# EDGAR Filing Document

**Accession Number:** 0000908695
**File Stem:** 0001004726-26-005282
**Filing Date:** 2026-6
**Character Count:** 177334
**Document Hash:** 5ebad34b13170d18d13b28737b405b63
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001004726-26-005282.hdr.sgml**: 20260625

**ACCESSION NUMBER**: 0001004726-26-005282

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260430

**FILED AS OF DATE**: 20260625

**DATE AS OF CHANGE**: 20260625

**PERIOD START**: 20260430

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07852
- **FILM NUMBER:** 261120251

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

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

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

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

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

## Series and Classes Contracts Data

### Victory Ultra Short-Term Bond Fund (Formerly USAA Ultra Short-Term Bond Fund) (Series ID: S000030169)

| Class ID   | Class Name                                              | Ticker Symbol   |
|:---|:---|:---|
| C000092834 | Victory Ultra Short-Term Bond Fund Shares               | UUSTX           |
| C000130753 | Victory Ultra Short-Term Bond Fund Institutional Shares | UUSIX           |
| C000179382 | Victory Ultra Short-Term Bond Fund Class R6             | URUSX           |
| C000220636 | Victory Ultra Short-Term Bond Fund Class A              | USBAX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** San Antonio

  - **State:** TX

  - **Foreign country:** US

  - **Zip / Postal Code:** 78256

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

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

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

- **b. EDGAR series identifier (if any):** S000030169

- **c. LEI of Series:** 549300P1NJ5UMBQKCB83

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

- **a. Date of fiscal year-end:** 2026-04-30

- **b. Date as of which information is reported:** 2026-04-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $300883052.54

**Total Liabilities:** $4319962.30

**Net Assets:** $296563090.24

**Cash Not Reported:** $184409.91

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -1507.42049561 | **1-Year:** -16747.74430827 | **5-Year:** -11888.64690251 | **10-Year:** -1330.04005292 | **30-Year:** -264.24914168

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

- **3-Month:** -207.06582557 | **1-Year:** -1690.26100565 | **5-Year:** -1236.47197382 | **10-Year:** -638.56751818 | **30-Year:** -510.84267774

