# EDGAR Filing Document

**Accession Number:** 0000789281
**File Stem:** 0001145549-25-040574
**Filing Date:** 2025-6
**Character Count:** 182272
**Document Hash:** 9cb1686e5c99eb2baece910797f0c462
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-25-040574.hdr.sgml**: 20250624

**ACCESSION NUMBER**: 0001145549-25-040574

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250430

**FILED AS OF DATE**: 20250624

**DATE AS OF CHANGE**: 20250624

**PERIOD START**: 20250430

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Federated Hermes Income Securities Trust
- **CENTRAL INDEX KEY:** 0000789281

**ORGANIZATION NAME:**
- **EIN:** 251412886
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0430

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-04577
- **FILM NUMBER:** 251066819

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

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

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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Warrendale

  - **State:** PA

  - **Foreign country:** US

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

  - **Telephone number:** 8003417400

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

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

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

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

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $1405912034.42

**Total Liabilities:** $14095536.77

**Net Assets:** $1391816497.65

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -4636.163691000000 | **1-Year:** -104444.805104000000 | **5-Year:** -129559.300451000000 | **10-Year:** -4369.705916000000 | **30-Year:** -619.588318000000

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

- **3-Month:** -143.042332000000 | **1-Year:** -1274.915295000000 | **5-Year:** -1498.101661000000 | **10-Year:** -182.913724000000 | **30-Year:** -18.740285000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000024660 | 0.85%                | 0.38%                | 0.50%                |
| Class ID C000024661 | 0.87%                | 0.28%                | 0.53%                |
| Class ID C000024662 | 0.85%                | 0.38%                | 0.50%                |
| Class ID C000176845 | 0.75%                | 0.41%                | 0.53%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $99.98                   | $5862535.22                                |
| Month 2  | $261159.39               | $-312387.57                                |
| Month 3  | $1809.18                 | $1509248.91                                |

