# EDGAR Filing Document

**Accession Number:** 0001547580
**File Stem:** 0001004726-26-004314
**Filing Date:** 2026-5
**Character Count:** 519656
**Document Hash:** 25c0980143fd9a9b4314c060c8ab8f20
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001004726-26-004314.hdr.sgml**: 20260528

**ACCESSION NUMBER**: 0001004726-26-004314

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260528

**DATE AS OF CHANGE**: 20260528

**PERIOD START**: 20260630

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22696
- **FILM NUMBER:** 261033207

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

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

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

## Series and Classes Contracts Data

### VictoryShares Core Intermediate Bond ETF formerly VictoryShares USAA Core Intermediate-Term Bond ETF (Series ID: S000065160)

| Class ID   | Class Name                               | Ticker Symbol   |
|:---|:---|:---|
| C000210929 | VictoryShares Core Intermediate Bond ETF | UITB            |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** San Antonio

  - **State:** TX

  - **Foreign country:** US

  - **Zip / Postal Code:** 78256

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

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

- **a. Name of Series:** VictoryShares Core Intermediate Bond ETF

- **b. EDGAR series identifier (if any):** S000065160

- **c. LEI of Series:** 549300E79RSORMCGYT11

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

- **a. Date of fiscal year-end:** 2026-06-30

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $2695748221.87

**Total Liabilities:** $25896904.03

**Net Assets:** $2669851317.84

**Cash Not Reported:** $6016279.55

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -4425.42306718 | **1-Year:** -80251.72353770 | **5-Year:** -256157.73090509 | **10-Year:** -274480.71312348 | **30-Year:** -51397.19174049

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

- **3-Month:** -57.48393932 | **1-Year:** -2213.44916856 | **5-Year:** -5467.14099392 | **10-Year:** -3538.04120156 | **30-Year:** -1179.09107328