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000092834 | 0.43%                | -0.13%               | 0.45%                |
| Class ID C000130753 | 0.43%                | -0.13%               | 0.45%                |
| Class ID C000179382 | 0.34%                | -0.02%               | 0.46%                |
| Class ID C000220636 | 0.41%                | -0.05%               | 0.33%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $20301.87                | $83689.16                                  |
| Month 2  | $74658.44                | $-1297004.43                               |
| Month 3  | $-139.11                 | $170820.93                                 |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ABN AMRO Bank N.V.                                             | ABN AMRO BANK NV                                   | CUSIP: 00084DBA7<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |    480000 | PA      | $483239.14    | 0.16%             | 2027-09-18      | Fixed         | 6.34%                 | Yes           |                  2 | On Loan: No      |
| ABN AMRO Bank N.V.                                             | ABN AMRO BANK NV                                   | CUSIP: 00084DBB5<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |   1000000 | PA      | $1004836.60   | 0.34%             | 2027-09-18      | Floating      | 5.43%                 | Yes           |                  2 | On Loan: No      |
| COREBRIDGE GLOBAL FUNDING                                      | COREBRIDGE GLOBAL FUNDING                          | CUSIP: 00138CAW8<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |    295000 | PA      | $295930.79    | 0.10%             | 2026-09-25      | Variable      | 4.99%                 | Yes           |                  2 | On Loan: No      |
| COREBRIDGE GLOBAL FUNDING                                      | COREBRIDGE GLOBAL FUNDING                          | CUSIP: 00138CBE7<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $999235.24    | 0.34%             | 2028-01-07      | Floating      | 4.40%                 | Yes           |                  2 | On Loan: No      |
| THE AES CORPORATION                                            | THE AES CORPORATION                                | CUSIP: 00809KE87<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | STIV             | CORP              | US        |    900000 | PA      | $899190.99    | 0.30%             |  |  |  | Yes           |                  2 | On Loan: No      |
| THE AES CORPORATION                                            | THE AES CORPORATION                                | CUSIP: 00809KEV6<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | STIV             | CORP              | US        |   1000000 | PA      | $996552.10    | 0.34%             |  |  |  | Yes           |                  2 | On Loan: No      |
| AIR CANADA                                                     | AIR CANADA                                         | CUSIP: 008911BK4<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | DBT              | CORP              | CA        |    750000 | PA      | $748099.98    | 0.25%             | 2026-08-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Air Canada 2015-2 Pass Through Trusts                          | AIR CANADA 2015 2 CLASS AA PTT                     | CUSIP: 009088AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    735896 | PA      | $723497.34    | 0.24%             | 2029-06-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| ALA TRUST                                                      | ALA TRUST 2025 OANA                                | CUSIP: 009920AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    850000 | PA      | $853273.18    | 0.29%             | 2030-06-15      | Floating      | 5.40%                 | Yes           |                  2 | On Loan: No      |
| ALA TRUST                                                      | ALA TRUST 2025 OANA                                | CUSIP: 009920AC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $501566.35    | 0.17%             | 2030-06-15      | Floating      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE EQUITIES, INC.                          | ALEXANDRIA REAL ESTATE E                           | CUSIP: 01527ME17<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | STIV             | CORP              | US        |   5200000 | PA      | $5199437.88   | 1.75%             |  |  |  | Yes           |                  2 | On Loan: No      |
| ALGONQUIN POWER & UTILITIES CORP.                              | ALGONQUIN POWER UTILITIES CORP                     | CUSIP: 015857AF2<br>LEI: 549300K5VIUTJXQL7X75 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $1000607.73   | 0.34%             | 2026-06-15      | Fixed         | 5.37%                 | 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      | $1488799.50   | 0.50%             | 2046-08-15      | Fixed         | 1.94%                 | Yes           |                  2 | On Loan: No      |
| ALLOYA AUTO RECEIVABLES TRUST                                  | ALLOYA AUTO RECEIVABLES TRUST 2025 1               | CUSIP: 01986QAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $502042.25    | 0.17%             | 2030-07-25      | Fixed         | 5.19%                 | Yes           |                  2 | On Loan: No      |
| ALLY FINANCIAL INC.                                            | ALLY FINANCIAL INC                                 | CUSIP: 02005NBM1<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    500000 | PA      | $498795.55    | 0.17%             | 2199-12-31      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ALLY BANK AUTO CREDIT-LINKED NOTES                             | ALLY BANK AUTO CREDIT LINKED NOTES SERIES 2025 A   | CUSIP: 02007G5E9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    529926 | PA      | $529821.57    | 0.18%             | 2033-06-15      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| ALLY BANK AUTO CREDIT-LINKED NOTES                             | ALLY BANK AUTO CREDIT LINKED NOTES SERIES 2025 B   | CUSIP: 02007G6P3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    397946 | PA      | $397228.07    | 0.13%             | 2033-09-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| ALLY BANK AUTO CREDIT-LINKED NOTES                             | ALLY BANK AUTO CREDIT LINKED NOTES SERIES 2025 B   | CUSIP: 02007G6R9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    931195 | PA      | $929594.37    | 0.31%             | 2033-09-15      | Fixed         | 4.94%                 | Yes           |                  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        |    246690 | PA      | $242091.14    | 0.08%             | 2029-07-15      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS COMPANY                                       | AMERICAN EXPRESS CO                                | CUSIP: 025816CH0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    250000 | PA      | $247605.65    | 0.08%             | 2199-12-31      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS COMPANY                                       | AMERICAN EXPRESS CO                                | CUSIP: 025816EE5<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    750000 | PA      | $757882.18    | 0.26%             | 2029-04-25      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORPORATION                             | AMERICAN HONDA FINANCE CORP                        | CUSIP: 02665WFW6<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $999146.19    | 0.34%             | 2028-03-05      | Floating      | 4.48%                 | No            |                  2 | On Loan: No      |
| AMERICAN NATIONAL GLOBAL FUNDING                               | AMERICAN NATIONAL GLOBAL FUNDING                   | CUSIP: 02771D2D5<br>LEI: 63540033TQXTOXKK1L93 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $993678.36    | 0.34%             | 2028-12-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| AMUR EQUIPMENT FINANCE RECEIVABLES LLC                         | AMUR EQUIPMENT FINANCE RECEIVABLES XI LLC          | CUSIP: 03236XAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     10438 | PA      | $10444.37     | 0.00%             | 2028-06-21      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| AMUR EQUIPMENT FINANCE RECEIVABLES LLC                         | AMUR EQUIPMENT FINANCE RECEIVABLES XII LLC         | CUSIP: 03236YAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     78730 | PA      | $79116.59     | 0.03%             | 2029-12-20      | Fixed         | 6.09%                 | Yes           |                  2 | On Loan: No      |
| ANTARES HOLDINGS LP                                            | ANTARES HOLDINGS LP                                | CUSIP: 03666HAC5<br>LEI: 5493008EAIGV4283RM42 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1495501.16   | 0.50%             | 2026-07-15      | Fixed         | 3.95%                 | Yes           |                  2 | On Loan: No      |
| APOLLO DEBT SOLUTIONS BDC                                      | APOLLO DEBT SOLUTIONS BDC                          | CUSIP: 03770DAH6<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $989140.01    | 0.33%             | 2028-12-08      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| ARES STRATEGIC INCOME FUND                                     | ARES STRATEGIC INCOME FUND                         | CUSIP: 04020EAP2<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $972559.11    | 0.33%             | 2029-01-15      | Fixed         | 4.85%                 | Yes           |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                          | ATHENE GLOBAL FUNDING                              | CUSIP: 04685A3U3<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1003113.43   | 0.34%             | 2027-03-25      | Floating      | 4.86%                 | Yes           |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                          | ATHENE GLOBAL FUNDING                              | CUSIP: 04685A4M0<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    300000 | PA      | $299465.45    | 0.10%             | 2028-03-06      | Floating      | 4.60%                 | Yes           |                  2 | On Loan: No      |
| ATLAS WAREHOUSE LENDING COMPANY, L.P.                          | ATLAS WAREHOUSE LENDING CO LP                      | CUSIP: 049463AF9<br>LEI: 25490068J12A1HV7YM70 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1135694.00   | 0.38%             | 2028-11-15      | Fixed         | 4.62%                 | 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        |    250000 | PA      | $249603.65    | 0.08%             | 2030-08-15      | Floating      | 5.30%                 | Yes           |                  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        |    978723 | PA      | $971814.65    | 0.33%             | 2030-08-15      | Floating      | 5.75%                 | Yes           |                  2 | On Loan: No      |
| AUTONATION, INC.                                               | AUTONATION INC                                     | CUSIP: 05330NE47<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   1000000 | PA      | $999538.90    | 0.34%             |  |  |  | Yes           |                  2 | On Loan: No      |
| AUTONATION, INC.                                               | AUTONATION INC                                     | CUSIP: 05330NE54<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   1000000 | PA      | $999423.60    | 0.34%             |  |  |  | Yes           |                  2 | On Loan: No      |
| AVIS BUDGET RENTAL CAR FUNDING                                 | AVIS BUDGET RENTAL CAR FUNDING AESOP LLC           | CUSIP: 05377RGN8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $250863.12    | 0.08%             | 2027-10-20      | Fixed         | 6.18%                 | Yes           |                  2 | On Loan: No      |
| BBCMS TRUST                                                    | BARCLAYS COMMERCIAL MORTGAGE SECURITIES LLC        | CUSIP: 05492NAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $39655.33     | 0.01%             | 2034-11-15      | Floating      | 5.08%                 | Yes           |                  2 | On Loan: No      |
| BMW US CAPITAL, LLC                                            | BMW US CAPITAL LLC                                 | CUSIP: 05565ECX1<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1004263.91   | 0.34%             | 2028-03-21      | Floating      | 4.57%                 | Yes           |                  2 | On Loan: No      |
| BPCE SA                                                        | BPCE SA                                            | CUSIP: 05571AAP0<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    500000 | PA      | $503296.86    | 0.17%             | 2027-10-19      | Floating      | 5.63%                 | Yes           |                  2 | On Loan: No      |
| BPCE SA                                                        | BPCE SA                                            | CUSIP: 05571AAQ8<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    500000 | PA      | $504958.12    | 0.17%             | 2027-10-19      | Fixed         | 6.61%                 | Yes           |                  2 | On Loan: No      |
| BX TRUST                                                       | BX TRUST 2025 ROIC                                 | CUSIP: 05593VAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    379949 | PA      | $379164.83    | 0.13%             | 2030-03-15      | Floating      | 4.80%                 | Yes           |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                                   | BX 2021 LBA3 MORTGAGE TRUST                        | CUSIP: 05609PAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $997945.31    | 0.34%             | 2036-10-15      | Floating      | 4.87%                 | Yes           |                  2 | On Loan: No      |
| BX TRUST                                                       | BX TRUST 2022 CLS                                  | CUSIP: 05609XAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    234000 | PA      | $233686.16    | 0.08%             | 2027-10-13      | Fixed         | 5.76%                 | Yes           |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                                   | BX TRUST 2025 VOLT                                 | CUSIP: 05619PAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    982906 | PA      | $980819.97    | 0.33%             | 2044-12-15      | Floating      | 5.75%                 | Yes           |                  2 | On Loan: No      |
| BX COMMERCIAL MORTGAGE TRUST                                   | BX TRUST 2025 VOLT                                 | CUSIP: 05619PAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    238095 | PA      | $237243.22    | 0.08%             | 2044-12-15      | Floating      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| BLP COMMERCIAL MORTGAGE TRUST                                  | BLP COMMERCIAL MORTGAGE TRUST 2025 IND             | CUSIP: 05625BAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    714668 | PA      | $712166.84    | 0.24%             | 2042-03-15      | Floating      | 5.22%                 | Yes           |                  2 | On Loan: No      |
| Bacardi-Martini B.V.                                           | BACARDI USA INC                                    | CUSIP: 05634FEU9<br>LEI: 5493002XXBV8B88K2408 | Long             | STIV             | CORP              | NL        |   1000000 | PA      | $996624.10    | 0.34%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Banco Santander, S.A.                                          | BANCO SANTANDER SA                                 | CUSIP: 05964HBC8<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   1500000 | PA      | $1508388.15   | 0.51%             | 2028-03-14      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                    | BANK OF AMERICA CORP                               | CUSIP: 06051GMZ9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    750000 | PA      | $749317.38    | 0.25%             | 2030-04-23      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                               | BANK OF MONTREAL                                   | CUSIP: 06368FAD1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | RF                | CA        |    500000 | PA      | $500520.09    | 0.17%             | 2026-09-15      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon Corporation                        | BANK OF NEW YORK MELLON CORP THE                   | CUSIP: 06406RCD7<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1000947.99   | 0.34%             | 2028-06-09      | Floating      | 4.33%                 | No            |                  2 | On Loan: No      |
| THE BANK OF NOVA SCOTIA                                        | BANK OF NOVA SCOTIA THE                            | CUSIP: 0641598S8<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $261968.97    | 0.09%             | 2082-10-27      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| THE BANK OF NOVA SCOTIA                                        | BANK OF NOVA SCOTIA THE                            | CUSIP: 06418GAR8<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $1001380.65   | 0.34%             | 2029-02-14      | Floating      | 4.56%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION                          | BANK OF AMERICA NA                                 | CUSIP: 06428CAB0<br>LEI: B4TYDEB6GKMZO031MB27 | Long             | DBT              | CORP              | US        |    500000 | PA      | $500710.52    | 0.17%             | 2026-08-18      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                   | BARCLAYS PLC                                       | CUSIP: 06738ECF0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | RF                | GB        |   1000000 | PA      | $999861.73    | 0.34%             | 2027-05-09      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CREDIT FUND                                 | BLACKSTONE PRIVATE CREDIT FUND                     | CUSIP: 09261HBR7<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    500000 | PA      | $496342.81    | 0.17%             | 2027-09-26      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE SECURED LENDING FUND                                | BLACKSTONE SECURED LENDING FUND                    | CUSIP: 09261XAM4<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $985751.37    | 0.33%             | 2029-09-04      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BLOCK FINANCIAL LLC                                            | BLOCK FINANCIAL LLC                                | CUSIP: 093662AH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $470439.39    | 0.16%             | 2030-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BLUE BRIDGE FUNDING LLC                                        | BLUE BRIDGE FUNDING 2023 1 LLC                     | CUSIP: 09531MAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     78775 | PA      | $79139.52     | 0.03%             | 2030-11-15      | Fixed         | 7.37%                 | Yes           |                  2 | On Loan: No      |
| BLUE OWL CREDIT INCOME CORP.                                   | BLUE OWL CREDIT INCOME CORP                        | CUSIP: 09581CAB7<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1254187.72   | 0.42%             | 2029-09-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| BLUE OWL TECHNOLOGY FINANCE CORP.                              | BLUE OWL TECHNOLOGY FINANCE CORP                   | CUSIP: 095924AB2<br>LEI: 254900G5EZJSOD3UKL16 | Long             | DBT              | CORP              | US        |    623000 | PA      | $620377.17    | 0.21%             | 2028-03-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: —       |