**Designated Index Information**

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

- **Index Identifier:** LGC3TRUU

### Schedule of Portfolio Investments

| Name                                                                     | Title                                                                           | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| COREBRIDGE GLOB FUNDING                                                  | Corebridge Global Funding                                                       | CUSIP: 00138CAX6<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5103389.10   | 0.37%             | 2029-01-12      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| ADVANCE AUTO PARTS                                                       | Advance Auto Parts Inc                                                          | CUSIP: 00751YAH9<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |   1320000 | PA      | $1311321.00   | 0.09%             | 2026-03-09      | Fixed         | 5.90%                 | No            |                  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        |    669384 | PA      | $678666.13    | 0.05%             |  |  |  | Yes           |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                                   | American Honda Finance Corp                                                     | CUSIP: 02665WFT3<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   3335000 | PA      | $3348674.83   | 0.24%             | 2027-10-22      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| BAT INTL FINANCE PLC                                                     | BAT International Finance PLC                                                   | CUSIP: 05530QAQ3<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |   2500000 | PA      | $2616504.00   | 0.19%             | 2029-02-02      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| BANK OF NEW ZEALAND                                                      | Bank of New Zealand                                                             | CUSIP: 06407EAD7<br>LEI: N7LGVZM7X4UQ66T7LT74 | Long             | DBT              | CORP              | NZ        |   5000000 | PA      | $5005057.35   | 0.36%             | 2027-01-27      | Floating      | 5.19%                 | Yes           |                  2 | On Loan: —       |
| Boardwalk Pipelines LP                                                   | Boardwalk Pipelines LP                                                          | CUSIP: 096630AG3<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |   1445000 | PA      | $1447721.67   | 0.10%             | 2029-05-03      | Fixed         | 4.80%                 | No            |                  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      | $4210588.62   | 0.30%             | 2042-04-15      | Variable      | 6.07%                 | Yes           |                  2 | On Loan: No      |
| CITIBANK NA                                                              | Citibank NA                                                                     | CUSIP: 17325FBM9<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4003883.12   | 0.29%             | 2027-11-19      | Floating      | 5.08%                 | 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        |   1500000 | PA      | $1523908.95   | 0.11%             |  |  |  | Yes           |                  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        |    740000 | PA      | $742826.47    | 0.05%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Dell Equipment Finance Trust                                             | Dell Equipment Finance Trust 2024-2                                             | CUSIP: 24704EAL2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3250000 | PA      | $3283594.28   | 0.24%             |  |  |  | Yes           |                  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        |   5000000 | PA      | $4968786.75   | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                             | Enbridge Inc                                                                    | CUSIP: 29250NBW4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    890000 | PA      | $907275.05    | 0.07%             | 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        |   5498750 | PA      | $5590737.56   | 0.40%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Evergreen Credit Card Trust                                              | Evergreen Credit Card Trust                                                     | CUSIP: 30023JCN6<br>LEI: 5493002G9KVV6J3CNU15 | Long             | ABS-O            | CORP              | US        |   3743000 | PA      | $3775060.29   | 0.27%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Evergreen Credit Card Trust                                              | Evergreen Credit Card Trust                                                     | CUSIP: 30023JCS5<br>LEI: 5493002G9KVV6J3CNU15 | Long             | ABS-O            | CORP              | CA        |   3000000 | PA      | $3025728.75   | 0.22%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Evergreen Credit Card Trust                                              | Evergreen Credit Card Trust                                                     | CUSIP: 30023JCX4<br>LEI: 5493002G9KVV6J3CNU15 | Long             | ABS-O            | CORP              | CA        |   2300000 | PA      | $2334392.36   | 0.17%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                              | Freddie Mac Pool                                                                | CUSIP: 3133WASB5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   9948582 | PA      | $10254716.16  | 0.74%             | 2054-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae REMICS                                                               | CUSIP: 31359RLA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10633 | PA      | $10814.70     | 0.00%             | 2027-12-18      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae Pool                                                                 | CUSIP: 31385HH54<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     41900 | PA      | $41578.84     | 0.00%             | 2028-04-01      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae Pool                                                                 | CUSIP: 31385HJ52<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    104441 | PA      | $102582.00    | 0.01%             | 2034-05-01      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                              | Freddie Mac REMICS                                                              | CUSIP: 31397GZ94<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     75041 | PA      | $74210.89     | 0.01%             | 2036-07-15      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| Ford Credit Floorplan Master Owner Trust                                 | Ford Credit Floorplan Master Owner Trust A                                      | CUSIP: 34528QJR6<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-O            | CORP              | US        |   5755000 | PA      | $5666410.70   | 0.41%             |  |  |  | Yes           |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                 | Ford Motor Credit Co LLC                                                        | CUSIP: 345397C43<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5049685.75   | 0.36%             | 2026-03-06      | Fixed         | 6.95%                 | No            |                  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        |   2800000 | PA      | $2837936.64   | 0.20%             |  |  |  | Yes           |                  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        |   3000000 | PA      | $3064344.15   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                  | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GYR9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   4090000 | PA      | $4081561.55   | 0.29%             | 2027-10-21      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| GREAT AMERICA LEASING RECEIVABLES                                        | GreatAmerica Leasing Receivables Funding LLC                                    | CUSIP: 39154GAM8<br>LEI: 549300JFP7GIDD4UWO79 | Long             | ABS-O            | CORP              | US        |   1625000 | PA      | $1645981.11   | 0.12%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Green Tree Home Improvement Loan Trust                                   | Green Tree Home Improvement Loan Trust                                          | CUSIP: 393505VQ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2069120 | PA      | $70976.51     | 0.01%             | 2028-08-15      | Fixed         | 7.59%                 | 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        |    866000 | PA      | $883051.24    | 0.06%             |  |  |  | Yes           |                  2 | On Loan: No      |
| HCA INC                                                                  | HCA Inc                                                                         | CUSIP: 404119CP2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1840000 | PA      | $1870036.79   | 0.13%             | 2028-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ARI Fleet Lease Trust                                                    | ARI Fleet Lease Trust 2024-A                                                    | CUSIP: 00218KAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1625000 | PA      | $1657218.96   | 0.12%             |  |  |  | Yes           |                  2 | On Loan: No      |
| HPEFS Equipment Trust                                                    | HPEFS Equipment Trust 2023-2                                                    | CUSIP: 44328UAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3500000 | PA      | $3567227.65   | 0.26%             |  |  |  | Yes           |                  2 | On Loan: No      |
| HUNTINGTON INGALLS INDUS                                                 | Huntington Ingalls Industries Inc                                               | CUSIP: 446413BA3<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1529602.74   | 0.11%             | 2030-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON NATIONAL BANK                                                 | Huntington National Bank/The                                                    | CUSIP: 44644MAK7<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2010227.46   | 0.14%             | 2028-04-12      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitization Trust                                  | Hyundai Auto Lease Securitization Trust 2024-C                                  | CUSIP: 448984AF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4000000 | PA      | $4041556.00   | 0.29%             |  |  |  | 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        |    750000 | PA      | $764415.79    | 0.05%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Master Credit Card Trust                                                 | Master Credit Card Trust                                                        | CUSIP: 576339DA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | CA        |   5000000 | PA      | $5280459.00   | 0.38%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Master Credit Card Trust                                                 | Master Credit Card Trust II                                                     | CUSIP: 576339EA9<br>LEI: 549300G7G68IV2D8IM76 | Long             | ABS-O            | CORP              | CA        |   1250000 | PA      | $1253962.06   | 0.09%             |  |  |  | Yes           |                  2 | On Loan: No      |
| NBN CO LTD                                                               | NBN Co Ltd                                                                      | CUSIP: 62878U2H4<br>LEI: 2549007CRZ2NT7S96A24 | Long             | DBT              | CORP              | AU        |   2070000 | PA      | $2060169.20   | 0.15%             | 2027-10-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| NTT FINANCE CORP                                                         | NTT Finance Corp                                                                | CUSIP: 62954WAJ4<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |   1770000 | PA      | $1768890.49   | 0.13%             | 2025-07-25      | Fixed         | 4.24%                 | Yes           |                  2 | On Loan: —       |
| Nelnet Student Loan Trust                                                | Nelnet Student Loan Trust 2021-D                                                | CUSIP: 64034YAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6968267 | PA      | $6849885.35   | 0.49%             |  |  |  | Yes           |                  2 | On Loan: No      |
| PFS Financing Corp.                                                      | PFS Financing Corp                                                              | CUSIP: 69335PEZ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4250000 | PA      | $4296108.68   | 0.31%             |  |  |  | Yes           |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                   | PNC Financial Services Group Inc/The                                            | CUSIP: 693475BV6<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   1090000 | PA      | $1106165.62   | 0.08%             | 2028-01-21      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| PRICOA GLOBAL FUNDING 1                                                  | Pricoa Global Funding I                                                         | CUSIP: 74153WCT4<br>LEI: 635400IBXEBMD9ADYA79 | Long             | DBT              | CORP              | US        |   2855000 | PA      | $2904441.35   | 0.21%             | 2026-08-28      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                     | Royal Bank of Canada                                                            | CUSIP: 78017DAA6<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   3990000 | PA      | $4047269.87   | 0.29%             | 2029-01-24      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                                   | Santander Drive Auto Receivables Trust 2021-3                                   | CUSIP: 80287EAF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3302806 | PA      | $3277383.95   | 0.24%             |  |  |  | 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        |   1850000 | PA      | $1878200.11   | 0.13%             |  |  |  | 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        |   1305817 | PA      | $1312662.90   | 0.09%             |  |  |  | Yes           |                  2 | On Loan: No      |
| SYNOVUS BANK GA                                                          | Synovus Bank/Columbus GA                                                        | CUSIP: 87164DVJ6<br>LEI: DX0JX77PRMOELF7VG772 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4014771.60   | 0.29%             | 2028-02-15      | Fixed         | 5.63%                 | No            |                  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        |   5700000 | PA      | $5767362.89   | 0.41%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Toyota Lease Owner Trust                                                 | Toyota Lease Owner Trust 2023-A                                                 | CUSIP: 89239MAD9<br>LEI: 5493000CIH8ERWDIA629 | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $5003649.50   | 0.36%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Trillium Credit Card Trust II                                            | Trillium Credit Card Trust II                                                   | CUSIP: 89621ACA5<br>LEI: 549300P7QN1SDIOQVL28 | Long             | ABS-O            | CORP              | CA        |   1870000 | PA      | $1879675.75   | 0.14%             |  |  |  | Yes           |                  2 | On Loan: No      |