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000210929 | 0.12%                | 1.68%                | -1.82%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-899937.74              | $-4811033.74                               |
| Month 2  | $-3680501.90             | $39815683.47                               |
| Month 3  | $-66883.51               | $-59213142.80                              |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| NATWEST GROUP PLC                                                                              | ROYAL BK OF SCOTLND GRP PLC                        | CUSIP: 780097BL4<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    981000 | PA      | $974880.64    | 0.04%             | 2030-05-08      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                     | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36179YFE9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1912921 | PA      | $1645395.40   | 0.06%             | 2053-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133BYCX5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1135866 | PA      | $1125418.57   | 0.04%             | 2053-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HARRIS CNTY TEX CULTURAL ED FACS FIN CORP MED FACS REV                                         | HARRIS CNTY TX CULTURAL EDU FACS FIN CORP MED FACS | CUSIP: 414008CU4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $1748194.28   | 0.07%             | 2037-11-15      | Fixed         | 3.34%                 | No            |                  2 | On Loan: No      |
| CHASE AUTO OWNER TRUST                                                                         | CHASE AUTO OWNER TRUST 2024 4                      | CUSIP: 16144YAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1450000 | PA      | $1474714.80   | 0.06%             | 2030-04-25      | Fixed         | 5.23%                 | Yes           |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERATING, LP                                                                | WESTERN MIDSTREAM OPERATING LP                     | CUSIP: 958667AC1<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    760000 | PA      | $738489.25    | 0.03%             | 2030-02-01      | Variable      | 4.05%                 | No            |                  2 | On Loan: No      |
| SBNA AUTO RECEIVABLES TRUST                                                                    | SBNA AUTO RECEIVABLES TRUST 2024 A                 | CUSIP: 78437PAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1508941.97   | 0.06%             | 2029-04-16      | Fixed         | 5.21%                 | Yes           |                  2 | On Loan: No      |
| GREATAMERICA LEASING RECEIVABLES FUNDING, L.L.C.                                               | GREATAMERICA LEASING RECEIVABLES FUNDING LLC       | CUSIP: 39154GAK2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2180000 | PA      | $2193375.22   | 0.08%             | 2032-01-15      | Fixed         | 4.58%                 | Yes           |                  2 | On Loan: No      |
| AEP TEXAS INC.                                                                                 | AEP TEXAS INC                                      | CUSIP: 00108WAK6<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    670000 | PA      | $448055.24    | 0.02%             | 2050-01-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| WHEELS FLEET LEASE FUNDING LLC                                                                 | WHEELS FLEET LEASE FUNDING 1 LLC                   | CUSIP: 96328GCB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1514286 | PA      | $1537007.26   | 0.06%             | 2039-09-19      | Fixed         | 5.07%                 | Yes           |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                                                              | ENTERPRISE PRODUCTS OPERATING LLC                  | CUSIP: 29379VCG6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    770000 | PA      | $769076.18    | 0.03%             | 2035-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3142GQ5H1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2316411 | PA      | $2379728.31   | 0.09%             | 2054-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MATTEL, INC.                                                                                   | MATTEL INC                                         | CUSIP: 577081BG6<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |    976000 | PA      | $971372.23    | 0.04%             | 2030-11-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital Designated Activity Company                                             | AERCAP IRELAND CAPITAL DAC AERCAP GLOBAL AVIATION  | CUSIP: 00774MBM6<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |   1455000 | PA      | $1417286.40   | 0.05%             | 2034-09-10      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                     | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 3622ACPD6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1590582 | PA      | $1587245.76   | 0.06%             | 2053-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SALESFORCE, INC.                                                                               | SALESFORCE INC                                     | CUSIP: 79466LAU8<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |   6500000 | PA      | $6480332.64   | 0.24%             | 2036-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418CJD7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    152431 | PA      | $141833.02    | 0.01%             | 2047-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TRANE TECHNOLOGIES FINANCING LIMITED                                                           | TRANE TECHNOLOGIES FINANCING LTD                   | CUSIP: 892938AA9<br>LEI: 549300A5OEF3CJI2CO89 | Long             | DBT              | CORP              | IE        |   1400000 | PA      | $1437087.13   | 0.05%             | 2033-03-03      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| EVERGREEN CREDIT CARD TRUST                                                                    | EVERGREEN CREDIT CARD TRUST                        | CUSIP: 30023JCT3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    903000 | PA      | $904827.02    | 0.03%             | 2028-10-16      | Fixed         | 5.64%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 31427QJA1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2467115 | PA      | $2393176.89   | 0.09%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Trust Bank, Limited                                                            | SUMITOMO MITSUI TRUST BANK LTD                     | CUSIP: 86563VCB3<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |   1370000 | PA      | $1361097.33   | 0.05%             | 2035-03-13      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| LOWE'S COMPANIES, INC.                                                                         | LOWE S COS INC                                     | CUSIP: 548661EE3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   2025000 | PA      | $1425470.18   | 0.05%             | 2041-09-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| PROTECTIVE LIFE GLOBAL FUNDING                                                                 | PROTECTIVE LIFE GLOBAL FUNDING                     | CUSIP: 74368CBG8<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |   1555000 | PA      | $1468932.43   | 0.06%             | 2028-07-06      | Fixed         | 1.90%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                                       | UNITED STATES TREASURY BOND                        | CUSIP: 912810QK7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  25250000 | PA      | $23131367.19  | 0.87%             | 2040-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATIONAL INFORMATION SERVICES, INC.                                                   | FIDELITY NATIONAL INFORMATION SERVICES INC         | CUSIP: 31620MCE4<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |   1290000 | PA      | $1279434.90   | 0.05%             | 2031-03-10      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CHASE AUTO OWNER TRUST                                                                         | CHASE AUTO OWNER TRUST 2023 A                      | CUSIP: 16144KAF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    875000 | PA      | $903763.07    | 0.03%             | 2029-09-25      | Fixed         | 6.24%                 | Yes           |                  2 | On Loan: No      |
| HELMERICH & PAYNE, INC.                                                                        | HELMERICH PAYNE INC                                | CUSIP: 423452AG6<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $893111.67    | 0.03%             | 2031-09-29      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| DLLAA LLC                                                                                      | DLLAA 2025 1 LLC                                   | CUSIP: 233249AD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1583333 | PA      | $1616150.01   | 0.06%             | 2033-04-20      | Fixed         | 5.08%                 | Yes           |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING                                                                 | AVIS BUDGET RENTAL CAR FUNDING AESOP LLC           | CUSIP: 05377RHJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1034145.84   | 0.04%             | 2029-12-20      | Fixed         | 7.03%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137H8BK6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3000000 | PA      | $2779325.02   | 0.10%             | 2032-06-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING                                                                 | AVIS BUDGET RENTAL CAR FUNDING AESOP LLC           | CUSIP: 05377RFW9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    166667 | PA      | $166894.95    | 0.01%             | 2027-04-20      | Fixed         | 7.09%                 | Yes           |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                                                                    | VERIZON COMMUNICATIONS                             | CUSIP: 92343VGB4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    795000 | PA      | $554552.25    | 0.02%             | 2051-03-22      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| AT&T INC.                                                                                      | AT T INC                                           | CUSIP: 00206RNH1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1973440.81   | 0.07%             | 2036-04-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ANSLEY PARK CAPITAL LLC                                                                        | ANSLEY PARK CAPITAL 2025 A LLC                     | CUSIP: 03637AAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2762296 | PA      | $2766043.16   | 0.10%             | 2035-04-20      | Fixed         | 4.43%                 | Yes           |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL, INC.                                                                     | PRUDENTIAL FINANCIAL INC                           | CUSIP: 744320BA9<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    895000 | PA      | $666542.30    | 0.02%             | 2049-12-07      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                                   | UBS GROUP AG                                       | CUSIP: 225401BP2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    814000 | PA      | $786039.83    | 0.03%             | 2037-03-23      | Fixed         | 5.01%                 | Yes           |                  2 | On Loan: No      |
| PROTECTIVE LIFE GLOBAL FUNDING                                                                 | PROTECTIVE LIFE GLOBAL FUNDING                     | CUSIP: 74368CCB8<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |   1380000 | PA      | $1416687.58   | 0.05%             | 2032-01-14      | Fixed         | 5.43%                 | Yes           |                  2 | On Loan: No      |
| PINNACLE FINANCIAL PARTNERS, INC.                                                              | SYNOVUS FINANCIAL CORP                             | CUSIP: 87161CAM7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    795000 | PA      | $819781.44    | 0.03%             | 2029-02-07      | Fixed         | 7.54%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LIMITED                                                                              | AIRCASTLE LTD                                      | CUSIP: 00928QAX9<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |    820000 | PA      | $849871.91    | 0.03%             | 2028-07-18      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133B3ES2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1477592 | PA      | $1307100.44   | 0.05%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Duke University Health System, Inc                                                             | DUKE UNIVERSITY HEALTH                             | CUSIP: 26443CAJ2<br>LEI: SYIJ9BNVFR17R33OPQ57 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1833738.07   | 0.07%             | 2030-06-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QSN72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1127079 | PA      | $1067324.62   | 0.04%             | 2053-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                       | U S TREASURY BOND                                  | CUSIP: 912810UJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $9826562.50   | 0.37%             | 2045-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC.                                                                                  | BROADCOM INC                                       | CUSIP: 11135FCU3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1829375.48   | 0.07%             | 2033-04-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| COMPEER FINANCIAL, FLCA                                                                        | COMPEER FIN FLCA PCA                               | CUSIP: 20454PAC7<br>LEI: 549300EWFHPBZH38K695 | Long             | DBT              | CORP              | US        |    500000 | PA      | $421872.59    | 0.02%             | 2036-06-01      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132CXR79<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2028091 | PA      | $2043301.83   | 0.08%             | 2040-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA, INC.                                                                             | T MOBILE USA INC                                   | CUSIP: 87264ADY8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $950550.00    | 0.04%             | 2056-01-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| M&T EQUIPTMENT LLC                                                                             | M T EQUIPMENT 2024 LEAF1 NOTES                     | CUSIP: 55376YAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2360000 | PA      | $2383323.53   | 0.09%             | 2031-08-18      | Fixed         | 4.94%                 | Yes           |                  2 | On Loan: No      |
| CYRUSONE DATA CENTER ISSUER LLC                                                                | CYRUSONE DATA CENTERS ISSUER I LLC                 | CUSIP: 23284BAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1795918 | PA      | $1803902.61   | 0.07%             | 2050-02-20      | Variable      | 5.91%                 | Yes           |                  2 | On Loan: No      |
| NORTHWESTERN MUTUAL GLOBAL FUNDING                                                             | NORTHWESTERN MUTUAL GLOBAL FUNDING                 | CUSIP: 66815L2U2<br>LEI: 635400LZXFVELZDVP257 | Long             | DBT              | CORP              | US        |   1680000 | PA      | $1700323.46   | 0.06%             | 2030-01-13      | Fixed         | 4.96%                 | Yes           |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL MASTER TRUST                                                              | PROGRESS RESIDENTIAL TRUST                         | CUSIP: 74333HAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1088944 | PA      | $1080041.48   | 0.04%             | 2038-07-17      | Fixed         | 1.52%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                     | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36179YRH9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   5593111 | PA      | $5668755.20   | 0.21%             | 2054-02-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING LLC                                                                 | ENTERPRISE FLEET FINANCING 2024 1 LLC              | CUSIP: 29375PAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $2026710.10   | 0.08%             | 2030-09-20      | Fixed         | 5.16%                 | Yes           |                  2 | On Loan: No      |
| ALA TRUST                                                                                      | ALA TRUST 2025 OANA                                | CUSIP: 009920AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1955000 | PA      | $1955410.12   | 0.07%             | 2030-06-15      | Floating      | 5.42%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                     | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 3622ACJJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1656079 | PA      | $1686690.14   | 0.06%             | 2053-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FIRST AMERICAN FINANCIAL CORPORATION                                                           | FIRST AMERICAN FINANCIAL CORP                      | CUSIP: 31847RAH5<br>LEI: 549300B6VEZK3N0A1P55 | Long             | DBT              | CORP              | US        |   1245000 | PA      | $1072388.63   | 0.04%             | 2031-08-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140W2CS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1893610 | PA      | $1877657.31   | 0.07%             | 2055-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES INCORPORATED                                                             | HUNTINGTON BANCSHARES INC OH                       | CUSIP: 446150BB9<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    460000 | PA      | $459793.91    | 0.02%             | 2028-08-04      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418DHD7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    155485 | PA      | $147065.77    | 0.01%             | 2034-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| RGA GLOBAL FUNDING                                                                             | RGA GLOBAL FUNDING                                 | CUSIP: 76209PAD5<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |   1860000 | PA      | $1912894.52   | 0.07%             | 2031-01-11      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                                       | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: BCCJ76Q42<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   4000000 | PA      | $3425231.20   | 0.13%             | 2199-12-31      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TRILLIUM CREDIT CARD TRUST II                                                                  | TRILLIUM CREDIT CARD TRUST II                      | CUSIP: 89621AAZ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1971202.81   | 0.07%             | 2029-10-26      | Fixed         | 1.53%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                     | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36179YFK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1231100 | PA      | $1224584.29   | 0.05%             | 2053-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                       | U S TREASURY BOND                                  | CUSIP: 912810TX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15000000 | PA      | $13436718.75  | 0.50%             | 2054-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                                    | BANK OF AMERICA CORP                               | CUSIP: 060505GB4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $983761.32    | 0.04%             | 2199-12-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                     | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 3617F8RF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2278151 | PA      | $2202190.10   | 0.08%             | 2052-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                       | U S TREASURY NOTE                                  | CUSIP: 9128282A7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1982968.75   | 0.07%             | 2026-08-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DSZU9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2150833 | PA      | $2163889.08   | 0.08%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL, INC.                                                                   | MARRIOTT INTERNATIONAL INC MD                      | CUSIP: 571903BU6<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1992649.81   | 0.07%             | 2037-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LOUISIANA LOC GOVT ENVIRONMENTAL FACS & CMNTY DEV AUTH SYS RESTORATION                         | LOUISIANA LOCAL GOVERNMENT ENVIRONMENTAL FACILITIE | CUSIP: 54627RAN0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $1964833.80   | 0.07%             | 2036-02-01      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| EOG RESOURCES, INC.                                                                            | EOG RESOURCES INC                                  | CUSIP: 26875PAZ4<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |   1923000 | PA      | $1951153.89   | 0.07%             | 2036-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| LOUISIANA LOC GOVT ENVIRONMENTAL FACS & CMNTY DEV AUTH SYS RESTORATION                         | LOUISIANA LOCAL GOVERNMENT ENVIRONMENTAL FACILITIE | CUSIP: 54627RAP5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2760000 | PA      | $2660391.05   | 0.10%             | 2039-08-01      | Fixed         | 4.47%                 | No            |                  2 | On Loan: —       |
| Government National Mortgage Association 2                                                     | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36179XLF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   3492452 | PA      | $3305363.94   | 0.12%             | 2052-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST                                                                     | LAD AUTO RECEIVABLES TRUST 2023 3                  | CUSIP: 50168BAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1004784.92   | 0.04%             | 2028-06-15      | Fixed         | 6.09%                 | Yes           |                  2 | On Loan: No      |
| VICI PROPERTIES L.P.                                                                           | VICI PROPERTIES LP                                 | CUSIP: 925650AK9<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1491948.13   | 0.06%             | 2035-04-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| WESTLAKE CORPORATION                                                                           | WESTLAKE CORP                                      | CUSIP: 960413BB7<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |   2435000 | PA      | $2424755.25   | 0.09%             | 2035-11-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: —       |
| Minera Mexico, S.A. de C.V.                                                                    | MINERA MEXICO SA DE CV                             | CUSIP: 60284MAC6<br>LEI: 2549005BMA2EK49I0T98 | Long             | DBT              | CORP              | MX        |   3050000 | PA      | $3080307.65   | 0.12%             | 2032-02-12      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| BX TRUST                                                                                       | BX TRUST 2022 CLS                                  | CUSIP: 05609XAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1982557.84   | 0.07%             | 2027-10-13      | Fixed         | 6.30%                 | Yes           |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST                                                                     | LAD AUTO RECEIVABLES TRUST 2025 2                  | CUSIP: 505912AE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $999801.93    | 0.04%             | 2030-07-15      | Fixed         | 4.36%                 | Yes           |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP, INC.                                                                 | CITIZENS FINANCIAL GROUP INC                       | CUSIP: 174610AS4<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    720000 | PA      | $663524.60    | 0.02%             | 2030-02-06      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WEPCO ENVIRONMENTAL TRUST FINANCE I, LLC                                                       | WEPCO ENVIRONMENTAL TRUST FINANCE I LLC            | CUSIP: 950739AA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    995271 | PA      | $889974.78    | 0.03%             | 2035-12-15      | Fixed         | 1.58%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                       | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 38383HHS1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1633740 | PA      | $1434577.94   | 0.05%             | 2052-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                     | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36179YFM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    586615 | PA      | $599558.91    | 0.02%             | 2053-09-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| APTARGROUP, INC.                                                                               | APTARGROUP INC                                     | CUSIP: 038336AB9<br>LEI: VNPEQDQFAA7IY1T2PX43 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1985231.82   | 0.07%             | 2031-03-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN, INC.                                                                            | BROWN BROWN INC                                    | CUSIP: 115236AE1<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    520000 | PA      | $491487.73    | 0.02%             | 2032-03-17      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137FLN91<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1250000 | PA      | $1229282.77   | 0.05%             | 2029-03-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ARIZONA INDL DEV AUTH REV                                                                      | ARIZONA INDUSTRIAL DEVELOPMENT AUTHORITY           | CUSIP: 04052AEP7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2052310.94   | 0.08%             | 2033-10-01      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| Kioxia Holdings Corporation                                                                    | KIOXIA HOLDINGS CORP                               | CUSIP: 49726JAB4<br>LEI: 35380080RTKRARNH4R73 | Long             | DBT              | CORP              | JP        |   2000000 | PA      | $2049956.05   | 0.08%             | 2033-07-24      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133BMG66<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1135420 | PA      | $1125930.76   | 0.04%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MERCHANTS FLEET FUNDING LLC                                                                    | MERCHANTS FLEET FUNDING LLC                        | CUSIP: 588926AF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2117192 | PA      | $2126042.31   | 0.08%             | 2037-04-20      | Fixed         | 5.82%                 | Yes           |                  2 | On Loan: No      |
| WISCONSIN ELECTRIC POWER COMPANY                                                               | WISCONSIN ELECTRIC POWER CO                        | CUSIP: 976656CS5<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |    385000 | PA      | $379000.09    | 0.01%             | 2034-10-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| AMGEN INC.                                                                                     | AMGEN INC                                          | CUSIP: 031162DR8<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1077311.92   | 0.04%             | 2033-03-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc.                                                                                  | ENBRIDGE INC                                       | CUSIP: 29250NCC7<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   1635000 | PA      | $1687611.80   | 0.06%             | 2034-04-05      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC.                                                                      | BAXTER INTERNATIONAL INC                           | CUSIP: 071813CS6<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |   1470000 | PA      | $1238158.19   | 0.05%             | 2032-02-01      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC.                                                                          | KEURIG DR PEPPER INC                               | CUSIP: 49271VAN0<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |   1075000 | PA      | $949021.16    | 0.04%             | 2031-03-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| HP INC.                                                                                        | HP INC                                             | CUSIP: 40434LAJ4<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |   1510000 | PA      | $1342868.40   | 0.05%             | 2031-06-17      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                                                           | MITSUBISHI UFJ FINANCIAL GROUP INC                 | CUSIP: 606822DL5<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    895000 | PA      | $916394.51    | 0.03%             | 2036-04-24      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CCL INDUSTRIES INC.                                                                            | CCL INDUSTRIES INC                                 | CUSIP: 124900AD3<br>LEI: 549300TD3EMSRRC0YH75 | Long             | DBT              | CORP              | CA        |   2700000 | PA      | $2520618.74   | 0.09%             | 2030-06-01      | Fixed         | 3.05%                 | Yes           |                  2 | On Loan: No      |
| ILPT COMMERCIAL MORTGAGE TRUST                                                                 | COMMERCIAL MORTGAGE PASS THROUGH                   | CUSIP: 449653AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1821454.29   | 0.07%             | 2032-03-15      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                                       | U S TREASURY BOND                                  | CUSIP: 912810SP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7000000 | PA      | $3421250.00   | 0.13%             | 2050-08-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| MASTER CREDIT CARD TRUST II                                                                    | MASTER CREDIT CARD TRUST                           | CUSIP: 576339CS2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    625000 | PA      | $612631.93    | 0.02%             | 2028-07-21      | Fixed         | 2.73%                 | Yes           |                  2 | On Loan: No      |
| BACARDI LIMITED                                                                                | BACARDI LTD BACARDI MARTINI BV                     | CUSIP: 05635JAB6<br>LEI: 549300R32WTQNHNN5055 | Long             | DBT              | CORP              | BM        |    675000 | PA      | $669222.86    | 0.03%             | 2033-06-15      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| THE KROGER CO.                                                                                 | KROGER CO THE                                      | CUSIP: 501044DV0<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |   2700000 | PA      | $2667128.52   | 0.10%             | 2034-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| THE DOW CHEMICAL COMPANY                                                                       | DOW CHEMICAL CO THE                                | CUSIP: 260543DP5<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |   2915000 | PA      | $2885627.42   | 0.11%             | 2036-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: —       |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION                                                  | FEDERAL FARM CREDIT BANK                           | CUSIP: 3133ENJA9<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |   3000000 | PA      | $2532960.00   | 0.09%             | 2034-12-21      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| GTE AUTO RECEIVABLES TRUST                                                                     | GTE AUTO RECEIVABLES TRUST 2023 1                  | CUSIP: 362304AD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1250000 | PA      | $1253687.20   | 0.05%             | 2029-04-16      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| American Airlines 2017-2 Pass Through Trusts                                                   | AMERICAN AIRLINES 2017 2 CLASS A PASS THROUGH TRUS | CUSIP: 02377CAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    297040 | PA      | $282636.43    | 0.01%             | 2031-04-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: —       |
| NewMarket Corporation                                                                          | NEWMARKET CORP                                     | CUSIP: 651587AG2<br>LEI: 54930082CG88ERDREQ47 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $901215.19    | 0.03%             | 2031-03-18      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| BLUE OWL ASSET LEASING TRUST                                                                   | BLUE OWL ASSET LEASING TRUST 2024 1 LLC            | CUSIP: 095921AC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1216000 | PA      | $1222728.06   | 0.05%             | 2030-03-15      | Fixed         | 5.41%                 | Yes           |                  2 | On Loan: No      |
| SODEXO, INC.                                                                                   | SODEXO INC                                         | CUSIP: 833794AD2<br>LEI: 549300WSZGQGJQXRFU84 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1787801.40   | 0.07%             | 2035-08-15      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| Olin Corporation                                                                               | OLIN CORP                                          | CUSIP: 680665AN6<br>LEI: 549300GKK294V7W57P06 | Long             | DBT              | CORP              | US        |   2100000 | PA      | $2053365.53   | 0.08%             | 2033-04-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                                       | U S TREASURY BOND                                  | CUSIP: 912810UF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  24350000 | PA      | $23558625.00  | 0.88%             | 2044-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                                             | ORACLE CORP                                        | CUSIP: 68389XAM7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   2202000 | PA      | $1929964.92   | 0.07%             | 2040-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST                                                                     | LAD AUTO RECEIVABLES TRUST 2023 2                  | CUSIP: 505713AE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1004163.70   | 0.04%             | 2028-09-15      | Fixed         | 5.58%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133BURH2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1161572 | PA      | $1153366.89   | 0.04%             | 2053-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KEYBANK NATIONAL ASSOCIATION                                                                   | KEY BANK NA                                        | CUSIP: 49327V2B9<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |   1505000 | PA      | $1468888.34   | 0.06%             | 2029-04-13      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                                  | FORD MOTOR CREDIT CO LLC                           | CUSIP: 345397B93<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    750000 | PA      | $701123.05    | 0.03%             | 2029-02-10      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| ARI FLEET LEASE TRUST                                                                          | ARI FLEET LEASE TRUST 2026 A                       | CUSIP: 04033DAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1484944.43   | 0.06%             | 2034-11-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| CF HIPPOLYTA ISSUER LLC                                                                        | CF HIPPOLYTA ISSUER LLC                            | CUSIP: 12530MAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    471507 | PA      | $395052.56    | 0.01%             | 2060-07-15      | Fixed         | 1.69%                 | Yes           |                  2 | On Loan: No      |
| HILLSBOROUGH CNTY FLA INDL DEV AUTH HOSP REV                                                   | HILLSBOROUGH COUNTY INDUSTRIAL DEVELOPMENT AUTHORI | CUSIP: 43233AFP6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1500000 | PA      | $1327752.91   | 0.05%             | 2035-08-01      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP, INC.                                                                 | CITIZENS FINANCIAL GROUP INC                       | CUSIP: 174610BK0<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    454000 | PA      | $450058.08    | 0.02%             | 2036-01-29      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                       | U S TREASURY NOTE                                  | CUSIP: 91282CBL4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8295000 | PA      | $7271733.98   | 0.27%             | 2031-02-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QT2E8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4412695 | PA      | $4373651.48   | 0.16%             | 2054-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC.                                                                                 | AEP TEXAS INC                                      | CUSIP: 00108WAT7<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |   1545000 | PA      | $1594452.11   | 0.06%             | 2034-05-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138WGVQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    210050 | PA      | $195849.82    | 0.01%             | 2046-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PERSHING SQUARE HOLDINGS, LTD.                                                                 | PERSHING SQUARE HOLDINGS LTD FUND                  | CUSIP: 71531QAG6<br>LEI: U7LC4KOKCTZ0YWGI2G56 | Long             | DBT              | RF                | GG        |   1200000 | PA      | $1187569.20   | 0.04%             | 2032-10-28      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                     | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 3622ADW46<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2328098 | PA      | $2040502.88   | 0.08%             | 2053-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LIMITED PARTNERSHIP                                                          | BOSTON PROPERTIES LP                               | CUSIP: 10112RBE3<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |   1320000 | PA      | $1134358.22   | 0.04%             | 2032-04-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| DELL EQUIPMENT FINANCE TRUST                                                                   | DELL EQUIPMENT FINANCE TRUST 2025 2                | CUSIP: 24703VAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $997155.33    | 0.04%             | 2031-03-24      | Fixed         | 4.34%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DPQQ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2825926 | PA      | $2676535.59   | 0.10%             | 2052-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| QTS ISSUER ABS II LLC                                                                          | QTS ISSUER ABS II LLC                              | CUSIP: 74690FBC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1989818.79   | 0.07%             | 2056-03-05      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                                       | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 38384P7L8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1540713 | PA      | $1427714.65   | 0.05%             | 2045-06-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Amcor Flexibles North America, Inc                                                             | AMCOR FLEXIBLES NORTH AMERICA INC                  | CUSIP: 02344AAK4<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |   2381000 | PA      | $2313504.21   | 0.09%             | 2036-03-12      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| UPTOWN DEV AUTH TEX TAX INCREMENT CONTRACT REV                                                 | UPTOWN DEVELOPMENT AUTHORITY                       | CUSIP: 916856HB6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    270000 | PA      | $243843.83    | 0.01%             | 2031-09-01      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| NP SPE X L P                                                                                   | NP SPE II LLC                                      | CUSIP: 62947AAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    427500 | PA      | $349712.10    | 0.01%             | 2049-11-19      | Fixed         | 6.44%                 | Yes           |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                                   | BARCLAYS PLC                                       | CUSIP: 06738EBV6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | RF                | GB        |    715000 | PA      | $638478.15    | 0.02%             | 2032-11-24      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                       | U S TREASURY NOTE                                  | CUSIP: 91282CNY3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  14274000 | PA      | $14126799.38  | 0.53%             | 2028-09-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Eastern Energy Gas Holdings, LLC                                                               | EASTERN ENERGY GAS HOLDINGS LLC                    | CUSIP: 27636AAC6<br>LEI: 549300BFOD6TDMVV4O24 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1015103.68   | 0.04%             | 2055-01-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| NAVIENT STUDENT LOAN TRUST                                                                     | NAVIENT STUDENT LOAN TRUST                         | CUSIP: 63941DAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $940298.61    | 0.04%             | 2067-03-25      | Floating      | 4.93%                 | Yes           |                  2 | On Loan: No      |
| Ferguson Finance Plc                                                                           | FERGUSON FINANCE PLC                               | CUSIP: 314890AB0<br>LEI: 2138003A7ZEU931DZL61 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $942487.69    | 0.04%             | 2030-06-02      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133KYYE3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1660445 | PA      | $1677764.93   | 0.06%             | 2042-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BRIGHTSTAR LOTTERY PLC                                                                         | INTERNATIONAL GAME TECHNOLOGY PLC                  | CUSIP: 460599AE3<br>LEI: 549300UQ6KHRCZDRGZ76 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $992173.18    | 0.04%             | 2029-01-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| SWEPCO STORM RECOVERY FUNDING LLC                                                              | SWEPCO STORM RECOVERY FUNDING LLC                  | CUSIP: 870696AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2808845 | PA      | $2806129.69   | 0.11%             | 2041-09-01      | Fixed         | 8.48%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133BNAD5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1570255 | PA      | $1558367.85   | 0.06%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                       | U S TREASURY BOND                                  | CUSIP: 912810ST6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5250000 | PA      | $3380507.81   | 0.13%             | 2040-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| ADVENTIST HEALTH SYSTEM/WEST                                                                   | ADVENTIST HEALTH SYSTEM WEST                       | CUSIP: 007944AN1<br>LEI: 5493008YM33UCY5QPW83 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $991755.56    | 0.04%             | 2030-12-01      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3136BNX43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3894000 | PA      | $3534310.87   | 0.13%             | 2032-06-25      | Variable      | 2.59%                 | No            |                  2 | On Loan: No      |
| NEW JERSEY HEALTH CARE FACS FING AUTH REV                                                      | NEW JERSEY ST HLTH CARE FACS FING AUTH REV         | CUSIP: 645790ND4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $862471.08    | 0.03%             | 2040-07-01      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                                  | FORD MOTOR CREDIT CO LLC                           | CUSIP: 345397E66<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1260000 | PA      | $1247067.19   | 0.05%             | 2034-03-08      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| HELMERICH & PAYNE, INC.                                                                        | HELMERICH PAYNE INC                                | CUSIP: 423452AN1<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1971852.30   | 0.07%             | 2034-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| RETAINED VANTAGE DATA CENTERS ISSUER LLC                                                       | RETAINED VANTAGE DATA CENTERS ISSUER LLC           | CUSIP: 76134KAM6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1949694.82   | 0.07%             | 2050-08-15      | Variable      | 5.09%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                     | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36179V4L1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   3092426 | PA      | $2624449.29   | 0.10%             | 2051-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| POST ROAD EQUIPMENT FINANCE LLC                                                                | POST ROAD EQUIPMENT FINANCE 2025 1 LLC             | CUSIP: 73747LAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    873000 | PA      | $876957.69    | 0.03%             | 2031-05-15      | Fixed         | 5.04%                 | Yes           |                  2 | On Loan: No      |
| SYSCO CORPORATION                                                                              | SYSCO CORP                                         | CUSIP: 871829BQ9<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1310087.88   | 0.05%             | 2031-12-14      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                     | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36179XVR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   6250662 | PA      | $6084894.28   | 0.23%             | 2053-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC.                                                                                 | AEP TEXAS INC                                      | CUSIP: 00108WAU4<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $965250.00    | 0.04%             | 2055-10-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418CPE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    509535 | PA      | $474107.36    | 0.02%             | 2047-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SWITCH ABS ISSUER LLC                                                                          | SWITCH ABS ISSUER LLC                              | CUSIP: 871044AL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1930489.44   | 0.07%             | 2055-03-25      | Fixed         | 5.04%                 | Yes           |                  2 | On Loan: No      |
| EVERGY MISSOURI WEST STORM FUNDING I, LLC                                                      | EVERGY MISSOURI WEST STORM FUNDING I LLC           | CUSIP: 30037HAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2336468 | PA      | $2388315.66   | 0.09%             | 2040-12-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| SWCH COMMERCIAL MORTGAGE TRUST                                                                 | SWCH COMMERCIAL MORTGAGE TRUST 2025 DATA           | CUSIP: 78489CAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1973459.96   | 0.07%             | 2042-03-15      | Floating      | 5.10%                 | Yes           |                  2 | On Loan: No      |
| PENFED AUTO RECEIVABLES OWNER TRUST                                                            | PENFED AUTO RECEIVABLES OWNER TRUST 2022 A         | CUSIP: 706874AF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    739308 | PA      | $739417.35    | 0.03%             | 2028-12-15      | Fixed         | 4.83%                 | Yes           |                  2 | On Loan: No      |