| BNP PARIBAS SA                                                 | BNP PARIBAS                                        | CUSIP: 09659W3B8<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    750000 | PA      | $756698.42    | 0.26%             | 2029-05-09      | Floating      | 5.10%                 | Yes           |                  2 | On Loan: No      |
| CLOUD CAPITAL DATA CENTERS                                     | CLOUD CAPITAL HOLDCO LP                            | CUSIP: 102104AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $500143.04    | 0.17%             | 2049-11-22      | Fixed         | 5.78%                 | Yes           |                  2 | On Loan: No      |
| BX TRUST                                                       | BX TRUST                                           | CUSIP: 12433EAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $499845.20    | 0.17%             | 2039-01-15      | Floating      | 4.95%                 | Yes           |                  2 | On Loan: No      |
| BX TRUST                                                       | BX TRUST                                           | CUSIP: 12433EAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $999688.71    | 0.34%             | 2039-01-15      | Floating      | 5.25%                 | Yes           |                  2 | On Loan: No      |
| BX TRUST                                                       | BX TRUST 2025 GW                                   | CUSIP: 12433GAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $500219.76    | 0.17%             | 2042-07-15      | Floating      | 5.52%                 | Yes           |                  2 | On Loan: No      |
| CCG RECEIVABLES TRUST                                          | CCG RECEIVABLES TRUST                              | CUSIP: 12511QAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    112432 | PA      | $113377.97    | 0.04%             | 2032-04-14      | Fixed         | 6.28%                 | Yes           |                  2 | On Loan: No      |
| CCG RECEIVABLES TRUST                                          | CCG RECEIVABLES TRUST                              | CUSIP: 12511QAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $509454.53    | 0.17%             | 2032-04-14      | Fixed         | 6.21%                 | Yes           |                  2 | On Loan: No      |
| CCG RECEIVABLES TRUST                                          | CCG RECEIVABLES TRUST 2023 1                       | CUSIP: 12512XAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     48743 | PA      | $48835.44     | 0.02%             | 2030-09-16      | Fixed         | 5.82%                 | Yes           |                  2 | On Loan: No      |
| CCG RECEIVABLES TRUST                                          | CCG RECEIVABLES TRUST 2025 1                       | CUSIP: 12515XAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    566292 | PA      | $567870.49    | 0.19%             | 2032-10-14      | Fixed         | 4.48%                 | Yes           |                  2 | On Loan: No      |
| CCG RECEIVABLES TRUST                                          | CCG RECEIVABLES TRUST 2025 1                       | CUSIP: 12515XAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $499684.97    | 0.17%             | 2032-10-14      | Fixed         | 4.89%                 | Yes           |                  2 | On Loan: No      |
| CEDR COMMERCIAL MORTGAGE TRUST                                 | CEDR TRUST                                         | CUSIP: 12524AAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $993120.87    | 0.33%             | 2039-02-15      | Floating      | 4.99%                 | Yes           |                  2 | On Loan: No      |
| COMM MORTGAGE TRUST                                            | COMM 2024 277P MORTGAGE TRUST                      | CUSIP: 12654FAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    300000 | PA      | $312707.20    | 0.11%             | 2044-08-10      | Fixed         | 6.34%                 | Yes           |                  2 | On Loan: No      |
| CALIFORNIA MUN FIN AUTH REV                                    | CALIFORNIA MUNICIPAL FINANCE AUTHORITY             | CUSIP: 13048V5N4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    375000 | PA      | $374028.74    | 0.13%             | 2028-09-01      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST PUB WKS BRD LEASE REV                            | CALIFORNIA STATE PUBLIC WORKS BOARD                | CUSIP: 13068XNS4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    375000 | PA      | $376852.86    | 0.13%             | 2027-04-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                             | CANADIAN IMPERIAL BANK OF COMMERCE                 | CUSIP: 13607LWU3<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $1003543.70   | 0.34%             | 2026-10-02      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| CAPITAL IMPACT PARTNERS                                        | CAPITAL IMPACT PARTNERS                            | CUSIP: 140192AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    650000 | PA      | $657867.40    | 0.22%             | 2030-08-01      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORPORATION                              | CAPITAL ONE FINANCIAL CORP                         | CUSIP: 14040HCF0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    300000 | PA      | $297283.99    | 0.10%             | 2199-12-31      | Fixed         | 3.95%                 | No            |                  2 | On Loan: —       |
| CAPTERIS EQUIPMENT FINANCE LLC                                 | CAPTERIS EQUIPMENT FINANCE 2026 1 LLC              | CUSIP: 14077FAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $495917.12    | 0.17%             | 2033-09-20      | Fixed         | 4.95%                 | 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        |    500000 | PA      | $505872.13    | 0.17%             | 2029-11-15      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| CARMAX SELECT RECEIVABLES TRUST                                | CARMAX SELECT RECEIVABLES TRUST 2025 B             | CUSIP: 14320BAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $497794.04    | 0.17%             | 2031-06-16      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| Carnival Corporation                                           | CARNIVAL CORP                                      | CUSIP: 143658CB6<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    600000 | PA      | $597869.37    | 0.20%             | 2029-05-01      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST                                 | CARVANA AUTO RECEIVABLES TRUST 2021 N2             | CUSIP: 14686KAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     27040 | PA      | $26582.07     | 0.01%             | 2028-03-10      | Fixed         | 1.07%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST                                 | CARVANA AUTO RECEIVABLES TRUST 2021 N1             | CUSIP: 14687DAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     41001 | PA      | $40725.07     | 0.01%             | 2028-01-10      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| CENTENE CORPORATION                                            | CENTENE CORP                                       | CUSIP: 15135BAR2<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    408000 | PA      | $405506.29    | 0.14%             | 2027-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CHARLES RIVER LABORATORIES INTERNATIONAL, INC.                 | CHARLES RIVER LABORATORIES INTERNATIONAL INC       | CUSIP: 159864AE7<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $981995.29    | 0.33%             | 2028-05-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| CHASE AUTO OWNER TRUST                                         | CHASE AUTO OWNER TRUST                             | CUSIP: 16144LAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1060000 | PA      | $1086757.12   | 0.37%             | 2031-09-25      | Fixed         | 5.87%                 | Yes           |                  2 | On Loan: No      |
| CHESAPEAKE FUNDING LLC                                         | CHESAPEAKE FUNDING II LLC                          | CUSIP: 165183CU6<br>LEI: 549300LG5AUFDML64706 | Long             | ABS-MBS          | CORP              | US        |     82271 | PA      | $82319.52     | 0.03%             | 2035-05-15      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: No      |
| CHESAPEAKE FUNDING LLC                                         | CHESAPEAKE FUNDING II LLC                          | CUSIP: 165183CW2<br>LEI: 549300LG5AUFDML64706 | Long             | ABS-MBS          | CORP              | US        |    132000 | PA      | $132070.23    | 0.04%             | 2035-05-15      | Fixed         | 5.59%                 | Yes           |                  2 | On Loan: No      |
| CHESAPEAKE FUNDING LLC                                         | CHESAPEAKE FUNDING II LLC                          | CUSIP: 165183CX0<br>LEI: 549300LG5AUFDML64706 | Long             | ABS-MBS          | CORP              | US        |    150000 | PA      | $150092.39    | 0.05%             | 2035-05-15      | Fixed         | 6.07%                 | Yes           |                  2 | On Loan: No      |
| CHESAPEAKE FUNDING LLC                                         | CHESAPEAKE FUNDING II LLC                          | CUSIP: 165183DA9<br>LEI: 549300LG5AUFDML64706 | Long             | ABS-MBS          | CORP              | US        |    262884 | PA      | $263546.90    | 0.09%             | 2035-10-15      | Floating      | 4.74%                 | Yes           |                  2 | On Loan: No      |
| CITADEL FINANCE LLC                                            | CITADEL FINANCE LLC                                | CUSIP: 17287HAE0<br>LEI: 549300BQL283NCR7P163 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $984286.30    | 0.33%             | 2029-02-14      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Citibank National Association                                  | CITIBANK NA                                        | CUSIP: 17325FBM9<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |    500000 | PA      | $500400.43    | 0.17%             | 2027-11-19      | Floating      | 4.37%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                 | CITIGROUP INC                                      | CUSIP: 17327CAX1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    348000 | PA      | $347969.53    | 0.12%             | 2029-03-04      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP, INC.                                 | CITIZENS FINANCIAL GROUP INC                       | CUSIP: 174610BD6<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    750000 | PA      | $741228.82    | 0.25%             | 2199-12-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CLARUS CAPITAL FUNDING LLC                                     | CLARUS CAPITAL FUNDING 2024 1 LLC                  | CUSIP: 18271JAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    240000 | PA      | $239686.05    | 0.08%             | 2032-08-20      | Fixed         | 4.79%                 | 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        |    770000 | PA      | $828828.48    | 0.28%             | 2030-10-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| CNO GLOBAL FUNDING                                             | CNO GLOBAL FUNDING                                 | CUSIP: 18977W2G4<br>LEI: 6354008GTNR4833ULD48 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1003006.21   | 0.34%             | 2027-12-10      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| COLUMBIA PIPELINES HOLDING COMPANY LLC                         | COLUMBIA PIPELINE HOLDCO                           | CUSIP: 19829DE48<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   1000000 | PA      | $999560.20    | 0.34%             |  |  |  | Yes           |                  2 | On Loan: No      |
| COLUMBUS OHIO MET HSG AUTH GEN REV                             | COLUMBUS METROPOLITAN HOUSING AUTHORITY            | CUSIP: 19951AAT3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    425000 | PA      | $429286.28    | 0.14%             | 2028-09-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| COMMERCIAL MORTGAGE RELATED SECURITIES                         | COMM MORTGAGE TRUST                                | CUSIP: 20048GAU0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1440281.40   | 0.49%             | 2034-06-15      | Floating      | 4.80%                 | Yes           |                  2 | On Loan: No      |
| COMMONWEALTH BANK OF AUSTRALIA                                 | COMMONWEALTH BANK OF AUSTRALIA                     | CUSIP: 2027A0KE8<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |   1500000 | PA      | $1500337.82   | 0.51%             | 2026-06-15      | Floating      | 4.17%                 | Yes           |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA (New York Branch)                     | COOPERATIEVE RABOBANK UA NY                        | CUSIP: 21688ABY7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1002365.27   | 0.34%             | 2029-04-01      | Floating      | 4.30%                 | No            |                  2 | On Loan: No      |
| CP EF ASSET SECURITIZATION I, LLC                              | CP EF ASSET SECURITIZATION II LLC                  | CUSIP: 224092AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     46690 | PA      | $46857.33     | 0.02%             | 2032-03-15      | Fixed         | 7.48%                 | Yes           |                  2 | On Loan: No      |
| CREDIT ACCEPTANCE AUTO LOAN TRUST                              | CREDIT ACCEPTANCE AUTO LOAN TRUST 2023 1           | CUSIP: 224927AC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    180623 | PA      | $180968.23    | 0.06%             | 2033-05-16      | Fixed         | 7.02%                 | Yes           |                  2 | On Loan: No      |
| CREDIT ACCEPTANCE AUTO LOAN TRUST                              | CREDIT ACCEPTANCE AUTO LOAN TRUST 2023 3           | CUSIP: 224936AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    142383 | PA      | $142609.15    | 0.05%             | 2033-08-15      | Fixed         | 6.39%                 | 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        |    474000 | PA      | $478058.38    | 0.16%             | 2033-10-17      | Fixed         | 7.09%                 | Yes           |                  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        |    477000 | PA      | $465522.48    | 0.16%             | 2036-01-15      | Fixed         | 4.87%                 | Yes           |                  2 | On Loan: No      |
| CREDIT ACCEPTANCE CORPORATION                                  | CREDIT ACCEPTANCE CORP                             | CUSIP: 225310AQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    429000 | PA      | $447909.95    | 0.15%             | 2028-12-15      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                             | CREDIT AGRICOLE SA                                 | CUSIP: 22534PAF0<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    750000 | PA      | $751211.49    | 0.25%             | 2026-07-05      | Floating      | 4.94%                 | Yes           |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                             | CREDIT AGRICOLE SA                                 | CUSIP: 22535WAM9<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    500000 | PA      | $502286.76    | 0.17%             | 2028-09-11      | Floating      | 4.86%                 | Yes           |                  2 | On Loan: No      |
| CREDIT ACCEPTANCE AUTO LOAN TRUST                              | CREDIT ACCEPTANCE AUTO LOAN TRUST 2026 1           | CUSIP: 22535XAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $997206.93    | 0.34%             | 2036-06-16      | Fixed         | 4.96%                 | Yes           |                  2 | On Loan: No      |
| CROSSROADS ASSET TRUST                                         | CROSSROADS ASSET TRUST 2025 A                      | CUSIP: 22767VAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    406245 | PA      | $407979.13    | 0.14%             | 2032-02-20      | Fixed         | 4.91%                 | Yes           |                  2 | On Loan: No      |
| CROSSROADS ASSET TRUST                                         | CROSSROADS ASSET TRUST                             | CUSIP: 22767VAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    152000 | PA      | $152225.46    | 0.05%             | 2032-02-20      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| CROSSROADS ASSET TRUST                                         | CROSSROADS ASSET TRUST 2024 A                      | CUSIP: 227927AB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    372465 | PA      | $375261.19    | 0.13%             | 2030-08-20      | Fixed         | 5.90%                 | Yes           |                  2 | On Loan: No      |
| CROWN CASTLE INC.                                              | CROWN CASTLE INTL CORP                             | CUSIP: 22823QE56<br>LEI: 54930012H97VSM0I2R19 | Long             | STIV             | CORP              | US        |   1500000 | PA      | $1499109.75   | 0.51%             |  |  |  | Yes           |                  2 | On Loan: No      |
| CROWN CASTLE INC.                                              | CROWN CASTLE INTL CORP                             | CUSIP: 22823QE64<br>LEI: 54930012H97VSM0I2R19 | Long             | STIV             | CORP              | US        |   1000000 | PA      | $999288.10    | 0.34%             |  |  |  | Yes           |                  2 | On Loan: No      |
| CROWN CASTLE INC.                                              | CROWN CASTLE INTL CORP                             | CUSIP: 22823QE72<br>LEI: 54930012H97VSM0I2R19 | Long             | STIV             | CORP              | US        |   1500000 | PA      | $1498754.55   | 0.51%             |  |  |  | Yes           |                  2 | On Loan: No      |
| CROWN CASTLE INC.                                              | CROWN CASTLE INTL CORP                             | CUSIP: 22823QEE7<br>LEI: 54930012H97VSM0I2R19 | Long             | STIV             | CORP              | US        |   1250000 | PA      | $1247918.38   | 0.42%             |  |  |  | Yes           |                  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        |    233000 | PA      | $226165.18    | 0.08%             | 2049-05-20      | Variable      | 4.50%                 | 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        |    224490 | PA      | $225435.65    | 0.08%             | 2050-02-20      | Variable      | 5.91%                 | Yes           |                  2 | On Loan: No      |
| DLLAA LLC                                                      | DLLAA 2025 1 LLC                                   | CUSIP: 233249AC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    521739 | PA      | $527094.73    | 0.18%             | 2029-09-20      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| DLLMT LLC                                                      | DLLMT 2026 1 LLC                                   | CUSIP: 23347JAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    750000 | PA      | $748535.64    | 0.25%             | 2028-07-20      | Fixed         | 4.03%                 | Yes           |                  2 | On Loan: No      |