| TYSON FOODS INC                                                          | Tyson Foods Inc                                                                 | CUSIP: 902494BL6<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |   4045000 | PA      | $4164071.98   | 0.30%             | 2029-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                               | US Bancorp                                                                      | CUSIP: 91159HJM3<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $6207929.34   | 0.45%             | 2029-06-12      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                                     | Verizon Master Trust                                                            | CUSIP: 92348KDH3<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $5032909.50   | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust                                        | World Omni Auto Receivables Trust 2021-B                                        | CUSIP: 98163LAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1800000 | PA      | $1790786.97   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                 | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MBG9<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   7077000 | PA      | $7298437.56   | 0.52%             | 2027-04-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                       | Ally Financial Inc                                                              | CUSIP: 02005NBU3<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   4570000 | PA      | $4745673.59   | 0.34%             | 2030-01-03      | Fixed         | 6.85%                 | 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        |   1449787 | PA      | $1457085.01   | 0.10%             |  |  |  | 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        |   1933049 | PA      | $1947965.98   | 0.14%             |  |  |  | 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        |   1575000 | PA      | $1594605.68   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                      | American Tower Corp                                                             | CUSIP: 03027XCG3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |   4000000 | PA      | $4092203.60   | 0.29%             | 2029-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                | Amgen Inc                                                                       | CUSIP: 031162DN7<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   2690000 | PA      | $2690610.39   | 0.19%             | 2026-03-02      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| ASSOC BANC-CORP                                                          | Associated Banc-Corp                                                            | CUSIP: 045487AD7<br>LEI: 549300N3CIN473IW5094 | Long             | DBT              | CORP              | US        |    770000 | PA      | $774526.36    | 0.06%             | 2030-08-29      | Fixed         | 6.46%                 | No            |                  2 | On Loan: No      |
| AUST & NZ BANKING GROUP                                                  | Australia & New Zealand Banking Group Ltd                                       | CUSIP: 05252ADN8<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |   2000000 | PA      | $2015385.94   | 0.14%             | 2029-12-16      | Floating      | 5.22%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Credit Card Trust                                        | BA Credit Card Trust                                                            | CUSIP: 05522RDJ4<br>LEI: 5493006DQ60M1CRKHH19 | Long             | ABS-O            | CORP              | US        |   6000000 | PA      | $6101608.50   | 0.44%             |  |  |  | No            |                  2 | On Loan: No      |
| BOF URSA FUNDING                                                         | BOF URSA FUNDING                                                                | CUSIP: 072926AF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2350000 | PA      | $2417302.36   | 0.17%             |  |  |  | Yes           |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                  | Bristol-Myers Squibb Co                                                         | CUSIP: 110122EF1<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   1665000 | PA      | $1706373.93   | 0.12%             | 2029-02-22      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                             | Broadcom Inc                                                                    | CUSIP: 11135FBZ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   3830000 | PA      | $3891358.63   | 0.28%             | 2027-07-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CNH Equipment Trust                                                      | CNH Equipment Trust 2021-B                                                      | CUSIP: 12657WAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3325000 | PA      | $3260991.92   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                          | CVS Health Corp                                                                 | CUSIP: 126650DW7<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1665000 | PA      | $1683729.70   | 0.12%             | 2029-01-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Countrywide Alternative Loan Trust                                       | Alternative Loan Trust 2003-J3                                                  | CUSIP: 12669FFD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      2064 | PA      | $2193.32      | 0.00%             | 2033-12-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                 | Capital One Financial Corp                                                      | CUSIP: 14040HCX1<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4080418.08   | 0.29%             | 2029-02-01      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| CARDS II Trust                                                           | CARDS II Trust                                                                  | CUSIP: 14161GCK4<br>LEI: 549300GWPYLNK6X47W76 | Long             | ABS-O            | CORP              | CA        |   2300000 | PA      | $2317001.72   | 0.17%             |  |  |  | Yes           |                  2 | On Loan: No      |
| CARDS II Trust                                                           | CARDS II Trust                                                                  | CUSIP: 14161GCP3<br>LEI: 549300GWPYLNK6X47W76 | Long             | ABS-O            | CORP              | US        |   3690000 | PA      | $3731648.29   | 0.27%             |  |  |  | Yes           |                  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        |   1000000 | PA      | $1018127.75   | 0.07%             |  |  |  | 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        |   2000000 | PA      | $2030822.90   | 0.15%             |  |  |  | No            |                  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        |   1000000 | PA      | $1017669.35   | 0.07%             |  |  |  | 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        |   4000000 | PA      | $4147890.20   | 0.30%             |  |  |  | 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        |   1420000 | PA      | $1457283.24   | 0.10%             |  |  |  | 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        |   1585000 | PA      | $1637428.15   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                 | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1695000 | PA      | $1755818.68   | 0.13%             | 2029-06-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Chase Auto Owner Trust                                                   | Chase Auto Owner Trust 2024-2                                                   | CUSIP: 16144CAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7000000 | PA      | $7202917.05   | 0.52%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Chase Auto Owner Trust                                                   | Chase Auto Owner Trust 2024-4                                                   | CUSIP: 16144YAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3560000 | PA      | $3604728.02   | 0.26%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Chesapeake Funding II LLC                                                | Chesapeake Funding II LLC                                                       | CUSIP: 165183CW2<br>LEI: 5493000HT7H4OFOD6Z12 | Long             | ABS-O            | CORP              | US        |   1250000 | PA      | $1261428.19   | 0.09%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Chesapeake Funding II LLC                                                | Chesapeake Funding II LLC                                                       | CUSIP: 165183DB7<br>LEI: 5493000HT7H4OFOD6Z12 | Long             | ABS-O            | CORP              | US        |   1350000 | PA      | $1375177.64   | 0.10%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Chesapeake Funding II LLC                                                | Chesapeake Funding II LLC                                                       | CUSIP: 165183DF8<br>LEI: 5493000HT7H4OFOD6Z12 | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1020916.80   | 0.07%             |  |  |  | Yes           |                  2 | On Loan: No      |
| CITIGROUP INC                                                            | Citigroup Inc                                                                   | CUSIP: 172967NX5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   3670000 | PA      | $3682918.99   | 0.26%             | 2026-09-29      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Citibank Credit Card Issuance Trust                                      | Citibank Credit Card Issuance Trust                                             | CUSIP: 17305EGW9<br>LEI: R8AG6FXVDQAMDKCSJJ64 | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1505034.08   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINE HOLDCO                                                 | Columbia Pipelines Holding Co LLC                                               | CUSIP: 19828AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3180000 | PA      | $3280361.44   | 0.24%             | 2028-08-15      | Fixed         | 6.04%                 | Yes           |                  2 | On Loan: No      |
| COMERICA INC                                                             | Comerica Inc                                                                    | CUSIP: 200340AW7<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | DBT              | CORP              | US        |   3675000 | PA      | $3721677.28   | 0.27%             | 2030-01-30      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUST                                                   | Commonwealth Bank of Australia                                                  | CUSIP: 2027A0KG3<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |   6835000 | PA      | $6836690.09   | 0.49%             | 2025-07-07      | Floating      | 4.78%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                         | Fannie Mae Connecticut Avenue Securities                                        | CUSIP: 20755CAB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4000000 | PA      | $4099903.60   | 0.29%             | 2043-10-25      | Floating      | 6.85%                 | Yes           |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                 | Constellation Brands Inc                                                        | CUSIP: 21036PBN7<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    800000 | PA      | $799979.13    | 0.06%             | 2026-02-02      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                 | Constellation Brands Inc                                                        | CUSIP: 21036PBQ0<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1761993.45   | 0.13%             | 2029-01-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CONSUMERS 23 SECURE FUND                                                 | Consumers 2023 Securitization Funding LLC                                       | CUSIP: 21071BAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1687501 | PA      | $1712860.06   | 0.12%             | 2028-03-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                                       | Credit Agricole SA                                                              | CUSIP: 22535WAP2<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   5000000 | PA      | $5073364.50   | 0.36%             | 2029-01-09      | Fixed         | 5.23%                 | Yes           |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                         | Crown Castle Inc                                                                | CUSIP: 22822VBA8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |   4050000 | PA      | $4086007.21   | 0.29%             | 2028-01-11      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DLLAA LLC                                                                | DLLAA 2025-1 LLC                                                                | CUSIP: 233249AD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2670000 | PA      | $2737447.54   | 0.20%             |  |  |  | Yes           |                  2 | On Loan: No      |
| DLLAD LLC                                                                | DLLAD 2023-1 LLC                                                                | CUSIP: 233258AC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3928881 | PA      | $3938277.33   | 0.28%             |  |  |  | Yes           |                  2 | On Loan: No      |
| DLLST LLC                                                                | DLLST 2024-1 LLC                                                                | CUSIP: 23346HAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2200000 | PA      | $2211367.62   | 0.16%             |  |  |  | Yes           |                  2 | On Loan: No      |
| DAIMLER TRUCK FINAN NA                                                   | Daimler Truck Finance North America LLC                                         | CUSIP: 233853BD1<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $6090468.66   | 0.44%             | 2030-01-13      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Daimler Trucks Retail Trust                                              | Daimler Trucks Retail Trust 2022-1                                              | CUSIP: 233869AD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1970000 | PA      | $1966113.49   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Daimler Trucks Retail Trust                                              | Daimler Trucks Retail Trust 2024-1                                              | CUSIP: 233874AD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4000000 | PA      | $4093210.40   | 0.29%             |  |  |  | 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        |   2000000 | PA      | $2033291.60   | 0.15%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Dell Equipment Finance Trust                                             | Dell Equipment Finance Trust 2023-1                                             | CUSIP: 24702HAL7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1501980.90   | 0.11%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Dell Equipment Finance Trust                                             | Dell Equipment Finance Trust 2023-2                                             | CUSIP: 24703GAF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $5029142.00   | 0.36%             |  |  |  | Yes           |                  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        |    520000 | PA      | $522087.93    | 0.04%             |  |  |  | Yes           |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                                         | Deutsche Bank AG/New York NY                                                    | CUSIP: 25160PAJ6<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   3110000 | PA      | $3116446.59   | 0.22%             | 2026-07-14      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                       | Energy Transfer LP                                                              | CUSIP: 29273VBD1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   4110000 | PA      | $4152675.12   | 0.30%             | 2030-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                                           | Enterprise Fleet Financing 2022-4 LLC                                           | CUSIP: 29374GAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    543204 | PA      | $545669.49    | 0.04%             |  |  |  | Yes           |                  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        |   2000000 | PA      | $2005742.90   | 0.14%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                                           | Enterprise Fleet Financing 2023-1 LLC                                           | CUSIP: 29375CAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1253468 | PA      | $1257720.11   | 0.09%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                                           | Enterprise Fleet Financing 2024-3 LLC                                           | CUSIP: 29375QAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3250000 | PA      | $3317398.66   | 0.24%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                                           | Enterprise Fleet Financing 2024-2 LLC                                           | CUSIP: 29375RAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3750000 | PA      | $3884724.75   | 0.28%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Evergreen Credit Card Trust                                              | Evergreen Credit Card Trust                                                     | CUSIP: 30023JCT3<br>LEI: 5493002G9KVV6J3CNU15 | Long             | ABS-O            | CORP              | CA        |   4000000 | PA      | $4027948.00   | 0.29%             |  |  |  | Yes           |                  3 | On Loan: No      |