| ENTERGY LOUISIANA, LLC                                                                         | ENTERGY LOUISIANA LLC                              | CUSIP: 29364WBP2<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |   1888000 | PA      | $1904554.37   | 0.07%             | 2034-09-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORPORATION                                                                            | ENTERGY CORP                                       | CUSIP: 29364GAN3<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |   1720000 | PA      | $1631585.26   | 0.06%             | 2028-06-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                                                                   | BX COMMERCIAL MORTGAGE TRUST 2026 CSMO             | CUSIP: 12433LAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1380000 | PA      | $1378577.34   | 0.05%             | 2042-02-15      | Floating      | 5.07%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3128MJU32<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     36553 | PA      | $35268.75     | 0.00%             | 2044-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| THE CHARLES SCHWAB CORPORATION                                                                 | CHARLES SCHWAB CORP THE                            | CUSIP: 808513CE3<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    685000 | PA      | $719687.34    | 0.03%             | 2034-05-19      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418FFD4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3709512 | PA      | $3757465.37   | 0.14%             | 2044-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ATRIUM HOTEL PORTFOLIO TRUST                                                                   | ATRIUM HOTEL PORTFOLIO TRUST 2025 ATRM             | CUSIP: 049917AC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1276596 | PA      | $1262637.74   | 0.05%             | 2030-08-15      | Floating      | 5.77%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                                       | U S TREASURY BOND                                  | CUSIP: 912810TF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10250000 | PA      | $7469687.50   | 0.28%             | 2042-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418FRF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2659326 | PA      | $2641415.76   | 0.10%             | 2040-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMERICAN PIPELINE, L.P.                                                             | PLAINS ALL AMERICAN PIPELINE LP                    | CUSIP: 72650RBQ4<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |    580000 | PA      | $598212.29    | 0.02%             | 2035-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CHASE AUTO OWNER TRUST                                                                         | CHASE AUTO OWNER TRUST 2025 2                      | CUSIP: 16144MAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2232222 | PA      | $2215434.57   | 0.08%             | 2031-03-25      | Fixed         | 4.32%                 | Yes           |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                                                           | GLENCORE FUNDING LLC                               | CUSIP: 378272CE6<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   1950000 | PA      | $1951916.58   | 0.07%             | 2036-04-01      | Fixed         | 5.51%                 | Yes           |                  2 | On Loan: No      |
| EL CAJON CALIF                                                                                 | EL CAJON CA                                        | CUSIP: 282659BA8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $480210.00    | 0.02%             | 2028-04-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| UNITED AUTO CREDIT SECURITIZATION TRUST                                                        | UNITED AUTO CREDIT SECURITIZATION TRUST            | CUSIP: 90945FAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1485224.88   | 0.06%             | 2029-05-10      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                                       | U S TREASURY NOTE                                  | CUSIP: 91282CLM1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4905468.75   | 0.18%             | 2031-09-30      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3136BMM62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2237396 | PA      | $2177540.36   | 0.08%             | 2028-12-25      | Variable      | 3.02%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140Q7HV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8175 | PA      | $8019.68      | 0.00%             | 2047-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ST HSG DEV AUTH                                                                       | VIRGINIA HOUSING DEVELOPMENT AUTHORITY             | CUSIP: 92812VR32<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    270000 | PA      | $231987.99    | 0.01%             | 2033-11-01      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL, INC.                                                                          | ASHTEAD CAPITAL INC                                | CUSIP: 045054AR4<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |   1550000 | PA      | $1599906.42   | 0.06%             | 2033-10-15      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| LABORATORY CORPORATION OF AMERICA HOLDINGS                                                     | LABORATORY CORP OF AMERICA HOLDINGS                | CUSIP: 50540RBA9<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |   2865000 | PA      | $2827418.57   | 0.11%             | 2032-04-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC.                                                                           | GLOBAL PAYMENTS INC                                | CUSIP: 37940XBB7<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1953648.04   | 0.07%             | 2033-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| COMM MORTGAGE TRUST                                                                            | COMM MORTGAGE TRUST                                | CUSIP: 12656KAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1277906.41   | 0.05%             | 2046-11-10      | Fixed         | 2.17%                 | Yes           |                  2 | On Loan: No      |
| ELEVANCE HEALTH, INC.                                                                          | ANTHEM INC                                         | CUSIP: 036752AP8<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    720000 | PA      | $649551.40    | 0.02%             | 2031-03-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| TPG OPERATING GROUP II, L.P.                                                                   | TPG OPERATING GROUP II LP                          | CUSIP: 87268QAA4<br>LEI: 2549001H9RJQNZT7MU11 | Long             | DBT              | CORP              | US        |   1872000 | PA      | $1835700.04   | 0.07%             | 2031-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ARIZONA INDL DEV AUTH REV                                                                      | ARIZONA INDUSTRIAL DEVELOPMENT AUTHORITY           | CUSIP: 04052AEQ5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $2058633.73   | 0.08%             | 2034-10-01      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418DFR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    235381 | PA      | $217980.69    | 0.01%             | 2049-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| B.A.T CAPITAL CORPORATION                                                                      | BAT CAPITAL CORP                                   | CUSIP: 05526DBD6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    975000 | PA      | $885992.25    | 0.03%             | 2037-08-15      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| FELLS POINT FUNDING TRUST                                                                      | FELLS POINT FUNDING TRUST                          | CUSIP: 314382AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2960000 | PA      | $2926473.83   | 0.11%             | 2027-01-31      | Fixed         | 3.05%                 | Yes           |                  2 | On Loan: No      |
| AUTONATION FINANCE TRUST                                                                       | AUTONATION FINANCE TRUST 2026 1                    | CUSIP: 05330WAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $997419.14    | 0.04%             | 2031-06-11      | Fixed         | 4.42%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 31335CD92<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     87687 | PA      | $81859.61     | 0.00%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FINANCE PLC                                                                    | IMPERIAL BRANDS FIN PLC                            | CUSIP: 45262BAC7<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |    670000 | PA      | $653700.74    | 0.02%             | 2029-07-26      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| KEYCORP                                                                                        | KEYCORP                                            | CUSIP: 49326EEN9<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |    500000 | PA      | $488958.71    | 0.02%             | 2033-06-01      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| OSCAR US FUNDING TRUST                                                                         | OSCAR US FUNDING XVII LLC                          | CUSIP: 68784BAC8<br>LEI: 549300GTSLUONMR77U11 | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1503002.35   | 0.06%             | 2029-03-12      | Fixed         | 4.47%                 | Yes           |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FUNDING                                                                   | NEW YORK LIFE GLOBAL FUNDING                       | CUSIP: 64952WFE8<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |    710000 | PA      | $713939.64    | 0.03%             | 2034-01-09      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                                       | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 38384BM40<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1075060 | PA      | $1093988.41   | 0.04%             | 2046-01-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS COMPANY                                                                       | AMERICAN EXPRESS CO                                | CUSIP: 025816CH0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $987765.98    | 0.04%             | 2199-12-31      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Pentair Finance S.a r.l.                                                                       | PENTAIR FINANCE SARL                               | CUSIP: 709629AS8<br>LEI: 549300H2U8U8TZPV3T89 | Long             | DBT              | CORP              | LU        |   1100000 | PA      | $1151253.09   | 0.04%             | 2032-07-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| VERISK ANALYTICS, INC.                                                                         | VERISK ANALYTICS INC                               | CUSIP: 92345YAJ5<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |   1450000 | PA      | $1442807.75   | 0.05%             | 2034-06-05      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon Corporation                                                        | BANK OF NEW YORK MELLON CORP THE                   | CUSIP: 06406RBW6<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    960000 | PA      | $973066.79    | 0.04%             | 2035-03-14      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140N4P35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1761325 | PA      | $1779083.02   | 0.07%             | 2037-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MSILF Government Portfolio                                                                     | MSILF GOVERNMENT-INST                              | CUSIP: 61747C707<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   2653344 | NS      | $2653343.86   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBAL PAYMENTS INC.                                                                           | GLOBAL PAYMENTS INC                                | CUSIP: 37940XAY8<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1442349.15   | 0.05%             | 2035-11-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| LINCOLN NATIONAL CORPORATION                                                                   | LINCOLN NATIONAL CORP                              | CUSIP: 534187BZ1<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2434650.02   | 0.09%             | 2035-11-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: —       |
| HCA INC.                                                                                       | HCA INC                                            | CUSIP: 404119BZ1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1013994.90   | 0.04%             | 2049-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION                                                  | FEDERAL FARM CREDIT BANK                           | CUSIP: 3133ERMZ1<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |   1900000 | PA      | $1890196.00   | 0.07%             | 2039-08-05      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                       | U S TREASURY NOTE                                  | CUSIP: 91282CNT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  17777000 | PA      | $17713113.91  | 0.66%             | 2035-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| THE CIGNA GROUP                                                                                | CIGNA GROUP THE                                    | CUSIP: 125523CZ1<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   2900000 | PA      | $2904204.28   | 0.11%             | 2036-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SLM STUDENT LOAN TRUST                                                                         | STUDENT LOAN MARKETING ASSOCIATION                 | CUSIP: 78443VAJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    164440 | PA      | $151921.26    | 0.01%             | 2042-01-27      | Floating      | 4.37%                 | No            |                  2 | On Loan: No      |
| APA CORPORATION                                                                                | APA CORP                                           | CUSIP: 03743QBE7<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1067755.63   | 0.04%             | 2044-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                       | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 38381PVE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1322839 | PA      | $1314756.42   | 0.05%             | 2051-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MMAF EQUIPMENT FINANCE LLC                                                                     | MMAF EQUIPMENT FINANCE LLC 2023 A                  | CUSIP: 55317WAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    750000 | PA      | $764417.86    | 0.03%             | 2038-12-13      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Duke Energy Carolinas, LLC                                                                     | DUKE ENERGY CAROLINAS LLC                          | CUSIP: 26442CBG8<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1091500.15   | 0.04%             | 2032-03-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                       | U S TREASURY BOND                                  | CUSIP: 912810UM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10557000 | PA      | $10284827.34  | 0.39%             | 2055-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Piedmont Natural Gas Company, Inc.                                                             | PIEDMONT NATURAL GAS CO INC                        | CUSIP: 720186AQ8<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |   1175000 | PA      | $1204844.07   | 0.05%             | 2033-06-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                     | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36179YKS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   3667606 | PA      | $3718587.22   | 0.14%             | 2053-11-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS, INC.                                                                       | MOTOROLA SOLUTIONS INC                             | CUSIP: 620076BU2<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    720000 | PA      | $654268.43    | 0.02%             | 2031-05-24      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SFS AUTO RECEIVABLES SECURITIZATION TRUST                                                      | SFS AUTO RECEIVABLES SECURITIZATION TRUST 2023 1   | CUSIP: 78398AAF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1523844.32   | 0.06%             | 2030-01-22      | Fixed         | 5.71%                 | Yes           |                  2 | On Loan: No      |
| SODEXO, INC.                                                                                   | SODEXO INC                                         | CUSIP: 833794AB6<br>LEI: 549300WSZGQGJQXRFU84 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2708697.09   | 0.10%             | 2031-04-16      | Fixed         | 2.72%                 | Yes           |                  2 | On Loan: No      |
| PROTECTIVE LIFE CORPORATION                                                                    | PROTECTIVE LIFE CORP                               | CUSIP: 743674BG7<br>LEI: 549300ZWIT8J8Y2EXL07 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1962664.31   | 0.07%             | 2035-12-15      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| SOUTHWESTERN ELECTRIC POWER COMPANY                                                            | SOUTHWESTERN ELECTRIC POWER CO                     | CUSIP: 845437BT8<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |    470000 | PA      | $301336.64    | 0.01%             | 2051-11-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UPTOWN DEV AUTH TEX TAX INCREMENT CONTRACT REV                                                 | UPTOWN DEVELOPMENT AUTHORITY                       | CUSIP: 916856HD2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $436170.92    | 0.02%             | 2033-09-01      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| DENTSPLY SIRONA INC.                                                                           | DENTSPLY SIRONA INC                                | CUSIP: 24906PAB5<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $974367.85    | 0.04%             | 2055-09-12      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| HONEYWELL AEROSPACE INC.                                                                       | HONEYWELL AEROSPACE INC                            | CUSIP: 43849RAF2<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |   2450000 | PA      | $2420551.00   | 0.09%             | 2033-03-16      | Fixed         | 4.60%                 | Yes           |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST                                                                        | CARMAX AUTO OWNER TRUST 2024 4                     | CUSIP: 14290DAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $2014737.91   | 0.08%             | 2030-05-15      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| METROPOLITAN LIFE GLOBAL FUNDING I                                                             | METROPOLITAN LIFE GLOBAL FUNDING I                 | CUSIP: 59217GET2<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |   2501000 | PA      | $2201657.87   | 0.08%             | 2032-01-11      | Fixed         | 2.40%                 | Yes           |                  2 | On Loan: —       |
| VICI PROPERTIES L.P.                                                                           | VICI PROPERTIES NOTE                               | CUSIP: 92564RAE5<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $958400.00    | 0.04%             | 2030-08-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| ARBOR MULTIFAMILY MORTGAGE SECURITIES TRUST                                                    | ARBOR MULTIFAMILY MORTGAGE SECURITIES TRUST 2020 M | CUSIP: 03881BAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1300000 | PA      | $1216433.23   | 0.05%             | 2053-05-15      | Variable      | 3.06%                 | Yes           |                  2 | On Loan: No      |
| ECOLAB INC.                                                                                    | ECOLAB INC                                         | CUSIP: 278865BS8<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |   1677000 | PA      | $1679308.33   | 0.06%             | 2035-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132D9L93<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1552703 | PA      | $1514039.21   | 0.06%             | 2043-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3136BK6X5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3000000 | PA      | $2729261.40   | 0.10%             | 2031-11-25      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST                                                                     | LAD AUTO RECEIVABLES TRUST 2024 2                  | CUSIP: 505920AG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $512990.31    | 0.02%             | 2031-10-15      | Fixed         | 6.37%                 | Yes           |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE COMPANY                                                                 | ARIZONA PUBLIC SERVICE CO                          | CUSIP: 040555DK7<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |   2420000 | PA      | $2378046.78   | 0.09%             | 2036-03-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137FBAJ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1500000 | PA      | $1483693.17   | 0.06%             | 2027-08-25      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                       | U S TREASURY NOTE                                  | CUSIP: 91282CHT1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  36676000 | PA      | $36005516.88  | 1.35%             | 2033-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                     | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 3622ADLA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2685663 | PA      | $2374964.53   | 0.09%             | 2052-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION                                                  | FEDERAL FARM CREDIT BANK                           | CUSIP: 3133EM4H2<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |   3414000 | PA      | $2663773.50   | 0.10%             | 2036-09-02      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| STATE PUB SCH BLDG AUTH PA LEASE REV                                                           | STATE PUBLIC SCHOOL BUILDING AUTHORITY             | CUSIP: 85732GWH9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1290000 | PA      | $1242843.43   | 0.05%             | 2030-04-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| MARS, INCORPORATED                                                                             | MARS INC                                           | CUSIP: 571676BB0<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $986840.00    | 0.04%             | 2045-05-01      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: No      |
| BARINGS EQUIPMENT FINANCE LLC                                                                  | BARINGS EQUIPMENT FINANCE LLC 2025 B               | CUSIP: 06764YAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1980909.60   | 0.07%             | 2050-09-13      | Fixed         | 4.29%                 | Yes           |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                                        | HYUNDAI CAPITAL AMERICA                            | CUSIP: 44891AEL7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   2450000 | PA      | $2450772.05   | 0.09%             | 2031-04-07      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DVJF3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2306331 | PA      | $2291963.11   | 0.09%             | 2055-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COMPANY OF COLORADO                                                             | PUBLIC SERVICE CO OF COLORADO                      | CUSIP: 744448CV1<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |   2100000 | PA      | $1833309.28   | 0.07%             | 2031-06-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140W0UE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2133843 | PA      | $2165007.80   | 0.08%             | 2055-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| B.A.T CAPITAL CORPORATION                                                                      | BAT CAPITAL CORP                                   | CUSIP: 05526DBS3<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   1017000 | PA      | $928893.60    | 0.03%             | 2031-03-25      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                                                                   | BX COMMERCIAL MORTGAGE TRUST 2026 XL6              | CUSIP: 12433NAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $2988493.76   | 0.11%             | 2043-03-15      | Floating      | 4.87%                 | Yes           |                  2 | On Loan: No      |
| THE SOUTHERN COMPANY                                                                           | SOUTHERN CO THE                                    | CUSIP: 842587DT1<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |   2880000 | PA      | $2987131.93   | 0.11%             | 2034-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COMPANY OF OKLAHOMA                                                             | PUBLIC SERVICE CO OF OKLAHOMA                      | CUSIP: 744533BS8<br>LEI: F3TJNSIZRGXRH8GEIK79 | Long             | DBT              | CORP              | US        |   1435000 | PA      | $1445424.74   | 0.05%             | 2036-01-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133WKK88<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    868153 | PA      | $875441.83    | 0.03%             | 2038-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ZIMMER BIOMET HOLDINGS, INC.                                                                   | ZIMMER BIOMET HOLDINGS INC                         | CUSIP: 98956PAZ5<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |   1860000 | PA      | $1857864.83   | 0.07%             | 2034-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| 1301 TRUST                                                                                     | 1301 TRUST 2025 AOA                                | CUSIP: 682461AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1259259 | PA      | $1258274.63   | 0.05%             | 2030-08-11      | Variable      | 5.23%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132DNXE8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1129893 | PA      | $1072544.67   | 0.04%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3128MMXT5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    144397 | PA      | $141650.57    | 0.01%             | 2033-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                     | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36179XFE1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1730861 | PA      | $1545313.29   | 0.06%             | 2052-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3136BTM26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2203671 | PA      | $2215000.11   | 0.08%             | 2054-12-25      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| DELL INTERNATIONAL L.L.C.                                                                      | DELL INTERNATIONAL LLC EMC CORP                    | CUSIP: 24703DBU4<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |   1304000 | PA      | $1274739.83   | 0.05%             | 2036-02-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: —       |
| BAXTER INTERNATIONAL INC.                                                                      | BAXTER INTERNATIONAL INC                           | CUSIP: 071813DE6<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |   1096000 | PA      | $1070860.45   | 0.04%             | 2035-12-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| GLS AUTO SELECT RECEIVABLES TRUST                                                              | GLS AUTO SELECT RECEIVABLES TRUST 2024 4           | CUSIP: 36271BAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $2000889.79   | 0.07%             | 2030-11-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| 180 MEDICAL, INC.                                                                              | 180 MEDICAL INC                                    | CUSIP: 682357AB4<br>LEI: 254900ZB648OPWVFVX59 | Long             | DBT              | CORP              | US        |    659000 | PA      | $644516.11    | 0.02%             | 2035-10-08      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                                  | FORD MOTOR CREDIT CO LLC                           | CUSIP: 345397ZR7<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24777.64     | 0.00%             | 2029-05-03      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| MARS, INCORPORATED                                                                             | MARS INC                                           | CUSIP: 571676AD7<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $997319.31    | 0.04%             | 2039-04-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| CHASE ISSUANCE TRUST                                                                           | CHASE ISSUANCE TRUST                               | CUSIP: 161571HW7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4840000 | PA      | $4907283.44   | 0.18%             | 2031-01-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| GLS AUTO SELECT RECEIVABLES TRUST                                                              | GLS AUTO SELECT RECEIVABLES TRUST 2025 1           | CUSIP: 36271FAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    870011 | PA      | $873394.45    | 0.03%             | 2030-04-15      | Fixed         | 4.71%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XPJ42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1417162 | PA      | $1449664.01   | 0.05%             | 2054-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TOYOTA AUTO LOAN EXTENDED NOTE TRUST                                                           | TOYOTA AUTO LOAN EXTENDED NOTE TRUST 2022 1        | CUSIP: 89231EAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1994043.39   | 0.07%             | 2035-04-25      | Fixed         | 3.82%                 | Yes           |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                                                                   | BX TRUST 2025 VOLT                                 | CUSIP: 05619PAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2500000 | PA      | $2490299.11   | 0.09%             | 2044-12-15      | Floating      | 5.37%                 | Yes           |                  2 | On Loan: No      |
| HUNTINGTON INGALLS INDUSTRIES, INC.                                                            | HUNTINGTON INGALLS INDUSTRIES INC                  | CUSIP: 446413AZ9<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |   1220000 | PA      | $1156164.97   | 0.04%             | 2028-08-16      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE GLOBAL FUNDING                                                                      | COREBRIDGE GLOBAL FUNDING                          | CUSIP: 00138CBM9<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |   1950000 | PA      | $1925404.08   | 0.07%             | 2031-01-09      | Fixed         | 4.55%                 | Yes           |                  2 | On Loan: No      |
| MASTER CREDIT CARD TRUST II                                                                    | MASTER CREDIT CARD TRUST II                        | CUSIP: 576339DV4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1145000 | PA      | $1234907.72   | 0.05%             | 2032-10-21      | Fixed         | 7.53%                 | Yes           |                  2 | On Loan: No      |
| SCCU AUTO RECEIVABLES TRUST                                                                    | SCCU AUTO RECEIVABLES TRUST 2025 1                 | CUSIP: 80620BAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $996298.70    | 0.04%             | 2031-12-15      | Fixed         | 4.78%                 | Yes           |                  2 | On Loan: No      |
| SECURITIZED TERM AUTO RECEIVABLES TRUST                                                        | SECURITIZED TERM AUTO RECEIVABLES TRUST            | CUSIP: 81378WAF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1378021 | PA      | $1374476.73   | 0.05%             | 2033-03-25      | Fixed         | 4.28%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137FL2M5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1000000 | PA      | $956336.30    | 0.04%             | 2034-01-25      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| HEALTH CARE SERVICE CORP MUT LEG RES CO                                                        | HEALTH CARE SERVICE CORP A MUTUAL LEGAL RESERVE CO | CUSIP: 42218SAL2<br>LEI: 549300TMJ1FKCKECR148 | Long             | DBT              | CORP              | US        |   1020000 | PA      | $1019635.67   | 0.04%             | 2034-06-15      | Fixed         | 5.45%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137FNAE0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1000000 | PA      | $961550.32    | 0.04%             | 2029-06-25      | Fixed         | 2.79%                 | No            |                  2 | On Loan: No      |
| DOC DR, LLC                                                                                    | PHYSICIANS REALTY LP                               | CUSIP: 71951QAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1245000 | PA      | $1104260.83   | 0.04%             | 2031-11-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| CAPTERIS EQUIPMENT FINANCE LLC                                                                 | CAPTERIS EQUIPMENT FINANCE 2026 1 LLC              | CUSIP: 14077FAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $2997001.56   | 0.11%             | 2033-09-20      | Fixed         | 4.44%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                                       | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 38381QTA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1440198 | PA      | $1410113.47   | 0.05%             | 2051-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AMEREN CORPORATION                                                                             | AMEREN CORP                                        | CUSIP: 023608AS1<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2432575.76   | 0.09%             | 2036-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORPORATION                                                                        | DUKE ENERGY CORP                                   | CUSIP: 26441CCE3<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    920000 | PA      | $942285.31    | 0.04%             | 2034-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                       | U S TREASURY BOND                                  | CUSIP: 912810UL0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13018000 | PA      | $13188861.25  | 0.49%             | 2045-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS NC STORM FUNDING LLC                                                     | DUKE ENERGY CAROLINAS SC STORM FUNDING LLC         | CUSIP: 26443YAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    812000 | PA      | $804094.75    | 0.03%             | 2046-03-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140M7LP4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2970025 | PA      | $3001244.40   | 0.11%             | 2055-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 31427R2Z2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3000000 | PA      | $2962164.55   | 0.11%             | 2056-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140W22H3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2944948 | PA      | $2847753.40   | 0.11%             | 2055-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                     | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36179X5B8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2518755 | PA      | $2166501.59   | 0.08%             | 2053-06-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                     | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36179XBQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2209708 | PA      | $1900766.39   | 0.07%             | 2052-07-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| INVESCO GOVERNMENT & AGENCY PORTFOLIO                                                          | INVESCO GVT & AGNCY-INST                           | CUSIP: 825252885<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   2653344 | NS      | $2653343.88   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST                                                                       | BENCHMARK 2020 B17 MORTGAGE TRUST                  | CUSIP: 08162MAX6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1224000 | PA      | $1105279.65   | 0.04%             | 2053-03-15      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC                                                                | HERTZ VEHICLE FINANCING III LP                     | CUSIP: 42806MAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $986177.39    | 0.04%             | 2027-12-27      | Fixed         | 1.68%                 | Yes           |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                                                             | ROYALTY PHARMA PLC                                 | CUSIP: 78081BAL7<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |   2700000 | PA      | $2046266.49   | 0.08%             | 2040-09-02      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB COMPANY                                                                   | BRISTOL MYERS SQUIBB CO                            | CUSIP: 110122DZ8<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    600000 | PA      | $643558.72    | 0.02%             | 2033-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| BUNGE Ltd FINANCE CORP                                                                         | BUNGE LTD FINANCE CORP                             | CUSIP: 120568BC3<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2276778.37   | 0.09%             | 2031-05-14      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| MASSMUTUAL GLOBAL FUNDING II                                                                   | MASSMUTUAL GLOBAL FUNDING II                       | CUSIP: 57629W3S7<br>LEI: 549300K1IE3K7YU6VG29 | Long             | DBT              | CORP              | US        |   2030000 | PA      | $1988411.46   | 0.07%             | 2031-09-17      | Fixed         | 4.35%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                                       | UNITED STATES TREASURY BOND                        | CUSIP: 912810RQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10500000 | PA      | $7241718.75   | 0.27%             | 2046-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ARI FLEET LEASE TRUST                                                                          | ARI FLEET LEASE TRUST 2025 A                       | CUSIP: 04033CAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    920000 | PA      | $923079.15    | 0.03%             | 2034-01-17      | Fixed         | 4.46%                 | Yes           |                  2 | On Loan: No      |
| M&T BANK AUTO RECEIVABLES TRUST                                                                | M T BANK AUTO RECEIVABLES TRUST 2025 1             | CUSIP: 55287XAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2624000 | PA      | $2661042.36   | 0.10%             | 2032-07-15      | Fixed         | 4.89%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3142GVFJ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2470929 | PA      | $2394519.99   | 0.09%             | 2055-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| COTERRA ENERGY INC.                                                                            | COTERRA ENERGY INC                                 | CUSIP: 127097AM5<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1003633.03   | 0.04%             | 2035-02-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140W2FB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2697959 | PA      | $2438955.22   | 0.09%             | 2037-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| TRACTOR SUPPLY COMPANY                                                                         | TRACTOR SUPPLY CO                                  | CUSIP: 892356AB2<br>LEI: 549300OJ9VZHZRO6I137 | Long             | DBT              | CORP              | US        |    774000 | PA      | $785218.42    | 0.03%             | 2033-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BA CREDIT CARD TRUST                                                                           | BA CREDIT CARD TRUST                               | CUSIP: 05522RDJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3500000 | PA      | $3537872.33   | 0.13%             | 2029-05-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| HPEFS EQUIPMENT TRUST                                                                          | HPEFS EQUIPMENT TRUST 2025 1                       | CUSIP: 40446EAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $2000154.31   | 0.07%             | 2032-09-20      | Fixed         | 4.51%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3136BWGJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1152527 | PA      | $1156665.96   | 0.04%             | 2050-10-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING                                                                 | AVIS BUDGET RENTAL CAR FUNDING AESOP LLC           | CUSIP: 05377RET7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    800000 | PA      | $785062.84    | 0.03%             | 2028-02-20      | Fixed         | 2.35%                 | Yes           |                  2 | On Loan: No      |
| PEAC SOLUTIONS RECEIVABLES                                                                     | PEAC SOLUTIONS RECEIVABLES 2024 1 LLC              | CUSIP: 69433BAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1450000 | PA      | $1468910.74   | 0.06%             | 2030-11-20      | Fixed         | 5.64%                 | Yes           |                  2 | On Loan: No      |
| MERCHANTS FLEET FUNDING LLC                                                                    | MERCHANTS FLEET FUNDING LLC                        | CUSIP: 588926AM7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1148000 | PA      | $1141452.74   | 0.04%             | 2039-01-20      | Fixed         | 4.91%                 | Yes           |                  2 | On Loan: No      |
| GUARDIAN LIFE GLOBAL FUNDING                                                                   | GUARDIAN LIFE GLOBAL FUNDING                       | CUSIP: 40139LAH6<br>LEI: 635400NHILJ5JEKILC36 | Long             | DBT              | CORP              | US        |    560000 | PA      | $540833.89    | 0.02%             | 2027-07-06      | Fixed         | 1.40%                 | Yes           |                  2 | On Loan: —       |
| PEAC SOLUTIONS RECEIVABLES                                                                     | PEAC SOLUTIONS RECEIVABLES 2024 2 LLC              | CUSIP: 69392BAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1143000 | PA      | $1147738.60   | 0.04%             | 2031-10-20      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                                       | U S TREASURY BOND                                  | CUSIP: 912810SA7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3500000 | PA      | $2581250.00   | 0.10%             | 2048-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT FLOORPLAN MASTER OWNER TRUST A                                                     | FORD CREDIT FLOORPLAN MASTER OWNER TRUST A         | CUSIP: 34528QJQ8<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1500782.54   | 0.06%             | 2031-09-15      | Fixed         | 4.40%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                                       | US TREASURY INFLATION INDEX                        | CUSIP: 9128285W6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    500000 | PA      | $639306.05    | 0.02%             | 2029-01-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| AVENTURA MALL VENTURE                                                                          | AVENTURA MALL TRUST                                | CUSIP: 05359AAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $971884.93    | 0.04%             | 2040-07-05      | Variable      | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Santander Holdings USA, Inc.                                                                   | SANTANDER HOLDINGS USA INC                         | CUSIP: 80282KBM7<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |   1855000 | PA      | $1875041.40   | 0.07%             | 2030-09-06      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE TRUST                                                            | CITIGROUP COMMERCIAL MORTGAGE TRUST 2017 P8        | CUSIP: 17326DAF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $472382.48    | 0.02%             | 2050-09-15      | Variable      | 3.79%                 | No            |                  2 | On Loan: No      |
| JABIL INC.                                                                                     | JABIL INC                                          | CUSIP: 466313AK9<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |   1474000 | PA      | $1358560.57   | 0.05%             | 2031-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AMFAM HOLDINGS, INC.                                                                           | AMFAM HOLDINGS INC                                 | CUSIP: 03115AAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    585000 | PA      | $510982.85    | 0.02%             | 2031-03-11      | Fixed         | 2.81%                 | Yes           |                  2 | On Loan: No      |
| BX TRUST                                                                                       | BX TRUST 2025 ARIA                                 | CUSIP: 05619TAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2250000 | PA      | $2262394.86   | 0.08%             | 2042-12-13      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| UBS Group AG                                                                                   | CREDIT SUISEE GROUP AG                             | CUSIP: 225401AC2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    470000 | PA      | $468187.45    | 0.02%             | 2028-01-09      | Fixed         | 4.28%                 | Yes           |                  2 | On Loan: No      |
| PORT OF NEWCASTLE INVESTMENTS (FINANCING) PTY LIMITED                                          | PORT OF NEWCASTLE INVESTMENTS FINANCING PTY LTD    | CUSIP: 734865AA6<br>LEI: 549300VVWVQBDM9L8K30 | Long             | DBT              | CORP              | AU        |   1000000 | PA      | $1023041.81   | 0.04%             | 2031-11-24      | Fixed         | 5.90%                 | Yes           |                  2 | On Loan: —       |
| ARBOR MULTIFAMILY MORTGAGE SECURITIES TRUST                                                    | ARBOR MULTIFAMILY MORTGAGE SECURITIES TRUST 2020 M | CUSIP: 03882LAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1860721.49   | 0.07%             | 2054-12-15      | Variable      | 3.39%                 | Yes           |                  2 | On Loan: No      |
| PRESTIGE AUTO RECEIVABLES TRUST                                                                | PRESTIGE AUTO RECEIVABLES TRUST 2025 1             | CUSIP: 74113UAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $3006439.08   | 0.11%             | 2028-11-15      | Fixed         | 5.34%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                     | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 3618A8ZT7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    984383 | PA      | $977287.96    | 0.04%             | 2052-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SOLVENTUM CORPORATION                                                                          | SOLVENTUM CORP                                     | CUSIP: 83444MAS0<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |    668000 | PA      | $653337.40    | 0.02%             | 2054-04-30      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418FFC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4066295 | PA      | $4058699.49   | 0.15%             | 2044-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| USB AUTO OWNER TRUST                                                                           | USB AUTO OWNER TRUST 2025 1                        | CUSIP: 90367VAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1007404.81   | 0.04%             | 2031-01-15      | Fixed         | 4.81%                 | Yes           |                  2 | On Loan: No      |
| LOEWS CORPORATION                                                                              | LOEWS CORP                                         | CUSIP: 540424AT5<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | DBT              | CORP              | US        |    770000 | PA      | $731740.25    | 0.03%             | 2030-05-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| AMGEN INC.                                                                                     | AMGEN INC                                          | CUSIP: 031162DY3<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    500000 | PA      | $483663.88    | 0.02%             | 2056-02-19      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                     | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36179YDD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1056542 | PA      | $908782.39    | 0.03%             | 2053-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BRITISH AIRWAYS 2019-1 PASS THROUGH TRUST                                                      | BRITISH AIR 19 1 CLASS A PTT                       | CUSIP: 11043XAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    372253 | PA      | $360267.12    | 0.01%             | 2030-12-15      | Fixed         | 3.35%                 | Yes           |                  2 | On Loan: No      |
| EVERGREEN CREDIT CARD TRUST                                                                    | EVERGREEN CREDIT CARD TRUST                        | CUSIP: 30023JCY2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    833000 | PA      | $835385.85    | 0.03%             | 2029-05-15      | Fixed         | 5.53%                 | Yes           |                  2 | On Loan: No      |
| Truist Financial Corporation                                                                   | TRUIST FINANCIAL CORP                              | CUSIP: 89788MAP7<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1092856.58   | 0.04%             | 2034-06-08      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| NLG GLOBAL FUNDING                                                                             | NLG GLOBAL FUNDING                                 | CUSIP: 62915W2A0<br>LEI: 635400SKBQOWEJZLTW68 | Long             | DBT              | CORP              | US        |   2120000 | PA      | $2170413.12   | 0.08%             | 2030-01-23      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| DIAMOND INFRASTRUCTURE FUNDING                                                                 | DIAMOND INFRASTRUCTURE FUNDING LLC                 | CUSIP: 25265LAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $977578.30    | 0.04%             | 2049-04-15      | Fixed         | 1.76%                 | Yes           |                  2 | On Loan: No      |
| ONEMAIN FINANCIAL ISSUANCE TRUST                                                               | ONEMAIN FINANCIAL ISSUANCE TRUST 2022 3            | CUSIP: 68269PAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2960000 | PA      | $2980539.01   | 0.11%             | 2034-05-15      | Fixed         | 6.45%                 | Yes           |                  2 | On Loan: No      |