| DAIMLER TRUCK FINANCE NORTH AMERICA LLC                        | DAIMLER TRUCK FINANCE NORTH AMERICA LLC            | CUSIP: 233853AX8<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    750000 | PA      | $751781.00    | 0.25%             | 2027-09-25      | Floating      | 4.61%                 | Yes           |                  2 | On Loan: No      |
| DAIRY FARMERS OF AMERICA, INC.                                 | DAIRY FARMERS OF AMERICA                           | CUSIP: 23385UE48<br>LEI: 1LTUIZEFFT7MUIERI838 | Long             | STIV             | CORP              | US        |   1500000 | PA      | $1499339.70   | 0.51%             |  |  |  | Yes           |                  2 | On Loan: No      |
| DELL EQUIPMENT FINANCE TRUST                                   | DELL EQUIPMENT FINANCE TRUST 2025 1                | CUSIP: 24703UAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    300000 | PA      | $302402.88    | 0.10%             | 2031-02-24      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| DELL EQUIPMENT FINANCE TRUST                                   | DELL EQUIPMENT FINANCE TRUST 2025 2                | CUSIP: 24703VAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    850000 | PA      | $844503.53    | 0.28%             | 2031-03-24      | Fixed         | 4.53%                 | Yes           |                  2 | On Loan: No      |
| DELL EQUIPMENT FINANCE TRUST                                   | DELL EQUIPMENT FINANCE TRUST                       | CUSIP: 24704EAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    254000 | PA      | $255378.81    | 0.09%             | 2031-02-24      | Fixed         | 5.29%                 | Yes           |                  2 | On Loan: No      |
| DEUTSCHE BANK AG NEW YORK BRANCH                               | DEUTSCHE BANK AG NEW YORK NY                       | CUSIP: 251526CN7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    781000 | PA      | $782389.88    | 0.26%             | 2027-11-16      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| DEXT ABS LLC                                                   | DEXT ABS 2025 2 LLC                                | CUSIP: 252153AD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    438000 | PA      | $432451.14    | 0.15%             | 2036-04-15      | Fixed         | 4.66%                 | Yes           |                  2 | On Loan: No      |
| DEXT ABS LLC                                                   | DEXT ABS 2025 2 LLC                                | CUSIP: 252153AF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $495838.33    | 0.17%             | 2036-10-15      | Fixed         | 5.45%                 | Yes           |                  2 | On Loan: No      |
| DEXT ABS LLC                                                   | DEXT ABS 2025 1 LLC                                | CUSIP: 252154AE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $997461.50    | 0.34%             | 2035-08-15      | Fixed         | 5.39%                 | Yes           |                  2 | On Loan: No      |
| DEXT ABS LLC                                                   | DEXT ABS 2023 1 LLC                                | CUSIP: 25216BAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     86484 | PA      | $86708.11     | 0.03%             | 2032-03-15      | Fixed         | 5.99%                 | Yes           |                  2 | On Loan: No      |
| DEXT ABS LLC                                                   | DEXT ABS 2023 2 LLC                                | CUSIP: 25216CAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    750000 | PA      | $755498.13    | 0.25%             | 2034-05-15      | Fixed         | 6.41%                 | Yes           |                  2 | On Loan: No      |
| Dominion Energy, Inc.                                          | DOMINION ENERGY INC                                | CUSIP: 25746UDM8<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    500000 | PA      | $495127.79    | 0.17%             | 2199-12-31      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| EPR PROPERTIES                                                 | EPR PROPERTIES                                     | CUSIP: 26884UAD1<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |    500000 | PA      | $498125.23    | 0.17%             | 2027-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ELM ROAD GENERATING STATION SUPERCRITICAL, LLC                 | ELM ROAD GENERATING STATION SUPERCRITICAL LLC      | CUSIP: 28932MAG0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    246502 | PA      | $245657.08    | 0.08%             | 2031-01-19      | Fixed         | 4.67%                 | Yes           |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                             | ENERGY TRANSFER LP                                 | CUSIP: 29273VAN0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    750000 | PA      | $752014.35    | 0.25%             | 2199-12-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| EMERGENT AUTO RECEIVABLES TRUST                                | ENT AUTO RECEIVABLES TRUST 2023 1                  | CUSIP: 293601AE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    249444 | PA      | $250539.58    | 0.08%             | 2029-01-16      | Fixed         | 6.24%                 | Yes           |                  2 | On Loan: No      |
| EMERGENT AUTO RECEIVABLES TRUST                                | ENT AUTO RECEIVABLES TRUST 2023 1                  | CUSIP: 293601AJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $256517.87    | 0.09%             | 2030-01-15      | Fixed         | 6.45%                 | Yes           |                  2 | On Loan: No      |
| ENSTAR FINANCE LLC                                             | ENSTAR FINANCE LLC                                 | CUSIP: 29360AAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $987014.30    | 0.33%             | 2042-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE FLEET FINANCING LLC                                 | ENTERPRISE FLEET FINANCING 2022 4 LLC              | CUSIP: 29374GAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       739 | PA      | $739.29       | 0.00%             | 2029-10-22      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Essent Group Ltd.                                              | ESSENT GROUP LTD                                   | CUSIP: 29669JAA7<br>LEI: 254900QUO860OUT6ZF83 | Long             | DBT              | CORP              | BM        |    500000 | PA      | $517046.49    | 0.17%             | 2029-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| EVERGREEN CREDIT CARD TRUST                                    | EVERGREEN CREDIT CARD TRUST                        | CUSIP: 30023JCX4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    507000 | PA      | $511111.91    | 0.17%             | 2029-05-15      | Fixed         | 5.24%                 | Yes           |                  2 | On Loan: No      |
| EVERGY MISSOURI WEST, INC.                                     | EVERY MISSOURI                                     | CUSIP: 30037NEC3<br>LEI: EZIFUDC0VSUS6T6LCG85 | Long             | STIV             | CORP              | US        |   1000000 | PA      | $998668.70    | 0.34%             |  |  |  | Yes           |                  2 | On Loan: No      |
| F&G GLOBAL FUNDING                                             | F G GLOBAL FUNDING                                 | CUSIP: 30321L2G6<br>LEI: 6354009CCUKJIZ7KFX73 | Long             | DBT              | CORP              | US        |    500000 | PA      | $505533.67    | 0.17%             | 2027-06-10      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| F&G GLOBAL FUNDING                                             | F G GLOBAL FUNDING                                 | CUSIP: 30321L2L5<br>LEI: 6354009CCUKJIZ7KFX73 | Long             | DBT              | CORP              | US        |    750000 | PA      | $747928.28    | 0.25%             | 2028-09-08      | Floating      | 4.98%                 | Yes           |                  2 | On Loan: No      |
| FCCU AUTO RECEIVABLES TRUST                                    | FCCU AUTO RECEIVABLES TRUST 2024 1                 | CUSIP: 30336CAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    646400 | PA      | $655323.06    | 0.22%             | 2030-04-15      | Fixed         | 5.46%                 | Yes           |                  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        |    750000 | PA      | $740907.21    | 0.25%             | 2032-03-15      | Fixed         | 4.32%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3136BWGJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    382959 | PA      | $383504.76    | 0.13%             | 2050-10-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3136BWJ23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    666798 | PA      | $661595.68    | 0.22%             | 2051-09-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 3136BYU42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    929565 | PA      | $915291.54    | 0.31%             | 2051-01-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                    | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137HFNP6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    212063 | PA      | $210936.40    | 0.07%             | 2051-06-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                    | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137HHSN2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    526421 | PA      | $529962.45    | 0.18%             | 2051-03-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                    | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137HJZZ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    998045 | PA      | $999309.08    | 0.34%             | 2029-11-25      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                    | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137HP3P6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1239553 | PA      | $1221961.06   | 0.41%             | 2049-08-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                    | FEDERAL HOME LOAN MORTGAGE CORP                    | CUSIP: 3137HQMR9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    724656 | PA      | $711842.00    | 0.24%             | 2049-02-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                          | FEDERAL NATIONAL MORTGAGE ASSOCIATION              | CUSIP: 31418FRF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    468222 | PA      | $464749.36    | 0.16%             | 2040-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATIONAL INFORMATION SERVICES, INC.                   | FIDELITY NATIONAL INFORMATION SERVICES INC         | CUSIP: 31620MCC8<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1249082.76   | 0.42%             | 2029-03-10      | Floating      | 4.86%                 | No            |                  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        |    500000 | PA      | $496436.55    | 0.17%             | 2031-01-15      | Fixed         | 4.39%                 | Yes           |                  2 | On Loan: No      |
| FIRST INVESTORS AUTO OWNER TRUST                               | FIRST INVESTORS AUTO OWNER TRUST 2025 1            | CUSIP: 32059WAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $496062.52    | 0.17%             | 2031-12-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| FIRST INVESTORS AUTO OWNER TRUST                               | FIRST INVESTORS AUTO OWNER TRUST 2025 1            | CUSIP: 32059WAL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    185000 | PA      | $184486.79    | 0.06%             | 2033-12-15      | Fixed         | 5.22%                 | Yes           |                  2 | On Loan: No      |
| FIRST MARYLAND CAPITAL I                                       | FIRST MARYLAND CAPITAL                             | CUSIP: 320808AD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1237605.25   | 0.42%             | 2027-01-15      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| FLUTTER TREASURY DESIGNATED ACTIVITY COMPANY                   | FLUTTER TREASURY DAC                               | CUSIP: 344045AB5<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |    500000 | PA      | $496491.93    | 0.17%             | 2031-06-04      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST                                   | FORD CREDIT AUTO OWNER TRUST FORD CREDIT           | CUSIP: 345285AC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $246998.08    | 0.08%             | 2034-05-15      | Fixed         | 2.11%                 | Yes           |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST                                   | FORD CREDIT AUTO OWNER TRUST 2022 REV1             | CUSIP: 34528EAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1001119.50   | 0.34%             | 2034-11-15      | Fixed         | 5.16%                 | Yes           |                  2 | On Loan: No      |
| FORD CREDIT FLOORPLAN MASTER OWNER TRUST A                     | FORD CREDIT FLOORPLAN MASTER OWNER TRUST A         | CUSIP: 34529BAB2<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $503007.67    | 0.17%             | 2030-04-15      | Floating      | 4.44%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                  | FORD MOTOR CREDIT CO LLC                           | CUSIP: 345397F99<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    750000 | PA      | $750775.09    | 0.25%             | 2026-11-05      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| FORTITUDE GROUP HOLDINGS, LLC                                  | FORTITUDE GROUP HOLDINGS LLC                       | CUSIP: 34966XAA6<br>LEI: 2549006R9ZUL08JFIH12 | Long             | DBT              | CORP              | US        |    250000 | PA      | $256032.50    | 0.09%             | 2030-04-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| FULTON FINANCIAL CORPORATION                                   | FULTON FINANCIAL CORP                              | CUSIP: 360271AL4<br>LEI: 5493005QLZ6O1BNC0C11 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $995895.95    | 0.34%             | 2030-03-15      | Fixed         | 5.97%                 | No            |                  2 | On Loan: No      |
| GA GLOBAL FUNDING TRUST                                        | GA GLOBAL FUNDING TRUST                            | CUSIP: 36143L2N4<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |    500000 | PA      | $497399.95    | 0.17%             | 2027-09-23      | Fixed         | 4.40%                 | Yes           |                  2 | On Loan: No      |
| THE GEO GROUP, INC.                                            | GEO GROUP INC THE                                  | CUSIP: 36162JAG1<br>LEI: 54930024XOXET7NQVZ63 | Long             | DBT              | CORP              | US        |    500000 | PA      | $520134.46    | 0.18%             | 2029-04-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| GFH MORTGAGE TRUST                                             | GFH 2025 IND MORTGAGE TRUST                        | CUSIP: 36171JAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $249102.27    | 0.08%             | 2033-06-15      | Variable      | 5.15%                 | Yes           |                  2 | On Loan: No      |
| GFH MORTGAGE TRUST                                             | GFH 2025 IND MORTGAGE TRUST                        | CUSIP: 36171JAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    800000 | PA      | $795448.95    | 0.27%             | 2033-06-15      | Variable      | 5.55%                 | 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      | $751323.15    | 0.25%             | 2034-05-10      | Fixed         | 2.86%                 | Yes           |                  2 | On Loan: No      |
| GLS AUTO RECEIVABLES TRUST                                     | GLS AUTO RECEIVABLES ISSUER TRUST 2021 4           | CUSIP: 36263DAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $249168.75    | 0.08%             | 2028-10-16      | Fixed         | 4.43%                 | Yes           |                  2 | On Loan: No      |
| GLS AUTO RECEIVABLES TRUST                                     | GLS AUTO RECEIVABLES ISSUER TRUST 2021 3           | CUSIP: 36263LAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1250000 | PA      | $1249403.82   | 0.42%             | 2028-10-16      | Fixed         | 3.20%                 | Yes           |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY, INC.                         | GENERAL MOTORS FINANCIAL CO INC                    | CUSIP: 37045XFF8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1002414.10   | 0.34%             | 2028-04-04      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| GENUINE PARTS COMPANY                                          | GENUINE PARTS CO                                   | CUSIP: 37255GE12<br>LEI: 549300D46DQVEU651W04 | Long             | STIV             | CORP              | US        |   2000000 | PA      | $1999770.60   | 0.67%             |  |  |  | Yes           |                  2 | On Loan: No      |
| GENUINE PARTS COMPANY                                          | GENUINE PARTS CO                                   | CUSIP: 37255GE87<br>LEI: 549300D46DQVEU651W04 | Long             | STIV             | CORP              | US        |   1000000 | PA      | $999081.00    | 0.34%             |  |  |  | Yes           |                  2 | On Loan: No      |
| GENUINE PARTS COMPANY                                          | GENUINE PARTS CO                                   | CUSIP: 37255GEB0<br>LEI: 549300D46DQVEU651W04 | Long             | STIV             | CORP              | US        |   1000000 | PA      | $998731.10    | 0.34%             |  |  |  | Yes           |                  2 | On Loan: No      |
| GENUINE PARTS COMPANY                                          | GENUINE PARTS CO                                   | CUSIP: 37255GEL8<br>LEI: 549300D46DQVEU651W04 | Long             | STIV             | CORP              | US        |    500000 | PA      | $498832.35    | 0.17%             |  |  |  | Yes           |                  2 | On Loan: No      |
| GENUINE PARTS COMPANY                                          | GENUINE PARTS CO                                   | CUSIP: 37255GEV6<br>LEI: 549300D46DQVEU651W04 | Long             | STIV             | CORP              | US        |   1000000 | PA      | $996572.90    | 0.34%             |  |  |  | Yes           |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                           | GLENCORE FUNDING LLC                               | CUSIP: 378272BW7<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1003250.90   | 0.34%             | 2027-04-04      | Floating      | 4.71%                 | Yes           |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC.                                           | GLOBAL PAYMENTS INC                                | CUSIP: 37961DE48<br>LEI: 549300NOMHGVQBX6S778 | Long             | STIV             | CORP              | US        |   2000000 | PA      | $1999077.80   | 0.67%             |  |  |  | Yes           |                  2 | On Loan: No      |