| FNB CORP                                                                 | FNB Corp/PA                                                                     | CUSIP: 302520AC5<br>LEI: PCYSKIGYNYFDTBLVZU83 | Long             | DBT              | CORP              | US        |   1990000 | PA      | $1988411.94   | 0.14%             | 2025-08-25      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                              | Freddie Mac Pool                                                                | CUSIP: 3132DWLN1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   9234020 | PA      | $9510230.14   | 0.68%             | 2054-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                              | Freddie Mac Pool                                                                | CUSIP: 3133W6D38<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  11499743 | PA      | $11698221.75  | 0.84%             | 2054-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                              | Freddie Mac Non Gold Pool                                                       | CUSIP: 31346AGD1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       895 | PA      | $902.34       | 0.00%             | 2030-11-01      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae REMICS                                                               | CUSIP: 3136A3UA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    662217 | PA      | $651564.93    | 0.05%             | 2042-02-25      | Floating      | 4.87%                 | 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        |   2241378 | PA      | $2232763.99   | 0.16%             | 2030-11-25      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae Pool                                                                 | CUSIP: 31388XVV3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     99409 | PA      | $97282.32     | 0.01%             | 2033-08-01      | Floating      | 4.24%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae REMICS                                                               | CUSIP: 31393BL86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1005 | PA      | $997.10       | 0.00%             | 2033-05-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                              | Freddie Mac REMICS                                                              | CUSIP: 31394GBQ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      8129 | PA      | $7923.88      | 0.00%             | 2032-04-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae REMICS                                                               | CUSIP: 31395NAY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     49275 | PA      | $49045.75     | 0.00%             | 2036-06-25      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                              | Freddie Mac REMICS                                                              | CUSIP: 31396HUS6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    218667 | PA      | $216510.47    | 0.02%             | 2036-02-15      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae REMICS                                                               | CUSIP: 31396Q6Q7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     85987 | PA      | $86565.24     | 0.01%             | 2037-04-25      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae REMICS                                                               | CUSIP: 31396QVX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5178 | PA      | $5151.85      | 0.00%             | 2039-08-25      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                              | Freddie Mac REMICS                                                              | CUSIP: 31396R3N5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     25328 | PA      | $25196.95     | 0.00%             | 2034-02-15      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae REMICS                                                               | CUSIP: 31396XB29<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    307952 | PA      | $305566.95    | 0.02%             | 2037-07-25      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                              | Freddie Mac REMICS                                                              | CUSIP: 31398EK29<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    109008 | PA      | $109875.05    | 0.01%             | 2037-07-15      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae REMICS                                                               | CUSIP: 31398RV36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    123485 | PA      | $122863.54    | 0.01%             | 2037-07-25      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae Pool                                                                 | CUSIP: 3140A5RZ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8678536 | PA      | $8806476.73   | 0.63%             | 2053-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                               | Fiserv Inc                                                                      | CUSIP: 337738BM9<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3998544.96   | 0.29%             | 2030-03-15      | Fixed         | 4.75%                 | No            |                  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        |   1000000 | PA      | $991861.40    | 0.07%             | 2039-12-15      | Floating      | 6.17%                 | Yes           |                  2 | 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        |   1625000 | PA      | $1611777.21   | 0.12%             | 2039-12-15      | Floating      | 6.47%                 | 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        |   7500000 | PA      | $7577366.63   | 0.54%             |  |  |  | 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        |   8700000 | PA      | $8841454.61   | 0.64%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Ford Credit Auto Lease Trust                                             | Ford Credit Auto Lease Trust 2023-B                                             | CUSIP: 34529NAH3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $5077915.25   | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust/Ford Credit                                 | Ford Credit Auto Owner Trust 2020-REV2                                          | CUSIP: 34532JAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $2955538.05   | 0.21%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust                                             | Ford Credit Auto Owner Trust 2022-C                                             | CUSIP: 34535AAF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $5036170.00   | 0.36%             |  |  |  | No            |                  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        |   2500000 | PA      | $2619779.25   | 0.19%             |  |  |  | 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        |   1000000 | PA      | $1017470.75   | 0.07%             |  |  |  | Yes           |                  2 | On Loan: No      |
| GXO LOGISTICS INC                                                        | GXO Logistics Inc                                                               | CUSIP: 36262GAF8<br>LEI: 5493007CNWMXN78JRN66 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $6105904.20   | 0.44%             | 2029-05-06      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                   | General Motors Financial Co Inc                                                 | CUSIP: 37045XDQ6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4948252.25   | 0.36%             | 2027-02-26      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                   | General Motors Financial Co Inc                                                 | CUSIP: 37045XFB7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5015023.75   | 0.36%             | 2030-01-07      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust                                    | GM Financial Automobile Leasing Trust 2024-3                                    | CUSIP: 38012QAF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4000000 | PA      | $3992625.40   | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| Golden Credit Card Trust                                                 | Golden Credit Card Trust                                                        | CUSIP: 380881FC1<br>LEI: 549300BEDPMEONLTJX58 | Long             | ABS-O            | CORP              | US        |   7000000 | PA      | $6721920.45   | 0.48%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Golden Credit Card Trust                                                 | Golden Credit Card Trust                                                        | CUSIP: 380881FG2<br>LEI: 549300BEDPMEONLTJX58 | Long             | ABS-O            | CORP              | CA        |   3290000 | PA      | $3151425.20   | 0.23%             |  |  |  | Yes           |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                  | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GA87<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   3145000 | PA      | $3260763.08   | 0.23%             | 2030-04-25      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association                                        | CUSIP: 38375B3Y6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    138039 | PA      | $138282.75    | 0.01%             | 2063-07-20      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| GREAT AMERICA LEASING RECEIVABLES                                        | GreatAmerica Leasing Receivables Funding LLC Series 2021-2                      | CUSIP: 39154TBT4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8000000 | PA      | $7828936.40   | 0.56%             |  |  |  | Yes           |                  2 | On Loan: No      |
| HPEFS Equipment Trust                                                    | Hpefs Equipment Trust 2022-3                                                    | CUSIP: 403951AE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1003002.05   | 0.07%             |  |  |  | Yes           |                  2 | On Loan: No      |
| HCA INC                                                                  | HCA Inc                                                                         | CUSIP: 404119CZ0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1920000 | PA      | $1953421.23   | 0.14%             | 2030-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HPEFS Equipment Trust                                                    | HPEFS Equipment Trust 2024-2                                                    | CUSIP: 40444MAL5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4500000 | PA      | $4612901.40   | 0.33%             |  |  |  | Yes           |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                                                    | Huntington Bancshares Inc/OH                                                    | CUSIP: 446150BE3<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3023514.63   | 0.22%             | 2031-01-15      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| The Huntington National Bank                                             | Huntington Bank Auto Credit-Linked Notes Series 2025-1                          | CUSIP: 446438SZ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3705582 | PA      | $3710433.39   | 0.27%             |  |  |  | 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        |   3000000 | PA      | $3080841.15   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust                                           | Hyundai Auto Receivables Trust 2024-C                                           | CUSIP: 448976AG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $5025162.25   | 0.36%             |  |  |  | No            |                  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        |   5000000 | PA      | $5043180.50   | 0.36%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitization Trust                                  | Hyundai Auto Lease Securitization Trust 2024-B                                  | CUSIP: 44934FAF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4900000 | PA      | $4995007.82   | 0.36%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitization Trust                                  | Hyundai Auto Lease Securitization Trust 2025-B                                  | CUSIP: 44935DAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4250000 | PA      | $4263558.78   | 0.31%             |  |  |  | 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        |   1945000 | PA      | $1974766.47   | 0.14%             |  |  |  | Yes           |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                      | JPMorgan Chase & Co                                                             | CUSIP: 46647PEA0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5049712.20   | 0.36%             | 2028-01-23      | Fixed         | 5.04%                 | 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        |   1375000 | PA      | $1378037.86   | 0.10%             |  |  |  | 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        |   2000000 | PA      | $2034218.70   | 0.15%             |  |  |  | Yes           |                  2 | On Loan: No      |
| LENNOX INTERNATIONAL INC                                                 | Lennox International Inc                                                        | CUSIP: 526107AE7<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | DBT              | CORP              | US        |    775000 | PA      | $767636.79    | 0.06%             | 2025-08-01      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| LINCOLN FIN GLBL FUNDING                                                 | Lincoln Financial Global Funding                                                | CUSIP: 53359KAA9<br>LEI: 984500OC010458395923 | Long             | DBT              | CORP              | US        |   1695000 | PA      | $1736057.09   | 0.12%             | 2030-01-13      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| MMAF Equipment Finance LLC                                               | MMAF Equipment Finance LLC 2023-A                                               | CUSIP: 55317WAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    873575 | PA      | $875907.57    | 0.06%             |  |  |  | Yes           |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                                 | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748BZ4<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |   1175000 | PA      | $1173741.93   | 0.08%             | 2027-11-08      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| Master Credit Card Trust                                                 | Master Credit Card Trust II                                                     | CUSIP: 576339DH5<br>LEI: 549300G7G68IV2D8IM76 | Long             | ABS-O            | CORP              | CA        |   2000000 | PA      | $2005979.40   | 0.14%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Master Credit Card Trust                                                 | Master Credit Card Trust II                                                     | CUSIP: 576339DK8<br>LEI: 549300G7G68IV2D8IM76 | Long             | ABS-O            | CORP              | CA        |   1350000 | PA      | $1351518.89   | 0.10%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Master Credit Card Trust                                                 | Master Credit Card Trust II                                                     | CUSIP: 576339DL6<br>LEI: 549300G7G68IV2D8IM76 | Long             | ABS-O            | CORP              | CA        |   2622000 | PA      | $2625451.08   | 0.19%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Master Credit Card Trust                                                 | Master Credit Card Trust II                                                     | CUSIP: 576339DR3<br>LEI: 549300G7G68IV2D8IM76 | Long             | ABS-O            | CORP              | CA        |   1000000 | PA      | $1039177.20   | 0.07%             |  |  |  | Yes           |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                                                 | Microchip Technology Inc                                                        | CUSIP: 595017BE3<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |   1945000 | PA      | $1948890.78   | 0.14%             | 2029-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                                                 | Microchip Technology Inc                                                        | CUSIP: 595017BL7<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |   1835000 | PA      | $1827612.09   | 0.13%             | 2030-02-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Mississippi Higher Education Assistance Corp.                            | Mississippi Higher Education Assistance Corp                                    | CUSIP: 60535YAA1<br>LEI: 549300HWPV47979HMV21 | Long             | ABS-O            | CORP              | US        |    465465 | PA      | $466267.73    | 0.03%             | 2035-10-25      | Floating      | 3.16%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK NA                                                   | Morgan Stanley Bank NA                                                          | CUSIP: 61690U8F0<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4982754.10   | 0.36%             | 2027-10-15      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF CANADA                                                  | National Bank of Canada                                                         | CUSIP: 63307A3B9<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |   3000000 | PA      | $2988394.35   | 0.21%             | 2029-10-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NATWEST MARKETS PLC                                                      | NatWest Markets PLC                                                             | CUSIP: 63906YAE8<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |   6000000 | PA      | $6010418.28   | 0.43%             | 2026-09-29      | Floating      | 5.14%                 | Yes           |                  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        |    891489 | PA      | $835005.43    | 0.06%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Navistar Financial Dealer Note Master Trust                              | Navistar Financial Dealer Note Master Owner Trust II                            | CUSIP: 63938PBU2<br>LEI: 549300S28N49H5RT4J50 | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2008223.70   | 0.14%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Navistar Financial Dealer Note Master Trust                              | Navistar Financial Dealer Note Master Owner Trust                               | CUSIP: 63938PBW8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $3023740.50   | 0.22%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Navistar Financial Dealer Note Master Trust                              | Navistar Financial Dealer Note Master Owner Trust                               | CUSIP: 63938PBX6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2080000 | PA      | $2113498.92   | 0.15%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Navistar Financial Dealer Note Master Trust                              | Navistar Financial Dealer Note Master Owner Trust                               | CUSIP: 63938PBY4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2850000 | PA      | $2906566.37   | 0.21%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Navient Student Loan Trust                                               | Navient Private Education Refi Loan Trust 2020-G                                | CUSIP: 63941UAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1428046 | PA      | $1316083.84   | 0.09%             |  |  |  | Yes           |                  2 | On Loan: No      |
| NextGear Floorplan Master Owner Trust                                    | NextGear Floorplan Master Owner Trust                                           | CUSIP: 65341KCD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6000000 | PA      | $6020600.40   | 0.43%             |  |  |  | Yes           |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE                                                  | Nissan Motor Acceptance Co LLC                                                  | CUSIP: 65480CAE5<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2523670.58   | 0.18%             | 2026-09-15      | Fixed         | 6.95%                 | Yes           |                  2 | On Loan: No      |
| PFS Financing Corp.                                                      | PFS Financing Corp                                                              | CUSIP: 69335PEW1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7450000 | PA      | $7592237.64   | 0.55%             |  |  |  | Yes           |                  2 | On Loan: No      |
| PFS Financing Corp.                                                      | PFS Financing Corp                                                              | CUSIP: 69335PFK6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6750000 | PA      | $6926085.23   | 0.50%             |  |  |  | Yes           |                  2 | On Loan: No      |
| PFS Financing Corp.                                                      | PFS Financing Corp                                                              | CUSIP: 69335PFQ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4000000 | PA      | $4007265.60   | 0.29%             |  |  |  | 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      | $800424.16    | 0.06%             |  |  |  | Yes           |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                                                 | Penske Truck Leasing Co Lp / PTL Finance Corp                                   | CUSIP: 709599BS2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3340000 | PA      | $3429144.47   | 0.25%             | 2028-02-01      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                                                 | Public Service Enterprise Group Inc                                             | CUSIP: 744573BA3<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |   3740000 | PA      | $3777953.11   | 0.27%             | 2030-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                                 | Rogers Communications Inc                                                       | CUSIP: 775109DE8<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |   4000000 | PA      | $4035291.48   | 0.29%             | 2029-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| ROPER TECHNOLOGIES INC                                                   | Roper Technologies Inc                                                          | CUSIP: 776696AG1<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |   1165000 | PA      | $1160400.79   | 0.08%             | 2029-10-15      | Fixed         | 4.50%                 | 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        |   2500000 | PA      | $2578751.75   | 0.19%             |  |  |  | Yes           |                  2 | On Loan: No      |
| SBNA Auto Lease Trust                                                    | SBNA Auto Lease Trust 2024-C                                                    | CUSIP: 78398DAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3060000 | PA      | $3069103.81   | 0.22%             |  |  |  | Yes           |                  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        |   2500000 | PA      | $2509494.63   | 0.18%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Santander Consumer Auto Receivables Trust                                | Santander Consumer Auto Receivables Trust 2021-A                                | CUSIP: 80282YAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    325156 | PA      | $323884.47    | 0.02%             |  |  |  | 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        |  13000000 | PA      | $13397634.25  | 0.96%             |  |  |  | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                                   | Santander Drive Auto Receivables Trust 2023-1                                   | CUSIP: 80287GAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $3012280.35   | 0.22%             |  |  |  | No            |                  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        |   6500000 | PA      | $6602822.85   | 0.47%             |  |  |  | No            |                  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        |   9500000 | PA      | $9561119.68   | 0.69%             |  |  |  | No            |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes                                  | Santander Bank Auto Credit-Linked Notes Series 2022-A                           | CUSIP: 80290CAS3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     65499 | PA      | $65524.27     | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes                                  | Santander Bank Auto Credit-Linked Notes Series 2023-A                           | CUSIP: 80290CBX1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    210302 | PA      | $213462.70    | 0.02%             |  |  |  | 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      | $15023712.00  | 1.08%             |  |  |  | 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        |   7500000 | PA      | $7555878.38   | 0.54%             |  |  |  | No            |                  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        |   1088181 | PA      | $1093875.62   | 0.08%             |  |  |  | Yes           |                  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        |   1001126 | PA      | $1013594.47   | 0.07%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                                   | Sequoia Mortgage Trust 2013-2                                                   | CUSIP: 81745MAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    330378 | PA      | $280129.06    | 0.02%             | 2043-02-25      | Variable      | 1.87%                 | No            |                  2 | On Loan: No      |
| SYNOVUS FINANCIAL CORP                                                   | Synovus Financial Corp                                                          | CUSIP: 87161CAP0<br>LEI: 549300EIUS8UN5JTLE54 | Long             | DBT              | CORP              | US        |   1295000 | PA      | $1307310.23   | 0.09%             | 2030-11-01      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                                     | Targa Resources Corp                                                            | CUSIP: 87612GAE1<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2085981.32   | 0.15%             | 2029-03-01      | Fixed         | 6.15%                 | 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        |   4000000 | PA      | $3949916.80   | 0.28%             | 2042-04-15      | Floating      | 5.61%                 | Yes           |                  3 | On Loan: No      |
| TEXAS Commercial Mortgage Trust                                          | TEXAS Commercial Mortgage Trust 2025-TWR                                        | CUSIP: 88231WAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1125000 | PA      | $1113657.19   | 0.08%             | 2042-04-15      | Floating      | 5.91%                 | Yes           |                  3 | On Loan: No      |
| Trillium Credit Card Trust II                                            | Trillium Credit Card Trust II                                                   | CUSIP: 89621ABN8<br>LEI: 549300P7QN1SDIOQVL28 | Long             | ABS-O            | CORP              | CA        |   3000000 | PA      | $3003473.10   | 0.22%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Trillium Credit Card Trust II                                            | Trillium Credit Card Trust II                                                   | CUSIP: 89621ABV0<br>LEI: 549300P7QN1SDIOQVL28 | Long             | ABS-O            | CORP              | CA        |   2000000 | PA      | $2004689.70   | 0.14%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Trillium Credit Card Trust II                                            | Trillium Credit Card Trust II                                                   | CUSIP: 89621ACB3<br>LEI: 549300P7QN1SDIOQVL28 | Long             | ABS-O            | CORP              | CA        |   1000000 | PA      | $1002594.50   | 0.07%             |  |  |  | Yes           |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                    | Truist Financial Corp                                                           | CUSIP: 89788MAL6<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   1180000 | PA      | $1189308.69   | 0.09%             | 2029-01-26      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Notes                                                             | CUSIP: 91282CKD2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15000000 | PA      | $15318700.50  | 1.10%             | 2029-02-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                                     | Verizon Master Trust                                                            | CUSIP: 92348KCC5<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |   4880000 | PA      | $4994862.51   | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                                     | Verizon Master Trust                                                            | CUSIP: 92348KCT8<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |   3260000 | PA      | $3342980.04   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                                     | Verizon Master Trust                                                            | CUSIP: 92348VAC3<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |   3770000 | PA      | $3792682.58   | 0.27%             |  |  |  | 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        |    157948 | PA      | $134746.08    | 0.01%             | 2046-12-25      | Floating      | 4.15%                 | 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        |    138000 | PA      | $124073.44    | 0.01%             | 2046-11-25      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| Wheels Fleet Lease Funding LLC                                           | Wheels Fleet Lease Funding 1 LLC                                                | CUSIP: 96328GCH8<br>LEI: 549300BSFY0E0XXREF43 | Long             | ABS-O            | CORP              | US        |   3900000 | PA      | $3936820.49   | 0.28%             |  |  |  | Yes           |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust                                        | World Omni Auto Receivables Trust 2021-C                                        | CUSIP: 98164CAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1750000 | PA      | $1728118.18   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust                                        | World Omni Auto Receivables Trust 2021-C                                        | CUSIP: 98164CAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1375000 | PA      | $1358531.21   | 0.10%             | 2028-04-17      | Fixed         | 1.06%                 | No            |                  2 | On Loan: No      |
| World Omni Automobile Lease Securitization Trust                         | World Omni Automobile Lease Securitization Trust 2025-A                         | CUSIP: 98164PAF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8000000 | PA      | $8069391.20   | 0.58%             |  |  |  | No            |                  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        |    669384 | PA      | $678238.08    | 0.05%             |  |  |  | Yes           |                  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        |   5500000 | PA      | $5655517.18   | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| ARI Fleet Lease Trust                                                    | ARI Fleet Lease Trust 2024-B                                                    | CUSIP: 04033HAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2750000 | PA      | $2805052.53   | 0.20%             |  |  |  | Yes           |                  2 | On Loan: No      |
| BHMS Mortgage Trust                                                      | BHMS 2018-ATLS                                                                  | CUSIP: 05549GAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $4983732.00   | 0.36%             | 2035-07-15      | Floating      | 5.87%                 | Yes           |                  2 | On Loan: No      |