| CSMC TRUST                                                                                     | CSMC SERIES 2019 UVIL                              | CUSIP: 12656DAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2252000 | PA      | $2113362.29   | 0.08%             | 2041-12-15      | Fixed         | 3.16%                 | Yes           |                  2 | On Loan: No      |
| HUBBELL INCORPORATED                                                                           | HUBBELL INC                                        | CUSIP: 443510AK8<br>LEI: 54930088VDQ6840Y6597 | Long             | DBT              | CORP              | US        |   1220000 | PA      | $1104909.84   | 0.04%             | 2031-03-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA, INC.                                                                             | T MOBILE USA INC                                   | CUSIP: 87264ABX2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3073834.02   | 0.12%             | 2031-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: —       |
| United States of America                                                                       | U S TREASURY BOND                                  | CUSIP: 912810TU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10975000 | PA      | $10359371.09  | 0.39%             | 2043-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HOLDINGS PLC                                                                | SANTANDER UK GROUP HOLDINGS PLC                    | CUSIP: 80281LAP0<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |   2365000 | PA      | $2144543.31   | 0.08%             | 2032-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3136BPNA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1073252 | PA      | $1085440.70   | 0.04%             | 2047-07-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                                                             | ROYALTY PHARMA PLC                                 | CUSIP: 78081BAR4<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |   1650000 | PA      | $1663640.01   | 0.06%             | 2034-09-02      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418FVA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2859059 | PA      | $2837939.27   | 0.11%             | 2046-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP OF AMERICA FINANCE, LLC                                                       | VOLKSWAGEN GROUP OF AMERICA FINANCE LLC            | CUSIP: 928668CX8<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   1174000 | PA      | $1164674.47   | 0.04%             | 2030-09-11      | Fixed         | 4.85%                 | Yes           |                  2 | On Loan: No      |
| POTOMAC ELECTRIC POWER COMPANY                                                                 | POTOMAC ELECTRIC POWER CO                          | CUSIP: 737679DJ6<br>LEI: 549300BXF2DWUNN57U06 | Long             | DBT              | CORP              | US        |   1615000 | PA      | $1535939.42   | 0.06%             | 2054-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP, L.P.                                                                     | SIMON PROPERTY GROUP LP                            | CUSIP: 828807DY0<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |     70000 | PA      | $68521.50     | 0.00%             | 2034-09-26      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES INCORPORATED                                                             | HUNTINGTON BANCSHARES INC OH                       | CUSIP: 446150AX2<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $857526.27    | 0.03%             | 2036-08-15      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418CMF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     69368 | PA      | $64544.53     | 0.00%             | 2047-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| KUBOTA CREDIT OWNER TRUST                                                                      | KUBOTA CREDIT OWNER TRUST 2025 1                   | CUSIP: 50117FAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1958000 | PA      | $1985787.23   | 0.07%             | 2030-07-15      | Fixed         | 4.87%                 | Yes           |                  2 | On Loan: No      |
| WISCONSIN PUBLIC SERVICE CORPORATION                                                           | WISCONSIN PUBLIC SERVICE CORP                      | CUSIP: 976843BN1<br>LEI: 549300BJRHJVYNUMQZ30 | Long             | DBT              | CORP              | US        |    460000 | PA      | $281740.01    | 0.01%             | 2051-12-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG NEW YORK BRANCH                                                               | DEUTSCHE BANK AG NEW YORK NY                       | CUSIP: 251526CY3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1060000 | PA      | $1052494.79   | 0.04%             | 2035-09-11      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| SCOTT TRUST                                                                                    | SCOTT TRUST 2023 SFS                               | CUSIP: 810064AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1016601.76   | 0.04%             | 2028-03-15      | Fixed         | 5.91%                 | Yes           |                  2 | On Loan: No      |
| RESORTS WORLD LAS VEGAS LLC                                                                    | RESORTS WORLD LAS VEGAS LLC                        | CUSIP: 76120HAC1<br>LEI: 254900LHVH9D3APT8R82 | Long             | DBT              | CORP              | US        |   2388000 | PA      | $1886326.90   | 0.07%             | 2031-04-06      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST                                                                   | FORD CREDIT AUTO OWNER TRUST 2023 REV1             | CUSIP: 34535QAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    822000 | PA      | $833843.84    | 0.03%             | 2035-08-15      | Fixed         | 5.29%                 | Yes           |                  2 | On Loan: No      |
| BROWN & BROWN, INC.                                                                            | BROWN BROWN INC                                    | CUSIP: 115236AL5<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |   1940000 | PA      | $1938383.30   | 0.07%             | 2032-06-23      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FCCU AUTO RECEIVABLES TRUST                                                                    | FCCU AUTO RECEIVABLES TRUST 2026 1                 | CUSIP: 30343XAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3350000 | PA      | $3300512.70   | 0.12%             | 2032-07-15      | Fixed         | 4.59%                 | Yes           |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC.                                                                          | KEURIG DR PEPPER INC                               | CUSIP: 49271VAR1<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $932561.26    | 0.03%             | 2052-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HUDSON YARDS MORTGAGE TRUST                                                                    | HUDSON YARDS                                       | CUSIP: 44421LAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $2977570.38   | 0.11%             | 2038-08-10      | Fixed         | 2.83%                 | Yes           |                  2 | On Loan: No      |
| KANKAKEE ILL                                                                                   | CITY OF KANKAKEE IL                                | CUSIP: 484404A99<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1019854.58   | 0.04%             | 2032-12-01      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| THE CAMPBELL'S COMPANY                                                                         | CAMPBELL SOUP CO                                   | CUSIP: 134429BQ1<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |    730000 | PA      | $671931.83    | 0.03%             | 2035-03-23      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| DBWF MORTGAGE TRUST                                                                            | DBWF 2024 LCRS MORTGAGE TRUST                      | CUSIP: 23307KAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $996255.76    | 0.04%             | 2034-04-15      | Floating      | 5.40%                 | Yes           |                  2 | On Loan: No      |
| TOYOTA AUTO RECEIVABLES OWNER TRUST                                                            | TOYOTA AUTO RECEIVABLES 2023 A OWNER TRUST         | CUSIP: 891940AC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    873267 | PA      | $874545.84    | 0.03%             | 2027-09-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| PENFED AUTO RECEIVABLES OWNER TRUST                                                            | PENFED AUTO RECEIVABLES OWNER TRUST                | CUSIP: 70687FAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1450000 | PA      | $1456486.76   | 0.05%             | 2030-03-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| ARIZONA BRD REGENTS UNIV ARIZ SYS REV                                                          | UNIVERSITY OF ARIZONA THE                          | CUSIP: 040484YD3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $909934.46    | 0.03%             | 2030-06-01      | Fixed         | 1.82%                 | No            |                  2 | On Loan: No      |
| THE AES CORPORATION                                                                            | AES CORP THE                                       | CUSIP: 00130HCM5<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2012300.00   | 0.08%             | 2032-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| MERCHANTS FLEET FUNDING LLC                                                                    | MERCHANTS FLEET FUNDING LLC                        | CUSIP: 588926AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    506197 | PA      | $507049.80    | 0.02%             | 2036-05-20      | Fixed         | 7.21%                 | Yes           |                  2 | On Loan: No      |
| VOLVO FINANCIAL EQUIPMENT LLC                                                                  | VOLVO FINANCIAL EQUIPMENT LLC SERIES 2025 1        | CUSIP: 92887TAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1003058.27   | 0.04%             | 2031-10-15      | Fixed         | 4.53%                 | Yes           |                  2 | On Loan: No      |
| PENFED AUTO RECEIVABLES OWNER TRUST                                                            | PENFED AUTO RECEIVABLES OWNER TRUST 2025 A         | CUSIP: 706916AD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1489727.90   | 0.06%             | 2031-05-15      | Fixed         | 4.19%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418CFE9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    361270 | PA      | $336846.86    | 0.01%             | 2047-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES, INC.                                                                        | AMERICAN AIRLINES INC                              | CUSIP: 02377PAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    286000 | PA      | $285064.74    | 0.01%             | 2036-05-11      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                       | U S TREASURY BOND                                  | CUSIP: 912810TN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4012500.00   | 0.15%             | 2053-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORPORATION                                                                | TOYOTA MOTOR CREDIT CORP                           | CUSIP: 89236TNB7<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2045253.36   | 0.08%             | 2035-01-09      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| BOSTON MEDICAL CENTER CORPORATION                                                              | BOSTON MEDICAL CENTER CORP                         | CUSIP: 10103DAB2<br>LEI: 54930000C3BLYBHD3L38 | Long             | DBT              | CORP              | US        |    500000 | PA      | $491956.45    | 0.02%             | 2028-07-01      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS FINANCIAL SQUARE GOVERNMENT FUND                                                 | GLDMN SCHS FIN SQ GV-FST                           | CUSIP: 38141W273<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   2653344 | NS      | $2653343.88   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| DAIMLER TRUCKS RETAIL TRUST                                                                    | DAIMLER TRUCKS RETAIL TRUST 2023 1                 | CUSIP: 233868AD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1680000 | PA      | $1694480.02   | 0.06%             | 2030-12-16      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| AMGEN INC.                                                                                     | AMGEN INC                                          | CUSIP: 031162DW7<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   3271000 | PA      | $3212321.62   | 0.12%             | 2036-02-19      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140W4DA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1816286 | PA      | $1791431.81   | 0.07%             | 2055-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                     | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 3618J6EU2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    526785 | PA      | $538206.79    | 0.02%             | 2054-10-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140AT6Z4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2589976 | PA      | $2606048.09   | 0.10%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XKP95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1897618 | PA      | $1813462.64   | 0.07%             | 2042-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BLOCK FINANCIAL LLC                                                                            | BLOCK FINANCIAL LLC                                | CUSIP: 093662AH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1884650.79   | 0.07%             | 2030-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CAMERON LNG, LLC                                                                               | CAMERON LNG LLC                                    | CUSIP: 133434AB6<br>LEI: 549300C39FLHGVD73K22 | Long             | DBT              | CORP              | US        |   1191000 | PA      | $1035227.79   | 0.04%             | 2035-01-15      | Fixed         | 3.30%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                                       | U S TREASURY BOND                                  | CUSIP: 912810TS7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  17000000 | PA      | $15071562.50  | 0.56%             | 2043-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MERCHANTS FLEET FUNDING LLC                                                                    | MERCHANTS FLEET FUNDING LLC                        | CUSIP: 588926AB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $2006020.57   | 0.08%             | 2036-05-20      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| PACKAGING CORPORATION OF AMERICA                                                               | PACKAGING CORP OF AMERICA                          | CUSIP: 695156AY5<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | DBT              | CORP              | US        |   1009000 | PA      | $1001294.89   | 0.04%             | 2035-08-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon Corporation                                                        | BANK OF NEW YORK MELLON CORP THE                   | CUSIP: 064058AL4<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $980331.26    | 0.04%             | 2199-12-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137HKMB7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2812255 | PA      | $2826123.57   | 0.11%             | 2055-03-25      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| BOARDWALK PIPELINES, LP                                                                        | BOARDWALK PIPELINES LP                             | CUSIP: 096630AL2<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |   1945000 | PA      | $1914081.46   | 0.07%             | 2036-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| GREENSTATE AUTO RECEIVABLES TRUST                                                              | GREENSTATE AUTO RECEIVABLES TRUST 2024 1           | CUSIP: 39573AAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1200000 | PA      | $1213831.51   | 0.05%             | 2030-01-15      | Fixed         | 5.42%                 | Yes           |                  2 | On Loan: No      |
| KENNAMETAL INC.                                                                                | KENNAMETAL INC                                     | CUSIP: 489170AE0<br>LEI: 549300GZDSG25XUV0Y08 | Long             | DBT              | CORP              | US        |    778000 | PA      | $780961.45    | 0.03%             | 2028-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| HCA INC.                                                                                       | HCA INC                                            | CUSIP: 404119CS6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1245000 | PA      | $1043571.45   | 0.04%             | 2042-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| GLP Capital, L.P.                                                                              | GLP CAPITAL LP GLP FINANCING II INC                | CUSIP: 361841AT6<br>LEI: 2549005PXW31DRW8EC44 | Long             | DBT              | CORP              | US        |   1020000 | PA      | $1002219.80   | 0.04%             | 2034-09-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| DEXT ABS LLC                                                                                   | DEXT ABS 2025 1 LLC                                | CUSIP: 252154AF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $2019504.95   | 0.08%             | 2036-02-15      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: No      |
| AUXILIOR TERM FUNDING LLC                                                                      | AUXILIOR TERM FUNDING 2023 1 LLC                   | CUSIP: 05335JAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    826000 | PA      | $839572.40    | 0.03%             | 2030-06-17      | Fixed         | 6.05%                 | Yes           |                  2 | On Loan: No      |
| AMEREN CORPORATION                                                                             | AMEREN CORP                                        | CUSIP: 023608AJ1<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |    770000 | PA      | $731131.50    | 0.03%             | 2031-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC COMPANY                                                                           | DTE ELECTRIC CO                                    | CUSIP: 23338VAK2<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    374000 | PA      | $345690.37    | 0.01%             | 2030-03-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| SAN ANTONIO TEX                                                                                | SAN ANTONIO TX                                     | CUSIP: 79623PEW1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    630000 | PA      | $566376.69    | 0.02%             | 2031-02-01      | Fixed         | 1.76%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                                                           | JPMORGAN CHASE CO                                  | CUSIP: 46647PFK7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $981843.11    | 0.04%             | 2037-02-05      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3128MJ2C3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     10808 | PA      | $10069.51     | 0.00%             | 2047-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT, INC.                                                                         | WASTE MANAGEMENT INC                               | CUSIP: 94106LCF4<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |   1616000 | PA      | $1537926.97   | 0.06%             | 2054-10-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUNITIES, INC.                                                                    | AVALONBAY COMMUNITIES INC                          | CUSIP: 05348EBC2<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1030477.32   | 0.04%             | 2028-01-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| ROCKIES EXPRESS PIPELINE LLC                                                                   | ROCKIES EXPRESS PIPELINE                           | CUSIP: 77340RAR8<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1173154.38   | 0.04%             | 2029-07-15      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| AIR LEASE CORPORATION                                                                          | AIR LEASE CORP                                     | CUSIP: 00914AAS1<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    960000 | PA      | $850238.59    | 0.03%             | 2032-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| LSEG US FIN CORP.                                                                              | LSEG US FIN CORP                                   | CUSIP: 50222CAF7<br>LEI: 2138007FV67QQ13CGJ43 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2971237.90   | 0.11%             | 2036-03-23      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| WHEELS FLEET LEASE FUNDING LLC                                                                 | WHEELS FLEET LEASE FUNDING 1 LLC                   | CUSIP: 96328GBV8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1625000 | PA      | $1638941.36   | 0.06%             | 2039-06-21      | Fixed         | 4.84%                 | Yes           |                  2 | On Loan: No      |
| PACKAGING CORPORATION OF AMERICA                                                               | PACKAGING CORP OF AMERICA                          | CUSIP: 695156AW9<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | DBT              | CORP              | US        |   2268000 | PA      | $1426295.62   | 0.05%             | 2051-10-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| CHESAPEAKE FUNDING LLC                                                                         | CHESAPEAKE FUNDING II LLC                          | CUSIP: 165183CW2<br>LEI: 549300LG5AUFDML64706 | Long             | ABS-MBS          | CORP              | US        |   1897000 | PA      | $1900320.47   | 0.07%             | 2035-05-15      | Fixed         | 5.59%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418EHK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1525255 | PA      | $1478085.17   | 0.06%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                     | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36179X2J4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1234540 | PA      | $1202344.71   | 0.05%             | 2053-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CREDIT ACCEPTANCE AUTO LOAN TRUST                                                              | CREDIT ACCEPTANCE AUTO LOAN TRUST 2025 2           | CUSIP: 224940AC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    829000 | PA      | $808524.00    | 0.03%             | 2036-01-15      | Fixed         | 4.87%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                                       | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 38381QNQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   3079642 | PA      | $2887107.54   | 0.11%             | 2065-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION                                                  | FEDERAL FARM CREDIT BANK                           | CUSIP: 3133ETBK2<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |   1340000 | PA      | $1336931.40   | 0.05%             | 2029-04-02      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| CITIZENS AUTO RECEIVABLES TRUST                                                                | CITIZENS AUTO RECEIVABLES TRUST 2023 1             | CUSIP: 17331KAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    229800 | PA      | $230690.35    | 0.01%             | 2028-01-18      | Fixed         | 5.84%                 | Yes           |                  2 | On Loan: No      |
| WHEELS FLEET LEASE FUNDING LLC                                                                 | WHEELS FLEET LEASE FUNDING 1 LLC                   | CUSIP: 96328GBH9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $2043198.05   | 0.08%             | 2038-08-18      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| HCA INC.                                                                                       | HCA INC                                            | CUSIP: 404119CU1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1174289.77   | 0.04%             | 2034-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| CNH EQUIPMENT TRUST                                                                            | CNH EQUIPMENT TRUST 2024 C                         | CUSIP: 18978GAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1495213.77   | 0.06%             | 2032-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| MVW OWNER TRUST                                                                                | MVW 2021 1W LLC                                    | CUSIP: 55389TAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    156125 | PA      | $148413.57    | 0.01%             | 2041-01-22      | Fixed         | 1.14%                 | Yes           |                  2 | On Loan: No      |
| GECU AUTO RECEIVABLES TRUST                                                                    | GECU AUTO RECEIVABLES TRUST 2023 1                 | CUSIP: 36169EAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    415000 | PA      | $423181.25    | 0.02%             | 2030-01-15      | Fixed         | 5.87%                 | Yes           |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING LLC                                                                 | ENTERPRISE FLEET FINANCING 2023 2 LLC              | CUSIP: 29375NAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    166702 | PA      | $167296.06    | 0.01%             | 2030-04-22      | Fixed         | 5.56%                 | Yes           |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING CO., L.P.                                                                 | PENSKE TRUCK LEASING CO LP PTL FINANCE CORP        | CUSIP: 709599BV5<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | DBT              | CORP              | US        |    470000 | PA      | $494749.72    | 0.02%             | 2030-06-15      | Fixed         | 6.20%                 | Yes           |                  2 | On Loan: No      |
| VERTICAL BRIDGE CC LLC                                                                         | VB S1 ISSUER LLC VBTEL                             | CUSIP: 91823AAY7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $493557.05    | 0.02%             | 2052-02-15      | Fixed         | 4.59%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                                       | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 38384JC51<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2482114 | PA      | $2478814.14   | 0.09%             | 2054-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ILFC E-CAPITAL TRUST I                                                                         | ILFC E CAPITAL TRUST I                             | CUSIP: 44965TAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $423752.20    | 0.02%             | 2065-12-21      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                     | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 3622ACEL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1678707 | PA      | $1535523.26   | 0.06%             | 2052-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMERICAN PIPELINE, L.P.                                                             | PLAINS ALL AMER PIPELINE                           | CUSIP: 72650RBM3<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |   1611000 | PA      | $1558464.21   | 0.06%             | 2029-12-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66 COMPANY                                                                            | PHILLIPS 66 CO                                     | CUSIP: 718547AY8<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    730000 | PA      | $719525.42    | 0.03%             | 2035-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST                                                                     | LAD AUTO RECEIVABLES TRUST 2023 4                  | CUSIP: 50571AAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1517213.96   | 0.06%             | 2028-10-16      | Fixed         | 6.39%                 | Yes           |                  2 | On Loan: No      |
| HPEFS EQUIPMENT TRUST                                                                          | HPEFS EQUIPMENT TRUST 2024 1                       | CUSIP: 403963AD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1502095.85   | 0.06%             | 2031-06-20      | Fixed         | 5.18%                 | Yes           |                  2 | On Loan: No      |
| ING Groep N.V.                                                                                 | ING GROEP NV                                       | CUSIP: 456837BV4<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   3000000 | PA      | $2989579.10   | 0.11%             | 2037-03-23      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINES OPERATING COMPANY LLC                                                       | COLUMBIA PIPELINES OPERATING CO LLC                | CUSIP: 19828TAG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1155000 | PA      | $1170368.45   | 0.04%             | 2035-02-15      | Fixed         | 5.44%                 | Yes           |                  2 | On Loan: No      |
| HOUSTON TEX HOTEL OCCUPANCY TAX & SPL REV                                                      | CITY OF HOUSTON TX HOTEL OCCUPANCY TAX SPECIAL R   | CUSIP: 44237NNV0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2115000 | PA      | $2095107.81   | 0.08%             | 2044-09-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                       | U S TREASURY NOTE                                  | CUSIP: 91282CHC8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  48400000 | PA      | $46101000.00  | 1.73%             | 2033-05-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                       | U S TREASURY NOTE                                  | CUSIP: 91282CJW2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3000000 | PA      | $3013828.13   | 0.11%             | 2029-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                                    | BANK OF AMERICA CORP                               | CUSIP: 06051GKC2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1413000 | PA      | $1220649.42   | 0.05%             | 2036-09-21      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| FISERV, INC.                                                                                   | FISERV INC                                         | CUSIP: 337738BE7<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1617117.73   | 0.06%             | 2033-03-02      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| THE PNC FINANCIAL SERVICES GROUP, INC.                                                         | PNC FINANCIAL SERVICES GROUP INC THE               | CUSIP: 693475BW4<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    832000 | PA      | $856424.12    | 0.03%             | 2035-01-22      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| VSP OPTICAL GROUP, INC.                                                                        | VSP OPTICAL GROUP INC                              | CUSIP: 91836LAA0<br>LEI: 549300PHX8USLM2BT742 | Long             | DBT              | CORP              | US        |   1207000 | PA      | $1182596.38   | 0.04%             | 2035-12-01      | Fixed         | 5.45%                 | Yes           |                  2 | On Loan: No      |
| DAIMLER TRUCK FINANCE NORTH AMERICA LLC                                                        | DAIMLER TRUCK FINANCE NORTH AMERICA LLC            | CUSIP: 233853BE9<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1520682.97   | 0.06%             | 2032-01-13      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| ALPHABET INC.                                                                                  | ALPHABET INC                                       | CUSIP: 02079KAY3<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   1428000 | PA      | $1411306.68   | 0.05%             | 2035-11-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Trust Bank, Limited                                                            | SUMITOMO MITSUI TRUST BANK LTD                     | CUSIP: 86563VCL1<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |   1500000 | PA      | $1444137.87   | 0.05%             | 2036-03-05      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137HHSN2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2309005 | PA      | $2333152.75   | 0.09%             | 2051-03-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140X5CM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    395588 | PA      | $377548.32    | 0.01%             | 2049-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                     | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36179XQS8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1795922 | PA      | $1603399.70   | 0.06%             | 2053-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST                                                                       | BENCHMARK 2020 B22 MORTGAGE TRUST                  | CUSIP: 08163BBA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2400000 | PA      | $2117057.56   | 0.08%             | 2054-01-15      | Variable      | 1.97%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133KLPT8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2691955 | PA      | $2368015.38   | 0.09%             | 2051-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS COMPANY LLC                                                                  | VISTRA OPERATIONS CO LLC                           | CUSIP: 92840VAR3<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2069562.92   | 0.08%             | 2032-04-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| TEXAS WTR DEV BRD REV                                                                          | TEXAS WATER DEVELOPMENT BOARD                      | CUSIP: 88285AGU6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2250000 | PA      | $2186995.64   | 0.08%             | 2044-10-15      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| ORLANDO HEALTH, INC.                                                                           | ORLANDO HEALTH OBL GRP                             | CUSIP: 686514AM2<br>LEI: 549300TMK1PZT9ZBF098 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $874620.14    | 0.03%             | 2035-10-01      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS, INC.                                                                       | MOTOROLA SOLUTIONS INC                             | CUSIP: 620076BW8<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    520000 | PA      | $538982.35    | 0.02%             | 2032-06-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| NELNET STUDENT LOAN CORPORATION                                                                | NELNET STUDENT LOAN TRUST                          | CUSIP: 64034EAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1236698 | PA      | $1121761.13   | 0.04%             | 2067-10-25      | Fixed         | 2.53%                 | Yes           |                  2 | On Loan: No      |
| Banco Santander Mexico, S.A., Institucion de Banca Multiple, Grupo Financiero Santander Mexico | BANCO SANTANDER MEXICO SA INSTITUCION              | CUSIP: 05969BAF0<br>LEI: SCRYQ25DTVRHYYMM6P89 | Long             | DBT              | CORP              | MX        |    806000 | PA      | $823971.26    | 0.03%             | 2029-12-10      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| GLS AUTO RECEIVABLES TRUST                                                                     | GLS AUTO RECEIVABLES ISSUER TRUST 2021 3           | CUSIP: 36263LAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $999341.95    | 0.04%             | 2028-10-16      | Fixed         | 3.20%                 | Yes           |                  2 | On Loan: No      |
| THE J. M. SMUCKER COMPANY                                                                      | JM SMUCKER CO                                      | CUSIP: 832696AX6<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |    910000 | PA      | $963671.56    | 0.04%             | 2033-11-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| REPSOL E&P CAPITAL MARKETS US LLC                                                              | REPSOL E P CAPITAL MARKETS US LLC                  | CUSIP: 76026AAC1<br>LEI: 894500D0J12FRZ3Q0M15 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1625185.12   | 0.06%             | 2035-09-16      | Fixed         | 5.98%                 | Yes           |                  2 | On Loan: No      |
| THE PNC FINANCIAL SERVICES GROUP, INC.                                                         | PNC FINANCIAL SERVICES                             | CUSIP: 693475BE4<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    376000 | PA      | $365199.30    | 0.01%             | 2033-06-06      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Nationwide Building Society                                                                    | NATIONWIDE BLDG SOCIETY                            | CUSIP: 63861VAE7<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |    385000 | PA      | $376249.45    | 0.01%             | 2030-07-18      | Fixed         | 3.96%                 | Yes           |                  2 | On Loan: No      |
| DELL INTERNATIONAL L.L.C.                                                                      | DELL INT LLC EMC CORP                              | CUSIP: 24703DBF7<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $932372.74    | 0.03%             | 2041-12-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CBRE SERVICES, INC.                                                                            | CBRE SERVICES INC                                  | CUSIP: 12505BAL4<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1975388.63   | 0.07%             | 2033-01-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137H9DC0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1339382 | PA      | $1360822.15   | 0.05%             | 2049-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418EJ84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2602175 | PA      | $2637826.90   | 0.10%             | 2052-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HEWLETT PACKARD ENTERPRISE COMPANY                                                             | HEWLETT PACKARD ENTERPRISE CO                      | CUSIP: 42824CCE7<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |   1935000 | PA      | $1923378.21   | 0.07%             | 2033-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ST HSG DEV AUTH                                                                       | VIRGINIA HOUSING DEVELOPMENT AUTHORITY             | CUSIP: 92812VQ66<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    225000 | PA      | $213394.83    | 0.01%             | 2028-11-01      | Fixed         | 1.97%                 | No            |                  2 | On Loan: No      |
| HONDA AUTO RECEIVABLES OWNER TRUST                                                             | HONDA AUTO RECEIVABLES 2024 4 OWNER TRUST          | CUSIP: 43816DAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1504188.20   | 0.06%             | 2030-12-16      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Bacardi-Martini B.V.                                                                           | BACARDI MARTINI BV                                 | CUSIP: 05634WAB8<br>LEI: 5493002XXBV8B88K2408 | Long             | DBT              | CORP              | NL        |   2020000 | PA      | $2045973.59   | 0.08%             | 2035-02-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: —       |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132D6HY9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2709214 | PA      | $2657253.09   | 0.10%             | 2040-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Open Text Corporation                                                                          | OPEN TEXT CORP                                     | CUSIP: 683715AF3<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |   3036000 | PA      | $3116751.18   | 0.12%             | 2027-12-01      | Fixed         | 6.90%                 | Yes           |                  2 | On Loan: No      |
| TESLA AUTO LEASE TRUST                                                                         | TESLA AUTO LEASE TRUST                             | CUSIP: 88166VAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $2007160.33   | 0.08%             | 2027-12-20      | Fixed         | 5.31%                 | Yes           |                  2 | On Loan: No      |
| CNO GLOBAL FUNDING                                                                             | CNO GLOBAL FUNDING                                 | CUSIP: 18977W2J8<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |   1965000 | PA      | $1939967.68   | 0.07%             | 2030-12-11      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 31427MSS1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1485859 | PA      | $1517702.47   | 0.06%             | 2055-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CHASE AUTO OWNER TRUST                                                                         | CHASE AUTO OWNER TRUST 2024 1                      | CUSIP: 16144BAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1400000 | PA      | $1420652.75   | 0.05%             | 2029-10-25      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                                       | U S TREASURY NOTE                                  | CUSIP: 91282CJR3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $9980468.80   | 0.37%             | 2028-12-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MMAF EQUIPMENT FINANCE LLC                                                                     | MMAF EQUIPMENT FINANCE LLC 2024 A                  | CUSIP: 55318CAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    865000 | PA      | $884952.83    | 0.03%             | 2049-07-13      | Fixed         | 5.10%                 | Yes           |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                                                            | FIFTH THIRD BANCORP                                | CUSIP: 316773DF4<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1926441.00   | 0.07%             | 2033-04-25      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA, LLC                                                                         | ENTERGY LOUISIANA LLC                              | CUSIP: 29364WBQ0<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1570784.00   | 0.06%             | 2055-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| SkyMiles IP Ltd.                                                                               | DELTA AIR LINES SKYMILES                           | CUSIP: 830867AB3<br>LEI: 2549008L7P4I8VB90936 | Long             | DBT              | CORP              | KY        |   1145833 | PA      | $1143835.69   | 0.04%             | 2028-10-20      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| APOLLO GLOBAL MANAGEMENT, INC.                                                                 | APOLLO GLOBAL MANAGEMENT INC                       | CUSIP: 03769MAE6<br>LEI: 254900LMFT1CY9IYB476 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1938620.00   | 0.07%             | 2035-08-12      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| PENFED AUTO RECEIVABLES OWNER TRUST                                                            | PENFED AUTO RECEIVABLES OWNER TRUST 2025 A         | CUSIP: 706916AE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    666000 | PA      | $652534.63    | 0.02%             | 2031-07-15      | Fixed         | 4.37%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DUJN8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1727490 | PA      | $1747946.43   | 0.07%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                       | U S TREASURY BOND                                  | CUSIP: 912810UK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13350000 | PA      | $12997476.56  | 0.49%             | 2055-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| OAKTREE ABF EQUIPMENT ST, LLC                                                                  | OAKTREE ABF EQUIPMENT ST 2026 1 LLC                | CUSIP: 67403GAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1499314.01   | 0.06%             | 2033-10-17      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418DKV3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1272907 | PA      | $1212712.40   | 0.05%             | 2050-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING LLC                                                                 | ENTERPRISE FLEET FINANCING 2023 3 LLC              | CUSIP: 29374LAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1450000 | PA      | $1489417.19   | 0.06%             | 2030-06-20      | Fixed         | 6.28%                 | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                                    | BANK OF AMERICA CORP                               | CUSIP: 06051GKD0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   4100000 | PA      | $3649880.10   | 0.14%             | 2032-10-20      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM, INC.                                                                               | AMAZON COM INC                                     | CUSIP: 023135DG8<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $996720.00    | 0.04%             | 2046-03-13      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE | CUSIP: 3137FKUP9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    484048 | PA      | $479754.03    | 0.02%             | 2028-12-25      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                       | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 38382KLT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2316062 | PA      | $1787444.18   | 0.07%             | 2050-10-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| HEWLETT PACKARD ENTERPRISE COMPANY                                                             | HEWLETT PACKARD ENTERPRISE CO                      | CUSIP: 42824CBV0<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    960000 | PA      | $928657.03    | 0.03%             | 2034-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FISERV, INC.                                                                                   | FISERV INC                                         | CUSIP: 337738AV0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $755461.86    | 0.03%             | 2049-07-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| NXP B.V.                                                                                       | NXP BV NXP FUNDING LLC NXP USA INC                 | CUSIP: 62954HAJ7<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | NL        |   1500000 | PA      | $1323852.97   | 0.05%             | 2032-02-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Hasbro, Inc.                                                                                   | HASBRO INC                                         | CUSIP: 418056BB2<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |   1236000 | PA      | $1221840.89   | 0.05%             | 2031-03-12      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| LEX TRUST                                                                                      | LEX TRUST 2026 450                                 | CUSIP: 501970AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3133333 | PA      | $3119883.27   | 0.12%             | 2028-03-15      | Floating      | 5.01%                 | Yes           |                  2 | On Loan: No      |
| ARES CAPITAL CORPORATION.                                                                      | ARES CAPITAL CORP                                  | CUSIP: 04010LBM4<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1933470.60   | 0.07%             | 2031-04-12      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140NYAG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3875171 | PA      | $3840563.03   | 0.14%             | 2035-04-01      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| DISTRICT COLUMBIA UNIV REV                                                                     | DISTRICT OF COLUMBIA                               | CUSIP: 25484JDK3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3500000 | PA      | $3693091.20   | 0.14%             | 2035-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY, INC.                                                                       | DIAMONDBACK ENERGY INC                             | CUSIP: 25278XBA6<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    900000 | PA      | $852253.02    | 0.03%             | 2054-04-18      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DPW20<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1183518 | PA      | $1147256.78   | 0.04%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418ERQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    896409 | PA      | $879818.16    | 0.03%             | 2038-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132CXBY7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1072890 | PA      | $1099373.99   | 0.04%             | 2038-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CARGILL, INCORPORATED                                                                          | CARGILL INC                                        | CUSIP: 141781BS2<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |    795000 | PA      | $700323.53    | 0.03%             | 2031-11-10      | Fixed         | 2.12%                 | Yes           |                  2 | On Loan: No      |