| THE GOLDMAN SACHS GROUP, INC.                                  | GOLDMAN SACHS GROUP INC THE                        | CUSIP: 38141GC85<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1005954.41   | 0.34%             | 2028-04-23      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS PRIVATE CREDIT CORP.                             | GOLDMAN SACHS PRIVATE CREDIT CORP                  | CUSIP: 38152BAE1<br>LEI: 549300TD27G6372IYJ65 | Long             | DBT              | CORP              | US        |    500000 | PA      | $493163.15    | 0.17%             | 2029-01-31      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| GOLDMAN SACHS PRIVATE CREDIT CORP.                             | GOLDMAN SACHS PRIVATE CREDIT CORP                  | CUSIP: 38152BAJ0<br>LEI: 549300TD27G6372IYJ65 | Long             | DBT              | CORP              | US        |    750000 | PA      | $740932.68    | 0.25%             | 2028-02-23      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| Golub Capital Private Credit Fund                              | GOLUB CAPITAL PRIVATE CREDIT FUND                  | CUSIP: 38179RAE5<br>LEI: 254900B5KBW6OY1F9951 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1239412.50   | 0.42%             | 2028-08-15      | Fixed         | 5.45%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                       | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 38381QG21<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    465488 | PA      | $460539.47    | 0.16%             | 2065-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                       | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 38381QG96<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    500021 | PA      | $501409.70    | 0.17%             | 2065-03-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                       | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 38381QSJ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1253509 | PA      | $1252266.16   | 0.42%             | 2053-12-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                       | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 38381QTB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    714539 | PA      | $710042.83    | 0.24%             | 2051-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                       | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 38381UK27<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1439568 | PA      | $1429833.27   | 0.48%             | 2051-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                       | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 38384CNA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    225953 | PA      | $227752.18    | 0.08%             | 2047-06-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                       | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 38384D7Z4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    612442 | PA      | $622400.14    | 0.21%             | 2199-12-31      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                       | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 38384DJU2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    117860 | PA      | $118453.64    | 0.04%             | 2047-09-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                       | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 38384EYV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    370013 | PA      | $372239.77    | 0.13%             | 2048-06-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                       | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 38384KED9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    349179 | PA      | $351903.83    | 0.12%             | 2053-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                       | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 38384MVZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    409178 | PA      | $409766.29    | 0.14%             | 2051-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                       | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 38384PYV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    226538 | PA      | $227577.15    | 0.08%             | 2064-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                       | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION           | CUSIP: 38384YNM9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    533523 | PA      | $529166.63    | 0.18%             | 2062-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GRAND CANYON UNIVERSITY                                        | GRAND CANYON UNIVERSITY                            | CUSIP: 38528UAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $992041.03    | 0.33%             | 2028-10-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| GREATAMERICA LEASING RECEIVABLES FUNDING, L.L.C.               | GREATAMERICA LEASING RECEIVABLES FUNDING LLC       | CUSIP: 39154GAH9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    546571 | PA      | $547529.82    | 0.18%             | 2027-10-15      | Fixed         | 4.52%                 | Yes           |                  2 | On Loan: No      |
| GREATAMERICA LEASING RECEIVABLES FUNDING, L.L.C.               | GREATAMERICA LEASING RECEIVABLES FUNDING LLC       | CUSIP: 39154GAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $501459.57    | 0.17%             | 2029-04-16      | Fixed         | 4.49%                 | Yes           |                  2 | On Loan: No      |
| HPEFS EQUIPMENT TRUST                                          | HPEFS EQUIPMENT TRUST 2024 1                       | CUSIP: 403963AF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    520000 | PA      | $524899.52    | 0.18%             | 2031-12-22      | Fixed         | 5.82%                 | Yes           |                  2 | On Loan: No      |
| HCA INC.                                                       | HCA INC                                            | CUSIP: 404119CX5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1253696.82   | 0.42%             | 2028-03-01      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| HCA INC.                                                       | HCA INC                                            | CUSIP: 40412DE54<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | STIV             | CORP              | US        |   1100000 | PA      | $1099367.72   | 0.37%             |  |  |  | Yes           |                  2 | On Loan: No      |
| HCA INC.                                                       | HCA INC                                            | CUSIP: 40412DEC9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | STIV             | CORP              | US        |    300000 | PA      | $299582.16    | 0.10%             |  |  |  | Yes           |                  2 | On Loan: No      |
| HCA INC.                                                       | HCA INC                                            | CUSIP: 40412DED7<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | STIV             | CORP              | US        |   3030000 | PA      | $3025421.97   | 1.02%             |  |  |  | Yes           |                  2 | On Loan: No      |
| HCA INC.                                                       | HCA INC                                            | CUSIP: 40412DEE5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | STIV             | CORP              | US        |    250000 | PA      | $249592.68    | 0.08%             |  |  |  | Yes           |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                              | HSBC HOLDINGS PLC                                  | CUSIP: 404280DY2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    600000 | PA      | $601652.85    | 0.20%             | 2027-08-14      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| HA SUSTAINABLE INFRASTRUCTURE CAPITAL, INC.                    | HA SUSTAINABLE INF CAP                             | CUSIP: 40460KE18<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | STIV             | CORP              | US        |   2000000 | PA      | $1999766.60   | 0.67%             |  |  |  | Yes           |                  2 | On Loan: No      |
| HERCULES CAPITAL, INC.                                         | HERCULES CAPITAL INC                               | CUSIP: 427096AH5<br>LEI: 549300UJ5OC256GR2B73 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $988702.87    | 0.33%             | 2026-09-16      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| HEWLETT PACKARD ENTERPRISE COMPANY                             | HEWLETT PACKARD ENTERPRISE CO                      | CUSIP: 42824CBY4<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    500000 | PA      | $500650.03    | 0.17%             | 2028-09-15      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| HEWLETT PACKARD ENTERPRISE COMPANY                             | HEWLETT PACKARD ENTERPRISE CO                      | CUSIP: 42824CCF4<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    750000 | PA      | $751405.72    | 0.25%             | 2028-03-23      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| HILCORP ENERGY I, L.P.                                         | HILCORP ENERGY I LP HILCORP FINANCE CO             | CUSIP: 431318AU8<br>LEI: 549300ITPIHLG0LHEC09 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99968.86     | 0.03%             | 2029-02-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| HILTON USA TRUST                                               | HILTON USA TRUST 2016 HHV                          | CUSIP: 43300LAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $248951.00    | 0.08%             | 2038-11-05      | Fixed         | 3.72%                 | Yes           |                  2 | On Loan: No      |
| HPEFS EQUIPMENT TRUST                                          | HPEFS EQUIPMENT TRUST 2025 2                       | CUSIP: 442927AE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $494802.36    | 0.17%             | 2032-11-22      | Fixed         | 4.41%                 | Yes           |                  2 | On Loan: No      |
| HPEFS EQUIPMENT TRUST                                          | HPEFS EQUIPMENT TRUST 2025 2                       | CUSIP: 442927AF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    374000 | PA      | $369960.55    | 0.12%             | 2033-05-20      | Fixed         | 4.77%                 | Yes           |                  2 | On Loan: No      |
| The Huntington National Bank                                   | HUNTINGTON NATIONAL BANK THE                       | CUSIP: 44644MAL5<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $998987.22    | 0.34%             | 2028-04-12      | Floating      | 4.37%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANK AUTO CREDIT-LINKED NOTES                       | HUNTINGTON BANK AUTO CREDIT LINKED NOTES SERIES 20 | CUSIP: 44644NAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1390595 | PA      | $1391087.93   | 0.47%             | 2032-05-20      | Floating      | 5.04%                 | Yes           |                  2 | On Loan: No      |
| HUNTINGTON AUTO TRUST                                          | HUNTINGTON BANK AUTO CREDIT LINKED NOTES SERIES 20 | CUSIP: 44644NAH2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1145771 | PA      | $1145565.52   | 0.39%             | 2032-10-20      | Floating      | 4.99%                 | Yes           |                  2 | On Loan: No      |
| HUNTINGTON BANK AUTO CREDIT-LINKED NOTES                       | HUNTINGTON BANK AUTO CREDIT LINKED NOTES SERIES 20 | CUSIP: 44644NAP4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    771116 | PA      | $769001.86    | 0.26%             | 2033-09-20      | Floating      | 4.84%                 | Yes           |                  2 | On Loan: No      |
| HUNTINGTON BANK AUTO CREDIT-LINKED NOTES                       | HUNTINGTON BANK AUTO CREDIT LINKED NOTES SERIES 20 | CUSIP: 44644NAW9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    935970 | PA      | $929147.18    | 0.31%             | 2034-02-20      | Floating      | 4.64%                 | Yes           |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                        | HYUNDAI CAPITAL AMERICA                            | CUSIP: 44891ACZ8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1003249.90   | 0.34%             | 2027-03-19      | Floating      | 4.69%                 | Yes           |                  2 | On Loan: No      |
| HYT COMMERCIAL MORTGAGE TRUST                                  | HYT COMMERCIAL MORTGAGE TRUST 2024 RGCY            | CUSIP: 449173AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $500209.61    | 0.17%             | 2041-09-15      | Floating      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| ING Groep N.V.                                                 | ING GROEP NV                                       | CUSIP: 456837BJ1<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    500000 | PA      | $501838.17    | 0.17%             | 2027-09-11      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL FLAVORS & FRAGRANCES INC.                        | INTL FLAVORS FRAGNANCE                             | CUSIP: 4595A3EF0<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | STIV             | CORP              | US        |   2500000 | PA      | $2495824.75   | 0.84%             |  |  |  | Yes           |                  2 | On Loan: No      |
| INTERNATIONAL FLAVORS & FRAGRANCES INC.                        | INTL FLAVORS FRAGNANCE                             | CUSIP: 4595A3EK9<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | STIV             | CORP              | US        |   1500000 | PA      | $1496811.60   | 0.50%             |  |  |  | Yes           |                  2 | On Loan: No      |
| INTERNATIONAL FLAVORS & FRAGRANCES INC.                        | INTL FLAVORS FRAGNANCE                             | CUSIP: 4595A3EN3<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | STIV             | CORP              | US        |   1000000 | PA      | $997531.40    | 0.34%             |  |  |  | Yes           |                  2 | On Loan: No      |
| INTERNATIONAL FLAVORS & FRAGRANCES INC.                        | INTL FLAVORS FRAGNANCE                             | CUSIP: 4595A3ES2<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | STIV             | CORP              | US        |    500000 | PA      | $498537.60    | 0.17%             |  |  |  | Yes           |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO.                                           | JPMORGAN CHASE CO                                  | CUSIP: 46647PCQ7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1000987.06   | 0.34%             | 2027-09-22      | Floating      | 4.41%                 | No            |                  2 | On Loan: No      |
| JABIL INC.                                                     | JABIL INC                                          | CUSIP: 46652ME76<br>LEI: 5493000CGCQY2OQU7669 | Long             | STIV             | CORP              | US        |   1000000 | PA      | $999132.80    | 0.34%             |  |  |  | Yes           |                  2 | On Loan: No      |
| JABIL INC.                                                     | JABIL INC                                          | CUSIP: 46652MEF8<br>LEI: 5493000CGCQY2OQU7669 | Long             | STIV             | CORP              | US        |   1000000 | PA      | $998135.30    | 0.34%             |  |  |  | Yes           |                  2 | On Loan: No      |
| James Hardie International Finance Designated Activity Company | JAMES HARDIE INTL FIN                              | CUSIP: 47032FAB5<br>LEI: 635400G32A4Q1LVQ8M88 | Long             | DBT              | CORP              | IE        |    750000 | PA      | $747046.93    | 0.25%             | 2028-01-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC.                                          | KEURIG DR PEPPER INC                               | CUSIP: 49271KE18<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | STIV             | CORP              | US        |   2500000 | PA      | $2499713.25   | 0.84%             |  |  |  | Yes           |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC.                                          | KEURIG DR PEPPER INC                               | CUSIP: 49271KE42<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | STIV             | CORP              | US        |   1000000 | PA      | $999541.10    | 0.34%             |  |  |  | Yes           |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC.                                          | KEURIG DR PEPPER INC                               | CUSIP: 49271KEF7<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | STIV             | CORP              | US        |   1000000 | PA      | $998260.30    | 0.34%             |  |  |  | Yes           |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC.                                          | KEURIG DR PEPPER INC                               | CUSIP: 49271KEK6<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | STIV             | CORP              | US        |   1000000 | PA      | $997784.50    | 0.34%             |  |  |  | Yes           |                  2 | On Loan: No      |
| KEYCORP                                                        | KEYCORP                                            | CUSIP: 493267AK4<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |    250000 | PA      | $247490.02    | 0.08%             | 2199-12-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KUBOTA CREDIT OWNER TRUST                                      | KUBOTA CREDIT OWNER TRUST 2025 1                   | CUSIP: 50117FAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    481635 | PA      | $482743.95    | 0.16%             | 2027-12-15      | Fixed         | 4.61%                 | Yes           |                  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      | $1003406.56   | 0.34%             | 2028-06-15      | Fixed         | 6.09%                 | Yes           |                  2 | On Loan: No      |
| LAD AUTO RECEIVABLES TRUST                                     | LAD AUTO RECEIVABLES TRUST 2023 1                  | CUSIP: 505710AD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    213142 | PA      | $213299.99    | 0.07%             | 2027-12-15      | Fixed         | 6.18%                 | Yes           |                  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        |    694083 | PA      | $696167.82    | 0.23%             | 2028-09-15      | Fixed         | 5.58%                 | Yes           |                  2 | On Loan: No      |
| LADDER CAPITAL FINANCE HOLDINGS LLLP                           | LADDER CAP FIN LLLP CORP                           | CUSIP: 505742AM8<br>LEI: 254900TBF2Z4GR7NSX02 | Long             | DBT              | CORP              | US        |    900000 | PA      | $892963.26    | 0.30%             | 2027-02-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| LADDER CAPITAL FINANCE HOLDINGS LLLP                           | LADDER CAPITAL FINANCE HOLDINGS LLLP               | CUSIP: 505742AP1<br>LEI: 254900TBF2Z4GR7NSX02 | Long             | DBT              | CORP              | US        |    500000 | PA      | $489450.00    | 0.17%             | 2029-06-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| LAS VARAS PUB FAC CORP TEX MULTIFAMILY HSG REV                 | LAS VARAS PUBLIC FACILITY CORP                     | CUSIP: 51766AAR5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $997189.41    | 0.34%             | 2029-02-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP.                                          | LAS VEGAS SANDS CORP                               | CUSIP: 517834AM9<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |    500000 | PA      | $506749.54    | 0.17%             | 2028-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| LBA TRUST                                                      | LBA TRUST 2024 7IND                                | CUSIP: 52109XAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    355096 | PA      | $354980.41    | 0.12%             | 2041-10-15      | Floating      | 5.40%                 | Yes           |                  2 | On Loan: No      |
