floating      | 6.76%                 | Yes           |                  2 | On Loan: No      |
| CONSTELLATION EN GEN LLC                                                 | Constellation Energy Generation LLC                                           | CUSIP: 210385AN0<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |   2220000 | PA      | $2216744.66   | 0.06%             | 2028-01-08      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| DLLMT LLC                                                                | DLLMT 2026-1 LLC                                                              | CUSIP: 23347JAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2740000 | PA      | $2745263.13   | 0.07%             |  |  |  | Yes           |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                       | Ally Financial Inc                                                            | CUSIP: 02005NBZ2<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   4210000 | PA      | $4276729.97   | 0.11%             | 2029-05-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes                                       | Ally Bank Auto Credit-Linked Notes Series 2025-B                              | CUSIP: 02007G6R9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4400397 | PA      | $4401261.86   | 0.11%             |  |  |  | Yes           |                  2 | On Loan: No      |
| GREAT AMERICA LEASING RECEIVABLES                                        | GreatAmerica Leasing Receivables Funding LLC                                  | CUSIP: 39154TCS5<br>LEI: 549300JFP7GIDD4UWO79 | Long             | ABS-O            | CORP              | US        |   2535000 | PA      | $2541362.72   | 0.06%             |  |  |  | Yes           |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                  | Hyundai Capital America                                                       | CUSIP: 44891ACM7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $6037564.26   | 0.15%             | 2026-09-21      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| Ally Auto Receivables Trust                                              | ALLY AUTO RECEIVABLES TRUST 2023-A                                            | CUSIP: 02008NAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3244490 | PA      | $3269410.30   | 0.08%             |  |  |  | Yes           |                  2 | On Loan: No      |
| AMAZON.COM INC                                                           | Amazon.com Inc                                                                | CUSIP: 023135CS3<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9960085.50   | 0.25%             | 2028-11-20      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF CANADA                                                  | National Bank of Canada                                                       | CUSIP: 63307A3K9<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |  10000000 | PA      | $9949996.00   | 0.25%             | 2029-01-20      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                                               | Navient Private Education Refi Loan Trust 2019-D                              | CUSIP: 63941CAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2516054 | PA      | $2513378.70   | 0.06%             |  |  |  | Yes           |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                      | American Express Co                                                           | CUSIP: 025816EE5<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $6062898.96   | 0.15%             | 2029-04-25      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                                                  | CarMax Auto Owner Trust 2024-4                                                | CUSIP: 14290DAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1750000 | PA      | $1777041.18   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae REMICS                                                             | CUSIP: 31395NAY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     87952 | PA      | $87776.21     | 0.00%             | 2036-06-25      | Floating      | 4.21%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                              | Freddie Mac REMICS                                                            | CUSIP: 31396GE98<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    296613 | PA      | $295659.83    | 0.01%             | 2035-12-15      | Floating      | 4.31%                 | No            |                  2 | On Loan: No      |
| Chase Auto Credit Linked Notes                                           | Chase Auto Credit Linked Notes Series 2025-1                                  | CUSIP: 46591HCU2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1520491 | PA      | $1526730.05   | 0.04%             |  |  |  | Yes           |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                      | JPMorgan Chase & Co                                                           | CUSIP: 46647PCQ7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  12500000 | PA      | $12507361.25  | 0.32%             | 2027-09-22      | Floating      | 4.41%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                                       | Credit Agricole SA                                                            | CUSIP: 22535WAQ0<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |  10000000 | PA      | $10033483.00  | 0.25%             | 2029-01-09      | Floating      | 4.80%                 | Yes           |                  2 | On Loan: No      |
| Dell Equipment Finance Trust                                             | Dell Equipment Finance Trust 2024-1                                           | CUSIP: 24702GAJ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1008885.90   | 0.03%             |  |  |  | Yes           |                  2 | On Loan: No      |
| DAIMLER TRUCK FINAN NA                                                   | Daimler Truck Finance North America LLC                                       | CUSIP: 233853BK5<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |   2365000 | PA      | $2332837.99   | 0.06%             | 2029-01-12      | Fixed         | 4.15%                 | Yes           |                  2 | On Loan: No      |
| Dell Equipment Finance Trust                                             | Dell Equipment Finance Trust 2023-3                                           | CUSIP: 24702EAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10000000 | PA      | $10039217.00  | 0.25%             |  |  |  | Yes           |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                                  | Walt Disney Co/The                                                            | CUSIP: 254687GB6<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |   4375000 | PA      | $4374477.93   | 0.11%             | 2029-03-14      | Floating      | 4.13%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust                                             | Drive Auto Receivables Trust                                                  | CUSIP: 262102AF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  17000000 | PA      | $17127726.95  | 0.43%             |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac                                                              | Freddie Mac REMICS                                                            | CUSIP: 31396RKP1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    127044 | PA      | $126919.99    | 0.00%             | 2036-05-15      | Floating      | 4.17%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae REMICS                                                             | CUSIP: 31396XVJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    201084 | PA      | $201090.23    | 0.01%             | 2037-09-25      | Floating      | 4.24%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                                  | Dell International LLC / EMC Corp                                             | CUSIP: 24703DBR1<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |   6350000 | PA      | $6298481.62   | 0.16%             | 2029-02-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Dell Equipment Finance Trust                                             | Dell Equipment Finance Trust 2025-1                                           | CUSIP: 24703UAJ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1730000 | PA      | $1745531.94   | 0.04%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                              | Freddie Mac REMICS                                                            | CUSIP: 31397B5Q0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    129329 | PA      | $128330.07    | 0.00%             | 2036-09-15      | Floating      | 4.09%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                              | Freddie Mac Pool                                                              | CUSIP: 3142J6B28<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  23345842 | PA      | $23451685.04  | 0.59%             | 2055-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Evergreen Credit Card Trust                                              | Evergreen Credit Card Trust                                                   | CUSIP: 30023JCX4<br>LEI: 5493002G9KVV6J3CNU15 | Long             | ABS-O            | CORP              | CA        |   7704000 | PA      | $7781730.66   | 0.20%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Evergreen Credit Card Trust                                              | Evergreen Credit Card Trust                                                   | CUSIP: 30023JDA3<br>LEI: 5493002G9KVV6J3CNU15 | Long             | ABS-O            | CORP              | CA        |   2586000 | PA      | $2573993.07   | 0.07%             |  |  |  | Yes           |                  2 | On Loan: No      |
| META PLATFORMS INC                                                       | Meta Platforms Inc                                                            | CUSIP: 30303MAB8<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   8610000 | PA      | $8528440.31   | 0.22%             | 2030-11-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae REMICS                                                             | CUSIP: 3136B3QC7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  12848649 | PA      | $12715849.20  | 0.32%             | 2048-12-25      | Floating      | 4.08%                 | No            |                  2 | On Loan: No      |
| Dell Equipment Finance Trust                                             | Dell Equipment Finance Trust 2025-1                                           | CUSIP: 24703UAL7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1460000 | PA      | $1473801.09   | 0.04%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Dell Equipment Finance Trust                                             | Dell Equipment Finance Trust 2025-2                                           | CUSIP: 24703VAJ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1975000 | PA      | $1977398.84   | 0.05%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Navient Student Loan Trust                                               | Navient Student Loan Trust                                                    | CUSIP: 63942TAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1178812 | PA      | $1190222.49   | 0.03%             |  |  |  | Yes           |                  2 | On Loan: No      |
| OMNICOM GROUP INC                                                        | Omnicom Group Inc                                                             | CUSIP: 681919BV7<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | DBT              | CORP              | US        |   3485000 | PA      | $3448659.33   | 0.09%             | 2029-03-02      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| JW Commercial Mortgage Trust 2024-MRCO                                   | JW Trust 2024-BERY                                                            | CUSIP: 46676AAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7000000 | PA      | $7000011.20   | 0.18%             | 2039-11-15      | Floating      | 5.27%                 | Yes           |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                                | Nelnet Student Loan Trust 2021-D                                              | CUSIP: 64034YAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  18990595 | PA      | $18934219.09  | 0.48%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae REMICS                                                             | CUSIP: 3136BB3Z3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8110592 | PA      | $7789421.87   | 0.20%             | 2060-10-25      | Floating      | 4.08%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae REMICS                                                             | CUSIP: 31396LM49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    159932 | PA      | $158881.77    | 0.00%             | 2036-12-25      | Floating      | 4.08%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust                                             | Drive Auto Receivables Trust 2024-1                                           | CUSIP: 26208WAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  14500000 | PA      | $14663597.70  | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                             | Enbridge Inc                                                                  | CUSIP: 29250NCM5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |  10000000 | PA      | $9931909.70   | 0.25%             | 2028-11-20      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                                     | Enel Finance International NV                                                 | CUSIP: 29278GBF4<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |   7140000 | PA      | $7082659.73   | 0.18%             | 2028-09-30      | Fixed         | 4.13%                 | Yes           |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                                           | Enterprise Fleet Financing 2024-1 LLC                                         | CUSIP: 29375PAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7092756 | PA      | $7129814.16   | 0.18%             |  |  |  | Yes           |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FDG                                                 | New York Life Global Funding                                                  | CUSIP: 64953BCE6<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9998036.90   | 0.25%             | 2029-02-02      | Floating      | 4.23%                 | Yes           |                  2 | On Loan: No      |