| AMAZON.COM, INC.                                                                               | AMAZON COM INC                                     | CUSIP: 023135DF0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   1910000 | PA      | $1892198.80   | 0.07%             | 2036-03-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 31427NF95<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3729897 | PA      | $3698327.20   | 0.14%             | 2055-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132D95B6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2979284 | PA      | $2917434.46   | 0.11%             | 2046-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SLG OFFICE TRUST                                                                               | SLG OFFICE TRUST 2021 OVA                          | CUSIP: 78449RAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    800000 | PA      | $711770.32    | 0.03%             | 2041-07-15      | Fixed         | 2.59%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                                       | U S TREASURY BOND                                  | CUSIP: 912810QZ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  14250000 | PA      | $11404453.13  | 0.43%             | 2043-02-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                       | U S TREASURY BOND                                  | CUSIP: 912810UD8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5500000 | PA      | $4988671.88   | 0.19%             | 2044-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FANNIE MAE ACES                                    | CUSIP: 3136B1XJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    302470 | PA      | $297284.62    | 0.01%             | 2028-03-25      | Variable      | 3.07%                 | No            |                  2 | On Loan: No      |
| CNO GLOBAL FUNDING                                                                             | CNO GLOBAL FUNDING                                 | CUSIP: 18977W2F6<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |   1628000 | PA      | $1637627.08   | 0.06%             | 2029-09-09      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| CONSTELLATION ENERGY GENERATION, LLC                                                           | CONSTELLATION ENERGY GENERATION LLC                | CUSIP: 210385AQ3<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |   1430000 | PA      | $1413027.52   | 0.05%             | 2031-01-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133CV3P7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    664870 | PA      | $672742.71    | 0.03%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA, LLC                                                                         | ENTERGY LOUISIANA LLC                              | CUSIP: 29364WBN7<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    500000 | PA      | $486010.00    | 0.02%             | 2054-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| IPALCO ENTERPRISES INC                                                                         | IPALCO ENTERPRISES INC                             | CUSIP: 462613AP5<br>LEI: 5493000YFVK2DZX0JV43 | Long             | DBT              | CORP              | US        |    785000 | PA      | $756652.31    | 0.03%             | 2030-05-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST AIRLINES CO.                                                                         | SOUTHWEST AIRLINES CO                              | CUSIP: 844741BM9<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1877025.52   | 0.07%             | 2035-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC.                                                                    | VERIZON COMMUNICATIONS INC                         | CUSIP: 92343VGK4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1770000 | PA      | $1361059.20   | 0.05%             | 2041-03-22      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                       | U S TREASURY NOTE                                  | CUSIP: 912828YB0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6175000 | PA      | $5746126.95   | 0.22%             | 2029-08-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                       | UNITED STATES TREASURY BOND                        | CUSIP: 912810RG5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7000000 | PA      | $5720312.50   | 0.21%             | 2044-05-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB COMPANY                                                                   | BRISTOL MYERS SQUIBB CO                            | CUSIP: 110122EJ3<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   1970000 | PA      | $1935958.05   | 0.07%             | 2044-02-22      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORPORATION                                                             | AMERICAN HONDA FINANCE CORP                        | CUSIP: 02665WGT2<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   1935000 | PA      | $1866925.42   | 0.07%             | 2036-01-08      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140W2FM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1867776 | PA      | $1851967.25   | 0.07%             | 2055-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XJ3J0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1903722 | PA      | $1755186.74   | 0.07%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AUXILIOR TERM FUNDING LLC                                                                      | AUXILIOR TERM FUNDING 2023 1 LLC                   | CUSIP: 05335JAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    833000 | PA      | $860906.84    | 0.03%             | 2030-12-16      | Fixed         | 7.27%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                                       | U S TREASURY NOTE                                  | CUSIP: 91282CNC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  49191000 | PA      | $49060336.41  | 1.84%             | 2035-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140W2DU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1698652 | PA      | $1722596.68   | 0.06%             | 2055-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DLLMT LLC                                                                                      | DLLMT 2024 1 LLC                                   | CUSIP: 23347AAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1019531 | PA      | $1032106.23   | 0.04%             | 2032-04-20      | Fixed         | 4.98%                 | Yes           |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE EQUITIES, INC.                                                          | ALEXANDRIA REAL ESTATE EQUITIES INC                | CUSIP: 015271AW9<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |   3200000 | PA      | $2678659.64   | 0.10%             | 2032-05-18      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| OLYMPUS CORPORATION                                                                            | OLYMPUS CORP                                       | CUSIP: 68163WAA7<br>LEI: 5299000Y52IFDI1I2A21 | Long             | DBT              | CORP              | JP        |    758000 | PA      | $746075.41    | 0.03%             | 2026-12-08      | Fixed         | 2.14%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH    | CUSIP: 3137FKKN5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    500000 | PA      | $494334.72    | 0.02%             | 2030-11-25      | Variable      | 3.95%                 | No            |                  2 | On Loan: No      |
| KUBOTA CREDIT OWNER TRUST                                                                      | KUBOTA CREDIT OWNER TRUST 2024 2                   | CUSIP: 50117DAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1268000 | PA      | $1290783.38   | 0.05%             | 2030-05-15      | Fixed         | 5.19%                 | Yes           |                  2 | On Loan: No      |
| SFS AUTO RECEIVABLES SECURITIZATION TRUST                                                      | SFS AUTO RECEIVABLES SECURITIZATION TRUST 2024 3   | CUSIP: 78436XAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $2012284.27   | 0.08%             | 2031-11-20      | Fixed         | 4.76%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418DLT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    377555 | PA      | $336522.07    | 0.01%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VERDANT RECEIVABLES LLC                                                                        | VERDANT RECEIVABLES 2024 1 LLC                     | CUSIP: 92339MAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    520989 | PA      | $528767.30    | 0.02%             | 2031-12-12      | Fixed         | 5.68%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3128MJYD6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     42394 | PA      | $40712.90     | 0.00%             | 2046-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3128MJVJ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     58868 | PA      | $56799.94     | 0.00%             | 2044-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE MULTI-ASSET EXECUTION TRUST                                                        | CAPITAL ONE MULTI ASSET EXECUTION TRUST            | CUSIP: 14041NFX4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4700000 | PA      | $4420547.29   | 0.17%             | 2030-07-15      | Fixed         | 1.39%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3132D6FA3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    522034 | PA      | $534757.78    | 0.02%             | 2038-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ALIGNED DATA CENTERS                                                                           | ALIGNED DATA CENTERS ISSUER LLC                    | CUSIP: 01627AAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1484861.00   | 0.06%             | 2046-08-15      | Fixed         | 1.94%                 | Yes           |                  2 | On Loan: No      |
| BLUE OWL CREDIT INCOME CORP.                                                                   | OWL ROCK CORE INCOME CORP                          | CUSIP: 69120VAM3<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |    355000 | PA      | $350546.48    | 0.01%             | 2026-09-23      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                     | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 3622ACSK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2143886 | PA      | $2188456.35   | 0.08%             | 2053-09-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PHILLIPS EDISON GROCERY CENTER OPERATING PARTNERSHIP I, L.P.                                   | PHILLIPS EDISON GROCERY CENTER                     | CUSIP: 71845JAC2<br>LEI: 549300WUPIVS6ZE0ZI51 | Long             | DBT              | CORP              | US        |   1505000 | PA      | $1456218.23   | 0.05%             | 2035-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS, INC.                                                                           | META PLATFORMS INC                                 | CUSIP: 30303M8X3<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1893940.00   | 0.07%             | 2045-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DT MIDSTREAM, INC.                                                                             | DT MIDSTREAM INC                                   | CUSIP: 23345MAD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $513001.76    | 0.02%             | 2034-12-15      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137FMTT9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1000000 | PA      | $901532.86    | 0.03%             | 2034-04-25      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| DELL INTERNATIONAL L.L.C.                                                                      | DELL INTERNATIONAL LLC EMC CORP                    | CUSIP: 24703DBQ3<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    345000 | PA      | $333661.94    | 0.01%             | 2035-02-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: —       |
| United States of America                                                                       | U S TREASURY NOTE                                  | CUSIP: 91282CES6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7000000 | PA      | $6773593.75   | 0.25%             | 2029-05-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418FTM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1969303 | PA      | $1965287.46   | 0.07%             | 2046-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| COMCAST CORPORATION                                                                            | COMCAST CORP                                       | CUSIP: 20030NCH2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1115000 | PA      | $1098919.44   | 0.04%             | 2028-05-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL I TRUST                                                                 | MORGAN STANLEY CAPITAL I TRUST 2021 PLZA           | CUSIP: 61773PAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $848105.74    | 0.03%             | 2031-11-09      | Variable      | 2.90%                 | Yes           |                  2 | On Loan: No      |
| NMEF FUNDING LLC                                                                               | NMEF FUNDING 2024 A LLC                            | CUSIP: 62919UAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1519000 | PA      | $1543988.59   | 0.06%             | 2031-12-15      | Fixed         | 6.33%                 | Yes           |                  2 | On Loan: No      |
| BX TRUST                                                                                       | BX TRUST 2025 ROIC                                 | CUSIP: 05593VAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2279693 | PA      | $2267679.36   | 0.08%             | 2030-03-15      | Floating      | 4.82%                 | Yes           |                  2 | On Loan: No      |
| GXO LOGISTICS, INC.                                                                            | GXO LOGISTICS INC                                  | CUSIP: 36262GAD3<br>LEI: 5493007CNWMXN78JRN66 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1781159.25   | 0.07%             | 2031-07-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATURAL RESOURCES LIMITED                                                             | CANADIAN NATURAL RESOURCES LTD                     | CUSIP: 136385AY7<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |     25000 | PA      | $21797.15     | 0.00%             | 2047-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| THE DOW CHEMICAL COMPANY                                                                       | DOW CHEMICAL CO THE                                | CUSIP: 260543CE1<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |   1493000 | PA      | $1313438.57   | 0.05%             | 2041-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UNIVERSAL HEALTH SERVICES, INC.                                                                | UNIVERSAL HEALTH SERVICES INC                      | CUSIP: 913903BC3<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |    930000 | PA      | $889481.67    | 0.03%             | 2034-10-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418DLV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    433476 | PA      | $401432.49    | 0.02%             | 2050-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MARTIN MARIETTA MATERIALS, INC.                                                                | MARTIN MARIETTA                                    | CUSIP: 573284AW6<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |    500000 | PA      | $445351.88    | 0.02%             | 2031-07-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Truist Bank                                                                                    | TRUIST BANK                                        | CUSIP: 07330MAC1<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1141590.90   | 0.04%             | 2029-09-17      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                       | U S TREASURY BOND                                  | CUSIP: 912810SR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6878000 | PA      | $4332065.31   | 0.16%             | 2040-05-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Company Limited                                                          | TAKEDA PHARMACEUTICAL CO LTD                       | CUSIP: 874060BM7<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |   1850000 | PA      | $1774096.73   | 0.07%             | 2054-07-05      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| AMUR EQUIPMENT FINANCE RECEIVABLES LLC                                                         | AMUR EQUIPMENT FINANCE RECEIVABLES XI LLC          | CUSIP: 03236XAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     50084 | PA      | $50116.01     | 0.00%             | 2028-06-21      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| CARMAX SELECT RECEIVABLES TRUST                                                                | CARMAX SELECT RECEIVABLES TRUST 2024 A             | CUSIP: 14319FAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $2012389.67   | 0.08%             | 2028-11-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CARDS II TRUST                                                                                 | CARDS II TRUST                                     | CUSIP: 14161GCL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    920000 | PA      | $921591.00    | 0.03%             | 2029-07-16      | Fixed         | 5.84%                 | Yes           |                  2 | On Loan: No      |
| MPLX LP                                                                                        | MPLX LP                                            | CUSIP: 55336VBY5<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    720000 | PA      | $718234.84    | 0.03%             | 2035-04-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| EAGLE MATERIALS INC.                                                                           | EAGLE MATERIALS INC                                | CUSIP: 26969PAC2<br>LEI: 529900KRXRGXL61SG039 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1913208.13   | 0.07%             | 2036-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC COMPANY                                                                         | UNION ELECTRIC CO                                  | CUSIP: 906548CY6<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1524633.14   | 0.06%             | 2034-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| FCCU AUTO RECEIVABLES TRUST                                                                    | FCCU AUTO RECEIVABLES TRUST 2025 1                 | CUSIP: 31424YAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    647000 | PA      | $654882.50    | 0.02%             | 2031-09-15      | Fixed         | 5.36%                 | Yes           |                  2 | On Loan: No      |
| The Northwestern Mutual Life Insurance Co                                                      | NORTHWESTERN MUTUAL LIFE INSURANCE CO THE          | CUSIP: 668138AF7<br>LEI: 1DU7IM20QESYGDO4HO54 | Long             | DBT              | CORP              | US        |   1321000 | PA      | $1356667.00   | 0.05%             | 2055-05-29      | Fixed         | 6.17%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137H6ZM0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4000000 | PA      | $3580870.77   | 0.13%             | 2032-02-25      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3128MJYN4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     40736 | PA      | $38028.90     | 0.00%             | 2046-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UL SOLUTIONS INC.                                                                              | UL SOLUTIONS INC                                   | CUSIP: 903731AC1<br>LEI: 549300F7CUV5ESKV9P71 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2093780.01   | 0.08%             | 2028-10-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE TRUST                                                            | CITIGROUP COMMERCIAL MORTGAGE TRUST                | CUSIP: 17328RBA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    576608 | PA      | $556743.08    | 0.02%             | 2053-01-15      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE EQUITIES, INC.                                                          | ALEXANDRIA REAL ESTATE EQUITIES INC                | CUSIP: 015271BE8<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |   2062000 | PA      | $2054233.34   | 0.08%             | 2035-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ALLOYA AUTO RECEIVABLES TRUST                                                                  | ALLOYA AUTO RECEIVABLES TRUST 2025 1               | CUSIP: 01986QAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1634000 | PA      | $1640318.53   | 0.06%             | 2030-01-25      | Fixed         | 4.71%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 31427PDH4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1748108 | PA      | $1730240.01   | 0.06%             | 2055-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DIAMOND ISSUER LLC                                                                             | DIAMOND ISSUER                                     | CUSIP: 25267TAN1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1125000 | PA      | $1089806.18   | 0.04%             | 2051-11-20      | Fixed         | 2.31%                 | Yes           |                  2 | On Loan: No      |
| SBA TOWER TRUST                                                                                | SBA TOWER TRUST                                    | CUSIP: 78403DBD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2920000 | PA      | $2932720.40   | 0.11%             | 2029-10-15      | Fixed         | 4.83%                 | Yes           |                  2 | On Loan: No      |
| RYDER SYSTEM, INC.                                                                             | RYDER SYSTEM INC                                   | CUSIP: 78355HKZ1<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1125801.96   | 0.04%             | 2029-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| PRIMERICA, INC.                                                                                | PRIMERICA INC                                      | CUSIP: 74164MAB4<br>LEI: 254900621R686KJR7022 | Long             | DBT              | CORP              | US        |   1470000 | PA      | $1315419.71   | 0.05%             | 2031-11-19      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon Corporation                                                        | BANK OF NEW YORK MELLON CORP THE                   | CUSIP: 06406RBZ9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    900000 | PA      | $917146.97    | 0.03%             | 2032-07-22      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL BUSINESS MACHINES CORPORATION                                                    | INTERNATIONAL BUSINESS MACHINES CORP               | CUSIP: 459200LT6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2435664.96   | 0.09%             | 2036-02-03      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133C9JX2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1485744 | PA      | $1520600.16   | 0.06%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                                             | ORACLE CORP                                        | CUSIP: 68389XBH7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   2100000 | PA      | $1739016.78   | 0.07%             | 2036-07-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| MATTEL, INC.                                                                                   | MATTEL INC                                         | CUSIP: 577081BF8<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |   2720000 | PA      | $2631684.83   | 0.10%             | 2029-04-01      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XMYL4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3723160 | PA      | $3425665.49   | 0.13%             | 2052-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BLUE OWL FINANCE LLC                                                                           | BLUE OWL FINANCE LLC                               | CUSIP: 09581JAR7<br>LEI: 254900OF2NO2GYFV5T41 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $862611.40    | 0.03%             | 2031-06-10      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY COMPANY LLC                                                            | ONCOR ELECTRIC DELIVERY CO LLC                     | CUSIP: 68233JDC5<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |   1460000 | PA      | $1491713.35   | 0.06%             | 2035-04-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XDX43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1102409 | PA      | $902102.44    | 0.03%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HUDSON YARDS MORTGAGE TRUST                                                                    | HUDSON YARDS 2025 SPRL MORTGAGE TRUST              | CUSIP: 44855PAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    994000 | PA      | $1017904.96   | 0.04%             | 2040-01-13      | Variable      | 5.65%                 | Yes           |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                              | HSBC HOLDINGS PLC                                  | CUSIP: 404280CV9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1010000 | PA      | $955773.99    | 0.04%             | 2029-08-17      | Fixed         | 2.21%                 | No            |                  2 | On Loan: No      |
| SMITH & NEPHEW PLC                                                                             | SMITH NEPHEW PLC                                   | CUSIP: 83192PAA6<br>LEI: 213800ZTMDN8S67S1H61 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $890576.85    | 0.03%             | 2030-10-14      | Fixed         | 2.03%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                       | U S TREASURY BOND                                  | CUSIP: 912810SS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3000000 | PA      | $1565156.25   | 0.06%             | 2050-11-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| ONEOK, INC.                                                                                    | ONEOK INC                                          | CUSIP: 682680CE1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   1955000 | PA      | $1905430.07   | 0.07%             | 2034-11-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| BXP TRUST                                                                                      | BXP TRUST 2017 GM                                  | CUSIP: 05607TAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1260791.61   | 0.05%             | 2044-01-15      | Variable      | 2.87%                 | Yes           |                  2 | On Loan: No      |
| WHEELS FLEET LEASE FUNDING LLC                                                                 | WHEELS FLEET LEASE FUNDING 1 LLC                   | CUSIP: 96328GBP1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1357000 | PA      | $1379707.22   | 0.05%             | 2039-02-18      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY COMPANY                                                                     | MIDAMERICAN ENERGY CO                              | CUSIP: 595620AW5<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |     25000 | PA      | $15054.68     | 0.00%             | 2052-08-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                                                                   | BX COMMERCIAL MORTGAGE TRUST 2025 JDI              | CUSIP: 05594LAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1778406 | PA      | $1776543.19   | 0.07%             | 2042-11-15      | Floating      | 5.07%                 | Yes           |                  2 | On Loan: No      |
| HUBBELL INCORPORATED                                                                           | HUBBELL INC                                        | CUSIP: 443510AL6<br>LEI: 54930088VDQ6840Y6597 | Long             | DBT              | CORP              | US        |    643000 | PA      | $626103.21    | 0.02%             | 2035-11-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137H4R36<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1000000 | PA      | $896649.27    | 0.03%             | 2031-10-25      | Variable      | 2.15%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORPORATION                                                               | OCCIDENTAL PETROLEUM COR                           | CUSIP: 674599CY9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    995000 | PA      | $734190.73    | 0.03%             | 2049-08-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| U S BANK NATIONAL ASSOCIATION                                                                  | US BANK NA                                         | CUSIP: 90357PAV6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    418803 | PA      | $421957.37    | 0.02%             | 2032-08-25      | Fixed         | 6.79%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137FPHR9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    909000 | PA      | $864112.28    | 0.03%             | 2029-08-25      | Fixed         | 2.41%                 | No            |                  2 | On Loan: No      |
| Ontario Teachers' Cadillac Fairview Properties Trust                                           | ONTARIO TEACHERS CADILLAC FAIRVIEW PROP            | CUSIP: 68327LAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   3193000 | PA      | $2823187.80   | 0.11%             | 2031-10-15      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| CREDIT ACCEPTANCE AUTO LOAN TRUST                                                              | CREDIT ACCEPTANCE AUTO LOAN TRUST 2023 3           | CUSIP: 224936AC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    947000 | PA      | $956450.40    | 0.04%             | 2033-10-17      | Fixed         | 7.09%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DQPY6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2007997 | PA      | $1843673.59   | 0.07%             | 2052-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140W2YU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2927783 | PA      | $2909525.27   | 0.11%             | 2055-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| M&T EQUIPTMENT LLC                                                                             | M T EQUIPMENT 2023 LEAF1 NOTES                     | CUSIP: 551925AC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2076000 | PA      | $2100053.19   | 0.08%             | 2030-07-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                                                           | GLENCORE FUNDING LLC                               | CUSIP: 378272BD9<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    700000 | PA      | $698617.19    | 0.03%             | 2026-04-27      | Fixed         | 1.62%                 | Yes           |                  2 | On Loan: No      |
| SOCIETE GENERALE SA                                                                            | SOCIETE GENERALE SA                                | CUSIP: 83368RCN0<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   3000000 | PA      | $2902552.52   | 0.11%             | 2037-04-10      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| VIRGINIA ST HSG DEV AUTH                                                                       | VIRGINIA HOUSING DEVELOPMENT AUTHORITY             | CUSIP: 92812VR40<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $210541.65    | 0.01%             | 2034-11-01      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST                                                                        | CARMAX AUTO OWNER TRUST                            | CUSIP: 14319EAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1450000 | PA      | $1481449.19   | 0.06%             | 2029-11-15      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| WEIR GROUP INC.                                                                                | WEIR GROUP PLC THE                                 | CUSIP: 94877DAA2<br>LEI: 2138009WEPEV2V98AV65 | Long             | DBT              | CORP              | US        |   1335000 | PA      | $1352159.50   | 0.05%             | 2030-05-06      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| HUMANA INC.                                                                                    | HUMANA INC                                         | CUSIP: 444859CD2<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |   1316000 | PA      | $1300725.12   | 0.05%             | 2035-05-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST                                                                     | LAD AUTO RECEIVABLES TRUST 2026 1                  | CUSIP: 505708AD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1482826.19   | 0.06%             | 2031-12-15      | Fixed         | 4.05%                 | Yes           |                  2 | On Loan: No      |
| HUDSON YARDS MORTGAGE TRUST                                                                    | HUDSON YARDS 2019 55HY MORTGAGE TRUST              | CUSIP: 44421MAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    535000 | PA      | $500668.77    | 0.02%             | 2041-12-10      | Variable      | 3.04%                 | Yes           |                  2 | On Loan: No      |
| DELL EQUIPMENT FINANCE TRUST                                                                   | DELL EQUIPMENT FINANCE TRUST 2025 1                | CUSIP: 24703UAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1550000 | PA      | $1564836.21   | 0.06%             | 2031-02-24      | Fixed         | 4.96%                 | Yes           |                  2 | On Loan: No      |
| UNITED AIRLINES, INC.                                                                          | UNITED AIRLINES 2024 1 CLASS A PASS THROUGH TRUST  | CUSIP: 90932WAA1<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |   2302376 | PA      | $2343707.51   | 0.09%             | 2038-08-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ACUITY BRANDS LIGHTING, INC.                                                                   | ACUITY BRANDS LIGHTING                             | CUSIP: 00510RAD5<br>LEI: 549300OTPVPFLUC38K21 | Long             | DBT              | CORP              | US        |    956000 | PA      | $847489.54    | 0.03%             | 2030-12-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| B.A.T CAPITAL CORPORATION                                                                      | BAT CAPITAL CORP                                   | CUSIP: 05526DBX2<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    945000 | PA      | $1084018.95   | 0.04%             | 2032-10-19      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| OGLETHORPE POWER CORP                                                                          | OGLETHORPE POWER CORP                              | CUSIP: 677050AS5<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |   1449000 | PA      | $1185267.51   | 0.04%             | 2047-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL, INC.                                                                          | ASHTEAD CAPITAL INC                                | CUSIP: 045054AP8<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |    717000 | PA      | $629441.65    | 0.02%             | 2031-08-12      | Fixed         | 2.45%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137H73P6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3000000 | PA      | $2701892.86   | 0.10%             | 2032-03-25      | Variable      | 2.40%                 | No            |                  2 | On Loan: No      |
| 200 PARK FUNDING TRUST                                                                         | 200 PARK FUNDING TRUST                             | CUSIP: 901928AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1195000 | PA      | $1147760.10   | 0.04%             | 2055-02-15      | Fixed         | 5.74%                 | Yes           |                  2 | On Loan: No      |
| FIRST HORIZON BANK                                                                             | FIRST HORIZON BANK                                 | CUSIP: 337158AJ8<br>LEI: COOWI3L2W9TPYR3WJX37 | Long             | DBT              | CORP              | US        |   2450000 | PA      | $2489200.61   | 0.09%             | 2030-05-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PEAC SOLUTIONS RECEIVABLES                                                                     | PEAC SOLUTIONS RECEIVABLES 2025 1 LLC              | CUSIP: 69392HAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1527698 | PA      | $1535419.72   | 0.06%             | 2028-10-20      | Fixed         | 4.94%                 | Yes           |                  2 | On Loan: No      |
| FLORIDA DEV FIN CORP HEALTHCARE FACS REV                                                       | FLORIDA DEVELOPMENT FINANCE CORP                   | CUSIP: 34061QBV8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1020000 | PA      | $935659.96    | 0.04%             | 2032-02-01      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133CUCX2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1569603 | PA      | $1613305.10   | 0.06%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HORIZON MUTUAL HOLDINGS, INC.                                                                  | HORIZON MUTUAL HOLDINGS INC                        | CUSIP: 43990FAA6<br>LEI: 254900R6BWV4LUXBN549 | Long             | DBT              | CORP              | US        |   4015000 | PA      | $3779049.09   | 0.14%             | 2034-11-15      | Fixed         | 6.20%                 | Yes           |                  2 | On Loan: No      |
| CALIFORNIA STATEWIDE CMNTYS DEV AUTH REV                                                       | CALIFORNIA STATEWIDE COMMUNITIES DEVELOPMENT AUTHO | CUSIP: 13080SD84<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $976608.96    | 0.04%             | 2027-04-01      | Fixed         | 1.73%                 | No            |                  2 | On Loan: No      |
| JetBlue Airways 2019-1 Pass Through Trusts                                                     | JETBLUE 2019 1 CLASS A                             | CUSIP: 477143AJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    175574 | PA      | $161939.97    | 0.01%             | 2029-11-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133D0PM7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4742023 | PA      | $4793882.57   | 0.18%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140Y7Q50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1674681 | PA      | $1651765.29   | 0.06%             | 2055-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CF HIPPOLYTA ISSUER LLC                                                                        | CF HIPPOLYTA LLC                                   | CUSIP: 12530MAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1386797 | PA      | $1115504.06   | 0.04%             | 2061-03-15      | Fixed         | 1.43%                 | Yes           |                  2 | On Loan: No      |
| STEWART INFORMATION SERVICES CORPORATION                                                       | STEWART INFORMATION SERVICES CORP                  | CUSIP: 86038AAA0<br>LEI: 529900TV1XI0PLKENU10 | Long             | DBT              | CORP              | US        |    749000 | PA      | $662600.32    | 0.02%             | 2031-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                                                           | JPMORGAN CHASE CO                                  | CUSIP: 46647PBX3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2085000 | PA      | $1837252.56   | 0.07%             | 2032-02-04      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                       | US TREASURY BOND                                   | CUSIP: 912810RB6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1535937.50   | 0.06%             | 2043-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| LEIDOS, INC.                                                                                   | LEIDOS INC                                         | CUSIP: 52532XAN5<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2416737.02   | 0.09%             | 2036-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ONE BRYANT PARK TRUST                                                                          | ONE BRYANT PARK                                    | CUSIP: 68236JAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4430000 | PA      | $4093219.32   | 0.15%             | 2049-09-13      | Fixed         | 2.52%                 | Yes           |                  2 | On Loan: No      |
| THE TORONTO-DOMINION BANK                                                                      | TORONTO DOMINION BANK THE                          | CUSIP: 89116CQJ9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   1200000 | PA      | $1202703.43   | 0.05%             | 2034-09-10      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140QNBY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1440581 | PA      | $1283503.41   | 0.05%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                                                                   | BX COMMERCIAL MORTGAGE TRUST 2026 ALOHA            | CUSIP: 12434HAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1499862.27   | 0.06%             | 2043-04-15      | Floating      | 5.05%                 | Yes           |                  2 | On Loan: No      |
| BEXAR CNTY TEX REV                                                                             | COUNTY OF BEXAR TX                                 | CUSIP: 088518PB5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1070000 | PA      | $946257.49    | 0.04%             | 2032-08-15      | Fixed         | 2.28%                 | No            |                  2 | On Loan: No      |
| WESTERN FUNDING AUTO LOAN TRUST                                                                | WESTERN FUNDING AUTO LOAN TRUST 2025 1             | CUSIP: 958250AA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2155000 | PA      | $2153939.66   | 0.08%             | 2035-07-16      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| VERIDIAN AUTO RECEIVABLES TRUST                                                                | VERIDIAN AUTO RECEIVABLES TRUST 2023 1             | CUSIP: 92347BAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1007268.93   | 0.04%             | 2028-12-15      | Fixed         | 5.59%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                                       | U S TREASURY NOTE                                  | CUSIP: 91282CLW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  28950000 | PA      | $28940953.13  | 1.08%             | 2034-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AMUR EQUIPMENT FINANCE RECEIVABLES LLC                                                         | AMUR EQUIPMENT FINANCE RECEIVABLES XII LLC         | CUSIP: 03236YAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2710000 | PA      | $2741348.30   | 0.10%             | 2029-12-20      | Fixed         | 6.03%                 | Yes           |                  2 | On Loan: No      |
| PEAC SOLUTIONS RECEIVABLES                                                                     | PEAC SOLUTIONS RECEIVABLES 2026 1 LLC              | CUSIP: 704583AC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    857000 | PA      | $855734.93    | 0.03%             | 2033-07-20      | Fixed         | 4.39%                 | Yes           |                  2 | On Loan: No      |
| The Huntington National Bank                                                                   | HUNTINGTON NATIONAL BANK THE                       | CUSIP: 44644MAJ0<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | DBT              | CORP              | US        |    560000 | PA      | $579043.56    | 0.02%             | 2030-01-10      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| NISSAN AUTO LEASE TRUST                                                                        | NISSAN AUTO LEASE TRUST 2025 A                     | CUSIP: 65479XAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $2013123.80   | 0.08%             | 2029-06-15      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| HF SINCLAIR CORPORATION                                                                        | HF SINCLAIR CORP                                   | CUSIP: 403949AS9<br>LEI: 2549009G116AM01XHN24 | Long             | DBT              | CORP              | US        |   2350000 | PA      | $2424940.95   | 0.09%             | 2035-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS INC.                                                                     | ROGERS COMMUNICATIONS INC                          | CUSIP: 775109CH2<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |   2050000 | PA      | $1913877.22   | 0.07%             | 2032-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XMMF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    726892 | PA      | $748505.58    | 0.03%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                       | UNITED STATES TREASURY NOTE                        | CUSIP: 912828X88<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4625000 | PA      | $4552373.05   | 0.17%             | 2027-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| GGP TRUST                                                                                      | GGP 2026 TY                                        | CUSIP: 373914AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1482586.71   | 0.06%             | 2043-03-05      | Fixed         | 4.67%                 | Yes           |                  2 | On Loan: No      |
| WRKCO INC.                                                                                     | WRKCO INC                                          | CUSIP: 92940PAG9<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1009786.17   | 0.04%             | 2033-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL, INC.                                                                          | ASHTEAD CAPITAL INC                                | CUSIP: 045054AL7<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |   1548000 | PA      | $1516577.69   | 0.06%             | 2029-11-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| VB-S1 ISSUER, LLC                                                                              | VB S1 ISSUER LLC                                   | CUSIP: 91825HAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1161000 | PA      | $1140734.63   | 0.04%             | 2056-03-15      | Fixed         | 4.69%                 | Yes           |                  2 | On Loan: No      |
| O'Reilly Automotive, Inc.                                                                      | O REILLY AUTOMOTIVE INC                            | CUSIP: 67103HAJ6<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $987942.35    | 0.04%             | 2030-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                       | U S TREASURY BOND                                  | CUSIP: 912810TW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7000000 | PA      | $6914687.50   | 0.26%             | 2043-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST                                                                   | FORD CREDIT AUTO OWNER TRUST 2023 REV2             | CUSIP: 34535CAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1031743.17   | 0.04%             | 2036-02-15      | Fixed         | 5.92%                 | Yes           |                  2 | On Loan: No      |
| BARINGS EQUIPMENT FINANCE LLC                                                                  | BARINGS EQUIPMENT FINANCE LLC 2025 A               | CUSIP: 06764MAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $3066745.80   | 0.11%             | 2050-06-13      | Fixed         | 5.02%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                     | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 3622ACS92<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1295607 | PA      | $1339056.31   | 0.05%             | 2053-09-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DNAS2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3210438 | PA      | $2943278.58   | 0.11%             | 2052-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST                                                                        | CARMAX AUTO OWNER TRUST 2022 3                     | CUSIP: 14318MAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1090000 | PA      | $1092496.17   | 0.04%             | 2028-02-15      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140W0GU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1806254 | PA      | $1790965.23   | 0.07%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MMAF EQUIPMENT FINANCE LLC                                                                     | MMAF EQUIPMENT FINANCE LLC 2022 A                  | CUSIP: 55317RAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1499623.02   | 0.06%             | 2044-06-13      | Fixed         | 3.32%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                                       | U S TREASURY NOTE                                  | CUSIP: 912828ZV5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4500000 | PA      | $4320000.00   | 0.16%             | 2027-06-30      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| THE PNC FINANCIAL SERVICES GROUP, INC.                                                         | PNC FINANCIAL SERVICES                             | CUSIP: 693475AZ8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   1535000 | PA      | $1431677.82   | 0.05%             | 2030-01-22      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| PRESTIGE AUTO RECEIVABLES TRUST                                                                | PRESTIGE AUTO RECEIVABLES TRUST 2023 2             | CUSIP: 74113VAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     85542 | PA      | $85603.74     | 0.00%             | 2027-12-15      | Fixed         | 6.64%                 | Yes           |                  2 | On Loan: No      |