| LENNOX INTERNATIONAL INC.                                      | LENNOX INTERNATIONAL                               | CUSIP: 52610BED6<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | STIV             | CORP              | US        |   1000000 | PA      | $998564.70    | 0.34%             |  |  |  | Yes           |                  2 | On Loan: No      |
| LIFESPAN OF MASSACHUSETTS - FALL RIVER, INC.                   | BROWN UNIVERSITY HEALTH                            | CUSIP: 53229UAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $251259.10    | 0.08%             | 2030-02-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                       | LLOYDS BANKING GROUP PLC                           | CUSIP: 539439BC2<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    750000 | PA      | $754431.31    | 0.25%             | 2029-06-13      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                       | LLOYDS BANKING GROUP PLC                           | CUSIP: 53944YAW3<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $501456.38    | 0.17%             | 2027-08-07      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| LOBEL AUTOMOBILE RECEIVABLES TRUST                             | LOBEL AUTOMOBILE RECEIVABLES TRUST 2025 1          | CUSIP: 53948RAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $500880.22    | 0.17%             | 2028-04-17      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| LOBEL AUTOMOBILE RECEIVABLES TRUST                             | LOBEL AUTOMOBILE RECEIVABLES TRUST 2025 1          | CUSIP: 53948RAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    675000 | PA      | $677242.07    | 0.23%             | 2030-01-15      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| LOS ANGELES CALIF UNI SCH DIST                                 | LOS ANGELES UNIFIED SCHOOL DISTRICT CA             | CUSIP: 544647MQ0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    445000 | PA      | $445003.63    | 0.15%             | 2026-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MGIC INVESTMENT CORPORATION                                    | MGIC INVESTMENT CORP                               | CUSIP: 552848AG8<br>LEI: 254900S8483WM4M98R28 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1299052.45   | 0.44%             | 2028-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MMP CAPITAL LLC                                                | MMP CAPITAL 2025 A LLC                             | CUSIP: 55317QAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    244616 | PA      | $245555.53    | 0.08%             | 2031-12-15      | Fixed         | 5.36%                 | Yes           |                  2 | On Loan: No      |
| M.S.D. INVESTMENT CORP.                                        | MSD INVESTMENT CORP                                | CUSIP: 55354LAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $487842.68    | 0.16%             | 2031-02-05      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| MACQUARIE BANK LIMITED                                         | MACQUARIE BANK LTD                                 | CUSIP: 55608PCC6<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |   1000000 | PA      | $1004145.35   | 0.34%             | 2029-03-29      | Floating      | 4.41%                 | Yes           |                  2 | On Loan: No      |
| ONE MANHATTAN WEST                                             | MANHATTAN WEST                                     | CUSIP: 563136AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    750000 | PA      | $724123.46    | 0.24%             | 2040-09-10      | Fixed         | 2.13%                 | Yes           |                  2 | On Loan: No      |
| MAREX GROUP PLC                                                | MAREX GROUP PLC                                    | CUSIP: 566539AB8<br>LEI: 549300DWX0SVICJAL507 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $1009462.73   | 0.34%             | 2028-05-08      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                               | MASSACHUSETTS DEVELOPMENT FINANCE AGENCY           | CUSIP: 57585BQS0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $500522.12    | 0.17%             | 2028-10-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                               | MASSACHUSETTS DEVELOPMENT FINANCE AGENCY           | CUSIP: 57585BQT8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    275000 | PA      | $279163.67    | 0.09%             | 2030-10-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ST DEV FIN AGY REV                               | MASSACHUSETTS DEVELOPMENT FINANCE AGENCY           | CUSIP: 57585BTG3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    260000 | PA      | $262410.54    | 0.09%             | 2030-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MASSMUTUAL GLOBAL FUNDING II                                   | MASSMUTUAL GLOBAL FUNDING II                       | CUSIP: 57629TBS5<br>LEI: 549300K1IE3K7YU6VG29 | Long             | DBT              | CORP              | US        |    750000 | PA      | $752223.15    | 0.25%             | 2027-04-09      | Floating      | 4.38%                 | Yes           |                  2 | On Loan: —       |
| MATTEL, INC.                                                   | MATTEL INC                                         | CUSIP: 577081BD3<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |    500000 | PA      | $500048.61    | 0.17%             | 2027-12-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| MELCO RESORTS FINANCE LIMITED                                  | MELCO RESORTS FINANCE LTD                          | CUSIP: 58547DAC3<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | CORP              | KY        |    750000 | PA      | $747749.06    | 0.25%             | 2027-07-17      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| MERCEDES-BENZ FINANCE NORTH AMERICA LLC                        | MERCEDES BENZ FINANCE NORTH AMERICA LLC            | CUSIP: 58769JBF3<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1003553.43   | 0.34%             | 2028-03-31      | Floating      | 4.58%                 | Yes           |                  2 | On Loan: No      |
| MERCHANTS FLEET FUNDING LLC                                    | MERCHANTS FLEET FUNDING LLC                        | CUSIP: 588926AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    148920 | PA      | $149225.68    | 0.05%             | 2036-05-20      | Fixed         | 7.21%                 | Yes           |                  2 | On Loan: No      |
| MERCHANTS FLEET FUNDING LLC                                    | MERCHANTS FLEET FUNDING LLC                        | CUSIP: 588926AF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    243199 | PA      | $244191.26    | 0.08%             | 2037-04-20      | Fixed         | 5.82%                 | Yes           |                  2 | On Loan: No      |
| MERCHANTS FLEET FUNDING LLC                                    | MERCHANTS FLEET FUNDING LLC                        | CUSIP: 588926AH8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $504436.11    | 0.17%             | 2037-04-20      | Fixed         | 6.18%                 | Yes           |                  2 | On Loan: No      |
| MERCHANTS FLEET FUNDING LLC                                    | MERCHANTS FLEET FUNDING LLC                        | CUSIP: 588926AJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    225000 | PA      | $228276.54    | 0.08%             | 2037-04-20      | Fixed         | 6.85%                 | Yes           |                  2 | On Loan: No      |
| MERCHANTS FLEET FUNDING LLC                                    | MERCHANTS FLEET FUNDING LLC                        | CUSIP: 588926AN5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    215000 | PA      | $213907.69    | 0.07%             | 2039-01-20      | Fixed         | 5.21%                 | Yes           |                  2 | On Loan: No      |
| METROPOLITAN LIFE GLOBAL FUNDING I                             | METROPOLITAN LIFE GLOBAL FUNDING I                 | CUSIP: 592179KV6<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |    750000 | PA      | $749798.54    | 0.25%             | 2028-04-13      | Floating      | 4.28%                 | Yes           |                  2 | On Loan: No      |
| Mizuho Bank, Ltd.                                              | MIZUHO BANK LTD                                    | CUSIP: 60688XBT6<br>LEI: RB0PEZSDGCO3JS6CEU02 | Long             | DBT              | CORP              | JP        |   1000000 | PA      | $1014249.96   | 0.34%             | 2031-04-16      | Floating      | 4.71%                 | Yes           |                  2 | On Loan: No      |
| MONONGAHELA POWER COMPANY                                      | MONONGAHELA POWER CO                               | CUSIP: 610202BR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    968000 | PA      | $961473.14    | 0.32%             | 2027-05-15      | Fixed         | 3.55%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY PRIVATE BANK, NATIONAL ASSOCIATION              | MORGAN STANLEY                                     | CUSIP: 61776NU35<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $993268.26    | 0.33%             | 2030-02-08      | Floating      | 4.44%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER, LP                                           | MOZART DEBT MERGER SUB INC                         | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1194360.47   | 0.40%             | 2029-10-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| NMEF FUNDING LLC                                               | NMEF FUNDING 2015 A LLC                            | CUSIP: 62890QAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     50678 | PA      | $50791.14     | 0.02%             | 2030-06-17      | Fixed         | 6.57%                 | Yes           |                  2 | On Loan: No      |
| NMEF FUNDING LLC                                               | NMEF FUNDING 2026 A LLC                            | CUSIP: 62919FAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    750000 | PA      | $735762.12    | 0.25%             | 2034-02-15      | Fixed         | 4.48%                 | Yes           |                  2 | On Loan: No      |
| NMEF FUNDING LLC                                               | NMEF FUNDING 2024 A LLC                            | CUSIP: 62919UAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    194996 | PA      | $195936.18    | 0.07%             | 2031-12-15      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| NMEF FUNDING LLC                                               | NMEF FUNDING 2024 A LLC                            | CUSIP: 62919UAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    650000 | PA      | $649801.67    | 0.22%             | 2031-12-15      | Fixed         | 5.32%                 | Yes           |                  2 | On Loan: No      |
| NMEF FUNDING LLC                                               | NMEF FUNDING 2025 A LLC                            | CUSIP: 62919VAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    299081 | PA      | $299761.59    | 0.10%             | 2032-04-15      | Fixed         | 4.72%                 | Yes           |                  2 | On Loan: No      |
| NMEF FUNDING LLC                                               | NMEF FUNDING 2025 A LLC                            | CUSIP: 62919VAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    709091 | PA      | $709871.62    | 0.24%             | 2032-04-25      | Fixed         | 5.18%                 | Yes           |                  2 | On Loan: No      |
| NMEF FUNDING LLC                                               | NMEF FUNDING 2025 A LLC                            | CUSIP: 62919VAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    450000 | PA      | $453067.39    | 0.15%             | 2032-04-25      | Fixed         | 5.79%                 | Yes           |                  2 | On Loan: No      |
| NMEF FUNDING LLC                                               | NMEF FUNDING 2025 B LLC                            | CUSIP: 62919WAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    425124 | PA      | $426053.33    | 0.14%             | 2033-01-18      | Fixed         | 4.64%                 | Yes           |                  2 | On Loan: No      |
| NMEF FUNDING LLC                                               | NMEF FUNDING 2025 B LLC                            | CUSIP: 62919WAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $496554.04    | 0.17%             | 2033-01-18      | Fixed         | 4.73%                 | Yes           |                  2 | On Loan: No      |
| NMEF FUNDING LLC                                               | NMEF FUNDING 2025 B LLC                            | CUSIP: 62919WAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    300000 | PA      | $297747.48    | 0.10%             | 2033-01-18      | Fixed         | 5.17%                 | Yes           |                  2 | On Loan: No      |
| NMI HOLDINGS, INC.                                             | NMI HOLDINGS INC                                   | CUSIP: 629209AC1<br>LEI: 529900KNNGFXJX1C3Z08 | Long             | DBT              | CORP              | US        |    250000 | PA      | $256196.33    | 0.09%             | 2029-08-15      | Fixed         | 6.00%                 | 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        |    346000 | PA      | $283038.39    | 0.10%             | 2049-11-19      | Fixed         | 6.44%                 | Yes           |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK LIMITED                                | NATIONAL AUSTRALIA BANK LTD                        | CUSIP: 6325C0EC1<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |   1250000 | PA      | $1252744.69   | 0.42%             | 2027-01-12      | Floating      | 4.30%                 | Yes           |                  2 | On Loan: No      |
| NATIONAL BANK OF CANADA                                        | NATIONAL BANK OF CANADA                            | CUSIP: 63307A3L7<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $999153.47    | 0.34%             | 2029-01-20      | Floating      | 4.42%                 | No            |                  2 | On Loan: No      |
| Nationwide Building Society                                    | NATIONWIDE BUILDING SOCIETY                        | CUSIP: 63861VAG2<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |   1400000 | PA      | $1406685.65   | 0.47%             | 2028-02-16      | Floating      | 4.96%                 | Yes           |                  2 | On Loan: No      |
| NATWEST MARKETS PLC                                            | NATWEST MARKETS PLC                                | CUSIP: 63906YAN8<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $401879.57    | 0.14%             | 2028-03-21      | Floating      | 4.60%                 | Yes           |                  2 | On Loan: No      |
| NATWEST MARKETS PLC                                            | NATWEST MARKETS PLC                                | CUSIP: 63906YAW8<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $1000648.15   | 0.34%             | 2029-03-27      | Floating      | 4.58%                 | Yes           |                  2 | On Loan: No      |
| NAVISTAR FINANCIAL DEALER NOTE MASTER TRUST                    | NAVISTAR FINANCIAL DEALER NOTE MASTER OWNER TRUST  | CUSIP: 63938PCB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    301000 | PA      | $301416.55    | 0.10%             | 2030-09-25      | Fixed         | 4.72%                 | Yes           |                  2 | On Loan: No      |
| NEW ECONOMY ASSETS PHASE I SPONSOR LLC                         | NEW ECONOMY ASSETS PHASE 1 SPONSOR LLC             | CUSIP: 643821AB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    293000 | PA      | $174335.00    | 0.06%             | 2061-10-20      | Fixed         | 2.41%                 | Yes           |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL HOLDINGS, INC.                          | NEXTERA ENERGY CAPITAL HOLDINGS INC                | CUSIP: 65339KDH0<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1003139.50   | 0.34%             | 2028-02-04      | Floating      | 4.47%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE COMPANY LLC                            | NISSAN MOTOR ACCEPTANCE CO LLC                     | CUSIP: 65480CAG0<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |    500000 | PA      | $498630.41    | 0.17%             | 2027-09-13      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| Nordea Bank Abp                                                | NORDEA BANK ABP                                    | CUSIP: 65558RAM1<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |    750000 | PA      | $752671.65    | 0.25%             | 2028-03-17      | Floating      | 4.35%                 | Yes           |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORPORATION                                   | NOVARTIS CAPITAL CORP                              | CUSIP: 66989HBE7<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1004066.87   | 0.34%             | 2029-03-16      | Floating      | 4.30%                 | No            |                  2 | On Loan: No      |
| OCCU AUTO RECEIVABLES TRUST                                    | OCCU AUTO RECEIVABLES TRUST 2025 1                 | CUSIP: 67098SAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    300000 | PA      | $300137.46    | 0.10%             | 2034-11-15      | Fixed         | 5.60%                 | Yes           |                  2 | On Loan: No      |
| Open Text Corporation                                          | OPEN TEXT CORP                                     | CUSIP: 683715AC0<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $967254.34    | 0.33%             | 2028-02-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| ORACLE CORPORATION                                             | ORACLE CORP                                        | CUSIP: 68389XCX1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    750000 | PA      | $737436.82    | 0.25%             | 2028-08-03      | Floating      | 4.43%                 | No            |                  2 | On Loan: No      |
| OSCAR US FUNDING TRUST                                         | OSCAR US FUNDING XVII LLC                          | CUSIP: 68784BAC8<br>LEI: 549300GTSLUONMR77U11 | Long             | ABS-MBS          | CORP              | US        |    750000 | PA      | $751395.08    | 0.25%             | 2029-03-12      | Fixed         | 4.47%                 | Yes           |                  2 | On Loan: No      |