| NextGear Floorplan Master Owner Trust                                    | NextGear Floorplan Master Owner Trust                                         | CUSIP: 65341KCB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  13000000 | PA      | $13100217.00  | 0.33%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                              | Freddie Mac REMICS                                                            | CUSIP: 31396R6R3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     74275 | PA      | $73980.36     | 0.00%             | 2035-08-15      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Lease Trust                                             | Ford Credit Auto Lease Trust 2025-A                                           | CUSIP: 345282AF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10250000 | PA      | $10348999.63  | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| PFS Financing Corp.                                                      | PFS Financing Corp                                                            | CUSIP: 69335PFH3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3500000 | PA      | $3506731.20   | 0.09%             |  |  |  | Yes           |                  2 | On Loan: No      |
| PFS Financing Corp.                                                      | PFS Financing Corp                                                            | CUSIP: 69335PGB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4250000 | PA      | $4266557.58   | 0.11%             |  |  |  | Yes           |                  2 | On Loan: No      |
| GM Financial Securitized Term Auto Receivables Tr                        | GM Financial Consumer Automobile Receivables Trust 2023-3                     | CUSIP: 36267KAG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6000000 | PA      | $6082381.80   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                      | Global Payments Inc                                                           | CUSIP: 37940XAV4<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   9860000 | PA      | $9766770.64   | 0.25%             | 2028-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PenFed Auto Receivables Owner Trust                                      | PenFed Auto Receivables Owner Trust 2025-A                                    | CUSIP: 706916AF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1050000 | PA      | $1047579.75   | 0.03%             |  |  |  | Yes           |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                                                 | Penske Truck Leasing Co Lp / PTL Finance Corp                                 | CUSIP: 709599BY9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1985000 | PA      | $1995985.13   | 0.05%             | 2027-01-12      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust                                | SFS Auto Receivables Securitization Trust 2023-1                              | CUSIP: 78398AAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6950000 | PA      | $7110297.58   | 0.18%             |  |  |  | Yes           |                  2 | On Loan: No      |
| SBNA Auto Receivables Trust                                              | SBNA Auto Receivables Trust 2025-SF1                                          | CUSIP: 78437XAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1175000 | PA      | $1179220.25   | 0.03%             |  |  |  | Yes           |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                                         | SMB Private Education Loan Trust 2021-D                                       | CUSIP: 78449MAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4108256 | PA      | $4058167.97   | 0.10%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                                   | Santander Drive Auto Receivables Trust 2025-2                                 | CUSIP: 80287NAF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  13500000 | PA      | $13615080.75  | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                                   | Santander Drive Auto Receivables Trust 2024-1                                 | CUSIP: 80288AAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3600000 | PA      | $3636922.50   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes                                  | Santander Bank Auto Credit-Linked Notes Series 2025-A                         | CUSIP: 80290CCU6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2500000 | PA      | $2514734.38   | 0.06%             |  |  |  | Yes           |                  2 | On Loan: No      |
| GECU Auto Receivables Trust                                              | GECU Auto Receivables Trust 2023-1                                            | CUSIP: 36169EAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7000000 | PA      | $7039824.75   | 0.18%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Golden Credit Card Trust                                                 | GOLDEN CREDIT CARD TRUST                                                      | CUSIP: 380881FD9<br>LEI: 549300BEDPMEONLTJX58 | Long             | ABS-O            | CORP              | US        |   4250000 | PA      | $4191879.34   | 0.11%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                                   | Santander Drive Auto Receivables Trust 2022-6                                 | CUSIP: 802918AE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1239739 | PA      | $1240870.24   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Securitized Term Auto Receivables Trust                                  | Securitized Term Auto Receivables Trust                                       | CUSIP: 81378WAF0<br>LEI: 254900DVX7EZK9JMUP63 | Long             | ABS-O            | CORP              | CA        |   7900655 | PA      | $7891426.19   | 0.20%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Securitized Term Auto Receivables Trust                                  | Securitized Term Auto Receivables Trust                                       | CUSIP: 81378WAG8<br>LEI: 254900DVX7EZK9JMUP63 | Long             | ABS-O            | CORP              | CA        |   3215383 | PA      | $3209226.01   | 0.08%             |  |  |  | Yes           |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                                   | Standard Chartered PLC                                                        | CUSIP: 85325C2G6<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   6000000 | PA      | $6132907.50   | 0.16%             | 2031-05-13      | Floating      | 5.34%                 | Yes           |                  2 | On Loan: No      |
| Stellantis Financial Underwritten Enhanced Lease Trust                   | Stellantis Financial Underwritten Enhanced Lease Trust 2025-C                 | CUSIP: 85855EAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  13200000 | PA      | $13133412.60  | 0.33%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Stellantis Financial Underwritten Enhanced Lease Trust                   | Stellantis Financial Underwritten Enhanced Lease Trust 2025-A                 | CUSIP: 858928AG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7485000 | PA      | $7523858.75   | 0.19%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Nissan Auto Lease Trust                                                  | Nissan Auto Lease Trust 2025-B                                                | CUSIP: 65481RAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6000000 | PA      | $6045315.00   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| SBNA Auto Receivables Trust                                              | SBNA Auto Receivables Trust 2025-SF1                                          | CUSIP: 78437XAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4525000 | PA      | $4537406.65   | 0.11%             |  |  |  | Yes           |                  2 | On Loan: No      |
| TAKEOFF MERGER SUB INC                                                   | Takeoff Merger Sub Inc                                                        | CUSIP: 873923AA4<br>LEI: 984500DF5ACB4A114F45 | Long             | DBT              | CORP              | US        |   8020000 | PA      | $7979792.13   | 0.20%             | 2028-03-24      | Fixed         | 4.40%                 | Yes           |                  2 | On Loan: No      |
| Tesla Auto Lease Trust                                                   | Tesla Auto Lease Trust 2023-B                                                 | CUSIP: 88167QAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    953098 | PA      | $953695.65    | 0.02%             |  |  |  | Yes           |                  2 | On Loan: No      |
| GM Financial Securitized Term Auto Receivables Tr                        | Gm Financial Consumer Automobile Receivables Trust 2025-3                     | CUSIP: 379957AG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2600000 | PA      | $2610073.31   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Golden Credit Card Trust                                                 | Golden Credit Card Trust                                                      | CUSIP: 380881FG2<br>LEI: 549300BEDPMEONLTJX58 | Long             | ABS-O            | CORP              | CA        |   4000000 | PA      | $3923108.80   | 0.10%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association                                      | CUSIP: 38385HKJ5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  33424331 | PA      | $33669177.29  | 0.85%             | 2055-10-20      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| GREAT AMERICA LEASING RECEIVABLES                                        | GreatAmerica Leasing Receivables Funding LLC                                  | CUSIP: 39154GAL0<br>LEI: 549300JFP7GIDD4UWO79 | Long             | ABS-O            | CORP              | US        |   8000000 | PA      | $8089725.20   | 0.20%             |  |  |  | Yes           |                  2 | On Loan: No      |
| HCA INC                                                                  | HCA Inc                                                                       | CUSIP: 404119CP2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   4600000 | PA      | $4669810.89   | 0.12%             | 2028-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| HONEYWELL AEROSPACE INC                                                  | Honeywell Aerospace Inc                                                       | CUSIP: 43849RAD7<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |   7895000 | PA      | $7860272.74   | 0.20%             | 2029-03-16      | Floating      | 4.28%                 | Yes           |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitization Trust                                  | Hyundai Auto Lease Securitization Trust 2026-A                                | CUSIP: 448970AF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6950000 | PA      | $6923689.39   | 0.18%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitization Trust                                  | Hyundai Auto Lease Securitization Trust 2024-A                                | CUSIP: 448988AF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  12000000 | PA      | $12034797.00  | 0.30%             |  |  |  | Yes           |                  2 | On Loan: No      |
| GREAT AMERICA LEASING RECEIVABLES                                        | GreatAmerica Leasing Receivables                                              | CUSIP: 39154TCF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $3043763.10   | 0.08%             |  |  |  | Yes           |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS LP                                                 | Host Hotels & Resorts LP                                                      | CUSIP: 44107TBE5<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              |  | US        |   3835000 | PA      | $3790498.05   | 0.10%             | 2028-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| The Huntington National Bank                                             | Huntington Bank Auto Credit-Linked Notes Series 2025-1                        | CUSIP: 446438SX2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5205712 | PA      | $5237126.44   | 0.13%             |  |  |  | Yes           |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                  | Hyundai Capital America                                                       | CUSIP: 44891AED5<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   3720000 | PA      | $3680148.31   | 0.09%             | 2029-01-08      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Securitized Term Auto Receivables Trust                                  | Securitized Term Auto Receivables Trust                                       | CUSIP: 81378RAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | CA        |   1638728 | PA      | $1650494.13   | 0.04%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Securitized Term Auto Receivables Trust                                  | Securitized Term Auto Receivables Trust 2025-B                                | CUSIP: 81378WAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | CA        |   3221900 | PA      | $3241720.55   | 0.08%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitization Trust                                  | Hyundai Auto Lease Securitization Trust 2025-A                                | CUSIP: 44935WAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4865000 | PA      | $4906715.67   | 0.12%             |  |  |  | Yes           |                  2 | On Loan: No      |
| LAD Auto Receivables Trust                                               | LAD Auto Receivables Trust 2026-1                                             | CUSIP: 505708AE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2985000 | PA      | $2966904.03   | 0.08%             |  |  |  | Yes           |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                     | Keurig Dr Pepper Inc                                                          | CUSIP: 49271VAS9<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |   1272000 | PA      | $1273771.26   | 0.03%             | 2027-03-15      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust                                               | LAD Auto Receivables Trust 2024-3                                             | CUSIP: 505709AF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3200000 | PA      | $3241353.44   | 0.08%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Evergreen Credit Card Trust                                              | Evergreen Credit Card Trust                                                   | CUSIP: 30023JCY2<br>LEI: 5493002G9KVV6J3CNU15 | Long             | ABS-O            | CORP              | CA        |   3100000 | PA      | $3116368.78   | 0.08%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Evergreen Credit Card Trust                                              | Evergreen Credit Card Trust                                                   | CUSIP: 30023JDB1<br>LEI: 5493002G9KVV6J3CNU15 | Long             | ABS-O            | CORP              | CA        |   6554000 | PA      | $6500527.55   | 0.16%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Tesla Auto Lease Trust                                                   | Tesla Auto Lease Trust 2024-B                                                 | CUSIP: 881934AG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  12400000 | PA      | $12470441.30  | 0.32%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Verizon Master Trust                                                     | Verizon Master Trust                                                          | CUSIP: 92348KEB5<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |   8400000 | PA      | $8441158.32   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| TEXAS Commercial Mortgage Trust                                          | TEXAS Commercial Mortgage Trust 2025-TWR                                      | CUSIP: 88231WAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1400000 | PA      | $1391100.76   | 0.04%             | 2042-04-15      | Floating      | 5.81%                 | Yes           |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                                    | Toronto-Dominion Bank/The                                                     | CUSIP: 89115A3D2<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |  10000000 | PA      | $10039844.80  | 0.25%             | 2029-12-17      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                 | Toyota Motor Credit Corp                                                      | CUSIP: 89236TML6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $7008693.93   | 0.18%             | 2026-08-07      | Floating      | 4.43%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                   | US 5YR NOTE (CBT) JUN26                                                       | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |     -1110 | NC      | $1777416.36   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                                              | Freddie Mac Pool                                                              | CUSIP: 3132DWLL5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  18955898 | PA      | $19071457.45  | 0.48%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae REMICS                                                             | CUSIP: 3136BVBV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  26772470 | PA      | $26747119.53  | 0.68%             | 2055-03-25      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae REMICS                                                             | CUSIP: 3136BWZL3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  20901478 | PA      | $21027030.96  | 0.53%             | 2055-08-25      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                         | Freddie Mac Multifamily Structured Pass Through Certificates                  | CUSIP: 3137F84M2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  12744686 | PA      | $12699350.27  | 0.32%             | 2030-11-25      | Floating      | 4.04%                 | No            |                  2 | On Loan: No      |
