# EDGAR Filing Document

**Accession Number:** 0001517936
**File Stem:** 0001752724-25-156376
**Filing Date:** 2025-6
**Character Count:** 208534
**Document Hash:** 44bb2cebd23b054a8c8a4f1017b53e12
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-156376.hdr.sgml**: 20250625

**ACCESSION NUMBER**: 0001752724-25-156376

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250430

**FILED AS OF DATE**: 20250625

**DATE AS OF CHANGE**: 20250625

**PERIOD START**: 20251031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** FIRST TRUST EXCHANGE-TRADED FUND IV
- **CENTRAL INDEX KEY:** 0001517936

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** MA

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22559
- **FILM NUMBER:** 251073527

**BUSINESS ADDRESS:**
- **STREET 1:** 120 EAST LIBERTY DRIVE, SUITE 400
- **CITY:** WHEATON
- **STATE:** IL
- **ZIP:** 60187
- **BUSINESS PHONE:** 630-765-8000

**MAIL ADDRESS:**
- **STREET 1:** 120 EAST LIBERTY DRIVE, SUITE 400
- **CITY:** WHEATON
- **STATE:** IL
- **ZIP:** 60187

## Series and Classes Contracts Data

### First Trust Enhanced Short Maturity ETF (Series ID: S000045797)

| Class ID   | Class Name                              | Ticker Symbol   |
|:---|:---|:---|
| C000142755 | First Trust Enhanced Short Maturity ETF | FTSM            |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** First Trust Exchange-Traded Fund IV

- **b. Investment Company Act file number:** 811-22559

- **c. CIK number of Registrant:** 0001517936

- **d. LEI of Registrant:** 5493006CBTW7P2B31B80

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

  - **Street Address 1:** 120 East Liberty Drive

  - **City:** Wheaton

  - **State:** IL

  - **Foreign country:** US

  - **Zip / Postal Code:** 60187

  - **Telephone number:** 630-765-8000

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

- **a. Name of Series:** First Trust Enhanced Short Maturity ETF

- **b. EDGAR series identifier (if any):** S000045797

- **c. LEI of Series:** 5493001UCOPQLKO3TS73

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

- **a. Date of fiscal year-end:** 2025-10-31

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $6731717516.26

**Total Liabilities:** $72881839.84

**Net Assets:** $6658835676.42

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 58879.97596000 | **1-Year:** 380114.57282000 | **5-Year:** 105751.02065000 | **10-Year:** 3404.62555000 | **30-Year:** 0.00000000