| BMW Vehicle Lease Trust                                                  | BMW Vehicle Lease Trust                                                         | CUSIP: 05613MAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2760000 | PA      | $2753789.03   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| BLACK HILLS CORP                                                         | Black Hills Corp                                                                | CUSIP: 092113AV1<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $6229879.08   | 0.45%             | 2028-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Chesapeake Funding II LLC                                                | Chesapeake Funding II LLC                                                       | CUSIP: 165183CX0<br>LEI: 5493000HT7H4OFOD6Z12 | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1002211.05   | 0.07%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                              | Freddie Mac REMICS                                                              | CUSIP: 3133TGT74<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1529 | PA      | $1561.47      | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                              | Freddie Mac Non Gold Pool                                                       | CUSIP: 31342AP45<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    108195 | PA      | $109967.44    | 0.01%             | 2033-03-01      | Floating      | 6.29%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae REMICS                                                               | CUSIP: 31397QYR3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     76646 | PA      | $76251.03     | 0.01%             | 2041-03-25      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                 | Ford Motor Credit Co LLC                                                        | CUSIP: 345397E58<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3928678.80   | 0.28%             | 2029-03-08      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                 | Government National Mortgage Association                                        | CUSIP: 38375B4Y5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    282655 | PA      | $283077.56    | 0.02%             | 2063-07-20      | Floating      | 4.98%                 | No            |                  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        |    800000 | PA      | $816858.76    | 0.06%             |  |  |  | Yes           |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                  | Hyundai Capital America                                                         | CUSIP: 44891ACM7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   9000000 | PA      | $9143197.29   | 0.66%             | 2026-09-21      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| JW Commercial Mortgage Trust 2024-MRCO                                   | JW Trust 2024-BERY                                                              | CUSIP: 46676AAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1600000 | PA      | $1583979.20   | 0.11%             | 2039-11-15      | Floating      | 6.26%                 | Yes           |                  2 | On Loan: No      |
| MERCEDES-BENZ FIN NA                                                     | Mercedes-Benz Finance North America LLC                                         | CUSIP: 58769JAY3<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |   4135000 | PA      | $4118852.78   | 0.30%             | 2027-11-15      | Floating      | 5.21%                 | Yes           |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE                                                  | Nissan Motor Acceptance Co LLC                                                  | CUSIP: 65480CAJ4<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3950423.88   | 0.28%             | 2027-09-13      | Floating      | 6.42%                 | Yes           |                  2 | On Loan: No      |
| PFS Financing Corp.                                                      | PFS Financing Corp                                                              | CUSIP: 69335PFF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3500000 | PA      | $3570561.40   | 0.26%             |  |  |  | Yes           |                  2 | On Loan: No      |
| RYDER SYSTEM INC                                                         | Ryder System Inc                                                                | CUSIP: 78355HKX6<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5273392.80   | 0.38%             | 2028-12-01      | Fixed         | 6.30%                 | No            |                  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        |   2000000 | PA      | $2045231.30   | 0.15%             |  |  |  | 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        |   4000000 | PA      | $4025883.00   | 0.29%             |  |  |  | Yes           |                  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        |    600000 | PA      | $593985.66    | 0.04%             | 2042-04-15      | Floating      | 6.46%                 | Yes           |                  3 | On Loan: No      |
| TORONTO-DOMINION BANK                                                    | Toronto-Dominion Bank/The                                                       | CUSIP: 89115A3D2<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   4000000 | PA      | $3974376.32   | 0.29%             | 2029-12-17      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                 | Toyota Motor Credit Corp                                                        | CUSIP: 89236TLL7<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4044225.92   | 0.29%             | 2029-01-05      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| U.S. Bank National Association                                           | US Bank NA                                                                      | CUSIP: 90357PAV6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1341747 | PA      | $1358954.66   | 0.10%             |  |  |  | Yes           |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                    | Wells Fargo & Co                                                                | CUSIP: 95000U3J0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   3635000 | PA      | $3708944.55   | 0.27%             | 2030-01-23      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                          | CVS Health Corp                                                                 | CUSIP: 126650DS6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   2680000 | PA      | $2686398.18   | 0.19%             | 2026-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CARDS II Trust                                                           | CARDS II Trust                                                                  | CUSIP: 14161GCN8<br>LEI: 549300GWPYLNK6X47W76 | Long             | ABS-O            | CORP              | US        |   2500000 | PA      | $2519257.00   | 0.18%             |  |  |  | Yes           |                  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        |   1530000 | PA      | $1570123.18   | 0.11%             |  |  |  | No            |                  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        |   2297713 | PA      | $2313835.47   | 0.17%             |  |  |  | Yes           |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                       | Ally Financial Inc                                                              | CUSIP: 02005NBT6<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   2060000 | PA      | $2140772.74   | 0.15%             | 2029-06-13      | Fixed         | 6.99%                 | No            |                  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        |   1500000 | PA      | $1541457.75   | 0.11%             |  |  |  | Yes           |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                      | American Express Co                                                             | CUSIP: 025816DL0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $6054396.66   | 0.43%             | 2026-10-30      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| AmeriCredit Automobile Receivables Trust                                 | AmeriCredit Automobile Receivables Trust 2022-2                                 | CUSIP: 03065WAF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3635000 | PA      | $3674044.08   | 0.26%             |  |  |  | No            |                  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        |   1200000 | PA      | $1210073.70   | 0.09%             |  |  |  | Yes           |                  2 | On Loan: No      |
| CANADIAN NATL RESOURCES                                                  | Canadian Natural Resources Ltd                                                  | CUSIP: 136385BB6<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |   1750000 | PA      | $1745385.48   | 0.13%             | 2029-12-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                                                  | CarMax Auto Owner Trust 2024-4                                                  | CUSIP: 14290DAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3500000 | PA      | $3521963.03   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                                                  | CarMax Auto Owner Trust 2022-1                                                  | CUSIP: 14317CAG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6000000 | PA      | $5845959.30   | 0.42%             |  |  |  | No            |                  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        |   1000000 | PA      | $1025854.55   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Chesapeake Funding II LLC                                                | Chesapeake Funding II LLC                                                       | CUSIP: 165183CY8<br>LEI: 5493000HT7H4OFOD6Z12 | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2001588.50   | 0.14%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Chesapeake Funding II LLC                                                | Chesapeake Funding II LLC                                                       | CUSIP: 165183DG6<br>LEI: 5493000HT7H4OFOD6Z12 | Long             | ABS-O            | CORP              | US        |   1300000 | PA      | $1329819.99   | 0.10%             |  |  |  | Yes           |                  2 | On Loan: No      |
| CITIBANK NA                                                              | Citibank NA                                                                     | CUSIP: 17325FBF4<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4041175.80   | 0.29%             | 2026-04-30      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP                                                 | Citizens Financial Group Inc                                                    | CUSIP: 174610BF1<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |   2260000 | PA      | $2314042.70   | 0.17%             | 2030-01-23      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION EN GEN LLC                                                 | Constellation Energy Generation LLC                                             | CUSIP: 210385AB6<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4133684.36   | 0.30%             | 2028-03-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: —       |
| Contimortgage Home Equity Loan Trust                                     | Contimortgage Home Equity Loan Trust 1996-4                                     | CUSIP: 21075WDS1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4357 | PA      | $3448.23      | 0.00%             | 2028-01-15      | Floating      | 4.92%                 | No            |                  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        |    770000 | PA      | $782607.40    | 0.06%             |  |  |  | Yes           |                  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        |   7000000 | PA      | $7101374.35   | 0.51%             |  |  |  | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                                 | Electricite de France SA                                                        | CUSIP: 28504DAB9<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |   1345000 | PA      | $1388270.83   | 0.10%             | 2028-05-23      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                         | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FRUH2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   9063087 | PA      | $8521727.52   | 0.61%             | 2029-09-25      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                              | Freddie Mac REMICS                                                              | CUSIP: 31398EDL5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     34888 | PA      | $34993.72     | 0.00%             | 2036-07-15      | Floating      | 5.21%                 | 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        |   2500000 | PA      | $2540703.63   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust                                             | Ford Credit Auto Owner Trust 2023-A                                             | CUSIP: 344928AG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $5094708.00   | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| Ford Credit Auto Lease Trust                                             | Ford Credit Auto Lease Trust 2023-A                                             | CUSIP: 345287AG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3500000 | PA      | $3505043.68   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| GM Financial Revolving Receivables Trust                                 | GM Financial Revolving Receivables Trust 2023-1                                 | CUSIP: 38012RAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $5054342.00   | 0.36%             |  |  |  | Yes           |                  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        |   5040000 | PA      | $5143028.69   | 0.37%             |  |  |  | Yes           |                  2 | On Loan: No      |
| HPEFS Equipment Trust                                                    | HPEFS Equipment Trust 2024-1                                                    | CUSIP: 403963AF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $3039344.85   | 0.22%             |  |  |  | Yes           |                  2 | On Loan: No      |
| HCA INC                                                                  | HCA Inc                                                                         | CUSIP: 404119CT4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2039214.54   | 0.15%             | 2031-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                  | Hyundai Capital America                                                         | CUSIP: 44891ACT2<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4029437.68   | 0.29%             | 2027-01-08      | Fixed         | 5.25%                 | Yes           |                  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        |   1050000 | PA      | $1035540.35   | 0.07%             | 2039-11-15      | Floating      | 6.56%                 | Yes           |                  2 | On Loan: No      |
| Kubota Credit Owner Trust                                                | Kubota Credit Owner Trust 2023-1                                                | CUSIP: 50117KAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3400417 | PA      | $3419362.81   | 0.25%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Navient Student Loan Trust                                               | Navient Private Education Refi Loan Trust 2019-D                                | CUSIP: 63941CAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1857035 | PA      | $1792698.48   | 0.13%             |  |  |  | Yes           |                  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        |   6662000 | PA      | $6724037.88   | 0.48%             |  |  |  | Yes           |                  2 | On Loan: No      |
| ONEOK INC                                                                | ONEOK Inc                                                                       | CUSIP: 682680BJ1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2578288.75   | 0.19%             | 2028-11-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                              | Oracle Corp                                                                     | CUSIP: 68389XCS2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   5175000 | PA      | $5101254.65   | 0.37%             | 2029-09-27      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| PACIFIC LIFE GF II                                                       | Pacific Life Global Funding II                                                  | CUSIP: 6944PL2S7<br>LEI: 6354003EUPCHXTWUU869 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4063978.36   | 0.29%             | 2028-04-04      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| PenFed Auto Receivables Owner Trust                                      | PenFed Auto Receivables Owner Trust 2022-A                                      | CUSIP: 706874AE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    700000 | PA      | $699261.19    | 0.05%             |  |  |  | Yes           |                  2 | On Loan: No      |
| REGIONS FINANCIAL CORP                                                   | Regions Financial Corp                                                          | CUSIP: 7591EPAU4<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |   3305000 | PA      | $3380144.53   | 0.24%             | 2030-06-06      | Fixed         | 5.72%                 | No            |                  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        |   1642000 | PA      | $1648120.72   | 0.12%             |  |  |  | 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        |   2500000 | PA      | $2503760.88   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                                   | Sequoia Mortgage Trust 2012-6                                                   | CUSIP: 81744NAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    452481 | PA      | $387788.90    | 0.03%             | 2042-12-25      | Variable      | 1.81%                 | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust                                | SFS Auto Receivables Securitization Trust 2025-1                                | CUSIP: 81885BAL9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6000000 | PA      | $6146003.40   | 0.44%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC                                        | Sierra Timeshare 2020-2 Receivables Funding LLC                                 | CUSIP: 826525AA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    528121 | PA      | $527272.14    | 0.04%             |  |  |  | Yes           |                  2 | On Loan: No      |