| LEIDOS INC                                                               | Leidos Inc                                                                    | CUSIP: 52532XAM7<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |   8325000 | PA      | $8244508.41   | 0.21%             | 2029-03-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                                               | Navient Private Education Refi Loan Trust 2020-H                              | CUSIP: 63935BAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2935906 | PA      | $2791058.48   | 0.07%             |  |  |  | Yes           |                  2 | On Loan: No      |
| LAD Auto Receivables Trust                                               | LAD Auto Receivables Trust 2024-2                                             | CUSIP: 505920AE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3500000 | PA      | $3560662.00   | 0.09%             |  |  |  | Yes           |                  2 | On Loan: No      |
| MASSMUTUAL GLOBAL FUNDIN                                                 | MassMutual Global Funding II                                                  | CUSIP: 57629TBS5<br>LEI: 549300K1IE3K7YU6VG29 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10033852.80  | 0.25%             | 2027-04-09      | Floating      | 4.41%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                              | Freddie Mac REMICS                                                            | CUSIP: 3137FU5D2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  25544580 | PA      | $24863707.49  | 0.63%             | 2050-07-25      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                              | Freddie Mac REMICS                                                            | CUSIP: 3137HFHN8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  17465944 | PA      | $17551093.92  | 0.44%             | 2054-07-25      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae REMICS                                                             | CUSIP: 31392F6K8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     40408 | PA      | $40796.34     | 0.00%             | 2032-12-18      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                              | Freddie Mac REMICS                                                            | CUSIP: 31396RKK2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    338407 | PA      | $337998.34    | 0.01%             | 2036-05-15      | Floating      | 4.20%                 | No            |                  2 | On Loan: No      |
| Navistar Financial Dealer Note Master Trust                              | Navistar Financial Dealer Note Master Owner Trust II 2025-1                   | CUSIP: 63938PCA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2250000 | PA      | $2225597.63   | 0.06%             |  |  |  | Yes           |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                   | PNC Financial Services Group Inc/The                                          | CUSIP: 693475CG8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   9325000 | PA      | $9279417.81   | 0.24%             | 2029-01-26      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                                   | Sempra Energy                                                                 | CUSIP: 816851BQ1<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10016741.00  | 0.25%             | 2026-08-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| U.S. Bank National Association                                           | US Bank NA                                                                    | CUSIP: 90357PAV6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    947875 | PA      | $954220.85    | 0.02%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Verizon Master Trust                                                     | Verizon Master Trust                                                          | CUSIP: 92348KDU4<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |   2528000 | PA      | $2563596.52   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO BANK NA                                                      | Wells Fargo Bank NA                                                           | CUSIP: 94988J6G7<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $6016914.90   | 0.15%             | 2026-12-11      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                                     | Verizon Master Trust                                                          | CUSIP: 92348KEJ8<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |   5065000 | PA      | $5089313.52   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Wheels Fleet Lease Funding LLC                                           | Wheels Fleet Lease Funding 1 LLC                                              | CUSIP: 96328GCM7<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-O            | CORP              | US        |   3500000 | PA      | $3516585.80   | 0.09%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Master Credit Card Trust                                                 | Master Credit Card Trust                                                      | CUSIP: 576339CR4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | CA        |   4000000 | PA      | $3919130.60   | 0.10%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Federated Hermes Government Obligations Fund                             | Federated Hermes Government Obligations Fund                                  | CUSIP: 608919718<br>LEI: 254900VAJ9169N7JRF45 | Long             | STIV             | RF                | US        | 236690384 | NS      | $236690383.97 | 6.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NextGear Floorplan Master Owner Trust                                    | NextGear Floorplan Master Owner Trust                                         | CUSIP: 65346CAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  19000000 | PA      | $19001224.55  | 0.48%             |  |  |  | Yes           |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE                                                  | Nissan Motor Acceptance Co LLC                                                | CUSIP: 65480CAJ4<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9920983.60   | 0.25%             | 2027-09-13      | Floating      | 5.70%                 | Yes           |                  2 | On Loan: No      |
| Wheels Fleet Lease Funding LLC                                           | Wheels Fleet Lease Funding 1 LLC                                              | CUSIP: 96328GCR6<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-O            | CORP              | US        |   2575000 | PA      | $2576050.86   | 0.07%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                              | Freddie Mac REMICS                                                            | CUSIP: 31398EDL5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     50055 | PA      | $50403.21     | 0.00%             | 2036-07-15      | Floating      | 4.54%                 | No            |                  2 | On Loan: No      |
| FEDERATED CORE TR                                                        | FEDERATED CORE TR MUTUAL FUND                                                 | CUSIP: 31409N887<br>LEI: 254900HYFNGKM5PJOV84 | Long             | EC               | RF                | US        |   4133121 | NS      | $36412795.37  | 0.92%             |  |  |  | No            |                  1 | On Loan: No      |
| FIDELITY NATL INFO SERV                                                  | Fidelity National Information Services Inc                                    | CUSIP: 31620MCA2<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |  21740000 | PA      | $21685179.76  | 0.55%             | 2028-03-10      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Ford Credit Floorplan Master Owner Trust                                 | Ford Credit Floorplan Master Owner Trust A                                    | CUSIP: 34528QHX5<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-O            | CORP              | US        |  14000000 | PA      | $14018489.10  | 0.36%             |  |  |  | Yes           |                  2 | On Loan: No      |
| ORANGE SA                                                                | Orange SA                                                                     | CUSIP: 685218AH2<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |   6585000 | PA      | $6520479.58   | 0.17%             | 2029-01-13      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                   | PNC Financial Services Group Inc/The                                          | CUSIP: 693475BT1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   3865000 | PA      | $3910056.78   | 0.10%             | 2027-10-20      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| SBNA Auto Receivables Trust                                              | SBNA Auto Receivables Trust 2024-A                                            | CUSIP: 78437PAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4225000 | PA      | $4270968.00   | 0.11%             |  |  |  | Yes           |                  2 | On Loan: No      |
| SBNA Auto Receivables Trust                                              | SBNA Auto Receivables Trust 2024-A                                            | CUSIP: 78437PAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6000000 | PA      | $6114867.60   | 0.15%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Ford Credit Floorplan Master Owner Trust                                 | Ford Credit Floorplan Master Owner Trust A                                    | CUSIP: 34528QHY3<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-O            | CORP              | US        |  10000000 | PA      | $10014058.50  | 0.25%             |  |  |  | Yes           |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                   | General Motors Financial Co Inc                                               | CUSIP: 37045XDQ6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9998635.20   | 0.25%             | 2027-02-26      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Trust                                         | SMB Private Education Loan Trust 2021-E                                       | CUSIP: 78450MAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10607708 | PA      | $10484994.16  | 0.27%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                                   | Santander Drive Auto Receivables Trust 2025-4                                 | CUSIP: 802923AF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  13500000 | PA      | $13463716.05  | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| STELLANTIS FIN US INC                                                    | Stellantis Finance US Inc                                                     | CUSIP: 85855CAM2<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3022486.86   | 0.08%             | 2028-03-17      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                                     | Targa Resources Corp                                                          | CUSIP: 87612GAP6<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |   4805000 | PA      | $4847089.73   | 0.12%             | 2030-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                  | Goldman Sachs Group Inc/The                                                   | CUSIP: 38141GZL1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   9375000 | PA      | $9415630.41   | 0.24%             | 2028-02-24      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association                                      | CUSIP: 38384QDV7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  28577095 | PA      | $28634294.96  | 0.73%             | 2054-07-20      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                 | Toyota Motor Credit Corp                                                      | CUSIP: 89236TPF6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   6540000 | PA      | $6495308.32   | 0.16%             | 2028-01-12      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Trillium Credit Card Trust II                                            | Trillium Credit Card Trust II                                                 | CUSIP: 89621ABN8<br>LEI: 549300P7QN1SDIOQVL28 | Long             | ABS-O            | CORP              | CA        |   7174000 | PA      | $7266132.10   | 0.18%             |  |  |  | Yes           |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Bills                                                           | CUSIP: 912797TQ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  25000000 | PA      | $24700840.00  | 0.63%             | 2026-07-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Certificates                                  | WaMu Mortgage Pass-Through Certificates Series 2006-AR15 Trust                | CUSIP: 93363QAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    261956 | PA      | $239607.27    | 0.01%             | 2046-11-25      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                 | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                     | CUSIP: 00774MBC8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   7000000 | PA      | $7173352.13   | 0.18%             | 2028-06-06      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GREAT AMERICA LEASING RECEIVABLES                                        | GreatAmerica Leasing Receivables Funding LLC Series 2024-2                    | CUSIP: 39154GAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  11760000 | PA      | $11947526.72  | 0.30%             |  |  |  | Yes           |                  2 | On Loan: No      |