| BLUE OWL CAPITAL CORPORATION                                   | BLUE OWL CAPITAL CORP                              | CUSIP: 69121KAF1<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |    750000 | PA      | $735142.58    | 0.25%             | 2027-01-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CAPITAL CORPORATION                                   | BLUE OWL CAPITAL CORP                              | CUSIP: 69122JAC0<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |    500000 | PA      | $488965.91    | 0.16%             | 2027-04-13      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| PEAC SOLUTIONS RECEIVABLES                                     | PEAC SOLUTIONS RECEIVABLES 2024 2 LLC              | CUSIP: 69392BAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    571000 | PA      | $572902.87    | 0.19%             | 2031-10-20      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| PEAC SOLUTIONS RECEIVABLES                                     | PEAC SOLUTIONS RECEIVABLES 2025 1 LLC              | CUSIP: 69392HAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    379155 | PA      | $380785.52    | 0.13%             | 2028-10-20      | Fixed         | 4.94%                 | Yes           |                  2 | On Loan: No      |
| PEAC SOLUTIONS RECEIVABLES                                     | PEAC SOLUTIONS RECEIVABLES 2025 1 LLC              | CUSIP: 69392HAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    419000 | PA      | $422819.54    | 0.14%             | 2032-07-20      | Fixed         | 5.04%                 | Yes           |                  2 | On Loan: No      |
| PACIFIC LIFE GLOBAL FUNDING II                                 | PACIFIC LIFE GF II                                 | CUSIP: 6944PL2G3<br>LEI: 6354003EUPCHXTWUU869 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100030.27    | 0.03%             | 2026-06-04      | Floating      | 4.28%                 | Yes           |                  2 | On Loan: No      |
| BANC OF CALIFORNIA                                             | BANC OF CALIFORNIA                                 | CUSIP: 69506YSC4<br>LEI: 549300A7DTSCJLJ33451 | Long             | DBT              | CORP              | US        |    500000 | PA      | $497595.33    | 0.17%             | 2031-05-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE LOAN FUNDING LTD.                                | PALMER SQUARE LOAN FUNDING 2024 3 LTD              | CUSIP: 69690EAL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1250000 | PA      | $1248636.25   | 0.42%             | 2032-08-08      | Floating      | 4.81%                 | Yes           |                  2 | On Loan: No      |
| PALMER SQUARE LOAN FUNDING LTD.                                | PALMER SQUARE LOAN FUNDING 2024 1 LTD              | CUSIP: 69703NAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    750000 | PA      | $749120.25    | 0.25%             | 2035-01-15      | Floating      | 4.82%                 | Yes           |                  2 | On Loan: No      |
| PAWNEE EQUIPMENT RECEIVABLES LLC                               | PAWNEEE EQUIPMENT RECEIVABLES SERIES 2022 1 LLC    | CUSIP: 70410DAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    116786 | PA      | $116828.53    | 0.04%             | 2028-07-17      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| PAYPAL HOLDINGS, INC.                                          | PAYPAL HOLDINGS INC                                | CUSIP: 70450YAR4<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    750000 | PA      | $750308.94    | 0.25%             | 2028-03-06      | Floating      | 4.32%                 | No            |                  2 | On Loan: No      |
| PEAC SOLUTIONS RECEIVABLES                                     | PEAC SOLUTIONS RECEIVABLES 2026 1 LLC              | CUSIP: 704583AC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    429000 | PA      | $426863.30    | 0.14%             | 2033-07-20      | Fixed         | 4.39%                 | Yes           |                  2 | On Loan: No      |
| PEACEHEALTH                                                    | PEACEHEALTH OBLIGATED GROUP                        | CUSIP: 70462GAE8<br>LEI: PLDU35L52IYZUL5SMS69 | Long             | DBT              | CORP              | US        |    350000 | PA      | $348317.04    | 0.12%             | 2028-11-15      | Fixed         | 4.33%                 | No            |                  2 | On Loan: —       |
| FirstEnergy Pennsylvania Electric Company                      | FIRSTENERGY PENNSYLVANIA ELECTRIC CO               | CUSIP: 708696BZ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    330000 | PA      | $320852.61    | 0.11%             | 2029-06-01      | Fixed         | 3.60%                 | Yes           |                  2 | On Loan: No      |
| PHILLIPS 66                                                    | PHILLIPS 66                                        | CUSIP: 71855BE16<br>LEI: 5493005JBO5YSIGK1814 | Long             | STIV             | CORP              | US        |   3500000 | PA      | $3499614.30   | 1.18%             |  |  |  | Yes           |                  2 | On Loan: No      |
| PHILLIPS 66                                                    | PHILLIPS 66                                        | CUSIP: 71855BE65<br>LEI: 5493005JBO5YSIGK1814 | Long             | STIV             | CORP              | US        |   1000000 | PA      | $999332.90    | 0.34%             |  |  |  | Yes           |                  2 | On Loan: No      |
| POST ROAD EQUIPMENT FINANCE LLC                                | POST ROAD EQUIPMENT FINANCE 2025 1 LLC             | CUSIP: 73747LAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    381686 | PA      | $384006.36    | 0.13%             | 2031-05-15      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| POST ROAD EQUIPMENT FINANCE LLC                                | POST ROAD EQUIPMENT FINANCE 2025 1 LLC             | CUSIP: 73747LAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    164000 | PA      | $165026.58    | 0.06%             | 2031-05-15      | Fixed         | 5.04%                 | Yes           |                  2 | On Loan: No      |
| POST ROAD EQUIPMENT FINANCE LLC                                | POST ROAD EQUIPMENT FINANCE 2025 1 LLC             | CUSIP: 73747LAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    259000 | PA      | $258928.37    | 0.09%             | 2031-05-15      | Fixed         | 5.13%                 | 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        |    500000 | PA      | $501341.32    | 0.17%             | 2028-11-15      | Fixed         | 5.34%                 | Yes           |                  2 | On Loan: No      |
| PRESTIGE AUTO RECEIVABLES TRUST                                | PRESTIGE AUTO RECEIVABLES TRUST 2025 1             | CUSIP: 74113UAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    177000 | PA      | $177015.61    | 0.06%             | 2030-02-15      | Fixed         | 5.52%                 | Yes           |                  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        |     11077 | PA      | $11076.88     | 0.00%             | 2027-12-15      | Fixed         | 6.64%                 | Yes           |                  2 | On Loan: No      |
| PROGRESS RESIDENTIAL MASTER TRUST                              | PROGRESS RESIDENTIAL TRUST                         | CUSIP: 74333FAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    600000 | PA      | $596135.00    | 0.20%             | 2026-07-16      | Fixed         | 1.66%                 | Yes           |                  2 | On Loan: No      |
| RGA GLOBAL FUNDING                                             | RGA GLOBAL FUNDING                                 | CUSIP: 76209PAH6<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |    500000 | PA      | $497219.80    | 0.17%             | 2028-08-25      | Fixed         | 4.35%                 | Yes           |                  2 | On Loan: No      |
| RIO TINTO FINANCE (USA) PLC                                    | RIO TINTO FINANCE USA PLC                          | CUSIP: 76720AAY2<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $1004420.35   | 0.34%             | 2028-03-14      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| ROCKET MORTGAGE, LLC                                           | ROCKET MORTGAGE LLC ROCKET MORTGAGE CO ISSUER IN   | CUSIP: 77313LAA1<br>LEI: 549300FGXN1K3HLB1R50 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1238818.02   | 0.42%             | 2026-10-15      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| ROCKWELL COLLINS, INC.                                         | ROCKWELL COLLINS INC                               | CUSIP: 774341AK7<br>LEI: XO75O7GICH1NPWLBRL05 | Long             | DBT              | CORP              | US        |    750000 | PA      | $742358.73    | 0.25%             | 2027-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS INC.                                     | ROGERS COMMUNICATION                               | CUSIP: 77511MEM9<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | STIV             | CORP              | CA        |   2000000 | PA      | $1995208.60   | 0.67%             |  |  |  | Yes           |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS INC.                                     | ROGERS COMMUNICATIONS INC                          | CUSIP: 77511MFJ5<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | STIV             | CORP              | CA        |   1000000 | PA      | $994342.30    | 0.34%             |  |  |  | Yes           |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                           | ROYAL BANK OF CANADA                               | CUSIP: 78016EYD3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $500586.04    | 0.17%             | 2026-11-02      | Floating      | 4.26%                 | No            |                  2 | On Loan: No      |
| SHR TRUST                                                      | SHR TRUST 2024 LXRY                                | CUSIP: 784234AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    421053 | PA      | $422741.16    | 0.14%             | 2041-10-15      | Floating      | 5.60%                 | Yes           |                  2 | On Loan: No      |
| SHR TRUST                                                      | SHR TRUST 2024 LXRY                                | CUSIP: 784234AC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $499568.77    | 0.17%             | 2041-10-15      | Floating      | 6.10%                 | Yes           |                  2 | On Loan: No      |
| SMRT COMMERCIAL MORTGAGE TRUST                                 | SMRT 2022 MINI                                     | CUSIP: 78457JAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1300000 | PA      | $1298794.44   | 0.44%             | 2039-01-15      | Floating      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| SWCH COMMERCIAL MORTGAGE TRUST                                 | SWCH COMMERCIAL MORTGAGE TRUST 2025 DATA           | CUSIP: 78489CAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $990777.73    | 0.33%             | 2042-03-15      | Floating      | 5.12%                 | Yes           |                  2 | On Loan: No      |
| SALESFORCE, INC.                                               | SALESFORCE INC                                     | CUSIP: 79466LAQ7<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    750000 | PA      | $750827.03    | 0.25%             | 2028-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SALESFORCE, INC.                                               | SALESFORCE INC                                     | CUSIP: 79466LAR5<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250440.00    | 0.08%             | 2029-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| SANTANDER BANK, N.A.                                           | SANTANDER BANK AUTO CREDIT LINKED NOTES SERIES 202 | CUSIP: 80280BAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    324099 | PA      | $325652.67    | 0.11%             | 2033-01-18      | Fixed         | 5.14%                 | Yes           |                  2 | On Loan: No      |
| SANTANDER BANK, N.A.                                           | SANTANDER BANK AUTO CREDIT LINKED NOTES SERIES 202 | CUSIP: 80280BAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    427900 | PA      | $430332.11    | 0.15%             | 2033-01-18      | Fixed         | 5.48%                 | Yes           |                  2 | On Loan: No      |
| SANTANDER UK GROUP HOLDINGS PLC                                | SANTANDER UK GROUP HOLDINGS PLC                    | CUSIP: 80281LAR6<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $492782.09    | 0.17%             | 2028-01-11      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| Santander Holdings USA, Inc.                                   | SANTANDER HOLDINGS USA INC                         | CUSIP: 80282KBN5<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1420372.11   | 0.48%             | 2029-03-20      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| SANTANDER BANK, N.A.                                           | SANTANDER BANK AUTO CREDIT LINKED NOTES SERIES 202 | CUSIP: 80290CCC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    198743 | PA      | $200676.49    | 0.07%             | 2033-12-15      | Fixed         | 5.93%                 | Yes           |                  2 | On Loan: No      |
| SANTANDER BANK, N.A.                                           | SANTANDER BANK AUTO CREDIT LINKED NOTES SERIES 202 | CUSIP: 80290CCD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     99372 | PA      | $100730.02    | 0.03%             | 2033-12-15      | Fixed         | 6.66%                 | Yes           |                  2 | On Loan: No      |
| SANTANDER BANK, N.A.                                           | SANTANDER BANK AUTO CREDIT LINKED NOTES SERIES 202 | CUSIP: 80290CCS1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $498835.87    | 0.17%             | 2034-01-16      | Fixed         | 4.66%                 | Yes           |                  2 | On Loan: No      |
| SANTANDER BANK, N.A.                                           | SANTANDER BANK AUTO CREDIT LINKED NOTES SERIES 202 | CUSIP: 80290CCT9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $250237.18    | 0.08%             | 2034-01-16      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| SASOL FINANCING USA LLC                                        | SASOL FINANCING USA LLC                            | CUSIP: 80386WAC9<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |    500000 | PA      | $497796.66    | 0.17%             | 2026-09-18      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| THE CHARLES SCHWAB CORPORATION                                 | CHARLES SCHWAB CORP THE                            | CUSIP: 808513BK0<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $998695.68    | 0.34%             | 2199-12-31      | Fixed         | 4.00%                 | 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        |    261746 | PA      | $263576.54    | 0.09%             | 2031-07-25      | Fixed         | 5.04%                 | Yes           |                  2 | On Loan: No      |
| SECURITIZED TERM AUTO RECEIVABLES TRUST                        | SECURITIZED TERM AUTO RECEIVABLES TRUST            | CUSIP: 81378RAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    113216 | PA      | $114174.82    | 0.04%             | 2031-07-25      | Fixed         | 5.18%                 | Yes           |                  2 | On Loan: No      |
| SECURITIZED TERM AUTO RECEIVABLES TRUST                        | SECURITIZED TERM AUTO RECEIVABLES TRUST 2025 B     | CUSIP: 81378WAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    324371 | PA      | $326595.56    | 0.11%             | 2032-12-29      | Fixed         | 4.92%                 | Yes           |                  2 | On Loan: No      |
| SECURITIZED TERM AUTO RECEIVABLES TRUST                        | SECURITIZED TERM AUTO RECEIVABLES TRUST 2025 B     | CUSIP: 81378WAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    324371 | PA      | $327339.08    | 0.11%             | 2032-12-29      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| SECURITIZED TERM AUTO RECEIVABLES TRUST                        | SECURITIZED TERM AUTO RECEIVABLES TRUST            | CUSIP: 81378WAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    613397 | PA      | $612777.73    | 0.21%             | 2033-03-25      | Fixed         | 4.43%                 | Yes           |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                            | SIRIUS XM RADIO LLC                                | CUSIP: 82967NBL1<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |    500000 | PA      | $497183.99    | 0.17%             | 2026-09-01      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| SIXTH STREET SPECIALTY LENDING, INC.                           | SIXTH STREET SPECIALTY LENDING INC                 | CUSIP: 83012AAA7<br>LEI: 549300TX61566GJWCN05 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $992141.05    | 0.33%             | 2026-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: —       |
| Skandinaviska Enskilda Banken AB                               | SKANDINAVISKA ENSKILDA BANKEN AB                   | CUSIP: 830505BC6<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DBT              | CORP              | SE        |   1000000 | PA      | $1003283.94   | 0.34%             | 2028-06-02      | Floating      | 4.41%                 | Yes           |                  2 | On Loan: No      |
| Smithfield Foods, Inc.                                         | SMITHFIELD FOODS INC                               | CUSIP: 832248AZ1<br>LEI: CVTIPZRZJC0JQEZLL598 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $998900.49    | 0.34%             | 2027-02-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| SOCIETE GENERALE SA                                            | SOCIETE GENERALE SA                                | CUSIP: 83368RCM2<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    750000 | PA      | $750563.94    | 0.25%             | 2030-04-12      | Floating      | 4.75%                 | Yes           |                  2 | On Loan: No      |
| SONOCO PRODUCTS COMPANY                                        | SONOCO PRODUCTS COMPANY                            | CUSIP: 83549SE16<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | STIV             | CORP              | US        |   2100000 | PA      | $2099757.87   | 0.71%             |  |  |  | Yes           |                  2 | On Loan: No      |
| SONOCO PRODUCTS COMPANY                                        | SONOCO PRODUCTS COMPANY                            | CUSIP: 83549SE73<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | STIV             | CORP              | US        |    750000 | PA      | $749394.83    | 0.25%             |  |  |  | Yes           |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                         | STANDARD CHARTERED PLC                             | CUSIP: 853254CV0<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $501259.55    | 0.17%             | 2027-07-06      | Floating      | 5.58%                 | Yes           |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                         | STANDARD CHARTERED PLC                             | CUSIP: 85325C2F8<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    750000 | PA      | $754607.69    | 0.25%             | 2029-01-21      | Floating      | 4.89%                 | Yes           |                  2 | On Loan: No      |