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

- **3-Month:** 315.66205000 | **1-Year:** 1003.49594000 | **5-Year:** 67.35485000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000142755 | 0.42%                | 0.35%                | 0.39%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $702265.15               | $4417770.59                                |
| Month 2  | $496873.07               | $-739235.65                                |
| Month 3  | $781944.16               | $2352772.29                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| World OMNI Select Auto Trust       | World Omni Select Auto Trust 2024-A                                             | CUSIP: 98164LAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  21024953 | PA      | $21035148.48  | 0.32%             | 2028-02-15      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                  | Sysco Corp                                                                      | CUSIP: 871829BC0<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |  18453000 | PA      | $18204787.96  | 0.27%             | 2026-07-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK             | Canadian Imperial Bank of Commerce                                              | CUSIP: 13607PHU1<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   9850000 | PA      | $9833421.37   | 0.15%             | 2027-09-11      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC             | Roper Technologies Inc                                                          | CUSIP: 776743AM8<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |   9348000 | PA      | $9222040.56   | 0.14%             | 2025-09-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| BMW Vehicle Owner Trust            | BMW Vehicle Owner Trust 2024-A                                                  | CUSIP: 096919AD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  15008000 | PA      | $15205505.28  | 0.23%             | 2029-02-26      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| John Deere Owner Trust             | John Deere Owner Trust 2023-C                                                   | CUSIP: 47787CAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1882166 | PA      | $1883424.87   | 0.03%             | 2026-08-17      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE           | Intercontinental Exchange Inc                                                   | CUSIP: 45866FAF1<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |   5375000 | PA      | $5239566.13   | 0.08%             | 2027-09-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| VERALTO CORP                       | Veralto Corp                                                                    | CUSIP: 92338CAB9<br>LEI: 635400FJE6GSOJUSNY27 | Long             | DBT              | CORP              | US        |  30000000 | PA      | $30435668.40  | 0.46%             | 2026-09-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UBS AG STAMFORD CT                 | UBS AG/Stamford CT                                                              | CUSIP: 90261AAD4<br>LEI: 254900R882POXXVAK772 | Long             | DBT              | CORP              | CH        |  10000000 | PA      | $10070766.30  | 0.15%             | 2028-01-10      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA               | Royal Bank of Canada                                                            | CUSIP: 78016HZX1<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |  15000000 | PA      | $15126079.20  | 0.23%             | 2027-07-23      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust           | JP Morgan Mortgage Trust 2020-LTV1                                              | CUSIP: 46591NBC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    167266 | PA      | $166223.54    | 0.00%             | 2050-06-25      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE CIB NY             | Credit Agricole Corporate and Investment Bank/New York                          | CUSIP: 22532XB56<br>LEI: 254900BN8XS34XZDJ223 | Long             | DBT              | CORP              | FR        |  25000000 | PA      | $25001986.25  | 0.38%             | 2026-03-13      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| ICON INVESTMENTS SIX DAC           | Icon Investments Six DAC                                                        | CUSIP: 45115AAA2<br>LEI: 635400FQ1M7J2CHLAS59 | Long             | DBT              | CORP              | IE        |  20000000 | PA      | $20405173.80  | 0.31%             | 2027-05-08      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| MOLSON COORS BEVERAGE              | Molson Coors Beverage Co                                                        | CUSIP: 60871RAG5<br>LEI: 54930073LBBH6ZCBE225 | Long             | DBT              | CORP              | US        |  16554000 | PA      | $16285756.00  | 0.24%             | 2026-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| RECKITT BENCKISER GROUP            | RECKITT BENCKISER TS                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  20000000 | PA      | $19945679.84  | 0.30%             | 2025-05-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP             | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RBJ5<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $14991560.85  | 0.23%             | 2026-07-24      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO               | Kraft Heinz Foods Co                                                            | CUSIP: 50077LBC9<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |  20000000 | PA      | $19812331.00  | 0.30%             | 2027-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables Owner      | Toyota Auto Receivables 2023-C Owner Trust                                      | CUSIP: 89231FAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1399197 | PA      | $1400127.31   | 0.02%             | 2026-08-17      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                | JPMorgan Chase & Co                                                             | CUSIP: 46647PEU6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   7500000 | PA      | $7607640.68   | 0.11%             | 2029-01-24      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP           | Toyota Motor Credit Corp                                                        | CUSIP: 89236TMR3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $14985887.55  | 0.23%             | 2026-04-10      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK NA             | Morgan Stanley Bank NA                                                          | CUSIP: 61690DK72<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |   6667000 | PA      | $6768676.88   | 0.10%             | 2029-01-12      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO            | Arthur J Gallagher & Co                                                         | CUSIP: 04316JAK5<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |  23000000 | PA      | $23185607.70  | 0.35%             | 2027-12-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION           | Sabine Pass Liquefaction LLC                                                    | CUSIP: 785592AV8<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |   5444000 | PA      | $5492170.69   | 0.08%             | 2026-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SVENSKA HANDELSBANKE               | SVENSKA HANDELSBANKE                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  25000000 | PA      | $25000000.00  | 0.38%             | 2025-08-01      | Floating      | 4.56%                 | No            |                  2 | On Loan: No      |
| AMCOR FLEXIBLES NA I               | AMCOR FLEXIBLES NA I                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  20000000 | PA      | $19966088.02  | 0.30%             | 2025-05-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SVENSKA HANDELSBANKEN NY           | Svenska Handelsbanken/New York NY                                               | CUSIP: 86959THN9<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |  20000000 | PA      | $20000130.00  | 0.30%             | 2025-05-16      | Floating      | 4.52%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES             | PNC Financial Services Group Inc/The                                            | CUSIP: 693475BQ7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |  25802000 | PA      | $25826774.56  | 0.39%             | 2026-06-12      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP              | Truist Financial Corp                                                           | CUSIP: 89788MAH5<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |  19296000 | PA      | $19257145.57  | 0.29%             | 2026-07-28      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust       | Ford Credit Auto Owner Trust 2023-C                                             | CUSIP: 344940AB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3038061 | PA      | $3042147.19   | 0.05%             | 2026-09-15      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                        | Oracle Corp                                                                     | CUSIP: 68389XBM6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |  20000000 | PA      | $19583111.00  | 0.29%             | 2026-07-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitizat     | Hyundai Auto Lease Securitization Trust 2025-B                                  | CUSIP: 44935DAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6000000 | PA      | $6002078.10   | 0.09%             | 2027-09-15      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust           | Benchmark 2021-B29 Mortgage Trust                                               | CUSIP: 08163JAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1853945 | PA      | $1803384.55   | 0.03%             | 2054-09-15      | Fixed         | 0.71%                 | No            |                  2 | On Loan: No      |
| Dell Equipment Finance Trust       | Dell Equipment Finance Trust 2024-2                                             | CUSIP: 24704EAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  23900000 | PA      | $23926409.50  | 0.36%             | 2030-08-22      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELECTRIC AND POWER CP     | VIRGINIA ELECTRIC PO                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  15000000 | PA      | $14978870.77  | 0.22%             | 2025-05-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust       | Ford Credit Auto Owner Trust 2022-C                                             | CUSIP: 34535AAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  14922000 | PA      | $14949346.06  | 0.22%             | 2027-12-15      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| TELEDYNE TECHNOLOGIES IN           | Teledyne Technologies Inc                                                       | CUSIP: 879360AC9<br>LEI: 549300VSMO9KYQWDND94 | Long             | DBT              | CORP              | US        |  30000000 | PA      | $29181349.50  | 0.44%             | 2026-04-01      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS NEW YORK               | BNP Paribas SA/New York NY                                                      | CUSIP: 05593DCN1<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |  25000000 | PA      | $25000370.00  | 0.38%             | 2025-07-10      | Floating      | 4.58%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                    | Cigna Group/The                                                                 | CUSIP: 125523BZ2<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |  29466000 | PA      | $29444255.86  | 0.44%             | 2026-02-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                   | T-Mobile USA Inc                                                                | CUSIP: 87264AAV7<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10012860.00  | 0.15%             | 2028-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC             | Roper Technologies Inc                                                          | CUSIP: 776743AB2<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $14964447.00  | 0.22%             | 2025-12-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| FISERV INC                         | Fiserv Inc                                                                      | CUSIP: 337738AT5<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |  25088000 | PA      | $24759853.73  | 0.37%             | 2026-07-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN COR               | NORTHROP GRUMMAN COR                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  15000000 | PA      | $14975010.45  | 0.22%             | 2025-05-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL INFO SERV            | Fidelity National Information Services Inc                                      | CUSIP: 31620MBR6<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |  35000000 | PA      | $33994524.90  | 0.51%             | 2026-03-01      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| T-Mobile US Trust                  | T-Mobile US Trust 2024-2                                                        | CUSIP: 87268CAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  17000000 | PA      | $16994769.10  | 0.26%             | 2029-05-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| COOPERAT RABOBANK UA/NY            | Cooperatieve Rabobank UA/NY                                                     | CUSIP: 21688ABD3<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |  10000000 | PA      | $10183406.00  | 0.15%             | 2027-03-05      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables Owner      | Toyota Auto Receivables 2025-B Owner Trust                                      | CUSIP: 89231HAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6000000 | PA      | $6002046.00   | 0.09%             | 2028-03-15      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| TRINITY ACQUISITION PLC            | Trinity Acquisition PLC                                                         | CUSIP: 89641UAC5<br>LEI: 549300FJZWZN6MJNGB63 | Long             | DBT              | CORP              | GB        |  28320000 | PA      | $28229418.20  | 0.42%             | 2026-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| TORONTO DOMINION BANK NY           | Toronto-Dominion Bank/NY                                                        | CUSIP: 89115D6U5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |  20000000 | PA      | $20007956.00  | 0.30%             | 2026-04-22      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitizat     | Hyundai Auto Lease Securitization Trust 2025-B                                  | CUSIP: 44935DAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6000000 | PA      | $6006479.10   | 0.09%             | 2027-09-15      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| Bank of America Auto Trust         | Bank of America Auto Trust 2023-2                                               | CUSIP: 06054YAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3864075 | PA      | $3868442.77   | 0.06%             | 2026-08-17      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                  | Kinder Morgan Inc                                                               | CUSIP: 49456BAF8<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |  27867000 | PA      | $27847580.60  | 0.42%             | 2025-06-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables Owner      | Toyota Auto Receivables 2023-D Owner Trust                                      | CUSIP: 89239FAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6500000 | PA      | $6593285.40   | 0.10%             | 2028-08-15      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust       | Ford Credit Auto Owner Trust 2025-A                                             | CUSIP: 34535KAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  15000000 | PA      | $15019414.50  | 0.23%             | 2027-12-15      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                | Elevance Health Inc                                                             | CUSIP: 036752AV5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10024331.30  | 0.15%             | 2025-10-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| PPG INDUSTRIES INC 0               | PPG INDUSTRIES INC 0                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  15000000 | PA      | $14965527.20  | 0.22%             | 2025-05-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CADENCE DESIGN SYS INC             | Cadence Design Systems Inc                                                      | CUSIP: 127387AM0<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | DBT              | CORP              | US        |   5852000 | PA      | $5852375.93   | 0.09%             | 2027-09-10      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Dell Equipment Finance Trust       | Dell Equipment Finance Trust 2023-3                                             | CUSIP: 24702EAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1726708 | PA      | $1728643.65   | 0.03%             | 2029-04-23      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| JM SMUCKER CO 0%, du               | JM SMUCKER CO 0%, du                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  20000000 | PA      | $19986941.03  | 0.30%             | 2025-05-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables Owner      | Toyota Auto Receivables 2024-A Owner Trust                                      | CUSIP: 89238DAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  15000000 | PA      | $15083928.00  | 0.23%             | 2028-10-16      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC             | Williams Cos Inc/The                                                            | CUSIP: 969457CH1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   6966000 | PA      | $7005269.01   | 0.11%             | 2026-03-02      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| BMW Vehicle Lease Trust            | BMW Vehicle Lease Trust 2024-1                                                  | CUSIP: 05611UAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  30000000 | PA      | $30148188.00  | 0.45%             | 2027-03-25      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| MARS INC                           | Mars Inc                                                                        | CUSIP: 571676AX3<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5055281.30   | 0.08%             | 2028-03-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Bank                               | BANK 2017-BNK7                                                                  | CUSIP: 06541XAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    128992 | PA      | $127265.86    | 0.00%             | 2060-09-15      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| Volkswagen Auto Loan Enhanced      | Volkswagen Auto Loan Enhanced Trust 2025-1                                      | CUSIP: 92868MAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $5000592.00   | 0.08%             | 2028-01-20      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATION               | MARRIOTT INTERNATION                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  20000000 | PA      | $19932763.86  | 0.30%             | 2025-05-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON & C               | BECTON DICKINSON & C                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  18700000 | PA      | $18632015.71  | 0.28%             | 2025-05-29      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AUST & NZ BANKING GROUP            | AUSTRALIA & NEW ZEALAND BANKING GROUP LTD                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |  25000000 | PA      | $25000000.00  | 0.38%             | 2025-08-08      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING FRN 04/26          | WESTPAC BANKING FRN 04/26                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |  25000000 | PA      | $25000000.00  | 0.38%             | 2026-04-13      | None          | 4.71%                 | No            |                  2 | On Loan: No      |