| GREAT AMERICA LEASING RECEIVABLES                                        | GreatAmerica Leasing Receivables                                              | CUSIP: 39154TCM8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1225000 | PA      | $1244985.32   | 0.03%             |  |  |  | Yes           |                  2 | On Loan: No      |
| AIRCASTLE / IRELAND DAC                                                  | Aircastle Ltd / Aircastle Ireland DAC                                         | CUSIP: 00929JAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   6200000 | PA      | $6188314.05   | 0.16%             | 2030-09-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Ally Auto Receivables Trust                                              | Ally Auto Receivables Trust 2024-1                                            | CUSIP: 02008FAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3500000 | PA      | $3561200.65   | 0.09%             |  |  |  | Yes           |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                                   | Canadian Imperial Bank of Commerce                                            | CUSIP: 13607PVR2<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |  10000000 | PA      | $10005646.90  | 0.25%             | 2028-01-13      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                                                  | CarMax Auto Owner Trust 2024-1                                                | CUSIP: 14318WAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $5061158.75   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| GreenState Auto Receivables Trust                                        | GreenState Auto Receivables Trust 2024-1                                      | CUSIP: 39573AAG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1800000 | PA      | $1818778.95   | 0.05%             |  |  |  | Yes           |                  2 | On Loan: No      |
| HCA INC                                                                  | HCA Inc                                                                       | CUSIP: 404119CX5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   5385000 | PA      | $5393114.44   | 0.14%             | 2028-03-01      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| HPEFS Equipment Trust                                                    | HPEFS Equipment Trust 2025-2                                                  | CUSIP: 442927AE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $2986674.30   | 0.08%             |  |  |  | Yes           |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                  | Hyundai Capital America                                                       | CUSIP: 44891ACT2<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   8000000 | PA      | $8046301.20   | 0.20%             | 2027-01-08      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust                                           | Hyundai Auto Receivables Trust 2025-C                                         | CUSIP: 44935JAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9000000 | PA      | $8980525.80   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust                                           | Hyundai Auto Receivables Trust                                                | CUSIP: 44935XAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9500000 | PA      | $9636895.00   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                                                  | CarMax Auto Owner Trust 2024-2                                                | CUSIP: 14319EAJ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7000000 | PA      | $7191951.90   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Dell Equipment Finance Trust                                             | Dell Equipment Finance Trust 2025-1                                           | CUSIP: 24703UAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1030000 | PA      | $1037451.07   | 0.03%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae REMICS                                                             | CUSIP: 3136BVLD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  14596714 | PA      | $14675318.32  | 0.37%             | 2055-04-25      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae REMICS                                                             | CUSIP: 3136BXKN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  27833444 | PA      | $27711424.99  | 0.70%             | 2050-01-25      | Floating      | 4.06%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association                                      | CUSIP: 38375B4Y5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    336650 | PA      | $336785.78    | 0.01%             | 2063-07-20      | Floating      | 4.32%                 | No            |                  2 | On Loan: No      |
| HPEFS Equipment Trust                                                    | HPEFS Equipment Trust 2025-1                                                  | CUSIP: 40446EAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  11018000 | PA      | $11062796.98  | 0.28%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Chase Auto Credit Linked Notes                                           | Chase Auto Credit Linked Notes Series 2025-1                                  | CUSIP: 46591HCT5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2022291 | PA      | $2029146.11   | 0.05%             |  |  |  | Yes           |                  2 | On Loan: No      |
| MPLX LP                                                                  | MPLX LP                                                                       | CUSIP: 55336VCA6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   5970000 | PA      | $5985879.66   | 0.15%             | 2031-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE GLOB FUNDING                                                  | Corebridge Global Funding                                                     | CUSIP: 00138CAX6<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5080756.40   | 0.13%             | 2029-01-12      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes                                       | Ally Bank Auto Credit-Linked Notes Series 2024-A                              | CUSIP: 02007GZ71<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    828135 | PA      | $839038.36    | 0.02%             |  |  |  | Yes           |                  2 | On Loan: No      |
| AUGUSTA SPINCO CORPORATI                                                 | Augusta SpinCo Corp                                                           | CUSIP: 051473AB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9993303.30   | 0.25%             | 2027-09-23      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                 | BX Commercial Mortgage Trust 2026-CSMO                                        | CUSIP: 12433LAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  17075000 | PA      | $17069684.55  | 0.43%             | 2043-02-15      | Floating      | 5.07%                 | Yes           |                  2 | On Loan: No      |
| Mississippi Higher Education Assistance Corp.                            | Mississippi Higher Education Assistance Corp                                  | CUSIP: 60535YAA1<br>LEI: 549300HWPV47979HMV21 | Long             | ABS-O            | CORP              | US        |   1046181 | PA      | $1040451.26   | 0.03%             | 2035-10-25      | Floating      | 3.16%                 | No            |                  2 | On Loan: No      |
| NextGear Floorplan Master Owner Trust                                    | NextGear Floorplan Master Owner Trust                                         | CUSIP: 65341KCK0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  13500000 | PA      | $13414316.18  | 0.34%             |  |  |  | Yes           |                  2 | On Loan: No      |
| PFS Financing Corp.                                                      | PFS Financing Corp                                                            | CUSIP: 69335PGG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6000000 | PA      | $6014977.80   | 0.15%             |  |  |  | Yes           |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                   | Philip Morris International Inc                                               | CUSIP: 718172EB1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   8335000 | PA      | $8331925.30   | 0.21%             | 2028-10-27      | Floating      | 4.33%                 | No            |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes                                  | Santander Bank Auto Credit-Linked Notes Series 2024-B                         | CUSIP: 80280BAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4314777 | PA      | $4350541.85   | 0.11%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Tesla Auto Lease Trust                                                   | Tesla Auto Lease Trust 2024-A                                                 | CUSIP: 88166VAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6850000 | PA      | $6873656.48   | 0.17%             |  |  |  | Yes           |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Bills                                                           | CUSIP: 912797TM9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  25000000 | PA      | $24285832.50  | 0.62%             | 2027-01-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Countrywide Asset-Backed Certificates                                    | CWABS Inc Asset-Backed Certificates Trust 2004-4                              | CUSIP: 1266715J1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     28387 | PA      | $28708.45     | 0.00%             | 2034-08-25      | Floating      | 3.22%                 | No            |                  2 | On Loan: No      |
| Chesapeake Funding II LLC                                                | Chesapeake Funding II LLC                                                     | CUSIP: 165183DF8<br>LEI: 5493000HT7H4OFOD6Z12 | Long             | ABS-O            | CORP              | US        |   1800000 | PA      | $1807235.55   | 0.05%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Ally Auto Receivables Trust                                              | Ally Auto Receivables Trust 2023-1                                            | CUSIP: 02007WAF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4000000 | PA      | $4052768.80   | 0.10%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Ally Auto Receivables Trust                                              | Ally Auto Receivables Trust 2023-1                                            | CUSIP: 02007WAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2500000 | PA      | $2536756.88   | 0.06%             |  |  |  | Yes           |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                 | JP Morgan Mortgage Trust 2021-1                                               | CUSIP: 46592EBC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10285318 | PA      | $9746794.86   | 0.25%             | 2051-06-25      | Floating      | 4.32%                 | Yes           |                  2 | On Loan: No      |
| LAD Auto Receivables Trust                                               | LAD Auto Receivables Trust 2026-1                                             | CUSIP: 505708AF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2550000 | PA      | $2534941.61   | 0.06%             |  |  |  | Yes           |                  2 | On Loan: No      |
| CONCENTRIX CORP                                                          | Concentrix Corp                                                               | CUSIP: 20602DAA9<br>LEI: 5493000EAJN1KMPVA737 | Long             | DBT              | CORP              | US        |   3835000 | PA      | $3852204.58   | 0.10%             | 2026-08-02      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Dell Equipment Finance Trust                                             | Dell Equipment Finance Trust 2024-1                                           | CUSIP: 24702GAL9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2550000 | PA      | $2571749.21   | 0.07%             |  |  |  | Yes           |                  2 | On Loan: No      |
| ENBRIDGE INC                                                             | Enbridge Inc                                                                  | CUSIP: 29250NBW4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   1555000 | PA      | $1568280.23   | 0.04%             | 2026-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                                           | Enterprise Fleet Financing 2023-3 LLC                                         | CUSIP: 29374LAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4148098 | PA      | $4185305.65   | 0.11%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Ally Auto Receivables Trust                                              | Ally Auto Receivables Trust 2024-1                                            | CUSIP: 02008FAF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $3040845.45   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| American Express Credit Account Master Trust                             | American Express Credit Account Master Trust Series 2025-5                    | CUSIP: 02582JKT6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3400000 | PA      | $3458546.30   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| ARI Fleet Lease Trust                                                    | ARI Fleet Lease Trust 2025-A                                                  | CUSIP: 04033CAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2200000 | PA      | $2212488.08   | 0.06%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Boca Commercial Mortgage Trust                                           | BOCA Commercial Mortgage Trust 2025-BOCA                                      | CUSIP: 05619RAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8000000 | PA      | $8004998.40   | 0.20%             | 2042-12-15      | Floating      | 5.27%                 | Yes           |                  2 | On Loan: No      |