| SOLVENTUM CORP                                                           | Solventum Corp                                                                  | CUSIP: 83444MAP6<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4080990.84   | 0.29%             | 2029-03-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| STELLANTIS FIN US INC                                                    | Stellantis Finance US Inc                                                       | CUSIP: 85855CAM2<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1511975.52   | 0.11%             | 2028-03-17      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| SYNOPSYS INC                                                             | Synopsys Inc                                                                    | CUSIP: 871607AC1<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |   4615000 | PA      | $4667107.73   | 0.34%             | 2030-04-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                    | Truist Financial Corp                                                           | CUSIP: 89788MAN2<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4066426.84   | 0.29%             | 2027-06-08      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                                     | Verizon Master Trust                                                            | CUSIP: 92348KDQ3<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |   7750000 | PA      | $7843894.35   | 0.56%             |  |  |  | No            |                  2 | On Loan: No      |
| Ally Auto Receivables Trust                                              | ALLY AUTO RECEIVABLES TRUST 2023-A                                              | CUSIP: 02008NAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5102500 | PA      | $5189257.55   | 0.37%             |  |  |  | Yes           |                  2 | On Loan: No      |
| AmeriCredit Automobile Receivables Trust                                 | AmeriCredit Automobile Receivables Trust 2021-1                                 | CUSIP: 03063FAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    248530 | PA      | $247823.85    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| AON NORTH AMERICA INC                                                    | Aon North America Inc                                                           | CUSIP: 03740MAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4084628.00   | 0.29%             | 2029-03-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                                   | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RBV8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   2325000 | PA      | $2378072.94   | 0.17%             | 2030-03-14      | Fixed         | 4.98%                 | No            |                  2 | On Loan: —       |
| Barclays Dryrock Issuance Trust                                          | Barclays Dryrock Issuance Trust                                                 | CUSIP: 06742LBB8<br>LEI: 213800R4G3N2G68CHU37 | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $5004288.75   | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| BAYER US FINANCE LLC                                                     | Bayer US Finance LLC                                                            | CUSIP: 07274EAH6<br>LEI: 54930093Q75GSEM74I71 | Long             | DBT              | CORP              | US        |   1710000 | PA      | $1741333.01   | 0.13%             | 2026-11-21      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| AIR LEASE CORP                                                           | Air Lease Corp                                                                  | CUSIP: 00914AAV4<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4057608.00   | 0.29%             | 2029-03-01      | Fixed         | 5.10%                 | 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        |   1050000 | PA      | $1058884.79   | 0.08%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Banc of America Mortgage Securities                                      | Banc of America Mortgage 2003-B Trust                                           | CUSIP: 06050HD39<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1800 | PA      | $1697.37      | 0.00%             | 2033-03-25      | Variable      | 5.74%                 | 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        |   1000000 | PA      | $1015674.60   | 0.07%             |  |  |  | Yes           |                  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        |    870000 | PA      | $871995.00    | 0.06%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                                           | Enterprise Fleet Financing 2023-2 LLC                                           | CUSIP: 29375NAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4500000 | PA      | $4585401.23   | 0.33%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Enterprise Fleet Financing LLC                                           | Enterprise Fleet Financing 2024-1 LLC                                           | CUSIP: 29375PAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5650000 | PA      | $5739372.27   | 0.41%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Evergreen Credit Card Trust                                              | Evergreen Credit Card Trust                                                     | CUSIP: 30023JCY2<br>LEI: 5493002G9KVV6J3CNU15 | Long             | ABS-O            | CORP              | CA        |   1400000 | PA      | $1420675.34   | 0.10%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae REMICS                                                               | CUSIP: 3136AVR27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    562002 | PA      | $551847.68    | 0.04%             | 2047-04-25      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae Pool                                                                 | CUSIP: 31385YCQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     40550 | PA      | $40530.50     | 0.00%             | 2040-05-01      | Floating      | 6.04%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae REMICS                                                               | CUSIP: 31397MGS0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     37758 | PA      | $38163.96     | 0.00%             | 2037-06-25      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust                                             | Ford Credit Auto Owner Trust 2024-D                                             | CUSIP: 34535VAF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3250000 | PA      | $3314748.29   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| GM Financial Securitized Term Auto Receivables Tr                        | GM Financial Consumer Automobile Receivables Trust 2023-2                       | CUSIP: 362583AG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3750000 | PA      | $3790163.25   | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECH INC                                                   | GE HealthCare Technologies Inc                                                  | CUSIP: 36266GAA5<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |   2325000 | PA      | $2342528.76   | 0.17%             | 2029-08-14      | Fixed         | 4.80%                 | No            |                  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        |   1250000 | PA      | $1267163.94   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDEN CREDIT CARD TRUST                                                 | GOLDEN CREDIT CARD TRUST                                                        | CUSIP: 380881FD9<br>LEI: 549300BEDPMEONLTJX58 | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $2866142.10   | 0.21%             |  |  |  | Yes           |                  2 | On Loan: No      |
| GREAT AMERICA LEASING RECEIVABLES                                        | GreatAmerica Leasing Receivables Funding LLC                                    | CUSIP: 39154GAL0<br>LEI: 549300JFP7GIDD4UWO79 | Long             | ABS-O            | CORP              | US        |   4161000 | PA      | $4213042.67   | 0.30%             |  |  |  | Yes           |                  2 | On Loan: No      |
| HSB Group Inc                                                            | HSB Group Inc                                                                   | CUSIP: 40428NAC3<br>LEI: 549300YBYP3KZS5URX14 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $970420.72    | 0.07%             | 2027-07-15      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| BOF URSA FUNDING                                                         | BOF URSA FUNDING                                                                | CUSIP: 072926AE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1850000 | PA      | $1886461.10   | 0.14%             |  |  |  | Yes           |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                                                   | Canadian Imperial Bank of Commerce                                              | CUSIP: 13607PVP6<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   4000000 | PA      | $4031510.16   | 0.29%             | 2028-01-13      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| HOWMET AEROSPACE INC                                                     | Howmet Aerospace Inc                                                            | CUSIP: 443201AC2<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3016485.00   | 0.22%             | 2031-10-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Chase Auto Credit Linked Notes                                           | JPMorgan Chase Bank NA - CACLN                                                  | CUSIP: 46591HCF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     15233 | PA      | $15195.87     | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| CARDS II Trust                                                           | CARDS II Trust                                                                  | CUSIP: 14161GCL2<br>LEI: 549300GWPYLNK6X47W76 | Long             | ABS-O            | CORP              | CA        |   2000000 | PA      | $2021883.50   | 0.15%             |  |  |  | Yes           |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                 | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CM4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2180000 | PA      | $2222881.25   | 0.16%             | 2026-11-10      | Fixed         | 6.15%                 | No            |                  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        |   2143000 | PA      | $2196661.90   | 0.16%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Chase Auto Owner Trust                                                   | Chase Auto Owner Trust 2024-5                                                   | CUSIP: 16144QAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2850000 | PA      | $2847782.42   | 0.20%             |  |  |  | Yes           |                  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        |   3231785 | PA      | $3262238.76   | 0.23%             | 2054-06-25      | Variable      | 6.00%                 | 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        |   2000000 | PA      | $2024723.10   | 0.15%             |  |  |  | Yes           |                  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        |   5250000 | PA      | $5365953.86   | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| ARI Fleet Lease Trust                                                    | ARI Fleet Lease Trust 2024-B                                                    | CUSIP: 04033HAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2990000 | PA      | $3049900.17   | 0.22%             |  |  |  | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                     | Bank of America Corp                                                            | CUSIP: 06051GML0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $6113696.76   | 0.44%             | 2031-01-24      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                                                  | CarMax Auto Owner Trust 2022-1                                                  | CUSIP: 14317CAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7250000 | PA      | $7092352.01   | 0.51%             |  |  |  | No            |                  2 | On Loan: No      |
| Chesapeake Funding II LLC                                                | Chesapeake Funding II LLC                                                       | CUSIP: 165183DC5<br>LEI: 5493000HT7H4OFOD6Z12 | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2037860.80   | 0.15%             |  |  |  | Yes           |                  2 | On Loan: No      |
| CONCENTRIX CORP                                                          | Concentrix Corp                                                                 | CUSIP: 20602DAA9<br>LEI: 5493000EAJN1KMPVA737 | Long             | DBT              | CORP              | US        |   6135000 | PA      | $6251051.07   | 0.45%             | 2026-08-02      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                       | Meta Platforms Inc                                                              | CUSIP: 30303M8S4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   3160000 | PA      | $3190433.08   | 0.23%             | 2029-08-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae REMICS                                                               | CUSIP: 3136BB3Z3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3134555 | PA      | $3021602.78   | 0.22%             | 2060-10-25      | Floating      | 4.77%                 | 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        |   1491445 | NS      | $13214203.47  | 0.95%             |  |  |  | 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        |   8500000 | PA      | $8554032.38   | 0.61%             |  |  |  | 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        |   2500000 | PA      | $2517489.25   | 0.18%             |  |  |  | No            |                  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        |   1000000 | PA      | $1018951.15   | 0.07%             |  |  |  | Yes           |                  2 | On Loan: No      |
| MARATHON PETROLEUM CORP                                                  | Marathon Petroleum Corp                                                         | CUSIP: 56585ABH4<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |   8000000 | PA      | $8000000.00   | 0.57%             | 2025-05-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Master Credit Card Trust                                                 | Master Credit Card Trust II                                                     | CUSIP: 576339DS1<br>LEI: 549300G7G68IV2D8IM76 | Long             | ABS-O            | CORP              | CA        |   2000000 | PA      | $2077068.00   | 0.15%             |  |  |  | Yes           |                  2 | On Loan: No      |
| ORL TRUST                                                                | ORL Trust 2024-GLKS                                                             | CUSIP: 67120DAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7000000 | PA      | $6947409.00   | 0.50%             | 2039-12-15      | Floating      | 6.21%                 | Yes           |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                   | Philip Morris International Inc                                                 | CUSIP: 718172CZ0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4073068.16   | 0.29%             | 2028-02-15      | Fixed         | 4.88%                 | No            |                  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        |   5325000 | PA      | $5358886.44   | 0.39%             |  |  |  | Yes           |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust                                        | World Omni Auto Receivables Trust 2021-B                                        | CUSIP: 98163LAF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1491937.65   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                                              | Citibank NA                                                                     | CUSIP: 17325FBC1<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $6115829.16   | 0.44%             | 2026-12-04      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                 | Constellation Brands Inc                                                        | CUSIP: 21036PBS6<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    730000 | PA      | $731554.32    | 0.05%             | 2030-05-01      | Fixed         | 4.80%                 | No            |                  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        |   4153000 | PA      | $4222081.00   | 0.30%             |  |  |  | Yes           |                  2 | On Loan: No      |