| SCCU AUTO RECEIVABLES TRUST                                                                    | SCCU AUTO RECEIVABLES TRUST 2024 1                 | CUSIP: 78436RAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1950200 | PA      | $1969341.61   | 0.07%             | 2030-07-15      | Fixed         | 5.33%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3128MJX54<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     39599 | PA      | $38028.92     | 0.00%             | 2046-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES, INC.                                                                          | UNITED AIRLINES INC                                | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |   1265000 | PA      | $1240081.83   | 0.05%             | 2029-04-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140W2TL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2644209 | PA      | $2677725.45   | 0.10%             | 2055-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CHESAPEAKE FUNDING LLC                                                                         | CHESAPEAKE FUNDING II LLC                          | CUSIP: 165183DE1<br>LEI: 549300LG5AUFDML64706 | Long             | ABS-MBS          | CORP              | US        |    682699 | PA      | $689854.95    | 0.03%             | 2036-05-15      | Fixed         | 5.52%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST                                                   | AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST       | CUSIP: 02589BAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2900000 | PA      | $2970140.96   | 0.11%             | 2030-09-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                     | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 3622ACPA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2614562 | PA      | $2654626.35   | 0.10%             | 2053-07-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DLLAD LLC                                                                                      | DLLAD 2024 1 LLC                                   | CUSIP: 23346MAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    918980 | PA      | $945252.51    | 0.04%             | 2031-09-22      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Ferguson Finance Plc                                                                           | FERGUSON FINANCE PLC                               | CUSIP: 314890AD6<br>LEI: 2138003A7ZEU931DZL61 | Long             | DBT              | CORP              | GB        |    480000 | PA      | $471481.31    | 0.02%             | 2032-04-20      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| TARGA RESOURCES CORP.                                                                          | TARGA RESOURCES CORP                               | CUSIP: 87612GAM3<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1613889.03   | 0.06%             | 2035-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS COMPANY                                                                       | AMERICAN EXPRESS CO                                | CUSIP: 025816EM7<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2900444.83   | 0.11%             | 2036-10-24      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ASSURANT, INC.                                                                                 | ASSURANT INC                                       | CUSIP: 04621XAN8<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | DBT              | CORP              | US        |   1220000 | PA      | $1065398.24   | 0.04%             | 2032-01-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| SYENSQO FINANCE (AMERICA), LLC                                                                 | SOLVAY FINANCE AMERICA LLC                         | CUSIP: 834423AF2<br>LEI: 54930073OEL5K0Y7NK81 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1017756.74   | 0.04%             | 2034-06-04      | Fixed         | 5.85%                 | Yes           |                  2 | On Loan: No      |
| GENUINE PARTS COMPANY                                                                          | GENUINE PARTS CO                                   | CUSIP: 372460AC9<br>LEI: 549300D46DQVEU651W04 | Long             | DBT              | CORP              | US        |   1472000 | PA      | $1274556.11   | 0.05%             | 2032-02-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                                                               | BANK OF MONTREAL                                   | CUSIP: 06368DH72<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | RF                | CA        |   1575000 | PA      | $1398516.31   | 0.05%             | 2037-01-10      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| AMERICAN HERITAGE AUTO RECEIVABLES TRUST                                                       | AMERICAN HERITAGE AUTO RECEIVABLES ISSUER TRUST 20 | CUSIP: 02650VAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    900000 | PA      | $895726.47    | 0.03%             | 2031-06-16      | Fixed         | 4.77%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                     | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36179YAL8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2198662 | PA      | $1891174.82   | 0.07%             | 2053-07-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL LIFE GLOBAL FUNDING II                                                               | PRINCIPAL LIFE GLOBAL FUNDING II                   | CUSIP: 74256LEP0<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |   1960000 | PA      | $1938385.45   | 0.07%             | 2026-08-16      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| ASCOT GROUP LIMITED                                                                            | ASCOT GROUP LTD                                    | CUSIP: 04365XAB4<br>LEI: 213800DJV7WRJBE2II28 | Long             | DBT              | CORP              | BM        |    875000 | PA      | $895712.13    | 0.03%             | 2035-06-15      | Fixed         | 6.35%                 | Yes           |                  2 | On Loan: No      |
| GS MORTGAGE SECURITIES CORPORATION TRUST                                                       | GS MORTGAGE SECURITIES CORP TRUST 2017 GPTX        | CUSIP: 36257CAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    848541 | PA      | $745037.89    | 0.03%             | 2034-05-10      | Fixed         | 2.86%                 | Yes           |                  2 | On Loan: No      |
| OTIS WORLDWIDE CORPORATION                                                                     | OTIS WORLDWIDE CORP                                | CUSIP: 68902VAS6<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |   2279000 | PA      | $2271874.00   | 0.09%             | 2035-09-04      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| PEAC SOLUTIONS RECEIVABLES                                                                     | PEAC SOLUTIONS RECEIVABLES 2025 1 LLC              | CUSIP: 69392HAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    773000 | PA      | $782236.17    | 0.03%             | 2032-07-20      | Fixed         | 5.04%                 | Yes           |                  2 | On Loan: No      |
| PRESTIGE AUTO RECEIVABLES TRUST                                                                | PRESTIGE AUTO RECEIVABLES TRUST 2024 2             | CUSIP: 74113SAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    162124 | PA      | $162149.05    | 0.01%             | 2028-02-15      | Fixed         | 4.72%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DPSX7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1206304 | PA      | $1193367.51   | 0.04%             | 2053-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| THE CAMPBELL'S COMPANY                                                                         | CAMPBELL SOUP CO                                   | CUSIP: 134429BN8<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |    720000 | PA      | $726739.76    | 0.03%             | 2029-03-21      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| MAPLE PARENT HOLDINGS CORP.                                                                    | MAPLE PARENT HOLDINGS CORP                         | CUSIP: 56530KAC0<br>LEI: 254900J6FBJ1E892Q074 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3969650.10   | 0.15%             | 2036-03-26      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                                       | U S TREASURY NOTE                                  | CUSIP: 91282CLK5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  14350000 | PA      | $14241253.91  | 0.53%             | 2029-08-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| FLUOR CORPORATION.                                                                             | FLUOR CORP                                         | CUSIP: 343412AF9<br>LEI: CQ7WZ4NOFWT7FAE6Q943 | Long             | DBT              | CORP              | US        |    700000 | PA      | $689109.15    | 0.03%             | 2028-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES, INC.                                                                        | AMERICAN AIRLINES INC                              | CUSIP: 02377NAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2360000 | PA      | $2274261.20   | 0.09%             | 2039-11-11      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Eastern Energy Gas Holdings, LLC                                                               | EASTERN ENERGY GAS HOLDINGS LLC                    | CUSIP: 27636AAA0<br>LEI: 549300BFOD6TDMVV4O24 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $940490.00    | 0.04%             | 2054-10-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418FNS2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1474715 | PA      | $1485772.69   | 0.06%             | 2040-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DUQUESNE LIGHT HOLDINGS, INC.                                                                  | DUQUESNE LIGHT HOLDINGS INC                        | CUSIP: 266233AJ4<br>LEI: 4CUJ1D8WDXK9X7QI6B93 | Long             | DBT              | CORP              | US        |    720000 | PA      | $635068.35    | 0.02%             | 2032-01-07      | Fixed         | 2.77%                 | Yes           |                  2 | On Loan: No      |
| DENTSPLY SIRONA INC.                                                                           | DENTSPLY SIRONA INC                                | CUSIP: 24906PAA7<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | DBT              | CORP              | US        |   4500000 | PA      | $4140655.26   | 0.16%             | 2030-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                             | ENERGY TRANSFER LP                                 | CUSIP: 86765BAQ2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1143000 | PA      | $1020767.58   | 0.04%             | 2045-05-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| AMERICAN NATIONAL GROUP INC.                                                                   | AMERICAN NATIONAL GROUP INC                        | CUSIP: 025676AQ0<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |   2883000 | PA      | $2807205.93   | 0.11%             | 2035-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BLACK HILLS CORPORATION                                                                        | BLACK HILLS CORP                                   | CUSIP: 092113AX7<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |   1870000 | PA      | $1940443.24   | 0.07%             | 2035-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FUNDING                                                                   | NEW YORK LIFE GLOBAL FUNDING                       | CUSIP: 64952WFF5<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |    960000 | PA      | $968743.82    | 0.04%             | 2029-01-29      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| U.S. BANCORP                                                                                   | US BANCORP                                         | CUSIP: 91159HJB7<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   1850000 | PA      | $1597238.03   | 0.06%             | 2036-11-03      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| FCCU AUTO RECEIVABLES TRUST                                                                    | FCCU AUTO RECEIVABLES TRUST 2024 1                 | CUSIP: 30336CAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1258000 | PA      | $1275272.53   | 0.05%             | 2030-04-15      | Fixed         | 5.46%                 | Yes           |                  2 | On Loan: No      |
| KILROY REALTY, L.P.                                                                            | KILROY REALTY LP                                   | CUSIP: 49427RAS1<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |   1010000 | PA      | $998475.90    | 0.04%             | 2036-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 31427MTP6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2099324 | PA      | $2140443.48   | 0.08%             | 2055-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VERIDIAN AUTO RECEIVABLES TRUST                                                                | VERIDIAN AUTO RECEIVABLES TRUST 2023 1             | CUSIP: 92347BAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2033000 | PA      | $2063894.03   | 0.08%             | 2029-04-16      | Fixed         | 5.86%                 | Yes           |                  2 | On Loan: No      |
| ATRIUM HOTEL PORTFOLIO TRUST                                                                   | ATRIUM HOTEL PORTFOLIO TRUST 2025 ATRM             | CUSIP: 049917AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $999565.06    | 0.04%             | 2030-08-15      | Floating      | 5.32%                 | Yes           |                  2 | On Loan: No      |
| GLOBE LIFE INC.                                                                                | GLOBE LIFE INC                                     | CUSIP: 37959EAC6<br>LEI: 5493001JFHKQOPP6XA71 | Long             | DBT              | CORP              | US        |    637000 | PA      | $656802.28    | 0.02%             | 2034-09-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| LYB INTERNATIONAL FINANCE III, LLC                                                             | LYB INTERNATIONAL FINANCE III LLC                  | CUSIP: 50249AAH6<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |   3760000 | PA      | $2724056.48   | 0.10%             | 2040-10-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                       | U S TREASURY BOND                                  | CUSIP: 912810RY6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    950000 | PA      | $672273.44    | 0.03%             | 2047-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| VOLVO FINANCIAL EQUIPMENT LLC                                                                  | VOLVO FINANCIAL EQUIPMENT LLC SERIES 2024 1        | CUSIP: 92887QAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2470000 | PA      | $2469102.91   | 0.09%             | 2031-07-15      | Fixed         | 4.29%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                                       | U S TREASURY BOND                                  | CUSIP: 912810TK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15300000 | PA      | $12780281.25  | 0.48%             | 2042-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL, INC.                                                                   | MARRIOTT INTERNATIONAL INC MD                      | CUSIP: 571903BZ5<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1425547.64   | 0.05%             | 2038-05-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| POST ROAD EQUIPMENT FINANCE LLC                                                                | POST ROAD EQUIPMENT FINANCE 2024 1 LLC             | CUSIP: 737473AC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2622000 | PA      | $2634088.97   | 0.10%             | 2030-10-15      | Fixed         | 5.58%                 | Yes           |                  2 | On Loan: No      |
| U.S. BANCORP                                                                                   | US BANCORP                                         | CUSIP: 91159HJM3<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    910000 | PA      | $935644.99    | 0.04%             | 2029-06-12      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| STELLANTIS FINANCE US INC.                                                                     | STELLANTIS FINANCE US INC                          | CUSIP: 85855CAB6<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |   1410000 | PA      | $1192294.05   | 0.04%             | 2031-09-15      | Fixed         | 2.69%                 | Yes           |                  2 | On Loan: No      |
| ANSLEY PARK CAPITAL LLC                                                                        | ANSLEY PARK CAPITAL 2025 A LLC                     | CUSIP: 03637AAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $988598.01    | 0.04%             | 2035-04-20      | Fixed         | 4.60%                 | Yes           |                  2 | On Loan: No      |
| AON NORTH AMERICA, INC.                                                                        | AON NORTH AMERICA INC                              | CUSIP: 03740MAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    745000 | PA      | $761290.27    | 0.03%             | 2034-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| BOARDWALK PIPELINES, LP                                                                        | BOARDWALK PIPELINES LP                             | CUSIP: 096630AG3<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |    220000 | PA      | $221030.58    | 0.01%             | 2029-05-03      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUNITIES, INC.                                                                    | AVALONBAY COMMUNITIES INC                          | CUSIP: 05348EBH1<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |   1770000 | PA      | $1608860.42   | 0.06%             | 2031-01-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                     | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36179WXL7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   3012986 | PA      | $2800406.83   | 0.10%             | 2052-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418EHF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2455361 | PA      | $2391080.10   | 0.09%             | 2042-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL HOLDINGS, INC.                                                          | NEXTERA ENERGY CAPITAL HOLDINGS INC                | CUSIP: 65339KBZ2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   1780000 | PA      | $1569665.31   | 0.06%             | 2032-01-15      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD ASSET MANAGEMENT LTD.                                                               | BROOKFIELD ASSET MANAGEMENT LTD                    | CUSIP: 113004AC9<br>LEI: 549300CZ84WPNJZKY093 | Long             | DBT              | CORP              | CA        |   4000000 | PA      | $3900037.52   | 0.15%             | 2036-01-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| VB-S1 ISSUER, LLC                                                                              | VB S1 ISSUER LLC VBTEL                             | CUSIP: 91823ABC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1330000 | PA      | $1339529.72   | 0.05%             | 2054-05-15      | Fixed         | 5.59%                 | Yes           |                  2 | On Loan: No      |
| BIMBO BAKERIES USA, INC.                                                                       | BIMBO BAKERIES USA INC                             | CUSIP: 09031WAE3<br>LEI: 549300HOXXHHT7926W92 | Long             | DBT              | CORP              | US        |   1270000 | PA      | $1261939.27   | 0.05%             | 2036-01-09      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| M&T BANK CORPORATION                                                                           | M T BANK CORP                                      | CUSIP: 55261FAR5<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |   1850000 | PA      | $1825043.50   | 0.07%             | 2034-01-30      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                               | CBS CORP                                           | CUSIP: 124857AZ6<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    716000 | PA      | $684026.21    | 0.03%             | 2029-06-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| EASTERN MAINE HEALTHCARE SYSTEMS                                                               | EASTERN MAINE HEALTHCARE SYSTEMS                   | CUSIP: 276682AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $100508.82    | 0.00%             | 2026-07-01      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ST HSG DEV AUTH                                                                       | VIRGINIA HOUSING DEVELOPMENT AUTHORITY             | CUSIP: 92812VR57<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    300000 | PA      | $247786.40    | 0.01%             | 2035-11-01      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT FLOORPLAN MASTER OWNER TRUST A                                                     | FORD CREDIT FLOORPLAN MASTER OWNER TRUST A         | CUSIP: 34528QHY3<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-MBS          | CORP              | US        |    532000 | PA      | $532753.54    | 0.02%             | 2028-05-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| EVERGY KANSAS CENTRAL, INC.                                                                    | EVERGY KANSAS CENTRAL INC                          | CUSIP: 30036FAD3<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |   2360000 | PA      | $2379297.14   | 0.09%             | 2035-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT ST                                                                                 | STATE OF CONNECTICUT                               | CUSIP: 20772KGS2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $494874.73    | 0.02%             | 2028-04-15      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUNITIES, INC.                                                                    | AVALONBAY COMMUNITIES INC                          | CUSIP: 053484AF8<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |    845000 | PA      | $865845.61    | 0.03%             | 2034-06-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| TARRANT CNTY TEX CULTURAL ED FACS FIN CORP HOSP REV                                            | TARRANT CNTY TX CULTURAL EDU FACS FIN CORP HOSP RE | CUSIP: 87638QQY8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    700000 | PA      | $679077.12    | 0.03%             | 2027-09-01      | Fixed         | 1.82%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                       | U S TREASURY NOTE                                  | CUSIP: 91282CCB5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  16750000 | PA      | $14938906.25  | 0.56%             | 2031-05-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Spirit Airlines Class AA Pass Through Certificates, Series 2017-1                              | SPIRIT AIRLINES 2017 1AA Ptt                       | CUSIP: 84858WAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    786431 | PA      | $730476.29    | 0.03%             | 2031-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| FISERV, INC.                                                                                   | FISERV INC                                         | CUSIP: 337738BH0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   1456000 | PA      | $1469776.53   | 0.06%             | 2033-08-21      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140NDSP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1170504 | PA      | $1158114.29   | 0.04%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SLG OFFICE TRUST                                                                               | SLG OFFICE TRUST 2026 OMA                          | CUSIP: 78451FAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3500000 | PA      | $3509819.14   | 0.13%             | 2041-04-15      | Variable      | 4.97%                 | Yes           |                  2 | On Loan: No      |
| BROADCOM INC.                                                                                  | BROADCOM INC                                       | CUSIP: 11135FCT6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    500000 | PA      | $450605.00    | 0.02%             | 2034-04-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST                                                                 | CARVANA AUTO RECEIVABLES TRUST                     | CUSIP: 14687TAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     94345 | PA      | $94271.79     | 0.00%             | 2027-03-10      | Fixed         | 1.27%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                     | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36179YRG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   4128645 | PA      | $4104731.26   | 0.15%             | 2054-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 31427MZ46<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3287517 | PA      | $3124554.66   | 0.12%             | 2053-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| OTIS WORLDWIDE CORPORATION                                                                     | OTIS WORLDWIDE CORP                                | CUSIP: 68902VAL1<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |    455000 | PA      | $345645.26    | 0.01%             | 2040-02-15      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG NEW YORK BRANCH                                                               | DEUTSCHE BANK AG NEW YORK NY                       | CUSIP: 25160PAG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1819991.59   | 0.07%             | 2033-01-07      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| AMERICAN HERITAGE AUTO RECEIVABLES TRUST                                                       | AMERICAN HERITAGE AUTO RECEIVABLES TRUST 2024 1    | CUSIP: 026944AD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2122642 | PA      | $2133510.83   | 0.08%             | 2030-06-17      | Fixed         | 5.07%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132XKXE2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4626000 | PA      | $4589475.68   | 0.17%             | 2029-10-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| TOYOTA AUTO RECEIVABLES OWNER TRUST                                                            | TOYOTA AUTO RECEIVABLES 2024 D OWNER TRUST         | CUSIP: 89239TAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $2010536.41   | 0.08%             | 2030-04-15      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| GREATAMERICA LEASING RECEIVABLES FUNDING, L.L.C.                                               | GREATAMERICA LEASING RECEIVABLES FUNDING LLC       | CUSIP: 39154TCS5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $993408.16    | 0.04%             | 2032-09-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| MARSH & MCLENNAN COMPANIES, INC.                                                               | MARSH MCLENNAN COS INC                             | CUSIP: 571748CF7<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |   1953000 | PA      | $1934106.83   | 0.07%             | 2036-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3136B3XY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    528180 | PA      | $521824.07    | 0.02%             | 2028-09-25      | Variable      | 3.56%                 | No            |                  2 | On Loan: No      |
| FEDEX CORPORATION                                                                              | FEDEX CORP                                         | CUSIP: 31428XDU7<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    760000 | PA      | $579021.07    | 0.02%             | 2048-02-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                       | U S TREASURY NOTE                                  | CUSIP: 91282CFF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  29532000 | PA      | $27314792.81  | 1.02%             | 2032-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES INCORPORATED                                                             | HUNTINGTON BANCSHARES INC OH                       | CUSIP: 446150BC7<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    970000 | PA      | $1005734.80   | 0.04%             | 2029-08-21      | Fixed         | 6.21%                 | No            |                  2 | On Loan: No      |
| OCCU AUTO RECEIVABLES TRUST                                                                    | OCCU AUTO RECEIVABLES TRUST 2023 1                 | CUSIP: 674921AE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $512875.49    | 0.02%             | 2029-09-17      | Fixed         | 6.51%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 31307QKQ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     44965 | PA      | $44098.83     | 0.00%             | 2031-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ONEOK, INC.                                                                                    | ONEOK INC                                          | CUSIP: 682680DD2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $980420.00    | 0.04%             | 2055-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORPORATION                                                                    | WESTPAC BANKING CORP                               | CUSIP: 961214DF7<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   1000000 | PA      | $997344.55    | 0.04%             | 2031-11-23      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                                                           | JPMORGAN CHASE CO                                  | CUSIP: 46647PBL9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   3060000 | PA      | $2827205.24   | 0.11%             | 2031-04-22      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| LG ENERGY SOLUTION, LTD.                                                                       | LG ENERGY SOLUTION LTD                             | CUSIP: 50205MAL3<br>LEI: 988400QX6P286XA6ZS85 | Long             | DBT              | CORP              | KR        |   3000000 | PA      | $2990295.72   | 0.11%             | 2031-04-02      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| APTARGROUP, INC.                                                                               | APTARGROUP INC                                     | CUSIP: 038336AA1<br>LEI: VNPEQDQFAA7IY1T2PX43 | Long             | DBT              | CORP              | US        |    672000 | PA      | $623979.78    | 0.02%             | 2032-03-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                                                              | SYSCO CORP                                         | CUSIP: 871829BV8<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |   2090000 | PA      | $2075684.81   | 0.08%             | 2035-03-23      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3128MJYH7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    549001 | PA      | $512514.55    | 0.02%             | 2046-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| IRV TRUST                                                                                      | IRV TRUST 2025 200P                                | CUSIP: 45006HAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2912000 | PA      | $2936528.70   | 0.11%             | 2047-03-14      | Variable      | 5.47%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                                       | U S TREASURY NOTE                                  | CUSIP: 91282CNG2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  39940000 | PA      | $40080414.06  | 1.50%             | 2030-05-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CMS ENERGY CORPORATION                                                                         | CMS ENERGY CORP                                    | CUSIP: 125896BU3<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1064442.48   | 0.04%             | 2050-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VANTAGE DATA CENTERS ISSUER LLC                                                                | VANTAGE DATA CENTERS LLC                           | CUSIP: 92212KAH9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1971457.32   | 0.07%             | 2055-08-15      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DQW85<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2013369 | PA      | $2032441.93   | 0.08%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TRILLIUM CREDIT CARD TRUST II                                                                  | TRILLIUM CREDIT CARD TRUST II                      | CUSIP: 89621ABB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1968265.88   | 0.07%             | 2029-10-26      | Fixed         | 2.42%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140W37J2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2946448 | PA      | $2846741.75   | 0.11%             | 2055-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TRUIST BANK AUTO CREDIT-LINKED NOTES                                                           | TRUIST BANK AUTO CREDIT LINKED NOTES SERIES 2025 1 | CUSIP: 897926CB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    741793 | PA      | $741848.55    | 0.03%             | 2033-09-26      | Fixed         | 4.73%                 | Yes           |                  2 | On Loan: No      |
| ELEVANCE HEALTH, INC.                                                                          | ANTHEM INC                                         | CUSIP: 036752AL7<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    283000 | PA      | $268117.95    | 0.01%             | 2029-09-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| AMERICAN NATIONAL GLOBAL FUNDING                                                               | AMERICAN NATIONAL GLOBAL FUNDING                   | CUSIP: 02771D2A1<br>LEI: 63540033TQXTOXKK1L93 | Long             | DBT              | CORP              | US        |   1448000 | PA      | $1464652.00   | 0.05%             | 2030-01-28      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: No      |
| AVERY DENNISON CORPORATION                                                                     | AVERY DENNISON CORP                                | CUSIP: 053611AM1<br>LEI: 549300PW7VPFCYKLIV37 | Long             | DBT              | CORP              | US        |   1445000 | PA      | $1255681.44   | 0.05%             | 2032-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 31292SAE0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    356333 | PA      | $347107.74    | 0.01%             | 2042-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Northern States Power Company (Wisconsin)                                                      | NORTHERN STATES POWER CO WI                        | CUSIP: 665789BC6<br>LEI: OOVRSRHKQSBLKRB7QM17 | Long             | DBT              | CORP              | US        |   1415000 | PA      | $1394111.13   | 0.05%             | 2054-06-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FANNIE MAE ACES                                    | CUSIP: 3136B5NV3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    954199 | PA      | $920842.88    | 0.03%             | 2029-05-25      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CARGILL, INCORPORATED                                                                          | CARGILL INC                                        | CUSIP: 141781BZ6<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |   1745000 | PA      | $1789173.97   | 0.07%             | 2032-10-11      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Mizuho Financial Group, Inc.                                                                   | MIZUHO FINANCIAL GROUP                             | CUSIP: 60687YBQ1<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    320000 | PA      | $280181.49    | 0.01%             | 2032-05-22      | Fixed         | 2.17%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                     | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 3622AB4W9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1106993 | PA      | $1069984.14   | 0.04%             | 2052-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNIVERSAL HEALTH SERVICES, INC.                                                                | UNIVERSAL HEALTH SERVICES INC                      | CUSIP: 913903BA7<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |   1420000 | PA      | $1236145.82   | 0.05%             | 2032-01-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3142ACEZ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3093502 | PA      | $2817731.35   | 0.11%             | 2041-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CREDIT FUND                                                                 | BLACKSTONE PRIVATE CREDIT FUND                     | CUSIP: 09261HBZ9<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1900551.73   | 0.07%             | 2031-03-12      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| NMEF FUNDING LLC                                                                               | NMEF FUNDING 2025 B LLC                            | CUSIP: 62919WAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2994000 | PA      | $2976135.21   | 0.11%             | 2033-01-18      | Fixed         | 4.73%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                 | MORGAN STANLEY                                     | CUSIP: 61747YEF8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2075000 | PA      | $1785024.18   | 0.07%             | 2036-09-16      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| OCCU AUTO RECEIVABLES TRUST                                                                    | OCCU AUTO RECEIVABLES TRUST 2025 1                 | CUSIP: 67098SAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1960000 | PA      | $1970052.98   | 0.07%             | 2031-01-15      | Fixed         | 4.79%                 | Yes           |                  2 | On Loan: No      |
| TRILLIUM CREDIT CARD TRUST II                                                                  | TRILLIUM CREDIT CARD TRUST II                      | CUSIP: 89621ACD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1493080.35   | 0.06%             | 2030-09-26      | Fixed         | 4.41%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137H7M91<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3000000 | PA      | $2703182.98   | 0.10%             | 2032-04-25      | Variable      | 2.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137H7ZB2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4885000 | PA      | $4507707.02   | 0.17%             | 2032-06-25      | Variable      | 2.92%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                     | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36179YAS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1753954 | PA      | $1778993.99   | 0.07%             | 2053-07-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MASSMUTUAL GLOBAL FUNDING II                                                                   | MASSMUTUAL GLOBAL FUNDING II                       | CUSIP: 57629WDE7<br>LEI: 549300K1IE3K7YU6VG29 | Long             | DBT              | CORP              | US        |    760000 | PA      | $753596.99    | 0.03%             | 2026-07-16      | Fixed         | 1.20%                 | Yes           |                  2 | On Loan: No      |
| SAN ANTONIO TEX ED FACS CORP REV                                                               | SAN ANTONIO EDUCATION FACILITIES CORP              | CUSIP: 796247DR2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1270000 | PA      | $1118848.86   | 0.04%             | 2029-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137HN2K3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3034355 | PA      | $3038342.35   | 0.11%             | 2051-11-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING                                                                 | AVIS BUDGET RENTAL CAR FUNDING AESOP LLC           | CUSIP: 05377RLM4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1660000 | PA      | $1638288.26   | 0.06%             | 2030-08-20      | Fixed         | 4.57%                 | Yes           |                  2 | On Loan: No      |
| SLM STUDENT LOAN TRUST                                                                         | SLM STUDENT LOAN TRUST 2006 10                     | CUSIP: 78443BAK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     99416 | PA      | $93567.43     | 0.00%             | 2044-03-25      | Floating      | 4.37%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                       | U S TREASURY NOTE                                  | CUSIP: 91282CEP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12185000 | PA      | $11396782.81  | 0.43%             | 2032-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| KEYCORP                                                                                        | KEYCORP                                            | CUSIP: 49326EEP4<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1272637.67   | 0.05%             | 2035-03-06      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| HERTZ VEHICLE FINANCING III LLC                                                                | HERTZ VEHICLE FINANCING III LLC                    | CUSIP: 42806MCC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1014214.01   | 0.04%             | 2028-02-25      | Fixed         | 7.26%                 | Yes           |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                                                           | GLENCORE FUNDING LLC                               | CUSIP: 378272AY4<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    500000 | PA      | $454348.10    | 0.02%             | 2030-09-01      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| DTE ENERGY COMPANY                                                                             | DTE ENERGY CO                                      | CUSIP: 233331BP1<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $985724.81    | 0.04%             | 2035-10-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                     | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36179YFJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1312284 | PA      | $1275209.12   | 0.05%             | 2053-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                                                           | JPMORGAN CHASE CO                                  | CUSIP: 46647PEK8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2141000 | PA      | $2164273.69   | 0.08%             | 2035-07-22      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                       | U S TREASURY NOTE                                  | CUSIP: 91282CLU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7000000 | PA      | $7037187.50   | 0.26%             | 2031-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BXP TRUST                                                                                      | BXP TRUST 2017 GM                                  | CUSIP: 05607TAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $409765.88    | 0.02%             | 2044-01-15      | Variable      | 2.87%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANKS FUNDING CORPORATION                                                  | FEDERAL FARM CREDIT BANK                           | CUSIP: 3133ETP92<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |   2500000 | PA      | $2479725.00   | 0.09%             | 2029-02-05      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| O'Reilly Automotive, Inc.                                                                      | O REILLY AUTOMOTIVE INC                            | CUSIP: 67103HAN7<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24756.66     | 0.00%             | 2034-08-19      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FLORIDA GAS TRANSMISSION COMPANY, LLC                                                          | FLORIDA GAS TRANSMISSION CO LLC                    | CUSIP: 340711BC3<br>LEI: 549300Q0UQF87NXNOC32 | Long             | DBT              | CORP              | US        |   1626000 | PA      | $1664272.80   | 0.06%             | 2035-07-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| NORTHWESTERN MUTUAL GLOBAL FUNDING                                                             | NORTHWESTERN MUTUAL GLOBAL FUNDING                 | CUSIP: 66815L2Q1<br>LEI: 635400LZXFVELZDVP257 | Long             | DBT              | CORP              | US        |    510000 | PA      | $514413.62    | 0.02%             | 2029-01-10      | Fixed         | 4.71%                 | Yes           |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST                                                                        | CARMAX AUTO OWNER TRUST 2023 1                     | CUSIP: 14318DAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1013146.89   | 0.04%             | 2029-11-15      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| TESLA ELECTRIC VEHICLE TRUST                                                                   | TESLA LEASE ELECTRIC VEHICLE SECURITIZATION 2025 A | CUSIP: 88162VAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1500976.78   | 0.06%             | 2029-05-21      | Fixed         | 4.37%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                                       | U S TREASURY BOND                                  | CUSIP: 912810SE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7012000 | PA      | $5494559.38   | 0.21%             | 2048-11-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| REVVITY, INC.                                                                                  | PERKINELMER INC                                    | CUSIP: 714046AH2<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |   1220000 | PA      | $1098397.08   | 0.04%             | 2031-03-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORPORATION                                                              | CAPITAL ONE FINANCIAL CORP                         | CUSIP: 14040HCY9<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    500000 | PA      | $511445.58    | 0.02%             | 2034-02-01      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| LEX MORTGAGE TRUST                                                                             | LEX 2024 BBG MORTGAGE TRUST                        | CUSIP: 52885AAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2407407 | PA      | $2399819.97   | 0.09%             | 2037-10-13      | Variable      | 5.04%                 | Yes           |                  2 | On Loan: No      |
| CONSTELLATION BRANDS, INC.                                                                     | CONSTELLATION BRANDS INC                           | CUSIP: 21036PBH0<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    720000 | PA      | $635030.85    | 0.02%             | 2031-08-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| SMURFIT WESTROCK FINANCING DESIGNATED ACTIVITY COMPANY                                         | SMURFIT WESTROCK FINANCING DAC                     | CUSIP: 83272YAC6<br>LEI: 6354005S6ZLHLVX7VT12 | Long             | DBT              | CORP              | IE        |   1000000 | PA      | $982970.38    | 0.04%             | 2036-01-15      | Fixed         | 5.18%                 | No            |                  2 | On Loan: —       |
| NEW JERSEY ECONOMIC DEV AUTH REV                                                               | NEW JERSEY ST ECON DEV AUTH REVENUE                | CUSIP: 64577B8D9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $994260.25    | 0.04%             | 2027-06-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137FNB82<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1000000 | PA      | $952588.42    | 0.04%             | 2029-07-25      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| CORPORATE ONE AUTO RECEIVABLES TR                                                              | CORPORATE ONE AUTO RECEIVABLES TRUST 2026 1        | CUSIP: 22004UAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    556000 | PA      | $550647.40    | 0.02%             | 2031-01-15      | Fixed         | 4.59%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                     | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36179XHV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2671380 | PA      | $2385008.33   | 0.09%             | 2052-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                                                            | FIFTH THIRD BANCORP                                | CUSIP: 316773CV0<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    460000 | PA      | $456770.05    | 0.02%             | 2028-03-14      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| OAKTREE ABF EQUIPMENT ST, LLC                                                                  | OAKTREE ABF EQUIPMENT ST 2026 1 LLC                | CUSIP: 67403GAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    773000 | PA      | $771395.88    | 0.03%             | 2033-10-17      | Fixed         | 4.91%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                     | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36179XZL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    900220 | PA      | $908015.00    | 0.03%             | 2038-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                 | MORGAN STANLEY                                     | CUSIP: 61748UAT9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $979432.41    | 0.04%             | 2037-01-30      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL, INC.                                                                     | PRUDENTIAL FINANCIAL INC                           | CUSIP: 744320BK7<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1001803.32   | 0.04%             | 2052-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133BBGJ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1440097 | PA      | $1322247.39   | 0.05%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                       | U S TREASURY NOTE                                  | CUSIP: 91282CLF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  56150000 | PA      | $54719929.69  | 2.05%             | 2034-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC COMPANY                                                                           | DTE ELECTRIC CO                                    | CUSIP: 23338VAR7<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    310000 | PA      | $224793.08    | 0.01%             | 2052-03-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| CHASE AUTO OWNER TRUST                                                                         | CHASE AUTO OWNER TRUST                             | CUSIP: 16144LAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2950000 | PA      | $2991348.93   | 0.11%             | 2029-12-25      | Fixed         | 5.08%                 | Yes           |                  2 | On Loan: No      |