| Evergreen Credit Card Trust                                              | Evergreen Credit Card Trust                                                   | CUSIP: 30023JCS5<br>LEI: 5493002G9KVV6J3CNU15 | Long             | ABS-O            | CORP              | CA        |   6400000 | PA      | $6429647.04   | 0.16%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae REMICS                                                             | CUSIP: 3136B6BF9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  10223088 | PA      | $10135181.93  | 0.26%             | 2049-09-25      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae REMICS                                                             | CUSIP: 3136BRJ40<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  21011599 | PA      | $21065287.64  | 0.53%             | 2054-05-25      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                              | Freddie Mac REMICS                                                            | CUSIP: 3137BKUC2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  13188570 | PA      | $13005623.26  | 0.33%             | 2045-07-15      | Floating      | 4.07%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                              | Freddie Mac REMICS                                                            | CUSIP: 3137FPAS4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  14001059 | PA      | $13856697.89  | 0.35%             | 2049-10-25      | Floating      | 4.23%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                              | Freddie Mac REMICS                                                            | CUSIP: 31395ABZ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    442997 | PA      | $443239.67    | 0.01%             | 2034-06-15      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae REMICS                                                             | CUSIP: 31395N3L9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    489144 | PA      | $487639.78    | 0.01%             | 2036-07-25      | Floating      | 4.18%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae REMICS                                                             | CUSIP: 31397MGS0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     54640 | PA      | $55421.21     | 0.00%             | 2037-06-25      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| LINCOLN FIN GLBL FUNDING                                                 | Lincoln Financial Global Funding                                              | CUSIP: 53359KAD3<br>LEI: 984500OC010458395923 | Long             | DBT              | CORP              | US        |   4905000 | PA      | $4852348.80   | 0.12%             | 2029-01-12      | Fixed         | 4.20%                 | Yes           |                  2 | On Loan: No      |
| Master Credit Card Trust                                                 | Master Credit Card Trust II                                                   | CUSIP: 576339DS1<br>LEI: 549300G7G68IV2D8IM76 | Long             | ABS-O            | CORP              | CA        |   5000000 | PA      | $5135686.75   | 0.13%             |  |  |  | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY BANK NA                                                   | Morgan Stanley Bank NA                                                        | CUSIP: 61690U7Z7<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $6026776.26   | 0.15%             | 2028-01-14      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK                                                  | National Australia Bank Ltd                                                   | CUSIP: 632525CC3<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |   7000000 | PA      | $7045485.16   | 0.18%             | 2030-01-14      | Floating      | 4.46%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                              | Freddie Mac REMICS                                                            | CUSIP: 31397PHA1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    568699 | PA      | $569180.86    | 0.01%             | 2037-11-15      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae Pool                                                               | CUSIP: 3140A92G4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  15664656 | PA      | $15973575.21  | 0.40%             | 2054-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                     | Bank of America Corp                                                          | CUSIP: 06051GMN6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4999886.15   | 0.13%             | 2029-01-24      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                                         | Bank of Montreal                                                              | CUSIP: 06368FAD1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |  10000000 | PA      | $10010862.10  | 0.25%             | 2026-09-15      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| First National Master Note Trust                                         | First National Master Note Trust                                              | CUSIP: 32113CBY5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8000000 | PA      | $8057602.80   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| First National Master Note Trust                                         | First National Master Note Trust                                              | CUSIP: 32113CCB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5300000 | PA      | $5368909.81   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                 | Ford Motor Credit Co LLC                                                      | CUSIP: 345397J20<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   3010000 | PA      | $2973848.70   | 0.08%             | 2029-04-06      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| GM Financial Securitized Term Auto Receivables Tr                        | GM Financial Consumer Automobile Receivables Trust 2023-3                     | CUSIP: 36267KAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3250000 | PA      | $3291543.78   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust                                    | Gm Financial Automobile Leasing Trust 2025-2                                  | CUSIP: 362962AG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  11000000 | PA      | $11092340.05  | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                  | Goldman Sachs Group Inc/The                                                   | CUSIP: 38141GYR9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  12275000 | PA      | $12302829.27  | 0.31%             | 2027-10-21      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association                                      | CUSIP: 38384APX5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  21716790 | PA      | $21781101.93  | 0.55%             | 2053-05-20      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association                                      | CUSIP: 38384MPN1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  25496716 | PA      | $25567171.08  | 0.65%             | 2054-04-20      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association                                      | CUSIP: 38385JJJ3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  19841138 | PA      | $19954816.02  | 0.51%             | 2055-11-20      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| GREAT AMERICA LEASING RECEIVABLES                                        | GreatAmerica Leasing Receivables                                              | CUSIP: 39154TCE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4000000 | PA      | $4045277.80   | 0.10%             |  |  |  | Yes           |                  2 | On Loan: No      |
| GREAT AMERICA LEASING RECEIVABLES                                        | GreatAmerica Leasing Receivables Funding LLC                                  | CUSIP: 39154TCT3<br>LEI: 549300JFP7GIDD4UWO79 | Long             | ABS-O            | CORP              | US        |   2600000 | PA      | $2612873.64   | 0.07%             |  |  |  | Yes           |                  2 | On Loan: No      |
| HUNTINGTON NATIONAL BANK                                                 | Huntington National Bank/The                                                  | CUSIP: 44644MAL5<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5002770.95   | 0.13%             | 2028-04-12      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                  | Hyundai Capital America                                                       | CUSIP: 44891AEC7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10095511.10  | 0.26%             | 2030-09-18      | Floating      | 4.95%                 | Yes           |                  2 | On Loan: No      |
| LAD Auto Receivables Trust                                               | LAD Auto Receivables Trust 2024-2                                             | CUSIP: 505920AF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2300000 | PA      | $2349050.38   | 0.06%             |  |  |  | Yes           |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                                 | Marsh & McLennan Cos Inc                                                      | CUSIP: 571748BZ4<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |   2940000 | PA      | $2946894.06   | 0.07%             | 2027-11-08      | Floating      | 4.36%                 | No            |                  2 | On Loan: No      |
| Master Credit Card Trust                                                 | Master Credit Card Trust II                                                   | CUSIP: 576339DR3<br>LEI: 549300G7G68IV2D8IM76 | Long             | ABS-O            | CORP              | CA        |   1650000 | PA      | $1679697.86   | 0.04%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Bayview Opportunity Master Fund VII                                      | Bayview Opportunity Master Fund VII 2024-CAR1 LLC                             | CUSIP: 07336QAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    988620 | PA      | $991849.97    | 0.03%             |  |  |  | Yes           |                  2 | On Loan: No      |
| BHMS Mortgage Trust                                                      | BHMS Commercial Mortgage Trust 2025-ATLS                                      | CUSIP: 088928AC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  17000000 | PA      | $17000010.20  | 0.43%             | 2042-08-15      | Floating      | 6.22%                 | Yes           |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                        | NatWest Group PLC                                                             | CUSIP: 639057AU2<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   5000000 | PA      | $5019998.70   | 0.13%             | 2029-05-23      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| Navient Student Loan Trust                                               | Navient Private Education Refi Loan Trust 2020-G                              | CUSIP: 63941UAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4291478 | PA      | $4041600.61   | 0.10%             |  |  |  | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY PVT BANK                                                  | Morgan Stanley Private Bank NA                                                | CUSIP: 61776NU35<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $5952405.90   | 0.15%             | 2030-02-08      | Floating      | 4.43%                 | No            |                  2 | On Loan: No      |
| Navistar Financial Dealer Note Master Trust                              | Navistar Financial Dealer Note Master Owner Trust                             | CUSIP: 63938PBW8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7000000 | PA      | $7007180.95   | 0.18%             |  |  |  | Yes           |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE                                                  | Nissan Motor Acceptance Co LLC                                                | CUSIP: 65480CAE5<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |   7500000 | PA      | $7541303.63   | 0.19%             | 2026-09-15      | Fixed         | 6.95%                 | Yes           |                  2 | On Loan: No      |
| ONEOK INC                                                                | ONEOK Inc                                                                     | CUSIP: 682680BH5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   5895000 | PA      | $5930097.77   | 0.15%             | 2026-11-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| PFS Financing Corp.                                                      | PFS Financing Corp                                                            | CUSIP: 69335PFQ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $5031675.00   | 0.13%             |  |  |  | Yes           |                  2 | On Loan: No      |
| PenFed Auto Receivables Owner Trust                                      | PenFed Auto Receivables Owner Trust 2025-A                                    | CUSIP: 706916AE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1230000 | PA      | $1226736.07   | 0.03%             |  |  |  | Yes           |                  2 | On Loan: No      |
| PenFed Auto Receivables Owner Trust                                      | PenFed Auto Receivables Owner Trust 2025-A                                    | CUSIP: 706916AG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1230000 | PA      | $1222737.28   | 0.03%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                                   | Santander Drive Auto Receivables Trust 2024-2                                 | CUSIP: 80286YAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  20000000 | PA      | $20624457.00  | 0.52%             |  |  |  | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                                   | Santander Drive Auto Receivables Trust 2026-1                                 | CUSIP: 80288FAF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  19500000 | PA      | $19272037.20  | 0.49%             |  |  |  | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                                   | Santander Drive Auto Receivables Trust 2025-3                                 | CUSIP: 80288JAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  21700000 | PA      | $21728113.44  | 0.55%             |  |  |  | No            |                  2 | On Loan: No      |
| Securitized Term Auto Receivables Trust                                  | Securitized Term Auto Receivables Trust                                       | CUSIP: 81378RAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | CA        |   1911849 | PA      | $1927118.81   | 0.05%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Securitized Term Auto Receivables Trust                                  | Securitized Term Auto Receivables Trust                                       | CUSIP: 81378WAH6<br>LEI: 254900DVX7EZK9JMUP63 | Long             | ABS-O            | CORP              | CA        |   3674723 | PA      | $3672598.51   | 0.09%             |  |  |  | Yes           |                  2 | On Loan: No      |