| EIDP INC 0%, due 05/               | EIDP INC 0%, due 05/                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  15000000 | PA      | $14959988.50  | 0.22%             | 2025-05-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MCCORMICK & COMPANY                | MCCORMICK & COMPANY                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  15000000 | PA      | $14984367.48  | 0.23%             | 2025-05-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CarMax Select Receivables Trus     | Carmax Select Receivables Trust 2024-A                                          | CUSIP: 14319FAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6630124 | PA      | $6656928.20   | 0.10%             | 2027-09-15      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| John Deere Owner Trust             | John Deere Owner Trust 2024                                                     | CUSIP: 47800RAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  18008000 | PA      | $18216669.50  | 0.27%             | 2028-11-15      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust       | Ford Credit Auto Owner Trust 2025-A                                             | CUSIP: 34535KAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $4996385.00   | 0.08%             | 2027-12-15      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae REMICS                                                               | CUSIP: 3136ANVJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    691188 | PA      | $679747.69    | 0.01%             | 2034-06-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PRA HEALTH SCIENCES INC            | PRA Health Sciences Inc                                                         | CUSIP: 45569KAA1<br>LEI: 549300R1HR1VWWHIAK47 | Long             | DBT              | CORP              | US        |  28892000 | PA      | $28116394.26  | 0.42%             | 2026-07-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC                 | Conagra Brands Inc                                                              | CUSIP: 205887CJ9<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |  25567000 | PA      | $25789986.68  | 0.39%             | 2026-10-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                | Global Payments Inc                                                             | CUSIP: 891906AC3<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   5010000 | PA      | $5008285.43   | 0.08%             | 2026-04-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC               | KEURIG DR PEPPER INC                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  15000000 | PA      | $14977186.57  | 0.22%             | 2025-05-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES PWR-MINN           | Northern States Power Co/MN                                                     | CUSIP: 665772BN8<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10045655.40  | 0.15%             | 2025-07-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                       | UBS Group AG                                                                    | CUSIP: 902613AC2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |  15000000 | PA      | $14638982.55  | 0.22%             | 2027-01-30      | Fixed         | 1.36%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust          | Morgan Stanley Bank of America Merrill Lynch Trust 2016-C29                     | CUSIP: 61766EBC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1341810 | PA      | $1330675.93   | 0.02%             | 2049-05-15      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| CarMax Select Receivables Trus     | Carmax Select Receivables Trust 2024-A                                          | CUSIP: 14319FAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  15888465 | PA      | $15899874.24  | 0.24%             | 2027-09-15      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust     | Hyundai Auto Receivables Trust 2025-A                                           | CUSIP: 44935CAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10000000 | PA      | $9988885.00   | 0.15%             | 2027-12-15      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables Owner      | Toyota Auto Receivables 2023-D Owner Trust                                      | CUSIP: 89239FAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8255616 | PA      | $8272217.80   | 0.12%             | 2026-11-16      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA NA                 | Bank of America NA                                                              | CUSIP: 06428CAC8<br>LEI: B4TYDEB6GKMZO031MB27 | Long             | DBT              | CORP              | US        |  25000000 | PA      | $25062754.00  | 0.38%             | 2025-08-18      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN CO                | MARSH & MCLENNAN CO                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  31550000 | PA      | $31533642.93  | 0.47%             | 2025-05-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MARS INC                           | Mars Inc                                                                        | CUSIP: 571676AW5<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $15097318.80  | 0.23%             | 2027-03-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RAILWA               | CANADIAN NATL RAILWA                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  16000000 | PA      | $15959237.03  | 0.24%             | 2025-05-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP               | Bank of America Corp                                                            | CUSIP: 06051GLA5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   4300000 | PA      | $4301185.64   | 0.06%             | 2026-07-22      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| Bank                               | BANK 2017-BNK6                                                                  | CUSIP: 060352AC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1185300 | PA      | $1172615.29   | 0.02%             | 2060-07-15      | Fixed         | 3.29%                 | No            |                  2 | On Loan: No      |
| Volkswagen Auto Loan Enhanced      | Volkswagen Auto Loan Enhanced Trust 2025-1                                      | CUSIP: 92868MAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  15000000 | PA      | $15031587.00  | 0.23%             | 2028-01-20      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGH               | FLORIDA POWER & LIGH                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  25000000 | PA      | $24896794.39  | 0.37%             | 2025-06-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S     | Barclays Commercial Mortgage Trust 2019-C5                                      | CUSIP: 05492JAU6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2209514 | PA      | $2160082.57   | 0.03%             | 2052-11-15      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES IN               | REPUBLIC SERVICES IN                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  20000000 | PA      | $19969136.63  | 0.30%             | 2025-05-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust     | Pagaya AI Debt Grantor Trust 2024-10                                            | CUSIP: 69544MAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7862867 | PA      | $7892506.94   | 0.12%             | 2032-06-15      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC               | Keurig Dr Pepper Inc                                                            | CUSIP: 26138EAU3<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |  19529000 | PA      | $19085739.94  | 0.29%             | 2026-09-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC           | Lloyds Banking Group PLC                                                        | CUSIP: 53944YAP8<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   5000000 | PA      | $4846196.30   | 0.07%             | 2027-05-11      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP             | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RBQ9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |  28833000 | PA      | $28997043.05  | 0.44%             | 2027-04-26      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL INFO SERV            | Fidelity National Information Services Inc                                      | CUSIP: 31620MBW5<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5027154.40   | 0.08%             | 2027-07-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                   | Crown Castle Inc                                                                | CUSIP: 22822VAS0<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |  13000000 | PA      | $12907131.77  | 0.19%             | 2025-07-15      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC             | Williams Cos Inc/The                                                            | CUSIP: 96949LAB1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |  35000000 | PA      | $34885063.15  | 0.52%             | 2025-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC               | Glencore Funding LLC                                                            | CUSIP: 378272BX5<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $14987624.55  | 0.23%             | 2026-10-01      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| AT&T INC                           | AT&T Inc                                                                        | CUSIP: 00206RML3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |  25404000 | PA      | $24783218.20  | 0.37%             | 2026-03-25      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK NA             | Morgan Stanley Bank NA                                                          | CUSIP: 61690U7U8<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |  21500000 | PA      | $21527381.97  | 0.32%             | 2025-07-16      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae REMICS                                                               | CUSIP: 3136AJSW7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1066489 | PA      | $1050020.82   | 0.02%             | 2033-06-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CRH AMERICA FINANCE INC            | CRH America Finance Inc                                                         | CUSIP: 12636YAA0<br>LEI: 549300WEVUODRJ4CWK56 | Long             | DBT              | CORP              | US        |  15019000 | PA      | $14756515.19  | 0.22%             | 2027-05-09      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| CFCRE Commercial Mortgage Trus     | CFCRE Commercial Mortgage Trust 2016-C4                                         | CUSIP: 12531YAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    113247 | PA      | $112828.40    | 0.00%             | 2058-05-10      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| JM SMUCKER CO 0%, du               | JM SMUCKER CO 0%, du                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  15500000 | PA      | $15500000.00  | 0.23%             | 2025-05-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                    | Chevron USA Inc                                                                 | CUSIP: 166756BA3<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $14971746.30  | 0.22%             | 2027-02-26      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                  | State Street Corp                                                               | CUSIP: 857477CQ4<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |  20000000 | PA      | $19933008.40  | 0.30%             | 2027-10-22      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| MCCORMICK & CO                     | McCormick & Co Inc/MD                                                           | CUSIP: 579780AN7<br>LEI: 549300JQQA6MQ4OJP259 | Long             | DBT              | CORP              | US        |  25000000 | PA      | $24545719.50  | 0.37%             | 2027-08-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA           | Volkswagen Group of America Finance LLC                                         | CUSIP: 928668BU5<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5012038.25   | 0.08%             | 2025-09-12      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS & ELEC               | BALTIMORE GAS & ELEC                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  18000000 | PA      | $17986123.97  | 0.27%             | 2025-05-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FISERV INC                         | Fiserv Inc                                                                      | CUSIP: 337738AP3<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |  30000000 | PA      | $29967235.50  | 0.45%             | 2025-06-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL INFO SERV            | Fidelity National Information Services Inc                                      | CUSIP: 31620MBV7<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |  21210000 | PA      | $21190239.28  | 0.32%             | 2025-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P     | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FG7F6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1531431 | PA      | $1526800.67   | 0.02%             | 2025-05-25      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES             | PNC Financial Services Group Inc/The                                            | CUSIP: 693475BV6<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   8000000 | PA      | $8118646.72   | 0.12%             | 2028-01-21      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATION               | MONDELEZ INTERNATION                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9975429.77   | 0.15%             | 2025-05-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                         | AbbVie Inc                                                                      | CUSIP: 00287YDY2<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5075320.50   | 0.08%             | 2028-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| HCA INC                            | HCA Inc                                                                         | CUSIP: 404119CY3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   8000000 | PA      | $8093461.12   | 0.12%             | 2028-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL INFO S               | FIDELITY NATL INFO S                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  15000000 | PA      | $14988214.21  | 0.23%             | 2025-05-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                       | Stryker Corp                                                                    | CUSIP: 863667BA8<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |  13245000 | PA      | $13185875.11  | 0.20%             | 2025-06-15      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP 0%, du               | AMPHENOL CORP 0%, du                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  15000000 | PA      | $14970884.85  | 0.22%             | 2025-05-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO               | Kraft Heinz Foods Co                                                            | CUSIP: 50077LAD8<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |  25000000 | PA      | $24619584.25  | 0.37%             | 2026-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORPORATION        | WESTPAC BANKING CORP                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  20000000 | PA      | $20000000.00  | 0.30%             | 2026-02-27      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| Exeter Select Automobile Recei     | Exeter Select Automobile Receivables Trust 2025-1                               | CUSIP: 30185AAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  12000000 | PA      | $12019768.80  | 0.18%             | 2028-10-16      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| EXPEDIA GROUP INC                  | Expedia Group Inc                                                               | CUSIP: 30212PAM7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5007472.05   | 0.08%             | 2026-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SOLVENTUM CORP                     | Solventum Corp                                                                  | CUSIP: 83444MAN1<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |  25000000 | PA      | $25378255.50  | 0.38%             | 2027-02-25      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| HCA INC                            | HCA Inc                                                                         | CUSIP: 404119BS7<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |  25466000 | PA      | $25532947.06  | 0.38%             | 2026-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP               | Bank of America Corp                                                            | CUSIP: 06051GHT9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  20530000 | PA      | $20329810.94  | 0.31%             | 2027-04-23      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC           | Constellation Brands Inc                                                        | CUSIP: 21036PBN7<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |  17000000 | PA      | $16999556.47  | 0.26%             | 2026-02-02      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC                  | General Mills Inc                                                               | CUSIP: 370334BZ6<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |  24995000 | PA      | $24544430.13  | 0.37%             | 2027-02-10      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| T-Mobile US Trust                  | T-Mobile US Trust 2022-1                                                        | CUSIP: 87267WAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  19011495 | PA      | $19023376.89  | 0.29%             | 2028-05-22      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust       | Ford Credit Auto Owner Trust 2023-A                                             | CUSIP: 344928AD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9395017 | PA      | $9403382.51   | 0.14%             | 2028-02-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                        | Oracle Corp                                                                     | CUSIP: 68389XCF0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |  17000000 | PA      | $17116727.61  | 0.26%             | 2025-11-10      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivabl     | Santander Drive Auto Receivables Trust 2025-1                                   | CUSIP: 80288DAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  20185226 | PA      | $20188165.43  | 0.30%             | 2027-08-16      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| US BANCORP                         | US Bancorp                                                                      | CUSIP: 91159HJC5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9621274.00   | 0.14%             | 2028-01-27      | Fixed         | 2.21%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                         | Zoetis Inc                                                                      | CUSIP: 98978VAK9<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |  21159000 | PA      | $21150541.69  | 0.32%             | 2025-11-13      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                 | Union Pacific Corp                                                              | CUSIP: 907818ES3<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |  14200000 | PA      | $14184794.21  | 0.21%             | 2025-07-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| VULCAN MATERIALS CO                | VULCAN MATERIALS CO                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  20000000 | PA      | $19947952.64  | 0.30%             | 2025-05-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AUST&NZ BANKINGGROUP               | AUST&NZ BANKINGGROUP                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  25000000 | PA      | $25000000.00  | 0.38%             | 2025-09-04      | Floating      | 4.60%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc               | KEURIG DR PE 4.35 5/28                                                          | CUSIP: 49271VAZ3<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5010575.45   | 0.08%             | 2028-05-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P     | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FHQ55<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6544305 | PA      | $6527090.88   | 0.10%             | 2030-06-25      | Fixed         | 3.99%                 | No            |                  2 | On Loan: No      |