| CCG RECEIVABLES TRUST                                                                          | CCG RECEIVABLES TRUST 2023 1                       | CUSIP: 12512XAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     69605 | PA      | $69780.49     | 0.00%             | 2030-09-16      | Fixed         | 5.82%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST                                                   | AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST       | CUSIP: 02582JKF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $3093170.34   | 0.12%             | 2031-04-15      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| MMAF EQUIPMENT FINANCE LLC                                                                     | MMAF EQUIPMENT FINANCE LLC 2023 A                  | CUSIP: 55317WAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1836876 | PA      | $1858860.90   | 0.07%             | 2029-12-13      | Fixed         | 5.54%                 | Yes           |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                                                                   | BX COMMERCIAL MORTGAGE TRUST 2026 CSMO             | CUSIP: 12433LAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1210000 | PA      | $1209493.41   | 0.05%             | 2042-02-15      | Floating      | 5.37%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                                       | U S TREASURY BOND                                  | CUSIP: 912810SF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7000000 | PA      | $5112187.50   | 0.19%             | 2049-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY, INC.                                                                       | MARVELL TECHNOLOGY INC                             | CUSIP: 573874AF1<br>LEI: 254900WVU0BM7ZCJ9E93 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1009882.91   | 0.04%             | 2028-04-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| GABX Leasing LLC                                                                               | GABX LEASING LLC                                   | CUSIP: 36274FAB5<br>LEI: 25490085PXP0WGRIRI44 | Long             | DBT              | CORP              | US        |   2465000 | PA      | $2419321.94   | 0.09%             | 2036-04-15      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| SOUTH JERSEY TRANSN AUTH N J TRANSN SYS REV                                                    | S JERSEY NJ TRANSPRTN AUTH TRANSPRTN SYS REVENUE   | CUSIP: 838536LV0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    900000 | PA      | $875941.59    | 0.03%             | 2027-11-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| VOLVO FINANCIAL EQUIPMENT LLC                                                                  | VOLVO FINANCIAL EQUIPMENT LLC SERIES 2026 1        | CUSIP: 92886FAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1960000 | PA      | $1941429.16   | 0.07%             | 2033-01-17      | Fixed         | 4.04%                 | Yes           |                  2 | On Loan: No      |
| FLAGSHIP CREDIT AUTO TRUST                                                                     | FLAGSHIP CREDIT AUTO TRUST 2021 2                  | CUSIP: 33844WAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    518593 | PA      | $513840.82    | 0.02%             | 2027-06-15      | Fixed         | 1.59%                 | Yes           |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                                   | BARCLAYS PLC                                       | CUSIP: 06738ECV5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | RF                | GB        |   1050000 | PA      | $1038853.57   | 0.04%             | 2035-09-10      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| NAVIENT STUDENT LOAN TRUST                                                                     | NAVIENT STUDENT LOAN TRUST 2015 2                  | CUSIP: 63939GAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $2940294.57   | 0.11%             | 2050-08-25      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                       | U S TREASURY BOND                                  | CUSIP: 912810FG8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7000000 | PA      | $7265234.38   | 0.27%             | 2029-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AT&T INC.                                                                                      | AT T INC                                           | CUSIP: 00206RKD3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   2150000 | PA      | $1547634.36   | 0.06%             | 2043-02-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| REGIONS FINANCIAL CORPORATION                                                                  | REGIONS FINANCIAL CORP                             | CUSIP: 7591EPAV2<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |   2010000 | PA      | $2012589.07   | 0.08%             | 2035-09-06      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66 COMPANY                                                                            | PHILLIPS 66                                        | CUSIP: 718547AP7<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |   1110000 | PA      | $960324.95    | 0.04%             | 2046-10-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Amcor Flexibles North America, Inc                                                             | AMCOR FLEXIBLES NORTH AMERICA INC                  | CUSIP: 02344AAH1<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1012351.35   | 0.04%             | 2035-03-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GLS AUTO SELECT RECEIVABLES TRUST                                                              | GLS AUTO SELECT RECEIVABLES TRUST 2023 2           | CUSIP: 36269EAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2755000 | PA      | $2818006.82   | 0.11%             | 2029-12-17      | Fixed         | 6.67%                 | Yes           |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST                                                                     | LAD AUTO RECEIVABLES TRUST 2024 3                  | CUSIP: 505709AE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2080000 | PA      | $2088146.79   | 0.08%             | 2030-01-15      | Fixed         | 4.74%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133C15G1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1094180 | PA      | $1103528.52   | 0.04%             | 2053-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc.                                                                                  | ENBRIDGE INC                                       | CUSIP: 29250NCP8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $995430.71    | 0.04%             | 2035-11-20      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ST HSG DEV AUTH                                                                       | VIRGINIA HOUSING DEVELOPMENT AUTHORITY             | CUSIP: 92812VR24<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    275000 | PA      | $241419.29    | 0.01%             | 2032-11-01      | Fixed         | 2.42%                 | No            |                  2 | On Loan: No      |
| VERISK ANALYTICS, INC.                                                                         | VERISK ANALYTICS INC                               | CUSIP: 92345YAQ9<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |    950000 | PA      | $928644.90    | 0.03%             | 2036-03-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137FNX54<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2000000 | PA      | $1902265.59   | 0.07%             | 2029-07-25      | Fixed         | 2.51%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XDUA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1588323 | PA      | $1295648.35   | 0.05%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                             | ENERGY TRANSFER LP                                 | CUSIP: 29273VBK5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   2037000 | PA      | $2023972.00   | 0.08%             | 2036-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| FEDERATION DES CAISSES DESJARDINS DU QUEBEC                                                    | FEDERATION DES CAISSES DESJARDINS DU QUEBEC        | CUSIP: 31429KAH6<br>LEI: 549300B2Q47IR0CR5B54 | Long             | DBT              | CORP              | CA        |   1920000 | PA      | $1927322.41   | 0.07%             | 2027-08-23      | Fixed         | 4.55%                 | Yes           |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING LLC                                                                 | ENTERPRISE FLEET FINANCING 2024 2 LLC              | CUSIP: 29375RAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    994000 | PA      | $1017183.79   | 0.04%             | 2030-12-20      | Fixed         | 5.69%                 | Yes           |                  2 | On Loan: No      |
| Mercedes-Benz Auto Receivables Trust                                                           | MERCEDES BENZ AUTO RECEIVABLES TRUST 2025 1        | CUSIP: 58773DAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1890000 | PA      | $1916410.22   | 0.07%             | 2031-04-15      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| USB AUTO OWNER TRUST                                                                           | USB AUTO OWNER TRUST 2025 1                        | CUSIP: 90367VAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1470000 | PA      | $1479968.84   | 0.06%             | 2030-12-16      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133GGY31<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2566715 | PA      | $2309326.58   | 0.09%             | 2037-04-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| American Airlines 2016-1 Pass Through Trusts                                                   | AMERICAN AIRLINES 2016 1 CLASS AA                  | CUSIP: 02376UAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2192800 | PA      | $2151857.13   | 0.08%             | 2029-07-15      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138ELGR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     79293 | PA      | $77190.96     | 0.00%             | 2041-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GILDAN ACTIVEWEAR INC.                                                                         | GILDAN ACTIVEWEAR INC                              | CUSIP: 375916AG8<br>LEI: 549300SB3IBI34M00Z45 | Long             | DBT              | CORP              | CA        |   2484000 | PA      | $2427577.44   | 0.09%             | 2035-10-07      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| PRICOA GLOBAL FUNDING I                                                                        | PRICOA GLOBAL FUNDING I                            | CUSIP: 74153WCV9<br>LEI: 635400IBXEBMD9ADYA79 | Long             | DBT              | CORP              | US        |   1860000 | PA      | $1850390.73   | 0.07%             | 2031-08-27      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                     | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 3618H9GQ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2430941 | PA      | $2418364.55   | 0.09%             | 2054-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NMEF FUNDING LLC                                                                               | NMEF FUNDING 2025 A LLC                            | CUSIP: 62919VAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1418182 | PA      | $1421880.86   | 0.05%             | 2032-04-25      | Fixed         | 5.18%                 | Yes           |                  2 | On Loan: No      |
| MURPHY OIL USA, INC.                                                                           | MURPHY OIL USA INC                                 | CUSIP: 626738AE8<br>LEI: N32S6DTR2ZZ5222WHV58 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $983973.34    | 0.04%             | 2029-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE OWNER TRUST                                                                         | JOHN DEERE OWNER TRUST 2024 C                      | CUSIP: 477911AE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1376000 | PA      | $1373273.94   | 0.05%             | 2031-08-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| CHESAPEAKE FUNDING LLC                                                                         | CHESAPEAKE FUNDING II LLC                          | CUSIP: 165183CZ5<br>LEI: 549300LG5AUFDML64706 | Long             | ABS-MBS          | CORP              | US        |    385810 | PA      | $389034.98    | 0.01%             | 2035-10-15      | Fixed         | 6.16%                 | Yes           |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                                   | BARCLAYS PLC                                       | CUSIP: 06738ECE3<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | RF                | GB        |   1000000 | PA      | $1117283.30   | 0.04%             | 2033-11-02      | Fixed         | 7.44%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP, L.P.                                                                     | SIMON PROPERTY GROUP LP                            | CUSIP: 828807DV6<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    270000 | PA      | $268488.00    | 0.01%             | 2053-03-08      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                                                             | CREDIT AGRICOLE SA                                 | CUSIP: 225313AQ8<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    400000 | PA      | $414718.77    | 0.02%             | 2035-01-10      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| INTL COMMERCIAL MORTGAGE TRUST                                                                 | INT COMMERCIAL MORTGAGE TRUST 2025 PLAZA           | CUSIP: 44989YAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1995076.86   | 0.07%             | 2037-11-05      | Variable      | 5.04%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                     | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 3622ACJK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1218280 | PA      | $1240257.25   | 0.05%             | 2053-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140W4C70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1856336 | PA      | $1875265.31   | 0.07%             | 2055-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                       | U S TREASURY BOND                                  | CUSIP: 912810SZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  24203000 | PA      | $13776801.41  | 0.52%             | 2051-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Xcel Energy Inc.                                                                               | XCEL ENERGY INC                                    | CUSIP: 98388MAC1<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    500000 | PA      | $440312.50    | 0.02%             | 2031-11-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                       | U S TREASURY BOND                                  | CUSIP: 912810UE6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4671093.75   | 0.17%             | 2054-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST                                                                     | LAD AUTO RECEIVABLES TRUST 2026 1                  | CUSIP: 505708AE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1467352.98   | 0.05%             | 2033-02-15      | Fixed         | 4.22%                 | Yes           |                  2 | On Loan: No      |
| ALA TRUST                                                                                      | ALA TRUST 2025 OANA                                | CUSIP: 009920AC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $2000496.52   | 0.07%             | 2030-06-15      | Floating      | 5.51%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN EXPRESS COMPANY                                                                       | AMERICAN EXPRESS CO                                | CUSIP: 025816CX5<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1195161.54   | 0.04%             | 2033-05-26      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133KUKX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1878885 | PA      | $1839880.05   | 0.07%             | 2045-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                     | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 36179WQB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1890713 | PA      | $1689147.97   | 0.06%             | 2051-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC.                                                                          | FREEPORT MCMORAN INC                               | CUSIP: 35671DCG8<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $994027.29    | 0.04%             | 2028-08-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                     | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 3618J6EW8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    473134 | PA      | $484264.96    | 0.02%             | 2054-10-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GXO LOGISTICS, INC.                                                                            | GXO LOGISTICS INC                                  | CUSIP: 36262GAG6<br>LEI: 5493007CNWMXN78JRN66 | Long             | DBT              | CORP              | US        |   1367000 | PA      | $1433990.12   | 0.05%             | 2034-05-06      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NMEF FUNDING LLC                                                                               | NMEF FUNDING 2026 A LLC                            | CUSIP: 62919FAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1987024.58   | 0.07%             | 2034-02-15      | Fixed         | 4.20%                 | Yes           |                  2 | On Loan: No      |
| HILCORP ENERGY I, L.P.                                                                         | HILCORP ENERGY I LP HILCORP FINANCE CO             | CUSIP: 431318AS3<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1001224.31   | 0.04%             | 2028-11-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| DEXT ABS LLC                                                                                   | DEXT ABS 2023 2 LLC                                | CUSIP: 25216CAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1513223.04   | 0.06%             | 2034-05-15      | Fixed         | 6.41%                 | Yes           |                  2 | On Loan: No      |
| MIDWEST CONNECTOR CAPITAL COMPANY LLC                                                          | MIDWEST CONNECTOR CAPIT                            | CUSIP: 59833CAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $994559.44    | 0.04%             | 2029-04-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                                       | U S TREASURY NOTE                                  | CUSIP: 91282CPA3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  34474000 | PA      | $34048461.56  | 1.28%             | 2030-09-30      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| FCCU AUTO RECEIVABLES TRUST                                                                    | FCCU AUTO RECEIVABLES TRUST 2026 1                 | CUSIP: 30343XAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $2965376.90   | 0.11%             | 2032-03-15      | Fixed         | 4.32%                 | Yes           |                  2 | On Loan: No      |
| JBS USA Holding Lux S.a r.l.                                                                   | JBS USA HOLDING LUX SARL                           | CUSIP: 47214BAC2<br>LEI: RB8RC03FUD8DSX57C193 | Long             | DBT              | CORP              | LU        |   2518000 | PA      | $2765015.80   | 0.10%             | 2034-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                       | U S TREASURY NOTE                                  | CUSIP: 91282CHZ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $5142578.13   | 0.19%             | 2030-09-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XRSX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1716298 | PA      | $1737290.57   | 0.07%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BA CREDIT CARD TRUST                                                                           | BA CREDIT CARD TRUST                               | CUSIP: 05522RDH8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1800000 | PA      | $1811490.27   | 0.07%             | 2028-11-15      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| SCF EQUIPMENT LEASING LLC                                                                      | SCF EQUIPMENT LEASING 2023 1 LLC                   | CUSIP: 784024AD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1243000 | PA      | $1256519.39   | 0.05%             | 2032-05-20      | Fixed         | 6.37%                 | Yes           |                  2 | On Loan: No      |
| STERIS IRISH FINCO UNLIMITED COMPANY                                                           | STERIS IRISH FINCO UNLTD CO                        | CUSIP: 85917PAA5<br>LEI: 549300BRDKZ1HFI2J358 | Long             | DBT              | CORP              | IE        |   1970000 | PA      | $1787831.59   | 0.07%             | 2031-03-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| MILE TRUST                                                                                     | MILE TRUST 2025 STNE                               | CUSIP: 59918AAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1995238.44   | 0.07%             | 2030-07-15      | Floating      | 5.17%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418DLU4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    679592 | PA      | $647454.68    | 0.02%             | 2050-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PSNH FUNDING LLC                                                                               | PSNH FUNDING LLC 3                                 | CUSIP: 69363PAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4000000 | PA      | $3887419.19   | 0.15%             | 2035-02-01      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133C4BY9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1690942 | PA      | $1675102.13   | 0.06%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CRSNT TRUST                                                                                    | CRSNT TRUST 2026 MOON                              | CUSIP: 12642SAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1989446.04   | 0.07%             | 2031-02-15      | Floating      | 5.07%                 | Yes           |                  2 | On Loan: No      |
| CLEARINGHOUSE COMMUNITY DEVELOPMENT FINANCIAL INST                                             | CLEARINGHOUSE COMMUNITY DEVELOPMENT FINANCIAL INST | CUSIP: 184917AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1230000 | PA      | $1318688.39   | 0.05%             | 2030-10-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| ENTERGY LOUISIANA, LLC                                                                         | ENTERGY LOUISIANA LLC                              | CUSIP: 29364WBA5<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    960000 | PA      | $912094.10    | 0.03%             | 2033-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS, L.P.                                                                    | HOST HOTELS RESORTS LP                             | CUSIP: 44107TAZ9<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |    837000 | PA      | $786712.14    | 0.03%             | 2030-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EL CAJON CALIF                                                                                 | EL CAJON CA                                        | CUSIP: 282659AZ4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    620000 | PA      | $606918.14    | 0.02%             | 2027-04-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC.                                                                           | GLOBAL PAYMENTS INC                                | CUSIP: 37940XAH5<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1314840.45   | 0.05%             | 2031-11-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| GRANITE PARK EQUIPMENT LEASING LLC                                                             | GRANITE PARK EQUIPMENT LEASING 2023 1 LLC          | CUSIP: 387422AD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1634000 | PA      | $1638138.83   | 0.06%             | 2033-04-20      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418EMM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    997034 | PA      | $997964.51    | 0.04%             | 2038-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BAYPORT POLYMERS LLC                                                                           | BAYPORT POLYMERS LLC                               | CUSIP: 073096AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1499485.73   | 0.06%             | 2027-04-14      | Fixed         | 4.74%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XNYN8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1885493 | PA      | $1903626.43   | 0.07%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FUNDING                                                                   | NEW YORK LIFE GLOBAL FUNDING                       | CUSIP: 64952WEG4<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |   1310000 | PA      | $1138003.65   | 0.04%             | 2031-08-01      | Fixed         | 1.85%                 | Yes           |                  2 | On Loan: No      |
| BOARDWALK PIPELINES, LP                                                                        | BOARDWALK PIPELINES LP                             | CUSIP: 096630AJ7<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |    760000 | PA      | $700290.73    | 0.03%             | 2032-09-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| EVERGY MISSOURI WEST, INC.                                                                     | EVERGY MISSOURI WEST INC                           | CUSIP: 30037EAB9<br>LEI: EZIFUDC0VSUS6T6LCG85 | Long             | DBT              | CORP              | US        |   2235000 | PA      | $2284250.44   | 0.09%             | 2034-06-01      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3128MJXY1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     60865 | PA      | $58660.26     | 0.00%             | 2046-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES 2019-1 PASS THROUGH TRUST                                                    | AMERICAN AIRLINES 2019 1B PTT                      | CUSIP: 02379DAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    213434 | PA      | $206974.37    | 0.01%             | 2029-08-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                       | U S TREASURY NOTE                                  | CUSIP: 91282CNF4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  57417000 | PA      | $57573999.61  | 2.16%             | 2032-05-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST                                                          | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2025 HI      | CUSIP: 949933AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1492038.30   | 0.06%             | 2042-10-15      | Floating      | 5.35%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                     | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36179XX43<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1610451 | PA      | $1567455.47   | 0.06%             | 2053-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                 | MORGAN STANLEY                                     | CUSIP: 61747YFT7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1310000 | PA      | $1313055.84   | 0.05%             | 2035-07-19      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| GA GLOBAL FUNDING TRUST                                                                        | GA GLOBAL FUNDING TRUST                            | CUSIP: 36143L2H7<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1729507.20   | 0.06%             | 2032-01-06      | Fixed         | 2.90%                 | Yes           |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                                                            | FIFTH THIRD BANCORP                                | CUSIP: 316773DP2<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |   1910000 | PA      | $1861901.13   | 0.07%             | 2037-01-29      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                                        | BPCE SA                                            | CUSIP: 05571AAU9<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   1185000 | PA      | $1226198.48   | 0.05%             | 2035-01-18      | Fixed         | 6.51%                 | Yes           |                  2 | On Loan: No      |
| COTY INC.                                                                                      | COTY INC HFC PRESTIGE PRODUCTS INC                 | CUSIP: 22207AAC6<br>LEI: 549300BO9IWPF3S48F93 | Long             | DBT              | CORP              | US        |    988000 | PA      | $955534.64    | 0.04%             | 2031-01-15      | Fixed         | 5.60%                 | Yes           |                  2 | On Loan: No      |
| THE BOEING COMPANY                                                                             | BOEING CO THE                                      | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1641010.00   | 0.06%             | 2050-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                       | U S TREASURY NOTE                                  | CUSIP: 91282CDY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  20525000 | PA      | $18201505.86  | 0.68%             | 2032-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO RECEIVABLES TRUST                                                                 | HYUNDAI AUTO RECEIVABLES TRUST 2024 C              | CUSIP: 448976AF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    941000 | PA      | $944634.93    | 0.04%             | 2031-01-15      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140JAP36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    149930 | PA      | $142171.96    | 0.01%             | 2045-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XPRK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2205873 | PA      | $2220844.11   | 0.08%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO COMMERCIAL MORTGAGE TRUST                                                          | WELLS FARGO COMMERCIAL MORTGAGE TRUST 2018 AUS     | CUSIP: 94990EAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $244568.85    | 0.01%             | 2036-07-17      | Variable      | 4.19%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140JAUD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    125262 | PA      | $118780.36    | 0.00%             | 2045-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AUTONATION, INC.                                                                               | AUTONATION INC                                     | CUSIP: 05329WAS1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2720000 | PA      | $2376403.55   | 0.09%             | 2031-08-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| BXP TRUST                                                                                      | BXP TRUST 2021 601L                                | CUSIP: 05607TAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3100000 | PA      | $2701675.21   | 0.10%             | 2044-01-15      | Fixed         | 2.62%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                                       | U S TREASURY NOTE                                  | CUSIP: 91282CHW4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3050000 | PA      | $3073589.84   | 0.12%             | 2030-08-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| HPEFS EQUIPMENT TRUST                                                                          | HPEFS EQUIPMENT TRUST 2023 2                       | CUSIP: 44328UAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    290462 | PA      | $290767.52    | 0.01%             | 2031-01-21      | Fixed         | 6.48%                 | Yes           |                  2 | On Loan: No      |
| ABBVIE INC.                                                                                    | ABBVIE INC                                         | CUSIP: 00287YCB3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    420000 | PA      | $340599.00    | 0.01%             | 2049-11-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DWET6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2224281 | PA      | $2207442.55   | 0.08%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SBNA AUTO RECEIVABLES TRUST                                                                    | SBNA AUTO RECEIVABLES TRUST 2025 SF1               | CUSIP: 78437XAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1531096 | PA      | $1534470.17   | 0.06%             | 2031-04-15      | Fixed         | 5.14%                 | Yes           |                  2 | On Loan: No      |
| CBRE SERVICES, INC.                                                                            | CBRE SERVICES INC                                  | CUSIP: 12505BAE0<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |   1220000 | PA      | $1090720.90   | 0.04%             | 2031-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST                                             | GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST | CUSIP: 362955AF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1450000 | PA      | $1465268.16   | 0.05%             | 2030-08-16      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                                 | MORGAN STANLEY                                     | CUSIP: 61747YEH4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1766235.05   | 0.07%             | 2032-10-20      | Fixed         | 2.51%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418CUA0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    481831 | PA      | $448329.57    | 0.02%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CROSSROADS ASSET TRUST                                                                         | CROSSROADS ASSET TRUST 2024 A                      | CUSIP: 227927AC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1637000 | PA      | $1658947.02   | 0.06%             | 2030-08-20      | Fixed         | 5.94%                 | Yes           |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP, INC.                                                                 | CITIZENS FINANCIAL GROUP INC                       | CUSIP: 174610BJ3<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2529053.05   | 0.09%             | 2031-03-05      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BANQUE CANADIENNE IMPERIALE DE COMMERCE                                                        | CANADIAN IMPERIAL BANK OF COMMERCE                 | CUSIP: 13607LWW9<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    830000 | PA      | $887509.38    | 0.03%             | 2033-10-03      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                              | HSBC HOLDINGS PLC                                  | CUSIP: 404280DS5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1050000 | PA      | $1200121.07   | 0.04%             | 2033-11-03      | Fixed         | 8.11%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ST HSG DEV AUTH                                                                       | VIRGINIA HOUSING DEVELOPMENT AUTHORITY             | CUSIP: 92812VQ90<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    225000 | PA      | $200843.85    | 0.01%             | 2031-11-01      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| CHASE AUTO OWNER TRUST                                                                         | CHASE AUTO OWNER TRUST 2024 1                      | CUSIP: 16144BAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    643000 | PA      | $653095.91    | 0.02%             | 2029-11-26      | Fixed         | 5.16%                 | Yes           |                  2 | On Loan: No      |
| ORLANDO HEALTH, INC.                                                                           | ORLANDO HEALTH OBLIGATED GROUP                     | CUSIP: 686514AE0<br>LEI: 549300TMK1PZT9ZBF098 | Long             | DBT              | CORP              | US        |    500000 | PA      | $489093.87    | 0.02%             | 2028-10-01      | Fixed         | 3.78%                 | No            |                  2 | On Loan: No      |
| DELL EQUIPMENT FINANCE TRUST                                                                   | DELL EQUIPMENT FINANCE TRUST 2023 3                | CUSIP: 24702EAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    366899 | PA      | $367713.95    | 0.01%             | 2029-04-23      | Fixed         | 5.93%                 | Yes           |                  2 | On Loan: No      |
| Nemak, S.A.B. de C.V.                                                                          | NEMAK SAB DE CV                                    | CUSIP: 64045DAC8<br>LEI: 5493000MY3DAIB0BP706 | Long             | DBT              | CORP              | MX        |   1000000 | PA      | $848805.47    | 0.03%             | 2031-06-28      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| LEIDOS, INC.                                                                                   | LEIDOS INC                                         | CUSIP: 52532XAL9<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |    890000 | PA      | $903825.22    | 0.03%             | 2035-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC AND GAS COMPANY                                                        | PUBLIC SERVICE ELECTRIC AND GAS CO                 | CUSIP: 74456QCH7<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |   2075000 | PA      | $1818606.19   | 0.07%             | 2031-08-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| INDIANA MICHIGAN POWER COMPANY                                                                 | INDIANA MICHIGAN POWER CO                          | CUSIP: 454889AW6<br>LEI: JHR9V15J0ZRG02MIRD06 | Long             | DBT              | CORP              | US        |   1915000 | PA      | $1847381.35   | 0.07%             | 2056-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS, INC.                                                                             | LPL HOLDINGS INC                                   | CUSIP: 50212YAQ7<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |   1585000 | PA      | $1577815.15   | 0.06%             | 2035-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SECURITIZED TERM AUTO RECEIVABLES TRUST                                                        | SECURITIZED TERM AUTO RECEIVABLES TRUST            | CUSIP: 81378RAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1433340 | PA      | $1443405.24   | 0.05%             | 2031-07-25      | Fixed         | 5.04%                 | Yes           |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                                                  | FORD MOTOR CREDIT CO LLC                           | CUSIP: 345397H89<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $961078.97    | 0.04%             | 2035-10-31      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| CORPORATE ONE AUTO RECEIVABLES TR                                                              | CORPORATE ONE AUTO RECEIVABLES TRUST 2026 1        | CUSIP: 22004UAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2395000 | PA      | $2375394.70   | 0.09%             | 2030-12-16      | Fixed         | 4.27%                 | Yes           |                  2 | On Loan: No      |
| STELLANTIS FINANCE US INC.                                                                     | STELLANTIS FINANCE US INC                          | CUSIP: 85855CAL4<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |   1035000 | PA      | $1020189.15   | 0.04%             | 2035-03-18      | Fixed         | 6.45%                 | Yes           |                  2 | On Loan: No      |
| GENUINE PARTS COMPANY                                                                          | GENUINE PARTS CO                                   | CUSIP: 372460AF2<br>LEI: 549300D46DQVEU651W04 | Long             | DBT              | CORP              | US        |    500000 | PA      | $498151.48    | 0.02%             | 2029-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| HUMANA INC.                                                                                    | HUMANA INC                                         | CUSIP: 444859CA8<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    852000 | PA      | $860851.55    | 0.03%             | 2031-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| nVent Finance S.a r.l.                                                                         | NVENT FINANCE SARL                                 | CUSIP: 67078AAF0<br>LEI: 549300KO1OQ4MVFB6X02 | Long             | DBT              | CORP              | LU        |   1500000 | PA      | $1540594.68   | 0.06%             | 2033-05-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC.                                                                           | GLOBAL PAYMENTS INC                                | CUSIP: 37940XAQ5<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $991390.07    | 0.04%             | 2032-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3136BYU42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2908344 | PA      | $2882059.24   | 0.11%             | 2051-01-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ENEL Finance International N.V.                                                                | ENEL FINANCE INTERNATIONAL NV                      | CUSIP: 29278GAN8<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |   1585000 | PA      | $1501942.91   | 0.06%             | 2028-07-12      | Variable      | 2.12%                 | Yes           |                  2 | On Loan: No      |
| SOUTHERN ILLINOIS HEALTHCARE ENTERPRISES, INC.                                                 | SOUTHERN IL HEALTHCARE                             | CUSIP: 84314PAA7<br>LEI: 9845007B15C99H999383 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $729013.86    | 0.03%             | 2050-05-15      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| FIRSTKEY HOMES TRUST                                                                           | FIRSTKEY HOMES 2020 SFR1 TRUST                     | CUSIP: 33767TAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1153846 | PA      | $1137452.27   | 0.04%             | 2026-09-17      | Fixed         | 1.61%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN INTERNATIONAL GROUP, INC.                                                             | AMERICAN INTERNATIONAL GROUP INC                   | CUSIP: 026874DX2<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |   2415000 | PA      | $2463547.41   | 0.09%             | 2035-05-07      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST                                                                       | BENCHMARK MORTGAGE TRUST                           | CUSIP: 08162MAY4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    801255 | PA      | $767268.77    | 0.03%             | 2053-03-15      | Fixed         | 2.18%                 | No            |                  2 | On Loan: No      |
| KEYCORP                                                                                        | KEYCORP                                            | CUSIP: 49326EEK5<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |    320000 | PA      | $313072.50    | 0.01%             | 2027-04-06      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| GECU AUTO RECEIVABLES TRUST                                                                    | GECU AUTO RECEIVABLES TRUST 2023 1                 | CUSIP: 36169EAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $257062.32    | 0.01%             | 2030-04-15      | Fixed         | 6.33%                 | Yes           |                  2 | On Loan: No      |
| COCA-COLA CONSOLIDATED, INC.                                                                   | COCA COLA CONSOLIDATED INC                         | CUSIP: 191098AP7<br>LEI: 57VG5X0E00X0QJU7CQ58 | Long             | DBT              | CORP              | US        |   1670000 | PA      | $1713309.15   | 0.06%             | 2034-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| OSCAR US FUNDING TRUST                                                                         | OSCAR US FUNDING TRUST                             | CUSIP: 68785BAD5<br>LEI: 549300GTSLUONMR77U11 | Long             | ABS-MBS          | CORP              | US        |    147885 | PA      | $147109.12    | 0.01%             | 2028-09-11      | Fixed         | 1.27%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                                       | U S TREASURY NOTE                                  | CUSIP: 91282CDJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  18878000 | PA      | $16370765.63  | 0.61%             | 2031-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| DELL EQUIPMENT FINANCE TRUST                                                                   | DELL EQUIPMENT FINANCE TRUST 2024 1                | CUSIP: 24702GAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $2019055.89   | 0.08%             | 2030-03-22      | Fixed         | 5.53%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                                       | U S TREASURY BOND                                  | CUSIP: 912810UN6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15713000 | PA      | $15663896.88  | 0.59%             | 2045-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NEW ECONOMY ASSETS PHASE I SPONSOR LLC                                                         | NEW ECONOMY ASSETS PHASE 1 SPONSOR LLC             | CUSIP: 643821AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1807000 | PA      | $1516760.38   | 0.06%             | 2061-10-20      | Fixed         | 1.91%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137H4SH4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4000000 | PA      | $3574159.98   | 0.13%             | 2031-11-25      | Variable      | 2.13%                 | No            |                  2 | On Loan: No      |
| OGLETHORPE POWER CORP                                                                          | OGLETHORPE POWER CORP                              | CUSIP: 677050AJ5<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |    950000 | PA      | $755991.00    | 0.03%             | 2042-12-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| OCCU AUTO RECEIVABLES TRUST                                                                    | OCCU AUTO RECEIVABLES TRUST 2025 1                 | CUSIP: 67098SAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1214000 | PA      | $1215578.37   | 0.05%             | 2031-04-15      | Fixed         | 4.94%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133BBSV2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1853697 | PA      | $1646297.46   | 0.06%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES PASS THROUGH TRUST SERIES 2014-1                                             | AMERICAN AIRLINES 2014 1 CLASS A PASS THROUGH TRUS | CUSIP: 02377AAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    241522 | PA      | $240118.69    | 0.01%             | 2028-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| COMM MORTGAGE TRUST                                                                            | COMM 2024 277P MORTGAGE TRUST                      | CUSIP: 12654FAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1960000 | PA      | $2043608.69   | 0.08%             | 2044-08-10      | Fixed         | 6.34%                 | Yes           |                  2 | On Loan: No      |
| VERTICAL BRIDGE CC LLC                                                                         | VB S1 ISSUER LLC VBTEL                             | CUSIP: 91823AAU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $975850.00    | 0.04%             | 2052-02-15      | Fixed         | 3.26%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132WW4Q2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    995530 | PA      | $1017001.82   | 0.04%             | 2040-07-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| PACIFIC LIFE GLOBAL FUNDING II                                                                 | PACIFIC LIFE GLOBAL FUNDING II                     | CUSIP: 6944PL2E8<br>LEI: 6354003EUPCHXTWUU869 | Long             | DBT              | CORP              | US        |   1960000 | PA      | $1958130.15   | 0.07%             | 2026-04-14      | Fixed         | 1.38%                 | Yes           |                  2 | On Loan: —       |
| United States of America                                                                       | U S TREASURY BOND                                  | CUSIP: 912810TA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  21000000 | PA      | $14040468.75  | 0.53%             | 2041-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance Inc.                                                                        | BROOKFIELD FINANCE INC                             | CUSIP: 11271LAH5<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    760000 | PA      | $690354.91    | 0.03%             | 2031-04-15      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                     | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36179YKQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   4488870 | PA      | $4356645.09   | 0.16%             | 2053-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING CO., L.P.                                                                 | PENSKE TRUCK LEASING CO LP PTL FINANCE CORP        | CUSIP: 709599BM5<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | DBT              | CORP              | US        |    770000 | PA      | $765292.63    | 0.03%             | 2026-06-15      | Fixed         | 1.70%                 | Yes           |                  2 | On Loan: No      |
| SALESFORCE, INC.                                                                               | SALESFORCE INC                                     | CUSIP: 79466LAT1<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1197873.39   | 0.04%             | 2033-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XRPW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4472755 | PA      | $4106729.52   | 0.15%             | 2053-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                                                                   | BX COMMERCIAL MORTGAGE TRUST 2025 COPT             | CUSIP: 05618XAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2307692 | PA      | $2295710.60   | 0.09%             | 2042-09-15      | Floating      | 5.42%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3128MJXF2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     58077 | PA      | $55973.70     | 0.00%             | 2045-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| KANKAKEE ILL                                                                                   | CITY OF KANKAKEE IL                                | CUSIP: 484404B23<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1022309.11   | 0.04%             | 2033-12-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                                             | ORACLE CORP                                        | CUSIP: 68389XBX2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $603293.03    | 0.02%             | 2050-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| SBA TOWER TRUST                                                                                | SBA TOWER TRUST                                    | CUSIP: 78403DAZ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1158000 | PA      | $1177579.46   | 0.04%             | 2052-11-15      | Variable      | 6.60%                 | Yes           |                  2 | On Loan: No      |
| AMUR EQUIPMENT FINANCE RECEIVABLES LLC                                                         | AMUR EQUIPMENT FINANCE RECEIVABLES XIII LLC        | CUSIP: 03237CAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1081000 | PA      | $1091533.92   | 0.04%             | 2031-01-21      | Fixed         | 5.37%                 | Yes           |                  2 | On Loan: No      |