| BLACK HILLS CORP                                                         | Black Hills Corp                                                              | CUSIP: 092113AY5<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |   7450000 | PA      | $7373791.79   | 0.19%             | 2031-01-31      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| CARDS II Trust                                                           | CARDS II Trust                                                                | CUSIP: 14161GCN8<br>LEI: 549300GWPYLNK6X47W76 | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $4903796.00   | 0.12%             |  |  |  | Yes           |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                                                  | CarMax Auto Owner Trust 2024-1                                                | CUSIP: 14318WAH0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3500000 | PA      | $3562113.45   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Chase Auto Owner Trust                                                   | Chase Auto Owner Trust 2025-2                                                 | CUSIP: 16144MAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2330000 | PA      | $2317625.60   | 0.06%             |  |  |  | Yes           |                  2 | On Loan: No      |
| ABBVIE INC                                                               | AbbVie Inc                                                                    | CUSIP: 00287YED7<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   9950000 | PA      | $9886212.84   | 0.25%             | 2028-03-03      | Fixed         | 3.78%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                 | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                     | CUSIP: 00774MBT1<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   4920000 | PA      | $4855753.85   | 0.12%             | 2029-02-28      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| American Express Credit Account Master Trust                             | American Express Credit Account Master Trust                                  | CUSIP: 02582JKH2<br>LEI: 549300Y4SA5G3GIJTP18 | Long             | ABS-O            | CORP              | US        |   8000000 | PA      | $8110012.00   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                      | American Tower Corp                                                           | CUSIP: 03027XCN8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |   4515000 | PA      | $4557361.54   | 0.12%             | 2030-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ARI Fleet Lease Trust                                                    | ARI Fleet Lease Trust 2024-B                                                  | CUSIP: 04033HAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2414745 | PA      | $2427576.74   | 0.06%             |  |  |  | Yes           |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                                                  | CarMax Auto Owner Trust 2024-1                                                | CUSIP: 14318WAG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3500000 | PA      | $3556011.20   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Nissan Auto Lease Trust                                                  | Nissan Auto Lease Trust 2026-A                                                | CUSIP: 65481HAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9500000 | PA      | $9457260.45   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                              | Oracle Corp                                                                   | CUSIP: 68389XCX1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $14782825.35  | 0.37%             | 2028-08-03      | Floating      | 4.42%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                        | State Street Corp                                                             | CUSIP: 857477CZ4<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   2285000 | PA      | $2292792.90   | 0.06%             | 2028-04-24      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| TEXAS Commercial Mortgage Trust                                          | TEXAS Commercial Mortgage Trust 2025-TWR                                      | CUSIP: 88231WAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9000000 | PA      | $8949389.40   | 0.23%             | 2042-04-15      | Floating      | 4.97%                 | Yes           |                  2 | On Loan: No      |
| Trillium Credit Card Trust II                                            | Trillium Credit Card Trust II                                                 | CUSIP: 89621ABP3<br>LEI: 549300P7QN1SDIOQVL28 | Long             | ABS-O            | CORP              | CA        |   3305000 | PA      | $3383935.13   | 0.09%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Truist Bank Auto Credit-Linked Notes                                     | Truist Bank Auto Credit-Linked Notes Series 2025-1                            | CUSIP: 897926CC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4079864 | PA      | $4074518.85   | 0.10%             |  |  |  | Yes           |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Bills                                                           | CUSIP: 912797SK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  25000000 | PA      | $24477647.50  | 0.62%             | 2026-10-29      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                                     | Verizon Master Trust Series 2025-9                                            | CUSIP: 92348KEY5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10700000 | PA      | $10700870.98  | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Chesapeake Funding II LLC                                                | Chesapeake Funding II LLC                                                     | CUSIP: 165183CY8<br>LEI: 5493000HT7H4OFOD6Z12 | Long             | ABS-O            | CORP              | US        |   1750000 | PA      | $1751113.70   | 0.04%             |  |  |  | Yes           |                  2 | On Loan: No      |
| CHI Commercial Mortgage Trust                                            | CHI Commercial Mortgage Trust 2025-SFT                                        | CUSIP: 16706GAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4200000 | PA      | $4233747.42   | 0.11%             | 2042-04-15      | Variable      | 5.48%                 | Yes           |                  2 | On Loan: No      |
| FIFTH THIRD FINANCL CORP                                                 | Comerica Inc                                                                  | CUSIP: 200340AW7<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | DBT              | CORP              | US        |   3675000 | PA      | $3792758.61   | 0.10%             | 2030-01-30      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| Indymac Manufactured Housing Contract                                    | Indymac Manufactured Housing Contract Pass-Through Certificates Series 1997-1 | CUSIP: 22540ABC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1615 | PA      | $1620.39      | 0.00%             | 2028-02-25      | Fixed         | 6.61%                 | No            |                  2 | On Loan: No      |
| Evergreen Credit Card Trust                                              | Evergreen Credit Card Trust                                                   | CUSIP: 30023JCT3<br>LEI: 5493002G9KVV6J3CNU15 | Long             | ABS-O            | CORP              | CA        |   6000000 | PA      | $6018294.90   | 0.15%             |  |  |  | Yes           |                  2 | On Loan: No      |
| FS Trust                                                                 | FS 2026-ORL                                                                   | CUSIP: 30343YAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9990000 | PA      | $9971268.75   | 0.25%             | 2041-02-15      | Floating      | 5.02%                 | Yes           |                  2 | On Loan: No      |
| Chesapeake Funding II LLC                                                | Chesapeake Funding II LLC                                                     | CUSIP: 165183CW2<br>LEI: 5493000HT7H4OFOD6Z12 | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1002897.65   | 0.03%             |  |  |  | Yes           |                  2 | On Loan: No      |
| DAIMLER TRUCK FINAN NA                                                   | Daimler Truck Finance North America LLC                                       | CUSIP: 233853BB5<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |  12500000 | PA      | $12510382.00  | 0.32%             | 2028-01-13      | Floating      | 4.51%                 | Yes           |                  2 | On Loan: No      |
| ORACLE CORP                                                              | Oracle Corp                                                                   | CUSIP: 68389XDW2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |  11450000 | PA      | $11307553.30  | 0.29%             | 2029-02-04      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| PenFed Auto Receivables Owner Trust                                      | PenFed Auto Receivables Owner Trust 2022-A                                    | CUSIP: 706874AF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1559446 | PA      | $1560133.14   | 0.04%             |  |  |  | Yes           |                  2 | On Loan: No      |
| PFIZER INC                                                               | Pfizer Inc                                                                    | CUSIP: 717081FC2<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |   2630000 | PA      | $2630636.75   | 0.07%             | 2027-11-15      | Floating      | 4.16%                 | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust                                | SFS Auto Receivables Securitization Trust 2024-2                              | CUSIP: 78397XAF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $5107024.25   | 0.13%             |  |  |  | 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-O            | CORP              | US        |   4000000 | PA      | $4070648.80   | 0.10%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                                   | Santander Drive Auto Receivables Trust 2024-4                                 | CUSIP: 802919AF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  15000000 | PA      | $15240349.50  | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| Securitized Term Auto Receivables Trust                                  | Securitized Term Auto Receivables Trust                                       | CUSIP: 81378RAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | CA        |   1911849 | PA      | $1947362.56   | 0.05%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Securitized Term Auto Receivables Trust                                  | Securitized Term Auto Receivables Trust 2025-B                                | CUSIP: 81378WAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | CA        |   3221900 | PA      | $3245515.95   | 0.08%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                                   | Sequoia Mortgage Trust 2012-6                                                 | CUSIP: 81744NAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    344402 | PA      | $301563.47    | 0.01%             | 2042-12-25      | Variable      | 1.81%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                         | Societe Generale SA                                                           | CUSIP: 83368RCM2<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |  10000000 | PA      | $9995809.20   | 0.25%             | 2030-04-12      | Floating      | 4.76%                 | Yes           |                  2 | On Loan: No      |
| TEXAS Commercial Mortgage Trust                                          | TEXAS Commercial Mortgage Trust 2025-TWR                                      | CUSIP: 88231WAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2600000 | PA      | $2587136.76   | 0.07%             | 2042-04-15      | Floating      | 5.27%                 | Yes           |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                 | Toyota Motor Credit Corp                                                      | CUSIP: 89236TNR2<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   8090000 | PA      | $8065710.26   | 0.20%             | 2028-09-05      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| TRUIST BANK                                                              | Truist Bank                                                                   | CUSIP: 89788JAG4<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10008345.80  | 0.25%             | 2028-07-24      | Floating      | 4.44%                 | No            |                  2 | On Loan: No      |
| TRUIST BANK                                                              | Truist Bank                                                                   | CUSIP: 89788JAK5<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9992337.90   | 0.25%             | 2029-01-27      | Floating      | 4.33%                 | No            |                  2 | On Loan: No      |
| TYSON FOODS INC                                                          | Tyson Foods Inc                                                               | CUSIP: 902494BL6<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |   6070000 | PA      | $6229627.10   | 0.16%             | 2029-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Bills                                                           | CUSIP: 912797SN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  25000000 | PA      | $24926947.50  | 0.63%             | 2026-04-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Certificates                                  | WaMu Mortgage Pass-Through Certificates Series 2006-AR1 Trust                 | CUSIP: 92925CCF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    151499 | PA      | $141013.93    | 0.00%             | 2046-01-25      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                    | Wells Fargo & Co                                                              | CUSIP: 95000U3S0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |  13045000 | PA      | $13042923.11  | 0.33%             | 2028-01-24      | Floating      | 4.45%                 | No            |                  2 | On Loan: —       |
| WESTPAC NEW ZEALAND LTD                                                  | Westpac New Zealand Ltd                                                       | CUSIP: 96122FAF4<br>LEI: 549300MW73M5PK1PNG73 | Long             | DBT              | CORP              | NZ        |   3335000 | PA      | $3311341.11   | 0.08%             | 2029-01-29      | Fixed         | 4.13%                 | Yes           |                  2 | On Loan: No      |
| Verizon Master Trust                                                     | Verizon Master Trust Series 2026-1                                            | CUSIP: 92348KFF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  13000000 | PA      | $13030920.50  | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                                                 | Volkswagen Group of America Finance LLC                                       | CUSIP: 928668CT7<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2004231.34   | 0.05%             | 2027-03-25      | Floating      | 4.71%                 | Yes           |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Certificates                                  | WaMu Mortgage Pass-Through Certificates Series 2006-AR17 Trust                | CUSIP: 92925DAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    147310 | PA      | $124996.21    | 0.00%             | 2046-12-25      | Floating      | 3.83%                 | No            |                  2 | On Loan: No      |