| MOLEX ELECTRONICS TECH             | Molex Electronic Technologies LLC                                               | CUSIP: 60856BAE4<br>LEI: 549300WTBVUFUPSIWI20 | Long             | DBT              | CORP              | US        |   6846000 | PA      | $6906256.44   | 0.10%             | 2028-04-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ALCON FINANCE CORP                 | Alcon Finance Corp                                                              | CUSIP: 01400EAA1<br>LEI: 549300CUZUI9VU7XNK42 | Long             | DBT              | CORP              | US        |   5400000 | PA      | $5258169.22   | 0.08%             | 2026-09-23      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| AUTONATION INC 0%, d               | AUTONATION INC 0%, d                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  65000000 | PA      | $65000000.00  | 0.98%             | 2025-05-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON & CO              | Becton Dickinson & Co                                                           | CUSIP: 075887CQ0<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |   4822000 | PA      | $4856989.40   | 0.07%             | 2028-02-13      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| CRH AMERICA INC                    | CRH America Inc                                                                 | CUSIP: 12626PAM5<br>LEI: 549300RN11MJ182CNF63 | Long             | DBT              | CORP              | US        |  35000000 | PA      | $34975152.10  | 0.53%             | 2025-05-18      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                        | Oracle Corp                                                                     | CUSIP: 68389XBN4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $14609849.10  | 0.22%             | 2027-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                         | Zoetis Inc                                                                      | CUSIP: 98978VAL7<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |  22724000 | PA      | $22113397.48  | 0.33%             | 2027-09-12      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables Owner      | Toyota Auto Receivables 2023-B Owner Trust                                      | CUSIP: 891941AD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3373277 | PA      | $3379393.70   | 0.05%             | 2028-02-15      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P     | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137BXQX3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  13973862 | PA      | $13798163.39  | 0.21%             | 2026-10-25      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPE               | PLAINS ALL AMER PIPE                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  25000000 | PA      | $25000000.00  | 0.38%             | 2025-05-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC            | Goldman Sachs Group Inc/The                                                     | CUSIP: 38145GAM2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10023825.00  | 0.15%             | 2026-08-10      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                       | Broadcom Inc                                                                    | CUSIP: 11135FBB6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9923495.70   | 0.15%             | 2025-11-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC               | WASTE MANAGEMENT INC                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  20000000 | PA      | $19953379.56  | 0.30%             | 2025-05-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P     | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137H4RC6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1453394 | PA      | $1446340.88   | 0.02%             | 2026-10-25      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                    | Cigna Group/The                                                                 | CUSIP: 125523CB4<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9836162.50   | 0.15%             | 2027-03-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                  | Sysco Corp                                                                      | CUSIP: 871829BF3<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $14665458.90  | 0.22%             | 2027-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO           | Virginia Electric and Power Co                                                  | CUSIP: 927804FS8<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |   8775000 | PA      | $8768692.79   | 0.13%             | 2025-05-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc               | KEURIG DR FRN 11/26                                                             | CUSIP: 49271VAY6<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10009016.90  | 0.15%             | 2026-11-15      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| FACTSET RESEARCH SYSTEMS           | FactSet Research Systems Inc                                                    | CUSIP: 303075AA3<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | DBT              | CORP              | US        |  21900000 | PA      | $21173781.98  | 0.32%             | 2027-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| SWEDBANK FRN 04/26                 | SWEDBANK FRN 04/26                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  25000000 | PA      | $25000000.00  | 0.38%             | 2026-04-06      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| COOPERAT RABOBANK UA/NY            | Cooperatieve Rabobank UA/NY                                                     | CUSIP: 21684LKA9<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |  15000000 | PA      | $14983941.00  | 0.23%             | 2026-03-06      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| McCormick & Co 05/30/2025          | McCormick & Co 05/30/2025                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  15000000 | PA      | $14943790.72  | 0.22%             | 2025-05-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trus     | CSAIL 2019-C15 Commercial Mortgage Trust                                        | CUSIP: 22945DAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1057414 | PA      | $1048657.16   | 0.02%             | 2052-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust       | Ford Credit Auto Owner Trust 2022-C                                             | CUSIP: 34535AAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1410920 | PA      | $1410138.18   | 0.02%             | 2026-12-15      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables Owner      | Toyota Auto Receivables 2025-B Owner Trust                                      | CUSIP: 89231HAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6000000 | PA      | $6007704.90   | 0.09%             | 2028-03-15      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                         | AbbVie Inc                                                                      | CUSIP: 00287YAQ2<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9996108.00   | 0.15%             | 2025-05-14      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitizat     | Hyundai Auto Lease Securitization Trust 2024-A                                  | CUSIP: 448988AC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3948682 | PA      | $3948459.20   | 0.06%             | 2026-06-15      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP           | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175AY0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  27446000 | PA      | $27411075.24  | 0.41%             | 2025-07-23      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust     | Morgan Stanley Capital I Trust 2016-BNK2                                        | CUSIP: 61690YBS0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1447005 | PA      | $1431578.89   | 0.02%             | 2049-11-15      | Fixed         | 2.86%                 | No            |                  2 | On Loan: No      |
| NOVARTIS FINANCE COR               | NOVARTIS FINANCE COR                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  20000000 | PA      | $19985553.19  | 0.30%             | 2025-05-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC           | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748BY7<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |   9485000 | PA      | $9586891.95   | 0.14%             | 2027-11-08      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| EIDP INC 0%, due 05/               | EIDP INC 0%, due 05/                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9984750.46   | 0.15%             | 2025-05-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trus     | CSAIL 2017-CX10 Commercial Mortgage Trust                                       | CUSIP: 12595JAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    183740 | PA      | $181735.00    | 0.00%             | 2050-11-15      | Variable      | 3.33%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                 | Energy Transfer LP                                                              | CUSIP: 29273RBG3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |  20660000 | PA      | $20652382.04  | 0.31%             | 2026-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP               | Westpac Banking Corp/NY                                                         | CUSIP: 96130AXF0<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |  25000000 | PA      | $25000172.50  | 0.38%             | 2025-06-06      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                       | UBS Group AG                                                                    | CUSIP: 902613AM0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |  12130000 | PA      | $12127841.10  | 0.18%             | 2026-05-12      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| TRANSCONT GAS PIPE LINE            | Transcontinental Gas Pipe Line Co LLC                                           | CUSIP: 893574AH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6162000 | PA      | $6259555.67   | 0.09%             | 2026-02-01      | Fixed         | 7.85%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATION               | MONDELEZ INTERNATION                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  20000000 | PA      | $19943345.53  | 0.30%             | 2025-05-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust       | CSMC 2020-NQM1 Trust                                                            | CUSIP: 126401AA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2862668 | PA      | $2719645.41   | 0.04%             | 2065-05-25      | Variable      | 2.21%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                   | COLT 2020-2R Mortgage Loan Trust                                                | CUSIP: 12656GAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2200481 | PA      | $2050677.45   | 0.03%             | 2065-10-26      | Variable      | 1.32%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ AUTO RECEIVABLES     | Mercedes-Benz Auto Receivables Trust 2023-2                                     | CUSIP: 58769FAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3385854 | PA      | $3390428.74   | 0.05%             | 2026-11-16      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| VMWARE LLC                         | VMware LLC                                                                      | CUSIP: 928563AJ4<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |  15503000 | PA      | $14885452.88  | 0.22%             | 2026-08-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust       | GS Mortgage Securities Trust 2015-GS1                                           | CUSIP: 36252AAB2<br>LEI: 549300WZ62L3Y22NOZ64 | Long             | ABS-MBS          | CORP              | US        |   1389401 | PA      | $1381162.71   | 0.02%             | 2048-11-10      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| CA IMPERIAL BK OF CO               | CA IMPERIAL BK OF CO                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  25000000 | PA      | $25000000.00  | 0.38%             | 2025-06-10      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivable     | Westlake Automobile Receivables Trust Series 2023-P1                            | CUSIP: 96042UAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8580857 | PA      | $8608897.90   | 0.13%             | 2027-02-16      | Fixed         | 5.89%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA             | Santander Holdings USA Inc                                                      | CUSIP: 80282KBC9<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |   5497000 | PA      | $5277924.60   | 0.08%             | 2028-01-06      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ AUTO RECEIVABLES     | Mercedes-Benz Auto Receivables Trust 2023-1                                     | CUSIP: 58770AAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  18134794 | PA      | $18133529.69  | 0.27%             | 2027-11-15      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust      | UBS Commercial Mortgage Trust 2018-C9                                           | CUSIP: 90291JAU1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6956323 | PA      | $6920016.89   | 0.10%             | 2051-03-15      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC           | Lloyds Banking Group PLC                                                        | CUSIP: 53944YAF0<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   8491000 | PA      | $8490773.80   | 0.13%             | 2025-05-08      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust      | UBS Commercial Mortgage Trust 2017-C6                                           | CUSIP: 90276UAU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    518867 | PA      | $512285.58    | 0.01%             | 2050-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag     | Wells Fargo Commercial Mortgage Trust 2015-NXS4                                 | CUSIP: 94989XBD6<br>LEI: 549300RD723OFH36TP29 | Long             | ABS-MBS          | CORP              | US        |     31672 | PA      | $31584.14     | 0.00%             | 2048-12-15      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P     | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FHPH0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  14479013 | PA      | $14367304.65  | 0.22%             | 2028-04-25      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL INC                | Ashtead Capital Inc                                                             | CUSIP: 045054AF0<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |  25000000 | PA      | $24805802.25  | 0.37%             | 2027-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE             | AMERICAN HONDA FIN CORP 0% CP 09/05/2025                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  15000000 | PA      | $14984481.96  | 0.23%             | 2025-05-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES              | TransCanada PipeLines Ltd                                                       | CUSIP: 89352HAT6<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |  20000000 | PA      | $19986984.00  | 0.30%             | 2026-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE             | American Honda Finance Corp                                                     | CUSIP: 02665WEX5<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |  16022000 | PA      | $16033607.30  | 0.24%             | 2026-01-09      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| CIM Trust                          | CIM Trust 2019-INV3                                                             | CUSIP: 12557LBK0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3755569 | PA      | $3595271.16   | 0.05%             | 2049-08-25      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| SVENSKA HANDELSBANKEN NY           | Svenska Handelsbanken/New York NY                                               | CUSIP: 86959TFP6<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |  15000000 | PA      | $15007485.00  | 0.23%             | 2025-07-15      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| Toyota Lease Owner Trust           | Toyota Lease Owner Trust 2024-B                                                 | CUSIP: 891943AC6<br>LEI: 254900R64DFTI1MWY364 | Long             | ABS-O            | CORP              | US        |  15468689 | PA      | $15457958.56  | 0.23%             | 2027-02-22      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| TYCO ELECTRONICS GRP               | TYCO ELECTRONICS GRP                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  15000000 | PA      | $14986517.87  | 0.23%             | 2025-05-08      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATION               | MONDELEZ INTERNATION                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  15000000 | PA      | $15000000.00  | 0.23%             | 2025-05-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DLLAA LLC                          | DLLAA 2025-1 LLC                                                                | CUSIP: 233249AB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6000000 | PA      | $6015591.60   | 0.09%             | 2027-10-20      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| AUTODESK INC                       | Autodesk Inc                                                                    | CUSIP: 052769AD8<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | DBT              | CORP              | US        |  29810000 | PA      | $29787559.33  | 0.45%             | 2025-06-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BofA Auto Trust                    | BofA Auto Trust 2024-1                                                          | CUSIP: 09709AAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  15700000 | PA      | $15874243.31  | 0.24%             | 2028-11-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP               | Bank of America Corp                                                            | CUSIP: 06051GJD2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $14930211.60  | 0.22%             | 2026-06-19      | Fixed         | 1.32%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAP C               | AMERICAN WATER CAP C                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  20000000 | PA      | $20000000.00  | 0.30%             | 2025-05-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MACQUARIE BANK LIMIT               | MACQUARIE BANK LIMIT                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  25000000 | PA      | $25000000.00  | 0.38%             | 2026-01-27      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust     | Morgan Stanley Capital I Trust 2016-UB11                                        | CUSIP: 61767FAY7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2775947 | PA      | $2746097.41   | 0.04%             | 2049-08-15      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables Owner      | Toyota Auto Receivables 2022-D Owner Trust                                      | CUSIP: 89239HAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5933630 | PA      | $5959654.80   | 0.09%             | 2027-09-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                | American Express Co                                                             | CUSIP: 