| ENBRIDGE INC                                                             | Enbridge Inc                                                                    | CUSIP: 29250NCA1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   4000000 | PA      | $4060530.68   | 0.29%             | 2027-04-05      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                                     | Enel Finance International NV                                                   | CUSIP: 29278GAZ1<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |   2660000 | PA      | $2680113.78   | 0.19%             | 2025-10-14      | Fixed         | 7.05%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae Pool                                                                 | CUSIP: 31385HHU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3698 | PA      | $3676.30      | 0.00%             | 2027-10-01      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae REMICS                                                               | CUSIP: 31392EGV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12169 | PA      | $12163.88     | 0.00%             | 2032-09-25      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| FHLMC Structured Pass Through Securities                                 | Freddie Mac Structured Pass-Through Certificates                                | CUSIP: 31392W7B0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     71225 | PA      | $75030.06     | 0.01%             | 2043-09-25      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae Pool                                                                 | CUSIP: 31402GMR1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22358 | PA      | $23606.57     | 0.00%             | 2033-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federated Core Trust - Federated Bank Loan Core Fund                     | FEDERATED CORE TR FEDERATED BANK LOAN CORE FUND                                 | CUSIP: 31409N804<br>LEI: 549300FJK5JF0KIC2N83 | Long             | EC               | RF                | US        |   3028720 | NS      | $25834982.84  | 1.86%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                                               | Fannie Mae Pool                                                                 | CUSIP: 3140A1VM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8170136 | PA      | $8292994.42   | 0.60%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                                      | Fifth Third Bancorp                                                             | CUSIP: 316773DK3<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |   4430000 | PA      | $4646708.78   | 0.33%             | 2029-07-27      | Fixed         | 6.34%                 | 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        |   4600000 | PA      | $4630575.97   | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust/Ford Credit                                 | Ford Credit Auto Owner Trust 2023-REV1                                          | CUSIP: 34535QAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6000000 | PA      | $6113982.90   | 0.44%             |  |  |  | Yes           |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                 | Ford Motor Credit Co LLC                                                        | CUSIP: 345397C92<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5076901.35   | 0.36%             | 2028-05-12      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| General Motors                                                           | GMF Floorplan Owner Revolving Trust                                             | CUSIP: 361886DS0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8000000 | PA      | $8051017.60   | 0.58%             |  |  |  | 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        |   3250000 | PA      | $3314421.01   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                  | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GZL1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   3750000 | PA      | $3753989.14   | 0.27%             | 2028-02-24      | Floating      | 5.49%                 | 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        |   3000000 | PA      | $2985912.00   | 0.21%             | 2039-11-15      | Floating      | 5.91%                 | Yes           |                  2 | On Loan: No      |
| John Deere Owner Trust                                                   | John Deere Owner Trust 2022-C                                                   | CUSIP: 47800BAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4000000 | PA      | $4042098.00   | 0.29%             |  |  |  | No            |                  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        |   1000000 | PA      | $1019983.20   | 0.07%             |  |  |  | Yes           |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                      | JPMorgan Chase & Co                                                             | CUSIP: 46647PCQ7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2495849.30   | 0.18%             | 2027-09-22      | Floating      | 5.14%                 | 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        |   8000000 | PA      | $7879840.80   | 0.57%             | 2039-06-15      | Floating      | 6.71%                 | Yes           |                  2 | On Loan: No      |
| M&T BANK CORPORATION                                                     | M&T Bank Corp                                                                   | CUSIP: 55261FAS3<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |   3820000 | PA      | $4110833.87   | 0.30%             | 2029-10-30      | Fixed         | 7.41%                 | No            |                  2 | On Loan: No      |
| MASSMUTUAL GLOBAL FUNDIN                                                 | MassMutual Global Funding II                                                    | CUSIP: 57629W5B2<br>LEI: 549300K1IE3K7YU6VG29 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4068226.00   | 0.29%             | 2029-01-17      | Fixed         | 4.85%                 | 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        |   4108467 | PA      | $3684257.89   | 0.26%             |  |  |  | Yes           |                  2 | On Loan: No      |
| NISOURCE INC                                                             | NiSource Inc                                                                    | CUSIP: 65473PAN5<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |   3925000 | PA      | $4011969.09   | 0.29%             | 2028-03-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PFS Financing Corp.                                                      | PFS Financing Corp                                                              | CUSIP: 69335PEU5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7200000 | PA      | $7292105.28   | 0.52%             |  |  |  | Yes           |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                   | PNC Financial Services Group Inc/The                                            | CUSIP: 693475BL8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2001741.46   | 0.14%             | 2027-01-26      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                   | PNC Financial Services Group Inc/The                                            | CUSIP: 693475BX2<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2058825.96   | 0.15%             | 2030-05-14      | Fixed         | 5.49%                 | 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        |   1200000 | PA      | $1204108.26   | 0.09%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Master Credit Card Trust                                                 | Master Credit Card Trust II                                                     | CUSIP: 576339EB7<br>LEI: 549300G7G68IV2D8IM76 | Long             | ABS-O            | CORP              | CA        |   1750000 | PA      | $1755485.03   | 0.13%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Residential Accredit Loans, Inc.                                         | RALI Series 2004-QA4 Trust                                                      | CUSIP: 76110HZF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     53002 | PA      | $43497.30     | 0.00%             | 2034-09-25      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| Trillium Credit Card Trust II                                            | Trillium Credit Card Trust II                                                   | CUSIP: 89621ABU2<br>LEI: 549300P7QN1SDIOQVL28 | Long             | ABS-O            | CORP              | CA        |   2000000 | PA      | $2006707.50   | 0.14%             |  |  |  | Yes           |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                    | Truist Financial Corp                                                           | CUSIP: 89788MAQ5<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2159873.48   | 0.16%             | 2029-10-30      | Fixed         | 7.16%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                       | Union Pacific Corp                                                              | CUSIP: 907818GE2<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |   2210000 | PA      | $2215765.12   | 0.16%             | 2026-02-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                   | U.S. Treasury Notes                                                             | CUSIP: 91282CLY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  30000000 | PA      | $30253029.00  | 2.17%             | 2026-11-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MET LIFE GLOB FUNDING I                                                  | Metropolitan Life Global Funding I                                              | CUSIP: 59217GFR5<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4074813.12   | 0.29%             | 2029-01-08      | Fixed         | 4.85%                 | Yes           |                  2 | On Loan: No      |
| Federated Hermes Government Obligations Fund                             | Federated Hermes Government Obligations Fund                                    | CUSIP: 608919718<br>LEI: 254900VAJ9169N7JRF45 | Long             | STIV             | RF                | US        |  21457909 | NS      | $21457908.67  | 1.54%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                                                           | Morgan Stanley                                                                  | CUSIP: 61747YFK6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2855000 | PA      | $2908524.00   | 0.21%             | 2030-01-16      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                           | Morgan Stanley                                                                  | CUSIP: 61747YFP5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   5995000 | PA      | $6122896.19   | 0.44%             | 2028-04-13      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| NATIONAL GRID PLC                                                        | National Grid PLC                                                               | CUSIP: 636274AD4<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | DBT              | CORP              | GB        |   1645000 | PA      | $1696684.63   | 0.12%             | 2028-06-12      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Porsche Innovative Lease Owner Trust                                     | Porsche Innovative Lease Owner Trust 2024-2                                     | CUSIP: 73328NAF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3495000 | PA      | $3497537.89   | 0.25%             |  |  |  | Yes           |                  2 | On Loan: No      |
| NEW CENTURY                                                              | NEW CENTURY CLASS D 1999 1                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    328248 | PA      | $0.00         | 0.00%             | 2029-01-25      | Variable      | 8.75%                 | No            |                  3 | On Loan: No      |
| T-MOBILE USA INC                                                         | T-Mobile USA Inc                                                                | CUSIP: 87264ACZ6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4065572.32   | 0.29%             | 2028-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Tesla Auto Lease Trust                                                   | Tesla Auto Lease Trust 2023-A                                                   | CUSIP: 88167PAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6000000 | PA      | $6024573.00   | 0.43%             |  |  |  | Yes           |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                    | Truist Financial Corp                                                           | CUSIP: 89788MAR3<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2043980.04   | 0.15%             | 2030-01-24      | Fixed         | 5.44%                 | No            |                  2 | On Loan: —       |
| Verizon Master Trust                                                     | Verizon Master Trust                                                            | CUSIP: 92348KCP6<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |   8000000 | PA      | $8029265.60   | 0.58%             |  |  |  | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                                     | Verizon Master Trust                                                            | CUSIP: 92348KEE9<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |  10150000 | PA      | $10306551.57  | 0.74%             |  |  |  | Yes           |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                                                 | Volkswagen Group of America Finance LLC                                         | CUSIP: 928668CD2<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4999805.90   | 0.36%             | 2026-03-20      | Floating      | 5.20%                 | Yes           |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                    | Wells Fargo & Co                                                                | CUSIP: 95000U3L5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4090184.64   | 0.29%             | 2028-04-22      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAP LLC                                                   | CNH Industrial Capital LLC                                                      | CUSIP: 12592BAQ7<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |   2940000 | PA      | $2935496.86   | 0.21%             | 2028-04-10      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                   | Philip Morris International Inc                                                 | CUSIP: 718172CY3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4012749.40   | 0.29%             | 2026-02-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                                     | Verizon Master Trust                                                            | CUSIP: 92348KDU4<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1025717.50   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| FNB CORP                                                                 | FNB Corp/PA                                                                     | CUSIP: 000000000<br>LEI: PCYSKIGYNYFDTBLVZU83 | Long             | DBT              | CORP              | US        |   5215000 | PA      | $5205768.41   | 0.37%             | 2030-12-11      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| DLLAD LLC                                                                | Dllad 2024-1 LLC                                                                | CUSIP: 23346MAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2430000 | PA      | $2523621.22   | 0.18%             |  |  |  | Yes           |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                   | PNC Financial Services Group Inc/The                                            | CUSIP: 693475BR5<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   1605000 | PA      | $1655143.33   | 0.12%             | 2029-06-12      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-06-24

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

**Signature:** Stephen Van Meter

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

**Title:** Chief Compliance Officer