| Dell Equipment Finance Trust                                             | Dell Equipment Finance Trust 2023-3                                           | CUSIP: 24702EAF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3500000 | PA      | $3517268.48   | 0.09%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                                           | Enterprise Fleet Financing 2024-2 LLC                                         | CUSIP: 29375RAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    634761 | PA      | $635726.24    | 0.02%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes                                       | Ally Bank Auto Credit-Linked Notes Series 2025-A                              | CUSIP: 02007G5G4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1107658 | PA      | $1109738.71   | 0.03%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes                                       | Ally Bank Auto Credit-Linked Notes Series 2025-A                              | CUSIP: 02007G5H2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2953755 | PA      | $2963823.31   | 0.08%             |  |  |  | Yes           |                  2 | On Loan: No      |
| ARI Fleet Lease Trust                                                    | ARI Fleet Lease Trust 2025-A                                                  | CUSIP: 04033CAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2400000 | PA      | $2410607.76   | 0.06%             |  |  |  | Yes           |                  2 | On Loan: No      |
| AUST & NZ BANKING GROUP                                                  | Australia & New Zealand Banking Group Ltd                                     | CUSIP: 05252ADV0<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |   4120000 | PA      | $4129649.62   | 0.10%             | 2028-12-08      | Floating      | 4.24%                 | Yes           |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                                                  | CarMax Auto Owner Trust 2026-1                                                | CUSIP: 14320XAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2002333.20   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINE HOLDCO                                                 | Columbia Pipelines Holding Co LLC                                             | CUSIP: 19828AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2825000 | PA      | $2838064.33   | 0.07%             | 2026-08-15      | Fixed         | 6.06%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                              | Freddie Mac REMICS                                                            | CUSIP: 3137B4CT1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    703533 | PA      | $698202.30    | 0.02%             | 2043-08-15      | Floating      | 4.14%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                              | Freddie Mac REMICS                                                            | CUSIP: 3137F7JH9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6010882 | PA      | $5751785.12   | 0.15%             | 2050-12-25      | Floating      | 3.91%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust                                             | Drive Auto Receivables Trust 2024-2                                           | CUSIP: 26207AAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  15000000 | PA      | $15015092.25  | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae REMICS                                                             | CUSIP: 3136AVR27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1252595 | PA      | $1233726.03   | 0.03%             | 2047-04-25      | Floating      | 4.13%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                              | Freddie Mac REMICS                                                            | CUSIP: 3137FUQ98<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  10543760 | PA      | $10436067.86  | 0.26%             | 2050-07-25      | Floating      | 4.13%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                              | Freddie Mac REMICS                                                            | CUSIP: 3137HDEX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  12628806 | PA      | $12688844.61  | 0.32%             | 2054-06-25      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                         | Freddie Mac Multifamily Structured Pass Through Certificates                  | CUSIP: 3137F8MQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6616100 | PA      | $6589367.25   | 0.17%             | 2030-12-25      | Floating      | 4.04%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                         | Freddie Mac Multifamily Structured Pass Through Certificates                  | CUSIP: 3137F9CM1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  14482409 | PA      | $14398088.47  | 0.36%             | 2030-12-25      | Floating      | 3.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                              | Freddie Mac REMICS                                                            | CUSIP: 3137HHAP6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  17741092 | PA      | $17764155.29  | 0.45%             | 2054-11-25      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae REMICS                                                             | CUSIP: 31396KYA4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    101217 | PA      | $100981.45    | 0.00%             | 2036-08-25      | Floating      | 4.13%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                         | Freddie Mac Multifamily Structured Pass Through Certificates                  | CUSIP: 3137FTZZ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3984977 | PA      | $3989034.62   | 0.10%             | 2030-05-25      | Floating      | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae Pool                                                               | CUSIP: 31385HJR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    142483 | PA      | $140858.99    | 0.00%             | 2034-07-01      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae REMICS                                                             | CUSIP: 31396QVX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7932 | PA      | $7954.48      | 0.00%             | 2039-08-25      | Floating      | 4.28%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                              | Freddie Mac REMICS                                                            | CUSIP: 31396R3N5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     82364 | PA      | $82184.90     | 0.00%             | 2034-02-15      | Floating      | 4.25%                 | No            |                  2 | On Loan: No      |
| First National Master Note Trust                                         | First National Master Note Trust                                              | CUSIP: 32113CBV1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $5002485.25   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| GREAT AMERICA LEASING RECEIVABLES                                        | GreatAmerica Leasing Receivables                                              | CUSIP: 39154TCL0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3700000 | PA      | $3753181.03   | 0.10%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                              | Freddie Mac REMICS                                                            | CUSIP: 31397HG28<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     37252 | PA      | $37132.75     | 0.00%             | 2036-07-15      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                              | Freddie Mac REMICS                                                            | CUSIP: 31397PFG0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    429452 | PA      | $428030.61    | 0.01%             | 2037-11-15      | Floating      | 4.21%                 | No            |                  2 | On Loan: No      |
| LAD Auto Receivables Trust                                               | LAD Auto Receivables Trust 2025-2                                             | CUSIP: 505912AH8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4900000 | PA      | $4937602.60   | 0.13%             |  |  |  | Yes           |                  2 | On Loan: No      |
| LAD Auto Receivables Trust                                               | LAD Auto Receivables Trust 2024-2                                             | CUSIP: 505920AG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1700000 | PA      | $1748146.30   | 0.04%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Mellon Residential Funding Corporation                                   | Mellon Residential Funding Corp Mor Pas Thr Cer Ser 01 Tbc1                   | CUSIP: 585525FC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     56090 | PA      | $53980.32     | 0.00%             | 2031-11-15      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                           | Morgan Stanley                                                                | CUSIP: 61747YFN0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |  20000000 | PA      | $20074795.00  | 0.51%             | 2028-04-13      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Lease Trust                                             | Ford Credit Auto Lease Trust 2023-B                                           | CUSIP: 34529NAH3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7000000 | PA      | $7016962.05   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| General Motors                                                           | GMF Floorplan Owner Revolving Trust                                           | CUSIP: 361886DR2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  16700000 | PA      | $16724265.10  | 0.42%             |  |  |  | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY PVT BANK                                                  | Morgan Stanley Private Bank NA                                                | CUSIP: 61776NZT3<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $5996169.42   | 0.15%             | 2028-11-17      | Floating      | 4.44%                 | No            |                  2 | On Loan: No      |
| NextGear Floorplan Master Owner Trust                                    | NextGear Floorplan Master Owner Trust                                         | CUSIP: 65341KCG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  11000000 | PA      | $11082704.60  | 0.28%             |  |  |  | Yes           |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                   | General Motors Financial Co Inc                                               | CUSIP: 37045XFD3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9907807.80   | 0.25%             | 2030-01-07      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association                                      | CUSIP: 38375B3Y6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    162332 | PA      | $162427.39    | 0.00%             | 2063-07-20      | Floating      | 4.33%                 | No            |                  2 | On Loan: No      |
| PFS Financing Corp.                                                      | PFS Financing Corp                                                            | CUSIP: 69335PFM2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $3008550.90   | 0.08%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Trillium Credit Card Trust II                                            | Trillium Credit Card Trust II                                                 | CUSIP: 89621ACE7<br>LEI: 549300P7QN1SDIOQVL28 | Long             | ABS-O            | CORP              | US        |   3300000 | PA      | $3297923.48   | 0.08%             |  |  |  | Yes           |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                                                 | Volkswagen Group of America Finance LLC                                       | CUSIP: 928668CW0<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   3265000 | PA      | $3257348.44   | 0.08%             | 2028-09-11      | Fixed         | 4.55%                 | Yes           |                  2 | On Loan: No      |
| FS Trust                                                                 | FS 2026-ORL                                                                   | CUSIP: 30343YAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5100000 | PA      | $5090436.99   | 0.13%             | 2041-02-15      | Floating      | 5.22%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                              | Freddie Mac REMICS                                                            | CUSIP: 3137FMKA9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   9235039 | PA      | $9173000.01   | 0.23%             | 2049-07-25      | Floating      | 4.18%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                              | Freddie Mac REMICS                                                            | CUSIP: 3137HC4T6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  25569878 | PA      | $25549985.03  | 0.65%             | 2054-04-25      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae Pool                                                               | CUSIP: 31385HHZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9435 | PA      | $9361.81      | 0.00%             | 2030-04-01      | Floating      | 4.48%                 | No            |                  2 | On Loan: No      |
| FannieMae Whole Loan                                                     | Fannie Mae Trust 2006-W1                                                      | CUSIP: 31395B5N9<br>LEI: 5493001NEANKKEPIN618 | Long             | ABS-MBS          | USGSE             | US        |    222800 | PA      | $220953.34    | 0.01%             | 2046-02-25      | Floating      | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae REMICS                                                             | CUSIP: 31396KM90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    379899 | PA      | $377959.69    | 0.01%             | 2036-09-25      | Floating      | 4.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae REMICS                                                             | CUSIP: 31396Q6Q7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    138708 | PA      | $140130.40    | 0.00%             | 2037-04-25      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                              | Freddie Mac REMICS                                                            | CUSIP: 31396TZ89<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     29910 | PA      | $29782.29     | 0.00%             | 2036-07-15      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association                                      | CUSIP: 38375BC42<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    538814 | PA      | $537740.15    | 0.01%             | 2062-11-20      | Floating      | 4.13%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association                                      | CUSIP: 38384BQM6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  20945849 | PA      | $21056164.39  | 0.53%             | 2053-06-20      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                              | Freddie Mac REMICS                                                            | CUSIP: 31397JYE8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     26044 | PA      | $25937.49     | 0.00%             | 2037-07-15      | Floating      | 4.24%                 | No            |                  2 | On Loan: No      |