025816DE6<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |  33735000 | PA      | $33735000.00  | 0.51%             | 2026-05-01      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                          | Amgen Inc                                                                       | CUSIP: 031162DN7<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $7001588.37   | 0.11%             | 2026-03-02      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| GLS Auto Receivables Trust         | GLS Auto Receivables Issuer Trust 2024-4                                        | CUSIP: 36270YAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9869471 | PA      | $9863778.58   | 0.15%             | 2027-10-15      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| SKANDINAV ENSKILDA B               | SKANDINAV ENSKILDA B                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  15000000 | PA      | $15000000.00  | 0.23%             | 2025-10-08      | Floating      | 4.64%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor     | JPMCC Commercial Mortgage Securities Trust 2017-JP5                             | CUSIP: 46647TAT5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1303507 | PA      | $1289660.22   | 0.02%             | 2050-03-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                | GLOBAL PAYMENTS INC                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9988884.26   | 0.15%             | 2025-05-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON NATIONAL BANK           | Huntington National Bank/The                                                    | CUSIP: 44644MAK7<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | DBT              | CORP              | US        |  15687000 | PA      | $15767219.08  | 0.24%             | 2028-04-12      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| AT&T INC                           | AT&T Inc                                                                        | CUSIP: 00206RDQ2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |  16343000 | PA      | $16330075.63  | 0.25%             | 2027-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC                 | Conagra Brands Inc                                                              | CUSIP: 205887CB6<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |  25000000 | PA      | $24982935.50  | 0.38%             | 2025-11-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| SBNA Auto Lease Trust              | SBNA Auto Lease Trust 2024-A                                                    | CUSIP: 78414SAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  19674000 | PA      | $19719258.07  | 0.30%             | 2026-11-20      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| KELLANOVA 0%, due 05               | KELLANOVA 0%, due 05                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  15000000 | PA      | $14976522.47  | 0.22%             | 2025-05-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RESOURCES            | Canadian Natural Resources Ltd                                                  | CUSIP: 136385AZ4<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |  35000000 | PA      | $34793852.80  | 0.52%             | 2025-07-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust           | JP Morgan Mortgage Trust 2019-7                                                 | CUSIP: 46651GAL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2471874 | PA      | $2345452.30   | 0.04%             | 2050-02-25      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust     | Hyundai Auto Receivables Trust 2024-C                                           | CUSIP: 448976AB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2721000 | PA      | $2721080.54   | 0.04%             | 2027-09-15      | Fixed         | 4.53%                 | No            |                  2 | On Loan: No      |
| BACARDI-MARTINI BV 0               | BACARDI-MARTINI BV 0                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  15000000 | PA      | $14927792.64  | 0.22%             | 2025-06-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP               | Bank of America Corp                                                            | CUSIP: 06051GMK2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $7094371.20   | 0.11%             | 2029-01-24      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| AUTODESK INC                       | Autodesk Inc                                                                    | CUSIP: 052769AE6<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | DBT              | CORP              | US        |  30000000 | PA      | $29567524.20  | 0.44%             | 2027-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                | SHERWIN-WILLIAMS CO                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  33988000 | PA      | $33843734.13  | 0.51%             | 2025-06-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GCAT                               | GCAT 2019-NQM2 Trust                                                            | CUSIP: 36167FAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1656810 | PA      | $1627346.80   | 0.02%             | 2060-01-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage      | Citigroup Commercial Mortgage Trust 2016-GC36                                   | CUSIP: 17324TAF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    237801 | PA      | $236902.15    | 0.00%             | 2049-02-10      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                       | Synopsys Inc                                                                    | CUSIP: 871607AA5<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |  23143000 | PA      | $23275975.05  | 0.35%             | 2027-04-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| World Omni Automobile Lease Se     | World Omni Automobile Lease Securitization Trust 2025-A                         | CUSIP: 98164PAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4408000 | PA      | $4402655.74   | 0.07%             | 2027-12-15      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage      | Citigroup Commercial Mortgage Trust 2016-C2                                     | CUSIP: 17291CBS3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1772223 | PA      | $1764014.89   | 0.03%             | 2049-08-10      | Fixed         | 2.71%                 | No            |                  2 | On Loan: No      |
| Honda Auto Receivables Owner T     | Honda Auto Receivables 2024-1 Owner Trust                                       | CUSIP: 437918AC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  27594000 | PA      | $27920340.44  | 0.42%             | 2028-08-15      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| COOPERAT RABOBANK UA/NY            | Cooperatieve Rabobank UA/NY                                                     | CUSIP: 21688ABG6<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |  20000000 | PA      | $20027303.20  | 0.30%             | 2026-08-28      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE           | Intercontinental Exchange Inc                                                   | CUSIP: 45866FAT1<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |  25000000 | PA      | $24984100.00  | 0.38%             | 2025-05-23      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                         | Zoetis Inc                                                                      | CUSIP: 98978VAU7<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |  30000000 | PA      | $30112499.10  | 0.45%             | 2025-11-14      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| FISERV INC                         | Fiserv Inc                                                                      | CUSIP: 337738BJ6<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |  20986000 | PA      | $21239462.61  | 0.32%             | 2027-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                   | Connecticut Avenue Securities Trust 2024-R06                                    | CUSIP: 20755RAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1277335 | PA      | $1275523.15   | 0.02%             | 2044-09-25      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                   | T-Mobile USA Inc                                                                | CUSIP: 87264ABD6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   9100000 | PA      | $9003967.25   | 0.14%             | 2027-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust           | JP Morgan Mortgage Trust 2019-8                                                 | CUSIP: 46591KAZ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    149669 | PA      | $142069.50    | 0.00%             | 2050-03-25      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| BANK OF NEW YORK MELLON            | Bank of New York Mellon/The                                                     | CUSIP: 06405LAD3<br>LEI: HPFHU0OQ28E4N0NFVK49 | Long             | DBT              | CORP              | US        |  13500000 | PA      | $13504870.80  | 0.20%             | 2026-05-22      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC           | OBX 2020-INV1 Trust                                                             | CUSIP: 67113CAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1438922 | PA      | $1367375.96   | 0.02%             | 2049-12-25      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| MARTIN MARIETTA MATERIAL           | Martin Marietta Materials Inc                                                   | CUSIP: 573284AQ9<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |   8611000 | PA      | $8445578.56   | 0.13%             | 2027-06-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P     | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FPHF5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4434901 | PA      | $4434507.62   | 0.07%             | 2026-07-25      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| Chase Auto Owner Trust             | Chase Auto Owner Trust 2024-1                                                   | CUSIP: 16144BAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7569656 | PA      | $7648132.14   | 0.11%             | 2029-05-25      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust            | Carmax Auto Owner Trust 2022-4                                                  | CUSIP: 14318UAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2507965 | PA      | $2516563.55   | 0.04%             | 2027-08-16      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO 0%,                | DTE ELECTRIC CO 0%,                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  15000000 | PA      | $14998078.42  | 0.23%             | 2025-05-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HCA INC                            | HCA Inc                                                                         | CUSIP: 404121AH8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |  20000000 | PA      | $20116382.40  | 0.30%             | 2026-09-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| NETAPP INC                         | NetApp Inc                                                                      | CUSIP: 64110DAL8<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | DBT              | CORP              | US        |  15705000 | PA      | $15638378.60  | 0.23%             | 2025-06-22      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECH INC             | GE HealthCare Technologies Inc                                                  | CUSIP: 36267VAF0<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |  25000000 | PA      | $25721203.00  | 0.39%             | 2027-11-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                       | Synopsys Inc                                                                    | CUSIP: 871607AB3<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |   6667000 | PA      | $6744989.03   | 0.10%             | 2028-04-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CABOT CORP 0%, due 0               | CABOT CORP 0%, due 0                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  44500000 | PA      | $44500000.00  | 0.67%             | 2025-05-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AM.HONDA 2/8/08 4.25%              | AMERICAN HONDA FINAN                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9966619.96   | 0.15%             | 2025-05-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS NEW YORK               | BNP Paribas SA/New York NY                                                      | CUSIP: 05593DEH2<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |  25000000 | PA      | $25001028.75  | 0.38%             | 2025-11-07      | Floating      | 4.60%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                          | Amgen Inc                                                                       | CUSIP: 031162CQ1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9762192.90   | 0.15%             | 2027-11-02      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Lease Trust       | Ford Credit Auto Lease Trust 2025-A                                             | CUSIP: 345282AD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  14000000 | PA      | $14094106.60  | 0.21%             | 2028-06-15      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RAILWA               | CANADIAN NATL RAILWA                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  15000000 | PA      | $14978984.27  | 0.22%             | 2025-05-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC               | WASTE MANAGEMENT INC                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  20000000 | PA      | $19917322.65  | 0.30%             | 2025-06-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GM Financial Securitized Term      | GM Financial Consumer Automobile Receivables Trust 2023-2                       | CUSIP: 362583AD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2988553 | PA      | $2988413.29   | 0.04%             | 2028-02-16      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| TRANS-ALLEGHENY INTERSTA           | Trans-Allegheny Interstate Line Co                                              | CUSIP: 893045AE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  30388000 | PA      | $30325108.08  | 0.46%             | 2025-06-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| HALEON US CAPITAL LLC              | Haleon US Capital LLC                                                           | CUSIP: 36264FAK7<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |  20252000 | PA      | $19947603.53  | 0.30%             | 2027-03-24      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust            | Carmax Auto Owner Trust 2025-2                                                  | CUSIP: 14320AAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6000000 | PA      | $6007341.00   | 0.09%             | 2028-07-17      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| KELLANOVA 0%, due 05               | KELLANOVA 0%, due 05                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  15000000 | PA      | $15000000.00  | 0.23%             | 2025-05-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FISERV INC 0%, due 0               | FISERV INC 0%, due 0                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  15000000 | PA      | $14990329.29  | 0.23%             | 2025-05-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CCL INDUSTRIES INC                 | CCL Industries Inc                                                              | CUSIP: 124900AB7<br>LEI: 549300TD3EMSRRC0YH75 | Long             | DBT              | CORP              | CA        |  30495000 | PA      | $30024353.28  | 0.45%             | 2026-10-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA             | Goldman Sachs Bank USA/New York NY                                              | CUSIP: 38151LAF7<br>LEI: KD3XUN7C6T14HNAYLU02 | Long             | DBT              | CORP              | US        |  28000000 | PA      | $28192016.72  | 0.42%             | 2027-03-18      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| CAN PACIFIC RAILWAY                | CAN PACIFIC RAILWAY                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9985564.53   | 0.15%             | 2025-05-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAP C               | AMERICAN WATER CAP C                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9994938.05   | 0.15%             | 2025-05-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BANK OF NEW YORK MELLON            | Bank of New York Mellon/The                                                     | CUSIP: 06405LAF8<br>LEI: HPFHU0OQ28E4N0NFVK49 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10038488.00  | 0.15%             | 2027-04-20      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| SVENSKA HANDELSBANKEN NY           | Svenska Handelsbanken/New York NY                                               | CUSIP: 86959TKM7<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |  15000000 | PA      | $14999067.00  | 0.23%             | 2025-10-14      | Floating      | 4.56%                 | No            |                  2 | On Loan: No      |
| Citibank Credit Card Issuance      | Citibank Credit Card Issuance Trust                                             | CUSIP: 17305EGX7<br>LEI: R8AG6FXVDQAMDKCSJJ64 | Long             | ABS-O            | CORP              | US        |  20000000 | PA      | $20024456.00  | 0.30%             | 2027-12-08      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| ZIMMER BIOMET HOLDINGS             | Zimmer Biomet Holdings Inc                                                      | CUSIP: 98956PAS1<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |   2579000 | PA      | $2550675.20   | 0.04%             | 2026-01-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| CIM Trust                          | CIM Trust 2019-INV2                                                             | CUSIP: 12554TAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    467672 | PA      | $448898.81    | 0.01%             | 2049-05-25      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| NASDAQ INC                         | Nasdaq Inc                                                                      | CUSIP: 631103AG3<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |  23899000 | PA      | $23791707.11  | 0.36%             | 2026-06-30      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust           | JP Morgan Mortgage Trust 2020-2                                                 | CUSIP: 46591TBB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2942259 | PA      | $2829119.00   | 0.04%             | 2050-07-25      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC              | Republic Services Inc                                                           | CUSIP: 760759AY6<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |  17296000 | PA      | $16959281.82  | 0.25%             | 2025-11-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| WRKCO INC 0%, due 05               | WRKCO INC 0%, due 05                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  15000000 | PA      | $14957611.92  | 0.22%             | 2025-05-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECH INC             | GE HealthCare Technologies Inc                                                  | CUSIP: 36267VAD5<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |  30000000 | PA      | $30140829.90  | 0.45%             | 2025-11-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON & CO              | Becton Dickinson & Co                                                           | CUSIP: 075887BW8<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |  25000000 | PA      | $24720991.00  | 0.37%             | 2027-06-06      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| AON GLOBAL LTD                     | Aon Global Ltd                                                                  | CUSIP: 00185AAK0<br>LEI: VVT2B79I2Z4U3R6BY589 | Long             | DBT              | CORP              | GB        |  14950000 | PA      | $14905820.96  | 0.22%             | 2025-12-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP            | Dell International LLC / EMC Corp                                               | CUSIP: 24703TAL0<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |   8000000 | PA      | $8065916.08   | 0.12%             | 2028-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                | JPMorgan Chase & Co                                                             | CUSIP: 46647PEE2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $15344078.85  | 0.23%             | 2028-04-22      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust            | Carmax Auto Owner Trust 2025-2                                                  | CUSIP: 14320AAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6000000 | PA      | $6002069.40   | 0.09%             | 2028-07-17      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| CD Commercial Mortgage Trust       | CD 2016-CD2 Mortgage Trust                                                      | CUSIP: 12515ABC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    553832 | PA      | $546364.55    | 0.01%             | 2049-11-10      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| SVENSKAHANDELSBANKEN               | SVENSKAHANDELSBANKEN                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  15000000 | PA      | $15000000.00  | 0.23%             | 2025-07-22      | Floating      | 4.48%                 | No            |                  2 | On Loan: No      |