| Becle, S.A.B. de C.V.                                                                          | BECLE SAB DE CV                                    | CUSIP: 07586PAA9<br>LEI: 529900JY55CZKMJLCE09 | Long             | DBT              | CORP              | MX        |   3000000 | PA      | $2565176.43   | 0.10%             | 2031-10-14      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| THE PNC FINANCIAL SERVICES GROUP, INC.                                                         | PNC FINANCIAL SERVICES GROUP INC THE               | CUSIP: 693475BS3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1152090.96   | 0.04%             | 2034-08-18      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| SONOCO PRODUCTS COMPANY                                                                        | SONOCO PRODUCTS CO                                 | CUSIP: 835495AS1<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1957625.87   | 0.07%             | 2034-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| SREIT COMMERCIAL MORTGAGE TRUST                                                                | STWD TRUST                                         | CUSIP: 85236WCG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1498539.44   | 0.06%             | 2036-11-15      | Floating      | 4.96%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                                       | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 38385JEZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2958830 | PA      | $2955806.17   | 0.11%             | 2065-05-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XKR85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1105634 | PA      | $938171.39    | 0.04%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133KYXY0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1345181 | PA      | $1332993.05   | 0.05%             | 2042-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                     | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36179YAR5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2182585 | PA      | $2171578.15   | 0.08%             | 2053-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137HFNP6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2197482 | PA      | $2187698.34   | 0.08%             | 2051-06-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GREATAMERICA LEASING RECEIVABLES FUNDING, L.L.C.                                               | GREATAMERICA LEASING RECEIVABLES                   | CUSIP: 39154TCL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1480000 | PA      | $1500629.41   | 0.06%             | 2030-12-16      | Fixed         | 5.18%                 | Yes           |                  2 | On Loan: No      |
| Banco Santander, S.A.                                                                          | BANCO SANTANDER SA                                 | CUSIP: 05964HAV7<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    750000 | PA      | $809213.23    | 0.03%             | 2033-08-08      | Fixed         | 6.92%                 | No            |                  2 | On Loan: No      |
| VAR ENERGI ASA                                                                                 | VAR ENERGI ASA                                     | CUSIP: 92212WAE0<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |   1150000 | PA      | $1308021.13   | 0.05%             | 2032-11-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| SMITH & NEPHEW PLC                                                                             | SMITH NEPHEW PLC                                   | CUSIP: 83192PAD0<br>LEI: 213800ZTMDN8S67S1H61 | Long             | DBT              | CORP              | GB        |   2000000 | PA      | $2028793.83   | 0.08%             | 2034-03-20      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                                             | ORACLE CORP                                        | CUSIP: 68389XBV6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $912276.32    | 0.03%             | 2030-04-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| LOEWS CORPORATION                                                                              | LOEWS CORP                                         | CUSIP: 540424AU2<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1465814.79   | 0.05%             | 2036-04-01      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140X8F28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1719990 | PA      | $1449858.45   | 0.05%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CHICAGO ILL                                                                                    | CITY OF CHICAGO IL                                 | CUSIP: 1674862D0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1315000 | PA      | $1319613.52   | 0.05%             | 2031-01-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133KY6P9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3904744 | PA      | $3892696.49   | 0.15%             | 2045-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BOARDWALK PIPELINES, LP                                                                        | BOARDWALK PIPELINES LP                             | CUSIP: 096630AF5<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |    220000 | PA      | $219807.13    | 0.01%             | 2027-07-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| GLP Capital, L.P.                                                                              | GLP CAPITAL LP GLP FINANCING II INC                | CUSIP: 361841AR0<br>LEI: 2549005PXW31DRW8EC44 | Long             | DBT              | CORP              | US        |    933000 | PA      | $833144.88    | 0.03%             | 2032-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ONE MANHATTAN WEST                                                                             | MANHATTAN WEST                                     | CUSIP: 563136AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2176000 | PA      | $2096548.07   | 0.08%             | 2040-09-10      | Fixed         | 2.13%                 | Yes           |                  2 | On Loan: No      |
| BX TRUST                                                                                       | BX TRUST 2025 GW                                   | CUSIP: 12433GAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1998180.94   | 0.07%             | 2042-07-15      | Floating      | 5.26%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XKKU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1219890 | PA      | $1185366.93   | 0.04%             | 2053-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 31427QXP2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1989167 | PA      | $1966638.02   | 0.07%             | 2055-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ABN AMRO Bank N.V.                                                                             | ABN AMRO BANK NV                                   | CUSIP: 00084DAL4<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |    260000 | PA      | $259996.55    | 0.01%             | 2026-04-18      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| BXP TRUST                                                                                      | BXP TRUST 2017 GM                                  | CUSIP: 05607TAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    550000 | PA      | $474361.14    | 0.02%             | 2044-01-15      | Variable      | 2.87%                 | Yes           |                  2 | On Loan: No      |
| CREDIT ACCEPTANCE AUTO LOAN TRUST                                                              | CREDIT ACCEPTANCE AUTO LOAN TRUST 2023 2           | CUSIP: 22537EAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    930763 | PA      | $933967.15    | 0.03%             | 2033-07-15      | Fixed         | 6.61%                 | Yes           |                  2 | On Loan: No      |
| Northern States Power Company (Minnesota)                                                      | NORTHERN STATES POWER CO MN                        | CUSIP: 665772DB2<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    967000 | PA      | $955181.25    | 0.04%             | 2036-05-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| SCG COMMERCIAL MORTGAGE TRUST                                                                  | SCG COMMERCIAL MORTGAGE TRUST 2025 FLWR            | CUSIP: 78438AAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1994453.50   | 0.07%             | 2030-08-15      | Floating      | 4.92%                 | Yes           |                  2 | On Loan: No      |
| ZAYO ISSUER, LLC                                                                               | ZAYO ISSUER LLC                                    | CUSIP: 98919WAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2500000 | PA      | $2524308.99   | 0.09%             | 2055-03-20      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: No      |
| PITTSBURGH PA PUB PKG AUTH PKG REV                                                             | PITTSBURGH PA PUBLIC PKG AUTH                      | CUSIP: 725259MG7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    895000 | PA      | $837936.44    | 0.03%             | 2029-12-01      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418EF21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  17978772 | PA      | $17427782.02  | 0.65%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| British Airways Pass Through Trust 2018-AA                                                     | BRITISH AIRWAYS 2018 1 CLASS AA PASS THROUGH TRUST | CUSIP: 11042TAA1<br>LEI: 2549007HITOHPGVGUX03 | Long             | DBT              | CORP              | US        |    497548 | PA      | $484405.44    | 0.02%             | 2033-03-20      | Fixed         | 3.80%                 | Yes           |                  2 | On Loan: No      |
| AMPHENOL CORPORATION                                                                           | AMPHENOL CORP                                      | CUSIP: 032095AL5<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |   1220000 | PA      | $1082022.41   | 0.04%             | 2031-09-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| PINNACLE WEST CAPITAL CORPORATION                                                              | PINNACLE WEST CAPITAL CORP                         | CUSIP: 723484AN1<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | DBT              | CORP              | US        |    890000 | PA      | $904494.51    | 0.03%             | 2030-05-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| SBNA AUTO RECEIVABLES TRUST                                                                    | SBNA AUTO RECEIVABLES TRUST 2024 A                 | CUSIP: 78437PAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1514655.63   | 0.06%             | 2029-09-17      | Fixed         | 5.29%                 | Yes           |                  2 | On Loan: No      |
| CITIBANK CREDIT CARD ISSUANCE TRUST                                                            | CITIBANK CREDIT CARD ISSUANCE TRUST                | CUSIP: 17305EGS8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1900000 | PA      | $1892350.80   | 0.07%             | 2030-10-13      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORPORATION                                                                        | DUKE ENERGY CORP                                   | CUSIP: 26441CCJ2<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    915000 | PA      | $893398.16    | 0.03%             | 2035-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY COMPANY                                                                             | DTE ENERGY CO                                      | CUSIP: 233331BL0<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    482000 | PA      | $504978.71    | 0.02%             | 2034-06-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COMPANY OF COLORADO                                                             | PUBLIC SERVICE CO OF COLORADO                      | CUSIP: 744448DE8<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    960000 | PA      | $946935.93    | 0.04%             | 2036-06-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| DOLLAR GENERAL CORPORATION                                                                     | DOLLAR GENERAL CORP                                | CUSIP: 256677AP0<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |    970000 | PA      | $981375.83    | 0.04%             | 2033-07-05      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| MARTIN MARIETTA MATERIALS, INC.                                                                | MARTIN MARIETTA MATERIALS INC                      | CUSIP: 573284BB1<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |    800000 | PA      | $754024.18    | 0.03%             | 2054-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TAPESTRY, INC.                                                                                 | TAPESTRY INC                                       | CUSIP: 876030AL1<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |   1595000 | PA      | $1599956.17   | 0.06%             | 2035-03-11      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                                                              | SYSCO CORP                                         | CUSIP: 871829BX4<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |   1048000 | PA      | $999647.57    | 0.04%             | 2036-03-25      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ARI FLEET LEASE TRUST                                                                          | ARI FLEET LEASE TRUST                              | CUSIP: 00218KAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1300000 | PA      | $1315379.32   | 0.05%             | 2032-11-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                                                           | JPMORGAN CHASE CO                                  | CUSIP: 48128GW71<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $725364.93    | 0.03%             | 2035-09-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COMPANY GAS CAPITAL CORPORATION                                                       | SOUTHERN CO GAS CAPITAL CORP                       | CUSIP: 8426EPAD0<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    145000 | PA      | $127280.29    | 0.00%             | 2031-01-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| HSBC US GOVERNMENT MONEY MARKET FUND                                                           | HSBC US GOVT MMKT-I                                | CUSIP: 40428X107<br>LEI: N/A                  | Long             | STIV             | RF                | US        |   2653344 | NS      | $2653343.88   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| JDE Peet's N.V.                                                                                | JDE PEET S NV                                      | CUSIP: 47216QAC7<br>LEI: 724500EHG519SE5ZRT89 | Long             | DBT              | CORP              | NL        |   3000000 | PA      | $2606361.90   | 0.10%             | 2031-09-24      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| SMURFIT WESTROCK FINANCING DESIGNATED ACTIVITY COMPANY                                         | SMURFIT WESTROCK FINANCING DAC                     | CUSIP: 83272YAB8<br>LEI: 6354005S6ZLHLVX7VT12 | Long             | DBT              | CORP              | IE        |   1000000 | PA      | $1006593.55   | 0.04%             | 2035-01-15      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418EF47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1952953 | PA      | $1936631.53   | 0.07%             | 2052-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GREENSTATE AUTO RECEIVABLES TRUST                                                              | GREENSTATE AUTO RECEIVABLES TRUST 2024 1           | CUSIP: 39573AAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4000000 | PA      | $4039299.80   | 0.15%             | 2030-01-15      | Fixed         | 5.17%                 | Yes           |                  2 | On Loan: No      |
| BENCHMARK MORTGAGE TRUST                                                                       | BENCHMARK 2026 B42 MORTGAGE TRUST                  | CUSIP: 08164FAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1750000 | PA      | $1756883.07   | 0.07%             | 2059-03-15      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORPORATION                                                               | OCCIDENTAL PETROLEUM CORP                          | CUSIP: 674599DF9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   1645000 | PA      | $1756114.00   | 0.07%             | 2036-09-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| CENTENE CORPORATION                                                                            | CENTENE CORP                                       | CUSIP: 15135BAX9<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   1450000 | PA      | $1215635.30   | 0.05%             | 2031-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                       | U S TREASURY NOTE                                  | CUSIP: 91282CJJ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  49300000 | PA      | $50324515.63  | 1.88%             | 2033-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| THE TIMKEN COMPANY                                                                             | TIMKEN CO THE                                      | CUSIP: 887389AL8<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | DBT              | CORP              | US        |   3150000 | PA      | $2973839.56   | 0.11%             | 2032-04-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CCG RECEIVABLES TRUST                                                                          | CCG RECEIVABLES TRUST 2025 1                       | CUSIP: 12515XAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    965000 | PA      | $969216.99    | 0.04%             | 2032-10-14      | Fixed         | 4.69%                 | Yes           |                  2 | On Loan: No      |
| DBJPM MORTGAGE TRUST                                                                           | DBJPM 16 C1 MORTGAGE TRUST                         | CUSIP: 23312LAS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     75387 | PA      | $74738.40     | 0.00%             | 2049-05-10      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| RAYBURN COUNTRY SECURITIZATION LLC                                                             | RAYBURN COUNTRY SECURITIZATION LLC                 | CUSIP: 75458JAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    308720 | PA      | $293467.54    | 0.01%             | 2032-12-01      | Fixed         | 2.31%                 | Yes           |                  2 | On Loan: No      |
| CLECO POWER LLC                                                                                | CLECO POWER LLC                                    | CUSIP: 185508AJ7<br>LEI: TM1ZH54SJKLNHFCBFK92 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2481465.67   | 0.09%             | 2036-01-15      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140XMMK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3967952 | PA      | $3674628.26   | 0.14%             | 2052-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                               | PARAMOUNT GLOBAL                                   | CUSIP: 92553PAP7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $904155.00    | 0.03%             | 2043-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                       | U S TREASURY BOND                                  | CUSIP: 912810TC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12190000 | PA      | $8430146.88   | 0.32%             | 2041-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                                                           | GLENCORE FUNDING LLC                               | CUSIP: 378272BE7<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $956114.59    | 0.04%             | 2031-04-27      | Fixed         | 2.85%                 | Yes           |                  2 | On Loan: No      |
| TARRANT CNTY TEX CULTURAL ED FACS FIN CORP HOSP REV                                            | TARRANT COUNTY CULTURAL EDUCATION FACILITIES FINAN | CUSIP: 87638QQX0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    525000 | PA      | $520144.98    | 0.02%             | 2026-09-01      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133BE6T5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    948016 | PA      | $918786.43    | 0.03%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SECURITIZED TERM AUTO RECEIVABLES TRUST                                                        | SECURITIZED TERM AUTO RECEIVABLES TRUST 2025 B     | CUSIP: 81378WAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1356589 | PA      | $1366211.77   | 0.05%             | 2032-12-29      | Fixed         | 4.92%                 | Yes           |                  2 | On Loan: No      |
| BX TRUST                                                                                       | BX TRUST                                           | CUSIP: 05606FAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    923077 | PA      | $871481.45    | 0.03%             | 2041-12-09      | Fixed         | 3.20%                 | Yes           |                  2 | On Loan: No      |
| DLLMT LLC                                                                                      | DLLMT 2026 1 LLC                                   | CUSIP: 23347JAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1250000 | PA      | $1249673.06   | 0.05%             | 2033-09-20      | Fixed         | 4.36%                 | Yes           |                  2 | On Loan: No      |
| CREDIT ACCEPTANCE AUTO LOAN TRUST                                                              | CREDIT ACCEPTANCE AUTO LOAN TRUST 2024 3           | CUSIP: 22535LAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $2004278.93   | 0.08%             | 2034-09-15      | Fixed         | 4.68%                 | Yes           |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY COMPANY LLC                                                            | ONCOR ELECTRIC DELIVERY                            | CUSIP: 68233JCD4<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |   1575000 | PA      | $918669.25    | 0.03%             | 2051-11-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                       | U S TREASURY BOND                                  | CUSIP: 912810SY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13250000 | PA      | $9655937.50   | 0.36%             | 2041-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| COLONIAL ENTERPRISES, INC.                                                                     | COLONIAL ENTERPRISES INC                           | CUSIP: 19565CAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    875000 | PA      | $819499.83    | 0.03%             | 2030-05-15      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3132DUQT7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4515085 | PA      | $4564463.11   | 0.17%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Shell International Finance B.V.                                                               | SHELL INTERNATIONAL FINANCE BV                     | CUSIP: 822582CK6<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |   2010000 | PA      | $1459909.53   | 0.05%             | 2041-11-26      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| SCCU AUTO RECEIVABLES TRUST                                                                    | SCCU AUTO RECEIVABLES TRUST 2023 1                 | CUSIP: 805922AG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    900000 | PA      | $911740.28    | 0.03%             | 2029-09-17      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                     | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 3618J6EV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    709351 | PA      | $724149.62    | 0.03%             | 2054-10-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Regal Rexnord Corporation                                                                      | REGAL REXNORD CORP                                 | CUSIP: 758750AP8<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1056175.80   | 0.04%             | 2033-04-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| BUCKEYE PARTNERS, L.P.                                                                         | BUCKEYE PARTNERS LP                                | CUSIP: 118230AR2<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |    635000 | PA      | $622254.81    | 0.02%             | 2027-12-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMERICAN PIPELINE, L.P.                                                             | PLAINS ALL AMER PIPELINE                           | CUSIP: 72650RBE1<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |    300000 | PA      | $254440.77    | 0.01%             | 2044-06-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| VERDANT RECEIVABLES LLC                                                                        | VERDANT RECEIVABLES 2023 1 LLC                     | CUSIP: 92339GAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    459032 | PA      | $465339.21    | 0.02%             | 2031-01-13      | Fixed         | 6.24%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                                       | U S TREASURY BOND                                  | CUSIP: 912810TL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2000000 | PA      | $1718437.50   | 0.06%             | 2052-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Nationwide Building Society                                                                    | NATIONWIDE BUILDING SOCIETY                        | CUSIP: 63861VAB3<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |    905000 | PA      | $898678.03    | 0.03%             | 2029-03-08      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                                       | U S TREASURY BOND                                  | CUSIP: 912810TT5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $8771875.00   | 0.33%             | 2053-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| THE BOEING COMPANY                                                                             | BOEING CO THE                                      | CUSIP: 097023DC6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   2875000 | PA      | $2732787.79   | 0.10%             | 2031-02-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| DUQUESNE LIGHT HOLDINGS, INC.                                                                  | DUQUESNE LIGHT HOLDINGS INC                        | CUSIP: 266233AH8<br>LEI: 4CUJ1D8WDXK9X7QI6B93 | Long             | DBT              | CORP              | US        |   1570000 | PA      | $1429225.56   | 0.05%             | 2030-10-01      | Fixed         | 2.53%                 | Yes           |                  2 | On Loan: No      |
| ALLY AUTO RECEIVABLES TRUST                                                                    | ALLY AUTO RECEIVABLES TRUST 2024 1                 | CUSIP: 02008FAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1263000 | PA      | $1277347.45   | 0.05%             | 2029-10-15      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| NIAGARA MOHAWK POWER CORPORATION                                                               | NIAGARA MOHAWK POWER CORP                          | CUSIP: 65364UAT3<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |   1020000 | PA      | $1022166.80   | 0.04%             | 2034-01-17      | Fixed         | 5.29%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3128MMXF5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     69294 | PA      | $67254.81     | 0.00%             | 2033-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KEYSIGHT TECHNOLOGIES, INC.                                                                    | KEYSIGHT TECHNOLOGIES INC                          | CUSIP: 49338LAG8<br>LEI: 549300GLKVIO8YRCYN02 | Long             | DBT              | CORP              | US        |    960000 | PA      | $949736.95    | 0.04%             | 2034-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                     | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 3622AB3J9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2547102 | PA      | $2322139.35   | 0.09%             | 2052-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SFS AUTO RECEIVABLES SECURITIZATION TRUST                                                      | SFS AUTO RECEIVABLES SECURITIZATION TRUST 2024 1   | CUSIP: 78435VAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    840000 | PA      | $853656.82    | 0.03%             | 2031-01-21      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| CF INDUSTRIES, INC.                                                                            | CF INDUSTRIES INC                                  | CUSIP: 12527GAL7<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1993161.53   | 0.07%             | 2035-11-26      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| WHEELS FLEET LEASE FUNDING LLC                                                                 | WHEELS FLEET LEASE FUNDING 1 LLC                   | CUSIP: 96328GAS6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    337718 | PA      | $339199.22    | 0.01%             | 2038-04-18      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| CHASE AUTO OWNER TRUST                                                                         | CHASE AUTO OWNER TRUST                             | CUSIP: 16144CAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2700000 | PA      | $2763995.79   | 0.10%             | 2030-01-25      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: No      |
| LBA TRUST                                                                                      | LBA TRUST 2024 7IND                                | CUSIP: 52109XAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1420384 | PA      | $1418833.42   | 0.05%             | 2041-10-15      | Floating      | 5.12%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                                       | U S TREASURY NOTE                                  | CUSIP: 91282CMM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15000000 | PA      | $15389062.50  | 0.58%             | 2035-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3138XSFY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     42078 | PA      | $40547.68     | 0.00%             | 2044-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC.                                                                          | KEURIG DR PEPPER INC                               | CUSIP: 49271VAP5<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    750000 | PA      | $734490.07    | 0.03%             | 2029-04-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| AUTONATION FINANCE TRUST                                                                       | AUTONATION FINANCE TRUST 2025 1                    | CUSIP: 05330QAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2955000 | PA      | $2991265.17   | 0.11%             | 2030-08-12      | Fixed         | 5.03%                 | Yes           |                  2 | On Loan: No      |
| GLS AUTO SELECT RECEIVABLES TRUST                                                              | GLS AUTO SELECT RECEIVABLES TRUST 2024 1           | CUSIP: 37988XAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    875000 | PA      | $884240.18    | 0.03%             | 2030-03-15      | Fixed         | 5.32%                 | Yes           |                  2 | On Loan: No      |
| FIRST INVESTORS AUTO OWNER TRUST                                                               | FIRST INVESTORS AUTO OWNER TRUST 2025 1            | CUSIP: 32059WAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1990600.53   | 0.07%             | 2031-01-15      | Fixed         | 4.39%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                                       | U S TREASURY NOTE                                  | CUSIP: 9128284V9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    280000 | PA      | $274071.88    | 0.01%             | 2028-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418FSJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1448611 | PA      | $1445656.99   | 0.05%             | 2045-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LEIDOS, INC.                                                                                   | LEIDOS INC                                         | CUSIP: 52532XAJ4<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |   2400000 | PA      | $2488840.42   | 0.09%             | 2033-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3140W34J5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1462388 | PA      | $1472796.43   | 0.06%             | 2055-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| STACK INFRASTRUCTURE ISSUER, LLC                                                               | STACK INFRASTRUCTURE ISSUER LLC                    | CUSIP: 85236KAR3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1625044 | PA      | $1571705.85   | 0.06%             | 2056-03-25      | Variable      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 31427PTH7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2382438 | PA      | $2356932.09   | 0.09%             | 2055-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY INDIANA, LLC                                                                       | DUKE ENERGY INDIANA LLC                            | CUSIP: 26443TAG1<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |    486000 | PA      | $478559.11    | 0.02%             | 2036-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                       | U S TREASURY NOTE                                  | CUSIP: 91282CJZ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11030000 | PA      | $10881784.38  | 0.41%             | 2034-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ASCOT GROUP LIMITED                                                                            | ASCOT GROUP LTD                                    | CUSIP: 04365XAA6<br>LEI: 213800DJV7WRJBE2II28 | Long             | DBT              | CORP              | BM        |   1930000 | PA      | $1800815.67   | 0.07%             | 2030-12-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| NP SPE IX LP                                                                                   | NP SPE II LLC                                      | CUSIP: 62954JAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    491320 | PA      | $438891.48    | 0.02%             | 2049-09-20      | Fixed         | 3.24%                 | Yes           |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS, L.P.                                                                    | HOST HOTELS RESORTS LP                             | CUSIP: 44107TAY2<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |    370000 | PA      | $351462.92    | 0.01%             | 2029-12-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| COSTAR GROUP, INC.                                                                             | COSTAR GROUP INC                                   | CUSIP: 22160NAA7<br>LEI: 984500Q1D53D08E2E698 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $904526.79    | 0.03%             | 2030-07-15      | Fixed         | 2.80%                 | Yes           |                  2 | On Loan: No      |
| HARBOUR ENERGY PLC                                                                             | HARBOUR ENERGY PLC                                 | CUSIP: 411618AD3<br>LEI: 213800YPC42DYBKVPF97 | Long             | DBT              | CORP              | GB        |   2800000 | PA      | $2863092.42   | 0.11%             | 2035-04-01      | Fixed         | 6.33%                 | Yes           |                  2 | On Loan: No      |
| EMERGENT AUTO RECEIVABLES TRUST                                                                | ENT AUTO RECEIVABLES TRUST 2023 1                  | CUSIP: 293601AG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2700000 | PA      | $2747145.67   | 0.10%             | 2029-11-15      | Fixed         | 6.26%                 | Yes           |                  2 | On Loan: No      |
| WORKDAY, INC.                                                                                  | WORKDAY INC                                        | CUSIP: 98138HAH4<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1461889.81   | 0.05%             | 2029-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                       | U S TREASURY BOND                                  | CUSIP: 912810QA9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  20250000 | PA      | $18256640.63  | 0.68%             | 2039-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATURAL RESOURCES LIMITED                                                             | CANADIAN NATURAL RESOURCES LTD                     | CUSIP: 136385BE0<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |   1930000 | PA      | $1951799.41   | 0.07%             | 2034-12-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CBRE SERVICES, INC.                                                                            | CBRE SERVICES INC                                  | CUSIP: 12505BAK6<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |   1604000 | PA      | $1618414.56   | 0.06%             | 2035-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CROSSROADS ASSET TRUST                                                                         | CROSSROADS ASSET TRUST                             | CUSIP: 22767VAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    228000 | PA      | $228649.98    | 0.01%             | 2032-02-20      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| HOUSTON GALLERIA MALL TRUST                                                                    | HOUSTON GALLERIA MALL TRUST 2025 HGLR              | CUSIP: 44216XAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2752667 | PA      | $2808635.84   | 0.11%             | 2045-02-05      | Variable      | 5.64%                 | Yes           |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                                             | ENERGY TRANSFER LP                                 | CUSIP: 29273VAN0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $998090.94    | 0.04%             | 2199-12-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CHURCH & DWIGHT CO., INC.                                                                      | CHURCH DWIGHT CO INC                               | CUSIP: 17136MAA0<br>LEI: POOXSI30AWAQGYJZC921 | Long             | DBT              | CORP              | US        |    865000 | PA      | $766764.56    | 0.03%             | 2031-12-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| LG ENERGY SOLUTION, LTD.                                                                       | LG ENERGY SOLUTION LTD                             | CUSIP: 50205MAE9<br>LEI: 988400QX6P286XA6ZS85 | Long             | DBT              | CORP              | KR        |   2060000 | PA      | $2040298.56   | 0.08%             | 2034-07-02      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: —       |
| BP CAPITAL MARKETS P.L.C.                                                                      | BP CAPITAL MARKETS PLC                             | CUSIP: 05565QDV7<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |    750000 | PA      | $739705.17    | 0.03%             | 2199-12-31      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CITIZENS AUTO RECEIVABLES TRUST                                                                | CITIZENS AUTO RECEIVABLES TRUST 2023 1             | CUSIP: 17331KAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1012097.88   | 0.04%             | 2030-10-15      | Fixed         | 5.78%                 | Yes           |                  2 | On Loan: No      |
| MAD COMMERCIAL MORTGAGE TRUST                                                                  | MAD COMMERCIAL MORTGAGE TRUST 2025 11MD            | CUSIP: 55616AAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1818000 | PA      | $1809194.71   | 0.07%             | 2042-10-15      | Variable      | 4.91%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                                       | U S TREASURY NOTE                                  | CUSIP: 91282CNZ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  30187000 | PA      | $29795512.34  | 1.12%             | 2032-09-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                                                           | MITSUBISHI UFJ FINANCIAL GROUP INC                 | CUSIP: 606822CL6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   1460000 | PA      | $1469679.07   | 0.06%             | 2028-07-20      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                       | U S TREASURY NOTE                                  | CUSIP: 91282CBZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    300000 | PA      | $284718.75    | 0.01%             | 2028-04-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| SCCU AUTO RECEIVABLES TRUST                                                                    | SCCU AUTO RECEIVABLES TRUST 2023 1                 | CUSIP: 805922AJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $2042021.83   | 0.08%             | 2029-11-15      | Fixed         | 6.08%                 | Yes           |                  2 | On Loan: No      |
| RENAISSANCERE HOLDINGS LTD.                                                                    | RENAISSANCERE HOLDINGS LTD                         | CUSIP: 75968NAG6<br>LEI: EK6GB9U3U58PDI411C94 | Long             | DBT              | CORP              | BM        |   1774000 | PA      | $1809539.09   | 0.07%             | 2035-04-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC.                                                                                    | ZOETIS INC                                         | CUSIP: 98978VAX1<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |   1851000 | PA      | $1835645.05   | 0.07%             | 2035-08-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE | CUSIP: 3137FQ3A9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    545000 | PA      | $519841.99    | 0.02%             | 2029-09-25      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                       | U S TREASURY NOTE                                  | CUSIP: 91282CKN0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12250000 | PA      | $12613671.88  | 0.47%             | 2031-04-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| MURPHY OIL USA, INC.                                                                           | MURPHY OIL USA INC                                 | CUSIP: 626738AF5<br>LEI: N32S6DTR2ZZ5222WHV58 | Long             | DBT              | CORP              | US        |   1280000 | PA      | $1187897.58   | 0.04%             | 2031-02-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| MICROSOFT CORPORATION                                                                          | MICROSOFT CORP                                     | CUSIP: 594918CC6<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    615000 | PA      | $368262.00    | 0.01%             | 2050-06-01      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon Corporation                                                        | BANK OF NEW YORK MELLON CORP THE                   | CUSIP: 06406YAB8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    500000 | PA      | $509761.47    | 0.02%             | 2039-07-21      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY RESTORATION BOND COMPANY LLC                                                | CENTERPOINT ENERGY RESTORATION BOND CO III LLC     | CUSIP: 15202GAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3875000 | PA      | $3813430.82   | 0.14%             | 2036-06-15      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| THE HOME DEPOT, INC.                                                                           | HOME DEPOT INC THE                                 | CUSIP: 437076CG5<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   2720000 | PA      | $1523227.20   | 0.06%             | 2051-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                                                             | ROYALTY PHARMA PLC                                 | CUSIP: 78081BAM5<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    870000 | PA      | $586845.66    | 0.02%             | 2050-09-02      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORPORATION                                                              | CAPITAL ONE FINANCIAL CORP                         | CUSIP: 14040HBK0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     92000 | PA      | $91755.89     | 0.00%             | 2026-07-28      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3133KYS91<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1851564 | PA      | $1734431.10   | 0.06%             | 2040-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                       | U S TREASURY BOND                                  | CUSIP: 912810RZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3900000 | PA      | $2751328.13   | 0.10%             | 2047-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CUMMINS INC.                                                                                   | CUMMINS INC                                        | CUSIP: 231021AV8<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1525323.51   | 0.06%             | 2029-02-20      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI SELECT AUTO TRUST                                                                   | WORLD OMNI SELECT AUTO TRUST 2023 A                | CUSIP: 98163UAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1008696.20   | 0.04%             | 2029-01-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC 2018-1A PASS THROUGH TRUST                                                 | UNITED AIRLINES 2018 1 CLASS A PASS THROUGH TRUST  | CUSIP: 90931VAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    325298 | PA      | $311169.91    | 0.01%             | 2031-09-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| FOURSIGHT CAPITAL AUTOMOBILE RECEIVABLES TRUST                                                 | FOURSIGHT CAPITAL AUTOMOBILE RECEIVABLES TRUST 202 | CUSIP: 35105AAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1429000 | PA      | $1433523.64   | 0.05%             | 2029-05-15      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: No      |
| Santander Holdings USA, Inc.                                                                   | SANTANDER HOLDINGS USA INC                         | CUSIP: 80282KAP1<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    480000 | PA      | $479019.38    | 0.02%             | 2027-07-13      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association 2                                                     | GOVERNMENT NATIONAL MORTGAGE CORPORATION           | CUSIP: 36179XLD6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   3676600 | PA      | $3283506.54   | 0.12%             | 2052-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY RESTORATION BOND COMPANY LLC                                                | CENTERPOINT ENERGY RESTORATION BOND CO III LLC     | CUSIP: 15202GAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2923850.22   | 0.11%             | 2040-12-15      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING LLC                                                                 | ENTERPRISE FLEET FINANCING 2022 4 LLC              | CUSIP: 29374GAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $2008468.44   | 0.08%             | 2029-10-22      | Fixed         | 6.35%                 | Yes           |                  2 | On Loan: No      |
| CCG RECEIVABLES TRUST                                                                          | CCG RECEIVABLES TRUST                              | CUSIP: 12511QAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1450000 | PA      | $1481734.27   | 0.06%             | 2032-04-14      | Fixed         | 6.21%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 31335BQD1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     50568 | PA      | $50392.17     | 0.00%             | 2045-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418CV27<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    466578 | PA      | $433073.42    | 0.02%             | 2048-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418ED80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9455474 | PA      | $8957842.52   | 0.34%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                                       | U S TREASURY NOTE                                  | CUSIP: 91282CCF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5500000 | PA      | $5472070.34   | 0.20%             | 2026-05-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| DEXT ABS LLC                                                                                   | DEXT ABS 2025 2 LLC                                | CUSIP: 252153AC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1994850.27   | 0.07%             | 2036-04-15      | Fixed         | 4.23%                 | Yes           |                  2 | On Loan: No      |
| AVENTURA MALL VENTURE                                                                          | AVENTURA MALL TRUST                                | CUSIP: 05359AAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2640000 | PA      | $2604594.21   | 0.10%             | 2040-07-05      | Variable      | 4.25%                 | Yes           |                  2 | On Loan: No      |
| VERIZON MASTER TRUST                                                                           | VERIZON MASTER TRUST                               | CUSIP: 92348KEZ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1986994.27   | 0.07%             | 2033-10-20      | Fixed         | 4.28%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                                                       | U S TREASURY NOTE                                  | CUSIP: 91282CFV8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  52300000 | PA      | $52324515.63  | 1.96%             | 2032-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                                    | FEDERAL HOME LOAN MORTGAGE CORPORATION             | CUSIP: 3128MJW71<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     90824 | PA      | $87534.52     | 0.00%             | 2045-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CYRUSONE DATA CENTER ISSUER LLC                                                                | CYRUSONE DATA CENTERS ISSUER I LLC                 | CUSIP: 23284BAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1349000 | PA      | $1311972.96   | 0.05%             | 2049-05-20      | Variable      | 4.50%                 | Yes           |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-04-30

**Name of Applicant:** Victory Portfolios II

**Signature:** Carol D. Trevino

**Name of Signer:** Carol D. Trevino

**Title:** Treasurer