| Ford Credit Floorplan Master Owner Trust                                 | Ford Credit Floorplan Master Owner Trust A                                    | CUSIP: 34528QJL9<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-O            | CORP              | US        |  12000000 | PA      | $12045073.80  | 0.31%             |  |  |  | Yes           |                  2 | On Loan: No      |
| GreenState Auto Receivables Trust                                        | GreenState Auto Receivables Trust 2024-1                                      | CUSIP: 39573AAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2021118.00   | 0.05%             |  |  |  | Yes           |                  2 | On Loan: No      |
| MET LIFE GLOB FUNDING I                                                  | Metropolitan Life Global Funding I                                            | CUSIP: 592179KS3<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |   6855000 | PA      | $6873230.74   | 0.17%             | 2028-08-25      | Floating      | 4.35%                 | Yes           |                  2 | On Loan: No      |
| Navient Student Loan Trust                                               | Navient Private Education Refi Loan Trust 2021-A                              | CUSIP: 63942BAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8130139 | PA      | $7514526.23   | 0.19%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Navient Student Loan Trust                                               | Navient Private Education Refi Loan Trust 2021-c                              | CUSIP: 63942JAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  19494572 | PA      | $17750235.88  | 0.45%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Navient Student Loan Trust                                               | Navient Private Education Refi Loan Trust 2021-B                              | CUSIP: 63942LAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  25048045 | PA      | $22855516.66  | 0.58%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Nelnet Student Loan Trust                                                | Nelnet Student Loan Trust 2021-C                                              | CUSIP: 64035GAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3207859 | PA      | $3195765.92   | 0.08%             |  |  |  | Yes           |                  2 | On Loan: No      |
| NextGear Floorplan Master Owner Trust                                    | NextGear Floorplan Master Owner Trust                                         | CUSIP: 65341KBY1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  12000000 | PA      | $12063308.40  | 0.31%             |  |  |  | Yes           |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                                   | Roper Technologies Inc                                                        | CUSIP: 776696AL0<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |   2380000 | PA      | $2344688.89   | 0.06%             | 2030-09-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust                                | SFS Auto Receivables Securitization Trust 2023-1                              | CUSIP: 78398AAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5500000 | PA      | $5609605.38   | 0.14%             |  |  |  | Yes           |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust                                | SFS Auto Receivables Securitization Trust 2025-3                              | CUSIP: 78398KAF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  12000000 | PA      | $12020028.60  | 0.30%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust                                             | Ford Credit Auto Owner Trust 2022-C                                           | CUSIP: 34535AAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2320000 | PA      | $2323949.34   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| HPEFS Equipment Trust                                                    | HPEFS Equipment Trust 2024-1                                                  | CUSIP: 403963AF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7700000 | PA      | $7751971.92   | 0.20%             |  |  |  | Yes           |                  2 | On Loan: No      |
| SBNA Auto Receivables Trust                                              | SBNA Auto Receivables Trust 2024-A                                            | CUSIP: 78437PAH6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6500000 | PA      | $6718142.60   | 0.17%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes                                  | Santander Bank Auto Credit-Linked Notes Series 2024-B                         | CUSIP: 80280BAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3020344 | PA      | $3056868.39   | 0.08%             |  |  |  | Yes           |                  2 | On Loan: No      |
| HPEFS Equipment Trust                                                    | HPEFS Equipment Trust 2023-2                                                  | CUSIP: 44328UAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7000000 | PA      | $7052101.70   | 0.18%             |  |  |  | Yes           |                  2 | On Loan: No      |
| The Huntington National Bank                                             | Huntington Bank Auto Credit-Linked Notes Series 2026-1                        | CUSIP: 44644NAX7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5510000 | PA      | $5517686.17   | 0.14%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust                                           | Hyundai Auto Receivables Trust 2024-A                                         | CUSIP: 448973AG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7000000 | PA      | $7122208.10   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| JW Commercial Mortgage Trust 2024-MRCO                                   | JW Commercial Mortgage Trust 2024-MRCO                                        | CUSIP: 46657XAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  22000000 | PA      | $22000013.20  | 0.56%             | 2039-06-15      | Floating      | 6.06%                 | Yes           |                  2 | On Loan: No      |
| M&T BANK CORPORATION                                                     | M&T Bank Corp                                                                 | CUSIP: 55261FAU8<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |   2665000 | PA      | $2679090.71   | 0.07%             | 2029-01-16      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK                                                  | National Australia Bank Ltd                                                   | CUSIP: 632525CP4<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |   4000000 | PA      | $4006097.16   | 0.10%             | 2031-01-13      | Floating      | 4.35%                 | Yes           |                  2 | On Loan: No      |
| NATIONAL FUEL GAS CO                                                     | National Fuel Gas Co                                                          | CUSIP: 636180BS9<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |   6130000 | PA      | $6158058.79   | 0.16%             | 2026-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NATWEST MARKETS PLC                                                      | NatWest Markets PLC                                                           | CUSIP: 63906YAE8<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |   9000000 | PA      | $9013614.66   | 0.23%             | 2026-09-29      | Floating      | 4.41%                 | Yes           |                  2 | On Loan: No      |
| Navistar Financial Dealer Note Master Trust                              | Navistar Financial Dealer Note Master Owner Trust II 2025-1                   | CUSIP: 63938PCB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $1978928.40   | 0.05%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Navient Student Loan Trust                                               | Navient Private Education Refi Loan Trust 2021-F                              | CUSIP: 63942GAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  24243271 | PA      | $21701553.28  | 0.55%             |  |  |  | Yes           |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                   | NextEra Energy Capital Holdings Inc                                           | CUSIP: 65339KDH0<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   7230000 | PA      | $7240886.14   | 0.18%             | 2028-02-04      | Floating      | 4.46%                 | No            |                  2 | On Loan: No      |
| ORL TRUST                                                                | ORL Trust 2024-GLKS                                                           | CUSIP: 67120DAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  23000000 | PA      | $23014395.70  | 0.58%             | 2039-12-15      | Floating      | 5.56%                 | Yes           |                  2 | On Loan: No      |
| PFS Financing Corp.                                                      | PFS Financing Corp                                                            | CUSIP: 69335PFG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  21783000 | PA      | $21834667.10  | 0.55%             |  |  |  | Yes           |                  2 | On Loan: No      |
| PenFed Auto Receivables Owner Trust                                      | PenFed Auto Receivables Owner Trust 2022-A                                    | CUSIP: 706874AG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    800000 | PA      | $800271.12    | 0.02%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                                   | Santander Drive Auto Receivables Trust 2025-1                                 | CUSIP: 80288DAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  20500000 | PA      | $20828508.40  | 0.53%             |  |  |  | No            |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes                                  | Santander Bank Auto Credit-Linked Notes Series 2025-A                         | CUSIP: 80290CCT9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $5018854.75   | 0.13%             |  |  |  | Yes           |                  2 | On Loan: No      |
| CITIZENS BANK NA/RI                                                      | Citizens Bank NA/Providence RI                                                | CUSIP: 75524KSA3<br>LEI: DRMSV1Q0EKMEXLAU1P80 | Long             | DBT              | CORP              | US        |   5420000 | PA      | $5387648.78   | 0.14%             | 2029-01-29      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                     | Royal Bank of Canada                                                          | CUSIP: 78016HZU7<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   4500000 | PA      | $4518574.38   | 0.11%             | 2027-01-19      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                                   | Santander Drive Auto Receivables Trust 2024-5                                 | CUSIP: 802920AG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  19000000 | PA      | $19208468.00  | 0.49%             |  |  |  | No            |                  2 | On Loan: No      |
| Trillium Credit Card Trust II                                            | Trillium Credit Card Trust II                                                 | CUSIP: 89621ACD9<br>LEI: 549300P7QN1SDIOQVL28 | Long             | ABS-O            | CORP              | US        |   6000000 | PA      | $5996244.30   | 0.15%             |  |  |  | Yes           |                  2 | On Loan: No      |
| US BANK NA CINCINNATI                                                    | US Bank NA/Cincinnati OH                                                      | CUSIP: 90331HPS6<br>LEI: 6BYL5QZYBDK8S7L73M02 | Long             | DBT              | CORP              | US        |   8000000 | PA      | $8030852.24   | 0.20%             | 2028-05-15      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| Wheels Fleet Lease Funding LLC                                           | Wheels Fleet Lease Funding 1 LLC                                              | CUSIP: 96328GCS4<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $4962481.25   | 0.13%             |  |  |  | Yes           |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                     | Royal Bank of Canada                                                          | CUSIP: 78017DAB4<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |  10000000 | PA      | $10019703.90  | 0.25%             | 2029-01-24      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                                           | Salesforce Inc                                                                | CUSIP: 79466LAQ7<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $15009034.80  | 0.38%             | 2028-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NEW CENTURY                                                              | NEW CENTURY CLASS D 1999 1                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    109416 | PA      | $0.00         | 0.00%             | 2029-01-25      | Variable      | 8.75%                 | No            |                  3 | On Loan: No      |
| Verizon Master Trust                                                     | Verizon Master Trust                                                          | CUSIP: 92348KER0<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |   8000000 | PA      | $8000835.20   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                                     | Verizon Master Trust                                                          | CUSIP: 92348VAC3<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |   9000000 | PA      | $9048663.90   | 0.23%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Waikiki Beach Hotel Trust                                                | WBHT Commercial Mortgage Trust 2025-WBM                                       | CUSIP: 92943QAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11900000 | PA      | $11892580.35  | 0.30%             | 2042-06-15      | Floating      | 5.41%                 | Yes           |                  2 | On Loan: No      |
| Wheels Fleet Lease Funding LLC                                           | Wheels Fleet Lease Funding 1 LLC                                              | CUSIP: 96328GCN5<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-O            | CORP              | US        |   7500000 | PA      | $7463700.38   | 0.19%             |  |  |  | Yes           |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-05-22

**Name of Applicant:** Federated Hermes Total Return Series, Inc.

**Signature:** Stephen Van Meter

**Name of Signer:** Federated Hermes Total Return Series, Inc.

**Title:** Chief Compliance Officer