| Starwood Mortgage Residential      | Starwood Mortgage Residential Trust 2020-1                                      | CUSIP: 85573AAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    760551 | PA      | $726873.10    | 0.01%             | 2050-02-25      | Variable      | 2.27%                 | No            |                  2 | On Loan: No      |
| CENCORA INC 0%, due                | CENCORA INC 0%, due                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  15000000 | PA      | $14998016.38  | 0.23%             | 2025-05-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC               | WEC Energy Group Inc                                                            | CUSIP: 92939UAH9<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |  11892000 | PA      | $11896142.34  | 0.18%             | 2025-09-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES INC                | QUANTA SERVICES INC                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   9000000 | PA      | $9000000.00   | 0.14%             | 2025-05-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATION               | MARRIOTT INTERNATION                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  20000000 | PA      | $19987168.15  | 0.30%             | 2025-05-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust               | Verizon Master Trust                                                            | CUSIP: 92348KCL5<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |   8906000 | PA      | $8933802.75   | 0.13%             | 2028-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                        | Oracle Corp                                                                     | CUSIP: 68389XCY9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2026618.46   | 0.03%             | 2028-08-03      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Chase Auto Owner Trust             | Chase Auto Owner Trust 2024-3                                                   | CUSIP: 16144LAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6831192 | PA      | $6853763.82   | 0.10%             | 2027-09-27      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage      | Citigroup Commercial Mortgage Trust 2017-P7                                     | CUSIP: 17325HBQ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    431608 | PA      | $427221.83    | 0.01%             | 2050-04-14      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP               | Bank of America Corp                                                            | CUSIP: 06051GLE7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  20000000 | PA      | $20082339.60  | 0.30%             | 2027-01-20      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| CoreVest American Finance Ltd      | Corevest American Finance 2020-2 Trust                                          | CUSIP: 21872VAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2808470 | PA      | $2789064.12   | 0.04%             | 2052-05-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P     | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137BYLB4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    974999 | PA      | $958616.79    | 0.01%             | 2027-02-25      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATION               | MARRIOTT INTERNATION                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  20000000 | PA      | $19951338.74  | 0.30%             | 2025-05-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                | American Express Co                                                             | CUSIP: 025816ED7<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10094373.30  | 0.15%             | 2029-04-25      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| VULCAN MATERIALS CO                | VULCAN MATERIALS CO                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  18000000 | PA      | $17972092.79  | 0.27%             | 2025-05-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP 0%, du               | AMPHENOL CORP 0%, du                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  15000000 | PA      | $14961199.88  | 0.22%             | 2025-05-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C           | American Water Capital Corp                                                     | CUSIP: 03040WAQ8<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |   8025000 | PA      | $7803108.27   | 0.12%             | 2027-09-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ AUTO RECEIVABLES     | Mercedes-Benz Auto Receivables Trust 2022-1                                     | CUSIP: 58768PAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4376559 | PA      | $4389604.58   | 0.07%             | 2027-08-16      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORP               | PARKER-HANNIFIN CORP                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  15000000 | PA      | $14963659.37  | 0.22%             | 2025-05-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL             | Mondelez International Inc                                                      | CUSIP: 609207BA2<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |  14955000 | PA      | $14501093.92  | 0.22%             | 2027-03-17      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage      | Citigroup Commercial Mortgage Trust 2016-GC37                                   | CUSIP: 17290XAU4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    723313 | PA      | $719169.18    | 0.01%             | 2049-04-10      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD 0%, due                | NUTRIEN LTD 0%, due                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  20000000 | PA      | $19987257.03  | 0.30%             | 2025-05-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                | American Express Co                                                             | CUSIP: 025816DP1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   7222000 | PA      | $7315588.81   | 0.11%             | 2028-02-16      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA B               | NATIONAL AUSTRALIA B                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  15000000 | PA      | $15000000.00  | 0.23%             | 2025-10-01      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| AON NORTH AMERICA INC              | Aon North America Inc                                                           | CUSIP: 03740MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  25000000 | PA      | $25356214.00  | 0.38%             | 2027-03-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                                 | CUSIP: 3138ENMN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        17 | PA      | $16.95        | 0.00%             | 2025-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTL HLDINGS NE           | Mondelez International Holdings Netherlands BV                                  | CUSIP: 60920LAR5<br>LEI: 549300CW356R8I7N8D33 | Long             | DBT              | CORP              | NL        |  10000000 | PA      | $9574393.20   | 0.14%             | 2026-09-24      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivabl     | Santander Drive Auto Receivables Trust 2022-6                                   | CUSIP: 802918AE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4000000 | PA      | $4004837.20   | 0.06%             | 2028-11-15      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO BANK NA                | Wells Fargo Bank NA                                                             | CUSIP: 94988J6H5<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $15045453.75  | 0.23%             | 2026-01-15      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BANK USA             | Goldman Sachs Bank USA/New York NY                                              | CUSIP: 38151LAH3<br>LEI: KD3XUN7C6T14HNAYLU02 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $14971927.50  | 0.22%             | 2027-05-21      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust     | Hyundai Auto Receivables Trust 2023-A                                           | CUSIP: 448979AD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1708609 | PA      | $1707579.94   | 0.03%             | 2027-04-15      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| Volkswagen Auto Lease Trust        | Volkswagen Auto Lease Trust 2024-A                                              | CUSIP: 92866EAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  22850000 | PA      | $23075189.04  | 0.35%             | 2027-06-21      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| BANK OF NEW YORK MELLON            | Bank of New York Mellon/The                                                     | CUSIP: 06405LAH4<br>LEI: HPFHU0OQ28E4N0NFVK49 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2028681.48   | 0.03%             | 2029-04-20      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                  | Sysco Corp                                                                      | CUSIP: 871829AZ0<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |  25296000 | PA      | $25197220.64  | 0.38%             | 2025-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE US INC 0%,                | ENBRIDGE US INC 0%,                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9998716.32   | 0.15%             | 2025-05-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CSLB HOLDINGS INC 0%               | CSLB HOLDINGS INC 0%                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  10300000 | PA      | $10279157.34  | 0.15%             | 2025-05-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HOLCIM FINANCE US LLC              | Holcim Finance US LLC                                                           | CUSIP: 43475RAB2<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |   9999000 | PA      | $10076233.08  | 0.15%             | 2028-04-07      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| CD Commercial Mortgage Trust       | CD 2017-CD3 Mortgage Trust                                                      | CUSIP: 12515GAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3545458 | PA      | $3501427.99   | 0.05%             | 2050-02-10      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC               | KEURIG DR PEPPER INC                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  12650000 | PA      | $12650000.00  | 0.19%             | 2025-05-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TREASURY BILL                      | United States Treasury Bill                                                     | CUSIP: 912797NE3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  45000000 | PA      | $44963249.85  | 0.68%             | 2025-05-08      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CRH AMERICA FINANCE                | CRH AMERICA FINANCE                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  25000000 | PA      | $24974816.16  | 0.38%             | 2025-05-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECHNOLOGIE               | L3HARRIS TECHNOLOGIE                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  20000000 | PA      | $20000000.00  | 0.30%             | 2025-05-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SBNA Auto Lease Trust              | SBNA Auto Lease Trust 2025-A                                                    | CUSIP: 78437KAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6250000 | PA      | $6281770.00   | 0.09%             | 2028-04-20      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK NA             | Morgan Stanley Bank NA                                                          | CUSIP: 61690U8A1<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $15125821.20  | 0.23%             | 2028-01-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS             | Verizon Communications Inc                                                      | CUSIP: 92343VDY7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9995414.90   | 0.15%             | 2027-03-16      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY              | Wells Fargo & Co                                                                | CUSIP: 95000U3R2<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $15104509.80  | 0.23%             | 2028-01-24      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| WAL-MART 02/05/08 4.0%             | WALMART INC DISC COML P 0.0 05MAY25                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  20000000 | PA      | $19990368.79  | 0.30%             | 2025-05-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag     | Wells Fargo Commercial Mortgage Trust 2016-C33                                  | CUSIP: 95000LBA0<br>LEI: 549300JPCJUA5JJLRW54 | Long             | ABS-MBS          | CORP              | US        |    735469 | PA      | $732037.50    | 0.01%             | 2059-03-15      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| MCCORMICK & COMPANY                | MCCORMICK & COMPANY                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9974113.17   | 0.15%             | 2025-05-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Auto Lease Trust     | Mercedes-Benz Auto Lease Trust 2023-A                                           | CUSIP: 58768RAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10502639 | PA      | $10504315.12  | 0.16%             | 2027-01-15      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                     | Starbucks Corp                                                                  | CUSIP: 855244BE8<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |   9600000 | PA      | $9609323.52   | 0.14%             | 2026-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE US INC 0%,                | ENBRIDGE US INC 0%,                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  15000000 | PA      | $14958563.50  | 0.22%             | 2025-05-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag     | Wells Fargo Commercial Mortgage Trust 2016-NXS6                                 | CUSIP: 95000KBC8<br>LEI: 549300CFP9NBBMZH1008 | Long             | ABS-MBS          | CORP              | US        |    220574 | PA      | $219549.08    | 0.00%             | 2049-11-15      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| T-Mobile US Trust                  | T-Mobile US Trust 2024-1                                                        | CUSIP: 87267RAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  26840000 | PA      | $27070469.71  | 0.41%             | 2029-09-20      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTL HLDINGS NE           | Mondelez International Holdings Netherlands BV                                  | CUSIP: 60920LAS3<br>LEI: 549300CW356R8I7N8D33 | Long             | DBT              | CORP              | NL        |   9955000 | PA      | $9930499.15   | 0.15%             | 2025-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust               | Verizon Master Trust                                                            | CUSIP: 92348KAZ6<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |  26223000 | PA      | $26160486.99  | 0.39%             | 2029-01-22      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| Dell Equipment Finance Trust       | Dell Equipment Finance Trust 2024-1                                             | CUSIP: 24702GAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6107000 | PA      | $6178050.06   | 0.09%             | 2030-03-22      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                   | Connecticut Avenue Securities Trust 2024-R05                                    | CUSIP: 20754XAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3262197 | PA      | $3245994.60   | 0.05%             | 2044-07-25      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| CPE 01 05 25 TRGP US USD F 4.6     | CPE 01 05 25 TRGP US USD F 4.6                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  60000000 | PA      | $60000000.00  | 0.90%             | 2025-05-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKIL               | SKANDINAVISKA ENSKIL                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  15000000 | PA      | $15000000.00  | 0.23%             | 2025-05-02      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| PACKAGING CORP OF AMERIC           | Packaging Corp of America                                                       | CUSIP: 695156AT6<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | DBT              | CORP              | US        |  13898000 | PA      | $13623137.59  | 0.20%             | 2027-12-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| VULCAN MATERIALS CO                | Vulcan Materials Co                                                             | CUSIP: 929160AT6<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $14827202.85  | 0.22%             | 2027-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BK AUST               | COMMONWEALTH BK AUST                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  25000000 | PA      | $25000000.00  | 0.38%             | 2025-09-04      | Floating      | 4.56%                 | No            |                  2 | On Loan: No      |