| STELLANTIS FINANCE US INC.                                     | STELLANTIS FINANCE US INC                          | CUSIP: 85855CAM2<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |    500000 | PA      | $503879.09    | 0.17%             | 2028-03-17      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| STELLANTIS FINANCIAL SERVICES US CORP.                         | STELLANTIS FINANCIAL SERVICES US CORP              | CUSIP: 85855FAC7<br>LEI: 5493000KNKFDOC1BOW59 | Long             | DBT              | CORP              | US        |    750000 | PA      | $751806.24    | 0.25%             | 2028-09-15      | Floating      | 5.34%                 | Yes           |                  2 | On Loan: —       |
| STELLANTIS FINANCIAL SERVICES US CORP.                         | STELLANTIS FINANCIAL SER                           | CUSIP: 85855KFP2<br>LEI: 5493000KNKFDOC1BOW59 | Long             | STIV             | CORP              | US        |   2000000 | PA      | $1986878.00   | 0.67%             |  |  |  | Yes           |                  2 | On Loan: No      |
| STELLANTIS FINANCIAL SERVICES US CORP.                         | STELLANTIS FINANCIAL SER                           | CUSIP: 85855KFQ0<br>LEI: 5493000KNKFDOC1BOW59 | Long             | STIV             | CORP              | US        |   1000000 | PA      | $993318.50    | 0.33%             |  |  |  | Yes           |                  2 | On Loan: No      |
| STELLANTIS FINANCIAL SERVICES US CORP.                         | STELLANTIS FINANCIAL SER                           | CUSIP: 85855KG71<br>LEI: 5493000KNKFDOC1BOW59 | Long             | STIV             | CORP              | US        |   1000000 | PA      | $991745.60    | 0.33%             |  |  |  | Yes           |                  2 | On Loan: No      |
| STELLANTIS FINANCIAL SERVICES US CORP.                         | STELLANTIS FINANCIAL SER                           | CUSIP: 85855KGA4<br>LEI: 5493000KNKFDOC1BOW59 | Long             | STIV             | CORP              | US        |    500000 | PA      | $495690.70    | 0.17%             |  |  |  | Yes           |                  2 | On Loan: No      |
| STONEBRIAR ABF ISSUER LLC                                      | STONEBRIAR ABF ISSUER LLC                          | CUSIP: 86177CAA7<br>LEI: 984500A76E25968C4F70 | Long             | DBT              | CORP              | US        |    756000 | PA      | $793149.36    | 0.27%             | 2030-12-15      | Fixed         | 8.12%                 | Yes           |                  2 | On Loan: No      |
| Sumitomo Mitsui Trust Bank, Limited                            | SUMITOMO MITSUI TRUST BANK LTD                     | CUSIP: 86563VCC1<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |   1000000 | PA      | $1002503.95   | 0.34%             | 2028-09-11      | Floating      | 4.40%                 | Yes           |                  2 | On Loan: No      |
| SUNTRUST CAPITAL I                                             | SUNTRUST CAPITAL                                   | CUSIP: 86787XAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    717000 | PA      | $711839.27    | 0.24%             | 2027-05-15      | Floating      | 4.58%                 | No            |                  2 | On Loan: No      |
| SWITCH ABS ISSUER LLC                                          | SWITCH ABS ISSUER LLC                              | CUSIP: 871044AL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $242597.92    | 0.08%             | 2055-03-25      | Fixed         | 5.04%                 | Yes           |                  2 | On Loan: No      |
| TEXAS CAPITAL BANCSHARES, INC.                                 | TEXAS CAPITAL BANCSHARES                           | CUSIP: 88224QAA5<br>LEI: 549300466Q2SXRX0YM48 | Long             | DBT              | CORP              | US        |    900000 | PA      | $900000.00    | 0.30%             | 2031-05-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| THE TORONTO-DOMINION BANK                                      | TORONTO DOMINION BANK THE                          | CUSIP: 89114TZH8<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   1500000 | PA      | $1501453.95   | 0.51%             | 2026-09-10      | Floating      | 4.24%                 | No            |                  2 | On Loan: No      |
| TRINET GROUP, INC.                                             | TRINET GROUP INC                                   | CUSIP: 896288AA5<br>LEI: 5299003FJVBETSFKE990 | Long             | DBT              | CORP              | US        |   1125000 | PA      | $1048170.35   | 0.35%             | 2029-03-01      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Truist Bank                                                    | TRUIST BANK                                        | CUSIP: 89788JAK5<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |    500000 | PA      | $499678.77    | 0.17%             | 2029-01-27      | Floating      | 4.30%                 | 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        |    880879 | PA      | $880159.21    | 0.30%             | 2033-09-26      | Fixed         | 4.73%                 | Yes           |                  2 | On Loan: No      |
| UBS AG                                                         | UBS AG STAMFORD CT                                 | CUSIP: 90261AAF9<br>LEI: 254900R882POXXVAK772 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1001190.95   | 0.34%             | 2029-03-16      | Floating      | 4.46%                 | No            |                  2 | On Loan: No      |
| U S BANK NATIONAL ASSOCIATION                                  | US BANK NA                                         | CUSIP: 90357PAV6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    336636 | PA      | $339017.62    | 0.11%             | 2032-08-25      | Fixed         | 6.79%                 | Yes           |                  2 | On Loan: No      |
| USB AUTO OWNER TRUST                                           | USB AUTO OWNER TRUST 2025 1                        | CUSIP: 90367VAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $250700.67    | 0.08%             | 2032-12-15      | Fixed         | 5.40%                 | Yes           |                  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        |    750000 | PA      | $743878.22    | 0.25%             | 2029-05-10      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| UNITED AUTO CREDIT SECURITIZATION TRUST                        | UNITED AUTO CREDIT SECURITIZATION TRUST 2025 1     | CUSIP: 90945JAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    992452 | PA      | $993621.43    | 0.34%             | 2028-02-10      | Fixed         | 5.05%                 | 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        |   1225000 | PA      | $1208539.55   | 0.41%             | 2052-02-15      | Fixed         | 4.59%                 | Yes           |                  2 | On Loan: No      |
| VFI ABS LLC                                                    | VFI ABS 2025 1 LLC                                 | CUSIP: 91824UAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    498716 | PA      | $499712.48    | 0.17%             | 2030-06-24      | Fixed         | 4.78%                 | Yes           |                  2 | On Loan: No      |
| VIKING OCEAN CRUISES LTD                                       | VOC ESCROW LTD                                     | CUSIP: 91832VAA2<br>LEI: 549300HGB20LALDWOS12 | Long             | DBT              | CORP              | BM        |   1156000 | PA      | $1152051.10   | 0.39%             | 2028-02-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| VALLOUREC SA                                                   | VALLOUREC SACA                                     | CUSIP: 92023RAA8<br>LEI: 969500P2Q1B47H4MCJ34 | Long             | DBT              | CORP              | FR        |   1400000 | PA      | $1478252.74   | 0.50%             | 2032-04-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| VENTURE CLO LIMITED                                            | VENTURE 49 CLO LTD                                 | CUSIP: 922972AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    473684 | PA      | $473778.98    | 0.16%             | 2037-04-20      | Floating      | 5.03%                 | Yes           |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU PASS, LLC                             | VENTURE GLOBAL CALCASIEU PASS LLC                  | CUSIP: 92328MAA1<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    500000 | PA      | $478864.90    | 0.16%             | 2029-08-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| VERDANT RECEIVABLES LLC                                        | VERDANT RECEIVABLES 2023 1 LLC                     | CUSIP: 92339GAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    256911 | PA      | $260107.49    | 0.09%             | 2031-01-13      | Fixed         | 6.24%                 | Yes           |                  2 | On Loan: No      |
| VERDANT RECEIVABLES LLC                                        | VERDANT RECEIVABLES 2024 1 LLC                     | CUSIP: 92339MAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    400000 | PA      | $406773.12    | 0.14%             | 2031-12-12      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| VERDANT RECEIVABLES LLC                                        | VERDANT RECEIVABLES 2025 1 LLC                     | CUSIP: 92340GAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    261000 | PA      | $262606.09    | 0.09%             | 2033-05-12      | Fixed         | 4.96%                 | Yes           |                  2 | On Loan: No      |
| VIDEOTRON LTD.                                                 | VIDEOTRON LTD                                      | CUSIP: 92659LED2<br>LEI: 549300LW4GNJRBECSD81 | Long             | STIV             | CORP              | CA        |   1000000 | PA      | $998428.70    | 0.34%             |  |  |  | Yes           |                  2 | On Loan: No      |
| VIDEOTRON LTD.                                                 | VIDEOTRON LTD                                      | CUSIP: 92659LEE0<br>LEI: 549300LW4GNJRBECSD81 | Long             | STIV             | CORP              | CA        |   1500000 | PA      | $1497454.80   | 0.50%             |  |  |  | Yes           |                  2 | On Loan: No      |
| VIDEOTRON LTD.                                                 | VIDEOTRON LTD                                      | CUSIP: 92659LEK6<br>LEI: 549300LW4GNJRBECSD81 | Long             | STIV             | CORP              | CA        |   1000000 | PA      | $997678.90    | 0.34%             |  |  |  | Yes           |                  2 | On Loan: No      |
| VIDEOTRON LTD.                                                 | VIDEOTRON LTD                                      | CUSIP: 92659LEL4<br>LEI: 549300LW4GNJRBECSD81 | Long             | STIV             | CORP              | CA        |   2000000 | PA      | $1995107.20   | 0.67%             |  |  |  | Yes           |                  2 | On Loan: No      |
| VISTRA OPERATIONS COMPANY LLC                                  | VISTRA OPERATIONS CO LLC                           | CUSIP: 92840VAP7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    750000 | PA      | $786627.80    | 0.27%             | 2031-10-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP OF AMERICA FINANCE, LLC                       | VOLKSWAGEN GROUP OF AMERICA FINANCE LLC            | CUSIP: 928668CW0<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    750000 | PA      | $747275.10    | 0.25%             | 2028-09-11      | Fixed         | 4.55%                 | Yes           |                  2 | On Loan: No      |
| VORNADO REALTY L.P.                                            | VORNADO REALTY LP                                  | CUSIP: 929043AK3<br>LEI: 549300BMOJ05INE4YK86 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $997417.35    | 0.34%             | 2026-06-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| VOYA CLO                                                       | VOYA CLO 2019 2 LTD                                | CUSIP: 92917RAL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    255688 | PA      | $255662.14    | 0.09%             | 2032-07-20      | Floating      | 4.88%                 | Yes           |                  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        |    750000 | PA      | $750343.51    | 0.25%             | 2042-10-15      | Floating      | 5.37%                 | Yes           |                  2 | On Loan: No      |
| WESTERN FUNDING AUTO LOAN TRUST                                | WESTERN FUNDING AUTO LOAN TRUST 2025 1             | CUSIP: 958250AB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    636000 | PA      | $626050.46    | 0.21%             | 2035-09-17      | Fixed         | 4.98%                 | Yes           |                  2 | On Loan: No      |
| WESTERN FUNDING AUTO LOAN TRUST                                | WESTERN FUNDING AUTO LOAN TRUST 2025 1             | CUSIP: 958250AC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    447000 | PA      | $441782.56    | 0.15%             | 2035-11-15      | Fixed         | 5.34%                 | Yes           |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST                          | WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2023 2       | CUSIP: 959926AF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     39763 | PA      | $39795.76     | 0.01%             | 2028-03-15      | Fixed         | 6.29%                 | Yes           |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST                          | WESTLAKE AUTOMOBILE RECEIVABLES TRUST SERIES 2023  | CUSIP: 96042UAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    103460 | PA      | $103593.71    | 0.03%             | 2027-06-15      | Fixed         | 6.44%                 | Yes           |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST                          | WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2026 1       | CUSIP: 96043BAF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $990000.90    | 0.33%             | 2031-06-16      | Fixed         | 4.37%                 | Yes           |                  2 | On Loan: No      |
| WESTLAKE AUTOMOBILE RECEIVABLES TRUST                          | WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2025 1       | CUSIP: 96043VAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    259225 | PA      | $259265.28    | 0.09%             | 2028-01-15      | Floating      | 4.12%                 | Yes           |                  2 | On Loan: No      |
| WESTPAC BANKING CORPORATION                                    | WESTPAC BANKING CORP                               | CUSIP: 961214ES8<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   1500000 | PA      | $1500314.50   | 0.51%             | 2026-06-03      | Floating      | 4.18%                 | No            |                  2 | On Loan: No      |
| WHEELS FLEET LEASE FUNDING LLC                                 | WHEELS FLEET LEASE FUNDING 1 LLC                   | CUSIP: 96328GBN6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    370203 | PA      | $371173.37    | 0.13%             | 2039-02-18      | Floating      | 4.49%                 | Yes           |                  2 | On Loan: No      |
| WHEELS FLEET LEASE FUNDING LLC                                 | WHEELS FLEET LEASE FUNDING 1 LLC                   | CUSIP: 96328GCS4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $495677.25    | 0.17%             | 2040-09-18      | Fixed         | 4.79%                 | Yes           |                  2 | On Loan: No      |
| WINGSPIRE EQUIPMENT FINANCE LLC                                | WINGSPIRE EQUIPMENT FINANCE 2024 1 LLC             | CUSIP: 97415AAD4<br>LEI: 254900UTJF59Z6LWFR35 | Long             | ABS-MBS          | CORP              | US        |    291789 | PA      | $291774.85    | 0.10%             | 2032-09-20      | Fixed         | 5.28%                 | Yes           |                  2 | On Loan: No      |
| WINGSPIRE EQUIPMENT FINANCE LLC                                | WINGSPIRE EQUIPMENT FINANCE 2024 1 LLC             | CUSIP: 97415AAE2<br>LEI: 254900UTJF59Z6LWFR35 | Long             | ABS-MBS          | CORP              | US        |    150000 | PA      | $151797.76    | 0.05%             | 2032-09-20      | Fixed         | 6.31%                 | Yes           |                  2 | On Loan: No      |
| WINGSPIRE EQUIPMENT FINANCE LLC                                | WINGSPIRE EQUIPMENT FINANCE 2025 1 LLC             | CUSIP: 97415CAD0<br>LEI: 254900UTJF59Z6LWFR35 | Long             | ABS-MBS          | CORP              | US        |    474000 | PA      | $467349.13    | 0.16%             | 2033-09-20      | Fixed         | 4.76%                 | Yes           |                  2 | On Loan: No      |
| WINGSPIRE EQUIPMENT FINANCE LLC                                | WINGSPIRE EQUIPMENT FINANCE 2025 1 LLC             | CUSIP: 97415CAE8<br>LEI: 254900UTJF59Z6LWFR35 | Long             | ABS-MBS          | CORP              | US        |    410000 | PA      | $408541.99    | 0.14%             | 2033-09-20      | Fixed         | 5.45%                 | Yes           |                  2 | On Loan: No      |
| XPO, INC.                                                      | XPO INC                                            | CUSIP: 98379KAA0<br>LEI: 54930096DB9LCLPN7H13 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1013986.72   | 0.34%             | 2028-06-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| BEAZLEY INSURANCE DESIGNATED ACTIVITY COMPANY                  | BEAZLEY INSURANCE DAC                              | CUSIP: N/A<br>LEI: 549300WWULDAFCPEU084       | Long             | DBT              | CORP              | IE        |    450000 | PA      | $454360.27    | 0.15%             | 2029-09-10      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| STANDARD LIFE PLC                                              | PHOENIX GROUP HOLDINGS PLC                         | CUSIP: N/A<br>LEI: 2138001P49OLAEU33T68       | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $1001879.14   | 0.34%             | 2027-07-06      | Fixed         | 5.38%                 | 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        |    409742 | NS      | $409741.88    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC US GOVERNMENT MONEY MARKET FUND                           | HSBC US GOVT MMKT-I                                | CUSIP: 40428X107<br>LEI: N/A                  | Long             | STIV             | RF                | US        |    409742 | NS      | $409741.88    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| INVESCO GOVERNMENT & AGENCY PORTFOLIO                          | INVESCO GVT & AGNCY-INST                           | CUSIP: 825252885<br>LEI: N/A                  | Long             | STIV             | RF                | US        |    409742 | NS      | $409741.88    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| AADVANTAGE LOYALTY IP LTD                                      | AADVANTAGE LOYALTY IP LTD                          | CUSIP: 02376CBS3<br>LEI: N/A                  | Long             | LON              | CORP              | KY        |    992481 | PA      | $986139.24    | 0.33%             | 2028-04-20      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| MSILF Government Portfolio                                     | MSILF GOVERNMENT-INST                              | CUSIP: 61747C707<br>LEI: N/A                  | Long             | STIV             | RF                | US        |    409742 | NS      | $409741.86    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2026-06-01

**Name of Applicant:** Victory Portfolios III

**Signature:** Carol D. Trevino

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

**Title:** Treasurer