| AMSR Trust                         | AMSR 2020-SFR2 Trust                                                            | CUSIP: 00178UAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2182383 | PA      | $2169198.40   | 0.03%             | 2037-07-17      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY              | Wells Fargo & Co                                                                | CUSIP: 95000U3L5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $15338192.40  | 0.23%             | 2028-04-22      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA               | Royal Bank of Canada                                                            | CUSIP: 78017DAA6<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   5000000 | PA      | $5071766.75   | 0.08%             | 2029-01-24      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK              | Toronto-Dominion Bank/The                                                       | CUSIP: 89115A3E0<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   5385000 | PA      | $5461224.41   | 0.08%             | 2028-01-31      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| CENCORA INC                        | Cencora Inc                                                                     | CUSIP: 03073EAV7<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $15113716.65  | 0.23%             | 2027-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                | Freddie Mac STACR REMIC Trust 2025-DNA1                                         | CUSIP: 35564NFY4<br>LEI: 529900WZAMS87JCAOC53 | Long             | ABS-MBS          | CORP              | US        |   7478906 | PA      | $7446680.95   | 0.11%             | 2045-01-25      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                                 | CUSIP: 3138EPRU0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        22 | PA      | $22.28        | 0.00%             | 2025-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HOLCIM FINANCE US LLC              | Holcim Finance US LLC                                                           | CUSIP: 43475RAA4<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |  13000000 | PA      | $13048927.97  | 0.20%             | 2027-04-07      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                 | Energy Transfer LP                                                              | CUSIP: 29278NAP8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |  11362000 | PA      | $11353112.08  | 0.17%             | 2025-05-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| KELLANOVA 0%, due 05               | KELLANOVA 0%, due 05                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  15000000 | PA      | $14958837.38  | 0.22%             | 2025-05-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                | Elevance Health Inc                                                             | CUSIP: 036752BG7<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10029843.10  | 0.15%             | 2026-10-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC           | Constellation Brands Inc                                                        | CUSIP: 21036PBB3<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |  27145000 | PA      | $27105330.84  | 0.41%             | 2025-11-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P     | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137H3KA9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5719825 | PA      | $5706116.18   | 0.09%             | 2026-09-25      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                     | Morgan Stanley                                                                  | CUSIP: 61772BAB9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   9144000 | PA      | $8879954.38   | 0.13%             | 2027-05-04      | Fixed         | 1.59%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust     | Hyundai Auto Receivables Trust 2023-C                                           | CUSIP: 44918CAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10000000 | PA      | $10135625.00  | 0.15%             | 2028-10-16      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                | GLOBAL PAYMENTS INC                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  31800000 | PA      | $31800000.00  | 0.48%             | 2025-05-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                                 | CUSIP: 3140J5NR6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       223 | PA      | $224.66       | 0.00%             | 2027-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S     | BBCMS Mortgage Trust 2018-C2                                                    | CUSIP: 05491UBA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    184155 | PA      | $183420.31    | 0.00%             | 2051-12-15      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust           | JP Morgan Mortgage Trust 2019-INV1                                              | CUSIP: 46591DBF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1726533 | PA      | $1658864.17   | 0.02%             | 2049-10-25      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                       | Barclays PLC                                                                    | CUSIP: 06738EAN5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |  12721000 | PA      | $12692406.50  | 0.19%             | 2026-01-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Ally Auto Receivables Trust        | Ally Auto Receivables Trust 2024-1                                              | CUSIP: 02008FAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4788000 | PA      | $4820352.52   | 0.07%             | 2028-12-15      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                   | Connecticut Avenue Securities Trust 2024-R04                                    | CUSIP: 20753GAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3684436 | PA      | $3674161.55   | 0.06%             | 2044-05-25      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Lease Trust       | Ford Credit Auto Lease Trust 2024-B                                             | CUSIP: 345279AB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2961723 | PA      | $2967484.74   | 0.04%             | 2027-02-15      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                | JPMorgan Chase & Co                                                             | CUSIP: 46647PEA0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  20000000 | PA      | $20198848.80  | 0.30%             | 2028-01-23      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust           | JP Morgan Mortgage Trust 2019-LTV3                                              | CUSIP: 46651HBC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     75710 | PA      | $75319.22     | 0.00%             | 2050-03-25      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| CarMax Select Receivables Trus     | CarMax Select Receivables Trust 2025-A                                          | CUSIP: 14319UAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8000000 | PA      | $7998958.40   | 0.12%             | 2028-05-15      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| WRKCO INC 0%, due 05               | WRKCO INC 0%, due 05                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  15000000 | PA      | $14947554.63  | 0.22%             | 2025-05-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                        | Oracle Corp                                                                     | CUSIP: 68389XBC8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |  22798000 | PA      | $22782035.24  | 0.34%             | 2025-05-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| VMWARE LLC                         | VMware LLC                                                                      | CUSIP: 928563AC9<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |   4059000 | PA      | $3998689.15   | 0.06%             | 2027-08-21      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivabl     | Santander Drive Auto Receivables Trust 2024-4                                   | CUSIP: 802919AC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  13395000 | PA      | $13441333.31  | 0.20%             | 2029-01-16      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                       | UBS Group AG                                                                    | CUSIP: 902613AS7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |  10000000 | PA      | $10000129.80  | 0.15%             | 2027-08-05      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTER            | Pfizer Investment Enterprises Pte Ltd                                           | CUSIP: 716973AA0<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |  20000000 | PA      | $20000387.80  | 0.30%             | 2025-05-19      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Kubota Credit Owner Trust          | Kubota Credit Owner Trust 2024-1                                                | CUSIP: 50117BAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4338289 | PA      | $4350336.27   | 0.07%             | 2027-01-15      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| CIM Trust                          | CIM Trust 2019-INV1                                                             | CUSIP: 12555DAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    714175 | PA      | $693207.98    | 0.01%             | 2049-02-25      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| NASDAQ INC                         | Nasdaq Inc                                                                      | CUSIP: 63111XAG6<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |  22000000 | PA      | $22027952.10  | 0.33%             | 2025-06-28      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust       | Ford Credit Auto Owner Trust 2024-A                                             | CUSIP: 34535EAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10000000 | PA      | $10124248.00  | 0.15%             | 2028-12-15      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Lease Trust            | Nissan Auto Lease Trust 2023-B                                                  | CUSIP: 65473FAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2040094 | PA      | $2043294.10   | 0.03%             | 2026-07-15      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                     | Morgan Stanley                                                                  | CUSIP: 61747YFP5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10213338.10  | 0.15%             | 2028-04-13      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust               | Verizon Master Trust                                                            | CUSIP: 92348KDY6<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |  12500000 | PA      | $12579696.25  | 0.19%             | 2030-03-20      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                   | Crown Castle Inc                                                                | CUSIP: 22822VAC5<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |  12517000 | PA      | $12379487.24  | 0.19%             | 2026-06-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| VMWARE LLC                         | VMware LLC                                                                      | CUSIP: 928563AE5<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |  20765000 | PA      | $20804581.41  | 0.31%             | 2027-05-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                | American Express Co                                                             | CUSIP: 025816DL0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   6956000 | PA      | $7019063.86   | 0.11%             | 2026-10-30      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| INFOR INC                          | Infor LLC                                                                       | CUSIP: 45674CAA1<br>LEI: 549300Q3IIYBYI4RHD64 | Long             | DBT              | CORP              | US        |  35718000 | PA      | $35462840.97  | 0.53%             | 2025-07-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION CO LLC            | AEP Transmission Co LLC                                                         | CUSIP: 00115AAE9<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |   4275000 | PA      | $4194991.45   | 0.06%             | 2026-12-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                       | Stryker Corp                                                                    | CUSIP: 863667AN1<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |  20000000 | PA      | $19855404.80  | 0.30%             | 2026-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                   | Georgia Power Co                                                                | CUSIP: 373334KZ3<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |   8745000 | PA      | $8709311.74   | 0.13%             | 2026-09-15      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| Honda Auto Receivables Owner T     | Honda Auto Receivables 2023-2 Owner Trust                                       | CUSIP: 437927AB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    277989 | PA      | $278102.18    | 0.00%             | 2026-04-15      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                  | State Street Corp                                                               | CUSIP: 857477CB7<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |  18000000 | PA      | $18002898.54  | 0.27%             | 2026-05-18      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANK NA                | Fifth Third Bank NA                                                             | CUSIP: 31677QBU2<br>LEI: QFROUN1UWUYU0DVIWD51 | Long             | DBT              | CORP              | US        |   2400000 | PA      | $2415196.27   | 0.04%             | 2028-01-28      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO BANK NA                | Wells Fargo Bank NA                                                             | CUSIP: 94988J6B8<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | DBT              | CORP              | US        |  18250000 | PA      | $18280450.67  | 0.27%             | 2025-08-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| VMWARE LLC                         | VMware LLC                                                                      | CUSIP: 928563AD7<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |  30000000 | PA      | $29988720.00  | 0.45%             | 2025-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trus     | BRAVO Residential Funding Trust 2021-NQM1                                       | CUSIP: 10569TAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3614149 | PA      | $3378711.72   | 0.05%             | 2049-02-25      | Variable      | 0.94%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag     | Wells Fargo Commercial Mortgage Trust 2017-C41                                  | CUSIP: 95001ABB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    128120 | PA      | $126549.82    | 0.00%             | 2050-11-15      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECHNOLOGIE               | L3HARRIS TECHNOLOGIE                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  15000000 | PA      | $14928693.55  | 0.22%             | 2025-06-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELECTRIC AND POWER CP     | VIRGINIA ELECTRIC PO                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  20000000 | PA      | $19984923.22  | 0.30%             | 2025-05-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HCA INC                            | HCA Inc                                                                         | CUSIP: 404119CH0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $5849583.66   | 0.09%             | 2027-03-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AMERICA INC           | Willis North America Inc                                                        | CUSIP: 970648AL5<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10042116.90  | 0.15%             | 2027-06-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                   | Crown Castle Inc                                                                | CUSIP: 22822VAB7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |  35000000 | PA      | $34880028.40  | 0.52%             | 2026-02-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP              | Northrop Grumman Corp                                                           | CUSIP: 666807BK7<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4913425.80   | 0.07%             | 2027-02-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK NA             | Morgan Stanley Bank NA                                                          | CUSIP: 61690U8E3<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4041539.00   | 0.06%             | 2028-07-14      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| John Deere Owner Trust             | John Deere Owner Trust 2024-C                                                   | CUSIP: 477911AC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  15000000 | PA      | $15009747.00  | 0.23%             | 2027-08-16      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                   | Connecticut Avenue Securities Series 2025-R01                                   | CUSIP: 20755JAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5648667 | PA      | $5621473.00   | 0.08%             | 2045-01-25      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust       | CSMC 2019-AFC1 Trust                                                            | CUSIP: 12596XAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3193502 | PA      | $3069409.19   | 0.05%             | 2049-07-25      | Variable      | 3.57%                 | No            |                  2 | On Loan: No      |
| PNC BANK NA                        | PNC Bank NA                                                                     | CUSIP: 69353RFX1<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |   9000000 | PA      | $9006647.13   | 0.14%             | 2027-01-15      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| Banc of America Commercial Mor     | Banc of America Commercial Mortgage Trust 2015-UBS7                             | CUSIP: 06054AAV1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     70223 | PA      | $70030.11     | 0.00%             | 2048-09-15      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BK AUSTRALI           | COMMONWEALTH BANK OF AUSTRALIA                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |  10000000 | PA      | $10000000.00  | 0.15%             | 2025-07-28      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ AUTO RECEIVABLES     | Mercedes-Benz Auto Receivables Trust 2024-1                                     | CUSIP: 587918AD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  25406000 | PA      | $25549157.73  | 0.38%             | 2029-04-16      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Huntington Auto Trust              | Huntington Auto Trust 2024-1                                                    | CUSIP: 446144AC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8607817 | PA      | $8621135.48   | 0.13%             | 2027-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Porsche Financial Auto Securit     | Porsche Financial Auto Securitization Trust 2023-1                              | CUSIP: 73328QAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3387115 | PA      | $3392684.06   | 0.05%             | 2028-09-22      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| Citizens Auto Receivables Trus     | Citizens Auto Receivables Trust 2024-2                                          | CUSIP: 17331XAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10000000 | PA      | $10092146.00  | 0.15%             | 2028-08-15      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| VIRGINIA POWER FUEL SEC            | Virginia Power Fuel Securitization LLC                                          | CUSIP: 92808VAA0<br>LEI: 254900BELJ95ONW6U791 | Long             | DBT              | CORP              | US        |  19162224 | PA      | $19330385.57  | 0.29%             | 2027-05-01      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| CENCORA INC DISC COML 0.00 01MAY25 | CENCORA INC DISC COML 0.00 01MAY25                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  10900000 | PA      | $10900000.00  | 0.16%             | 2025-05-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Pagaya AI Debt Selection Trust     | Pagaya AI Debt Grantor Trust 2025-2                                             | CUSIP: 69545GAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10000000 | PA      | $9998798.00   | 0.15%             | 2026-03-16      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| SPECTRA ENERGY PARTNERS            | Spectra Energy Partners LP                                                      | CUSIP: 84756NAH2<br>LEI: 2HKVXE7U4NF5B6UGSU72 | Long             | DBT              | CORP              | US        |   5675000 | PA      | $5577264.24   | 0.08%             | 2026-10-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CarMax Select Receivables Trus     | CarMax Select Receivables Trust 2025-A                                          | CUSIP: 14319UAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4000000 | PA      | $4004542.40   | 0.06%             | 2028-05-15      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                  | State Street Corp                                                               | CUSIP: 857477DA8<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   8000000 | PA      | $8058834.00   | 0.12%             | 2028-04-24      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| T-Mobile US Trust                  | T-Mobile US Trust 2025-1                                                        | CUSIP: 872974AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  15000000 | PA      | $15200199.00  | 0.23%             | 2029-11-20      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| JM SMUCKER CO                      | J M Smucker Co/The                                                              | CUSIP: 832696AR9<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |   4269000 | PA      | $4181073.50   | 0.06%             | 2027-12-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Tr     | World Omni Auto Receivables Trust 2024-C                                        | CUSIP: 98164NAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1749371 | PA      | $1750134.41   | 0.03%             | 2028-01-18      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag     | Wells Fargo Commercial Mortgage Trust 2017-C40                                  | CUSIP: 95000YAW5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2810988 | PA      | $2774455.33   | 0.04%             | 2050-10-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| GM Financial Securitized Term      | GM Financial Consumer Automobile Receivables Trust 2024-4                       | CUSIP: 38014AAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  16889752 | PA      | $16886507.74  | 0.25%             | 2027-10-18      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| CRH AMERICA FINANCE                | CRH AMERICA FINANCE                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  15000000 | PA      | $14949030.10  | 0.22%             | 2025-05-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BAE SYSTEMS HOLDINGS INC           | BAE Systems Holdings Inc                                                        | CUSIP: 05523UAP5<br>LEI: MF62XBVMNYTYMC18DL76 | Long             | DBT              | CORP              | US        |  21049000 | PA      | $20938993.51  | 0.31%             | 2025-12-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| THE CAMPBELLS COMPANY              | The Campbell's Company                                                          | CUSIP: 134429BM0<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |  25000000 | PA      | $25418066.25  | 0.38%             | 2027-03-19      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac Gold Pool                                                           | CUSIP: 3128MEXB2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        12 | PA      | $12.08        | 0.00%             | 2026-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank Commercial Mortg     | DBJPM 16-C1 Mortgage Trust                                                      | CUSIP: 23312LAQ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2016277 | PA      | $2002013.99   | 0.03%             | 2049-05-10      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP           | Toyota Motor Credit Corp                                                        | CUSIP: 89236TMZ5<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $14947791.75  | 0.22%             | 2027-01-08      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| HOWMET AEROSPACE INC               | Howmet Aerospace Inc                                                            | CUSIP: 013817AJ0<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |  26750000 | PA      | $27410725.00  | 0.41%             | 2027-02-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                | JPMorgan Chase & Co                                                             | CUSIP: 46647PBW5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  14631000 | PA      | $14256508.58  | 0.21%             | 2027-02-04      | Fixed         | 1.04%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                   | Connecticut Avenue Securities Trust 2025-R02                                    | CUSIP: 20754TAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11574323 | PA      | $11529352.94  | 0.17%             | 2045-02-25      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| CMPBELL-CP 4.89 3/15/00            | THE CAMPBELLS COMPAN                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  23500000 | PA      | $23389846.89  | 0.35%             | 2025-06-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                       | Barclays PLC                                                                    | CUSIP: 06738ECX1<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   9412000 | PA      | $9482354.89   | 0.14%             | 2029-02-25      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE ENERGY PARTNERS           | Enbridge Energy Partners LP                                                     | CUSIP: 29250RAW6<br>LEI: CZ6VG2MNE1J6YDI02G48 | Long             | DBT              | CORP              | US        |  25000000 | PA      | $25053827.25  | 0.38%             | 2025-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK             | Canadian Imperial Bank of Commerce                                              | CUSIP: 13607PH98<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |  10000000 | PA      | $10092838.70  | 0.15%             | 2029-03-30      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| BOSTON SCIENTIFIC CO               | BOSTON SCIENTIFIC CO                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  20000000 | PA      | $19961012.53  | 0.30%             | 2025-05-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC           | Constellation Brands Inc                                                        | CUSIP: 21036PBK3<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |  11716000 | PA      | $11702894.95  | 0.18%             | 2027-05-09      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RAILWA               | CANADIAN NATL RAILWA                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  15000000 | PA      | $14948660.98  | 0.22%             | 2025-05-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AON CORP 0%, due 05/               | AON CORP 0%, due 05/                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  15000000 | PA      | $14992441.04  | 0.23%             | 2025-05-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AUST & NZ BANKI FRN 03/26          | AUST & NZ BANKI FRN 03/26                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |  25000000 | PA      | $25000000.00  | 0.38%             | 2026-03-11      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                | PayPal Holdings Inc                                                             | CUSIP: 70450YAR4<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $15008061.30  | 0.23%             | 2028-03-06      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| TR FINANCE LLC                     | TR Finance LLC                                                                  | CUSIP: 87268LAA5<br>LEI: 254900OWSTRTOV8P5W25 | Long             | DBT              | CORP              | US        |  18867000 | PA      | $18599199.73  | 0.28%             | 2026-05-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| UBS AG LONDON                      | UBS AG/London                                                                   | CUSIP: 902674ZV5<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | DBT              | CORP              | CH        |  20000000 | PA      | $20078685.60  | 0.30%             | 2025-09-11      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Toyota Lease Owner Trust           | Toyota Lease Owner Trust 2024-A                                                 | CUSIP: 89238GAE1<br>LEI: 254900MVSB4M6HOIRE71 | Long             | ABS-O            | CORP              | US        |  17045000 | PA      | $17238150.53  | 0.26%             | 2028-06-20      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS               | CONSTELLATION BRANDS                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  12000000 | PA      | $11991996.80  | 0.18%             | 2025-05-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust          | Morgan Stanley Bank of America Merrill Lynch Trust 2017-C33                     | CUSIP: 61767CAS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    259215 | PA      | $256171.80    | 0.00%             | 2050-05-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| ZIMMER BIOMET HOLDINGS             | Zimmer Biomet Holdings Inc                                                      | CUSIP: 98956PBA9<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |  18000000 | PA      | $18080349.48  | 0.27%             | 2027-02-19      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust               | Verizon Master Trust                                                            | CUSIP: 92348KDZ3<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |  12500000 | PA      | $12495228.75  | 0.19%             | 2030-03-20      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P     | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FEZT0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   9027501 | PA      | $8962540.08   | 0.13%             | 2027-12-25      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES             | PNC Financial Services Group Inc/The                                            | CUSIP: 693475BY0<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10055859.30  | 0.15%             | 2027-07-23      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                   | T-Mobile USA Inc                                                                | CUSIP: 87264ABU8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |  20000000 | PA      | $19645204.20  | 0.30%             | 2026-04-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasin     | GM Financial Automobile Leasing Trust 2023-3                                    | CUSIP: 379929AE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9372000 | PA      | $9421466.35   | 0.14%             | 2027-08-20      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC                   | Berry Global Inc                                                                | CUSIP: 085770AA3<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |  25000000 | PA      | $24965282.50  | 0.37%             | 2026-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                       | Comcast Corp                                                                    | CUSIP: 20030NEA5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |  12575000 | PA      | $12964891.52  | 0.19%             | 2027-11-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage      | Citigroup Commercial Mortgage Trust 2016-C3                                     | CUSIP: 17325GAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    715622 | PA      | $709206.88    | 0.01%             | 2049-11-15      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                | American Express Co                                                             | CUSIP: 025816DT3<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |  16000000 | PA      | $16171194.24  | 0.24%             | 2027-04-23      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage      | Citigroup Commercial Mortgage Trust 2015-GC35                                   | CUSIP: 17324KAQ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     33531 | PA      | $33459.49     | 0.00%             | 2048-11-10      | Fixed         | 3.61%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA B               | NATIONAL AUSTRALIA B                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  15000000 | PA      | $15000000.00  | 0.23%             | 2025-05-05      | Floating      | 4.48%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                   | Connecticut Avenue Securities Trust 2025-R03                                    | CUSIP: 20754VAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8737382 | PA      | $8759609.41   | 0.13%             | 2045-03-25      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| Citizens Auto Receivables Trus     | Citizens Auto Receivables Trust 2024-1                                          | CUSIP: 17331QAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5070824 | PA      | $5076971.50   | 0.08%             | 2026-10-15      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| AM.HONDA 2/8/08 4.25%              | AMERICAN HONDA FINAN                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  15000000 | PA      | $14979010.54  | 0.22%             | 2025-05-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                         | Fannie Mae Pool                                                                 | CUSIP: 3138EN3W7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        13 | PA      | $13.33        | 0.00%             | 2027-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC            | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GC77<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $15140928.30  | 0.23%             | 2028-04-23      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitizat     | Hyundai Auto Lease Securitization Trust 2024-C                                  | CUSIP: 448984AB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5830159 | PA      | $5841868.77   | 0.09%             | 2027-03-15      | Fixed         | 4.77%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP            | John Deere Capital Corp                                                         | CUSIP: 24422EYA1<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $14974519.65  | 0.22%             | 2028-03-06      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| WORKDAY INC                        | Workday Inc                                                                     | CUSIP: 98138HAG6<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |  21542000 | PA      | $21166388.95  | 0.32%             | 2027-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                | Elevance Health Inc                                                             | CUSIP: 28622HAA9<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |  16667000 | PA      | $16668449.36  | 0.25%             | 2026-02-08      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORP                  | Hyatt Hotels Corp                                                               | CUSIP: 448579AF9<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |  20133000 | PA      | $20143720.62  | 0.30%             | 2026-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust         | Verus Securitization Trust 2020-4                                               | CUSIP: 92538LAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    384515 | PA      | $376742.32    | 0.01%             | 2065-05-25      | Variable      | 2.91%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S     | BBCMS Mortgage Trust 2021-C9                                                    | CUSIP: 05493EAU6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    111063 | PA      | $109173.44    | 0.00%             | 2054-02-15      | Fixed         | 0.49%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Tr     | World Omni Auto Receivables Trust 2023-A                                        | CUSIP: 98164JAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5637665 | PA      | $5637547.02   | 0.08%             | 2028-05-15      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables      | Exeter Automobile Receivables Trust 2025-2                                      | CUSIP: 30168JAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  15000000 | PA      | $15002250.00  | 0.23%             | 2027-06-15      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P     | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FCLC6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   9634316 | PA      | $9480451.25   | 0.14%             | 2027-10-25      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| BOSTON SCIENTIFIC CO               | BOSTON SCIENTIFIC CO                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  20000000 | PA      | $19966713.98  | 0.30%             | 2025-05-14      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust            | Carmax Auto Owner Trust 2024-3                                                  | CUSIP: 14319GAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3980028 | PA      | $3990464.08   | 0.06%             | 2027-09-15      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                        | Freddie Mac REMICS                                                              | CUSIP: 3137BW2C7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    179465 | PA      | $179144.12    | 0.00%             | 2043-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON & C               | BECTON DICKINSON & C                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  15000000 | PA      | $14963120.81  | 0.22%             | 2025-05-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Lease Trust            | Nissan Auto Lease Trust 2024-B                                                  | CUSIP: 65481DAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  12966658 | PA      | $13014995.14  | 0.20%             | 2027-06-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CPE 01 05 25 EPL US USD F 4.53     | CPE 01 05 25 EPL US USD F 4.53                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  23300000 | PA      | $23300000.00  | 0.35%             | 2025-05-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                       | Stryker Corp                                                                    | CUSIP: 863667BJ9<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |  19647000 | PA      | $19755942.03  | 0.30%             | 2027-02-10      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| EIDP INC 0%, due 05/               | EIDP INC 0%, due 05/                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  14000000 | PA      | $13998241.87  | 0.21%             | 2025-05-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| AMCOR FLEXIBLES NORTH AM           | Amcor Flexibles North America Inc                                               | CUSIP: 02344AAC2<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5042931.30   | 0.08%             | 2028-03-17      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                       | Stryker Corp                                                                    | CUSIP: 863667AH4<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |  14074000 | PA      | $13989054.54  | 0.21%             | 2025-11-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P     | Freddie Mac Multifamily Structured Pass Through Certificates                    | CUSIP: 3137FGZS7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  15705771 | PA      | $15600033.16  | 0.23%             | 2028-02-25      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ AUTO RECEIVABLES     | Mercedes-Benz Auto Receivables Trust 2025-1                                     | CUSIP: 58773DAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10000000 | PA      | $9994482.00   | 0.15%             | 2028-02-15      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ AUTO RECEIVABLES     | Mercedes-Benz Auto Receivables Trust 2025-1                                     | CUSIP: 58773DAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10000000 | PA      | $10149180.00  | 0.15%             | 2029-12-17      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                | Freddie Mac STACR REMIC Trust 2024-HQA2                                         | CUSIP: 35564NDY6<br>LEI: 5299002OYNAPMJKK2A73 | Long             | ABS-MBS          | CORP              | US        |  10500000 | PA      | $10511178.25  | 0.16%             | 2044-08-25      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-06-23

**Name of Applicant:** First Trust Exchange-Traded Fund IV

**Signature:** Derek Maltbie

**Name of Signer:** Derek Maltbie

**Title:** Treasurer, Chief Financial Officer and Chief Accounting Officer